N-CSR 1 d352443dncsr.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, 2022

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

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


Item 1. Reports to Stockholders.


Hartford Schroders Funds
Annual Report
October 31, 2022
Hartford Schroders China A Fund
Hartford Schroders Diversified Emerging Markets Fund
Hartford Schroders Emerging Markets Equity Fund
Hartford Schroders Emerging Markets Multi-Sector Bond Fund
Hartford Schroders International Contrarian Value Fund
Hartford Schroders International Multi-Cap Value Fund
Hartford Schroders International Stock Fund
Hartford Schroders Securitized Income Fund
Hartford Schroders Sustainable International Core Fund
Hartford Schroders Tax-Aware Bond Fund
Hartford Schroders US MidCap Opportunities Fund
Hartford Schroders US Small Cap Opportunities Fund


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, 2021 through October 31, 2022.
Market Review
During the 12 months ended October 31, 2022, U.S. stocks, as measured by the S&P 500 Index,1 lost 14.61%. The decline was an unsettling reminder that equities have experienced an exceptionally volatile period marked by persistent inflation, the U.S. Federal Reserve (Fed) interest rate increases, and, lately, growing fears of recession.
Many investors would prefer to remember the brief period from late-June to late-August in 2022 when stocks came off their June 2022 lows for the year and climbed on hopes of a pause in the Fed’s interest-rate increases. But Fed Chair Jerome Powell’s Jackson Hole speech on August 26, 2022, made it clear the Fed would not be backing off its campaign of rate hikes until it felt inflation had been brought under control. The mid-summer rally quickly faded as Powell’s words sank in and as the August 2022 Consumer Price Index (CPI)2 report of 8.3% annual inflation appeared to stiffen the Fed’s resolve. The CPI’s small retreat to 8.2% in September 2022 produced no change in Fed sentiment.
With all the volatility we’ve seen these past 12 months, it may seem hard to believe that markets at the start of the period were, in fact, on their way to setting new positive records. Even as the Fed had begun expressing concerns in late 2021 over the likely persistence of inflation, the S&P 500 Index was on a steady climb on its way to a record high as of January 3, 2022.
As inflation numbers steadily worsened, Fed policymakers acknowledged that higher prices wouldn't be as transitory as they would have hoped. Soon thereafter, the Fed embarked on a cycle of rate hikes and Treasury balance-sheet reductions designed to slow the economy and soak up the massive amounts of liquidity put in place to support a faltering economy.
Any review of the period would be incomplete without noting the impact of the February 24, 2022 invasion of Ukraine by Russia’s armed forces, a decision that continues to threaten global security and strain worldwide food and energy supplies. With the continued backdrop of geopolitical instability, the Fed kept its anti-inflationary policy stance in focus in March 2022 by enacting a quarter-percent increase in the federal funds rate.
After a surprise jump in consumer prices in May 2022, the Fed in June 2022 raised rates by three-quarters of a percent. Although declining gasoline prices offered consumers a measure of relief during the summer, core inflation, which excludes volatile food and energy prices, remained persistently high as the period came to an end. As the Fed added another three-quarter-percent rate hike in September and October 2022, markets remained highly volatile.
As we approach the winter months, recession concerns are likely to grow as a result of the impact of Fed rate hikes on labor markets, currencies, and corporate profits. With market volatility likely to persist, 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 Consumer Price Index (CPI) in the United States is defined by the Bureau of Labor Statistics as a measure of the average change over time in the prices
paid by urban consumers for a market basket of consumer goods and services.


Hartford Schroders Funds
Table of Contents
Fund Overview (Unaudited) 2
Benchmark Glossary (Unaudited) 43
Expense Examples (Unaudited) 45
Financial Statements:  
Schedules of Investments:  
Hartford Schroders China A Fund 48
Hartford Schroders Diversified Emerging Markets Fund 50
Hartford Schroders Emerging Markets Equity Fund 54
Hartford Schroders Emerging Markets Multi-Sector Bond Fund 57
Hartford Schroders International Contrarian Value Fund 62
Hartford Schroders International Multi-Cap Value Fund 64
Hartford Schroders International Stock Fund 71
Hartford Schroders Securitized Income Fund 73
Hartford Schroders Sustainable International Core Fund 76
Hartford Schroders Tax-Aware Bond Fund 78
Hartford Schroders US MidCap Opportunities Fund 83
Hartford Schroders US Small Cap Opportunities Fund 85
Glossary 88
Statements of Assets and Liabilities 89
Statements of Operations 95
Statements of Changes in Net Assets 100
Financial Highlights 106
Notes to Financial Statements 117
Report of Independent Registered Public Accounting Firm 148
Operation of the Liquidity Risk Management Program (Unaudited) 150
Directors and Officers (Unaudited) 151
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records (Unaudited) 154
Quarterly Portfolio Holdings Information (Unaudited) 154
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) 155
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, Hartford Schroders International Contrarian Value Fund, and Hartford Schroders Sustainable International Core 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 Manager Discussion for each of Hartford Schroders Diversified Emerging Markets Fund, Hartford Schroders International Contrarian Value Fund, and Hartford Schroders Sustainable International Core Fund reflect the returns of such Fund's Class SDR shares and returns for such Fund’s other classes differ only to the extent that the classes do not have the same expenses.


Hartford Schroders China A Fund
 Fund Overview
 October 31, 2022 (Unaudited) 

Inception 03/31/2020
Sub-advised by Schroder Investment Management North America Inc. and its
sub-sub-adviser, Schroder Investment Management North America Limited
Investment objective – The Fund seeks long-term capital appreciation.
Comparison of Change in Value of $10,000 Investment (03/31/2020 - 10/31/2022)
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 Ended 10/31/2022
  1 Year Since
Inception1
Class A2 -35.01% 4.75%
Class A3 -38.58% 2.48%
Class C2 -34.97% 4.25%
Class C4 -35.61% 4.25%
Class I2 -34.86% 4.99%
Class Y2 -34.77% 5.08%
Class F2 -34.71% 5.17%
Class SDR2 -34.75% 5.17%
MSCI China A Onshore Index (Net) -34.78% 1.51%
    
1 Inception: 03/31/2020
2 Without sales charge
3 Reflects maximum sales charge of 5.50%
4 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 1.94% 1.45%
Class C 2.66% 2.25%
Class I 1.65% 1.15%
Class Y 1.65% 1.11%
Class F 1.54% 0.99%
Class SDR 1.54% 0.99%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.
 

2


Hartford Schroders China A Fund
 Fund Overview – (continued)
 October 31, 2022 (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 -35.01%, before sales charges, for the twelve-month period ended October 31, 2022, underperforming the Fund’s benchmark, the MSCI China A Onshore Index (Net), which returned -34.78% for the same period. For the same period, the Class A shares of the Fund, before sales charges, outperformed the -43.78% average return of the Lipper China Region peer group, a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
Chinese equities markets declined in the final months of 2021 amid constant regional COVID-19 outbreaks in China. China’s “zero COVID” policy continued to trigger a series of sporadic lockdowns in major cities, which put a damper on consumer confidence and domestic demand. Additionally, the ongoing liquidity concerns around Chinese property developers and the heightened U.S.-China relations also depressed market sentiment somewhat. The markets remained volatile entering into 2022, as they continued to be driven by macroeconomic factors including the outlook for U.S. interest rates, geopolitical tensions, and the outbreak of the Omicron strain of COVID-19 in China. Although the market rebounded briefly in mid-March 2022 on positive policy guidance from policymakers, overall sentiment towards the China market remained weak in the remaining months of the period given the concerns around COVID lockdowns and their longer-term impact on the economy. The closely watched Chinese Communist Party 20th Congress also concluded in October 2022, which reinforced President Xi’s authority but failed to signal any near-term easing of the country’s “zero-COVID” policy.
Outside of China, the macroeconomic backdrop continued to be increasingly challenging during the period. Global growth momentum seemed to be softening, inflation proxies remained elevated on high commodity prices and lingering supply-chain issues, and central banks and governments globally took steps to normalize monetary policy by withdrawing stimulus at a record-matching pace. The divergence in the monetary-policy trajectories between China and the U.S. during the period caused the Chinese renminbi to decline against the U.S. dollar, which was not favorable to the Chinese market.
During the period, the Fund delivered negative returns while performing broadly in line with the MSCI China A Onshore Index (Net). Sector allocation effect was positive, driven by the Fund’s underweight exposure to the Consumer Staples and Industrials sectors, as well as an overweight exposure to the Healthcare sector. Cash allocation in
the down market also had a positive impact. Stock selection was mostly neutral, as positive selection in the Technology and Healthcare sectors was offset by weak selection in the Financials sector.
At the stock level, satellite image processing software provider Piesat Information was the top contributor, thanks to the strong growth in revenue and earnings driven by the boom in China’s remote sensing satellite industry. Medical equipment manufacturer Micro-Tech advanced on expectations that the Chinese government will spend more on hospital infrastructure going forward. Real estate company Poly Development also contributed positively to Fund performance, as investors believed the company could benefit from the reshaping of the industry landscape given its strong balance sheet and state-owned background. On the negative side, bakery shop Toly Bread underperformed as its business was severely impacted by the recurring COVID lockdowns in China. New media service provider Mango Excellent underperformed because its business, especially the advertising side, was impacted by the depressing macro environment. Lastly, ceramic material producer Shandong Sinocera traded lower as demand for consumer electronic products was weak amid the downcycle in the tech industry.
During the period, the Fund used p-notes and non-standard warrants, which are types of derivatives, to gain access to the broader A-share universe. These derivatives had no material impact on the Fund's overall performance for the period.
What is the outlook as of the end of the period?
As of the end of the period, China’s markets remained depressed by the twin overhangs of the “dynamic-zero-COVID” policy and the ongoing contraction in real estate activity, both of which have negatively affected economic activity and seriously impacted earnings in many sectors of the market.
Against the weak macroeconomic backdrop, we have started to see more policy measures announced to support the real estate market, increase infrastructure investment, and encourage consumption.
Although it seems unlikely that restrictive COVID-19 policies will soften much in the near term, in the last few months markets have started to anticipate a return to normalcy in the medium term. There is some hope that the Shanghai lockdown-related weakness could represent the low point for growth in this market cycle and mark the peak of restrictions. In our view, year-on-year comparisons should also look better as we head towards 2023, and a stronger rebound in activity may occur, as the authorities may become more relaxed about the downside risks from easing controls.
Looking ahead, we expect that policy implementation in line with President Xi’s stated policy priorities should accelerate after the
 

3


Hartford Schroders China A Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

change of leadership in China. We also expect a ramp-up of supporting policies, which may support China's domestic growth. More details of economic policy from the new leadership team will likely be available in the Central Economic Work Conference in late December 2022. Before that, the market is likely to continue to consolidate as domestic and external uncertainties continue without much clarity in sight.
China reopening and the possibility of a pivot by the Federal Reserve to slow down the pace of future interest-rate increases (or a confirmation of an inflation peak in the U.S.) remain the most visible and powerful upside catalysts for the market in early 2023, in our view.
In terms of the Fund’s portfolio strategy, as of the end of the period we have maintained our focus on sectors that we believe will see structural growth over the medium term. As of the end of the period, the Fund is most overweight in the Healthcare sector, as we believe the sector’s risk and reward profile has appeared to become more attractive after the corrections over the past year or so. The sector outlook is still well underpinned by the structural increase in government spending on healthcare equipment/products. As of the end of the period, we still favor select domestic Chinese consumer-facing businesses with strong brand value and pricing power. We also like the Technology sector as of the end of the period, believing it should benefit from the “new infrastructure” initiative, localization, and the structural increase in renewables in the medium term given carbon neutrality goals globally. Alongside these structural growth companies in the Fund’s portfolio are exposures to more cyclical businesses (petrochemical and select material names) that we believe help to balance the overall portfolio.
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. To the extent the Fund invests in China A shares listed on the Science and Technology Innovation Board of the Shanghai stock exchange and/or the ChiNext market of the Shenzhen stock exchange, the risks are heightened. • 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. • Integration of environmental, social, and/or governance (ESG) characteristics into the investment process may not work as intended. • 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. • 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 10/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 2.8%
Consumer Discretionary 8.9
Consumer Staples 6.7
Financials 15.2
Health Care 10.6
Industrials 17.7
Information Technology 13.8
Materials 19.0
Real Estate 0.7
Total 95.4%
Short-Term Investments 0.8
Other Assets & Liabilities 3.8
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

4


Hartford Schroders Diversified Emerging Markets Fund
 Fund Overview
 October 31, 2022 (Unaudited) 

Inception 09/30/2021
Sub-advised by Schroder Investment Management North America Inc. and its sub-sub-adviser, Schroder Investment Management North America Limited
Investment objective – The Fund seeks long-term capital appreciation.
Comparison of Change in Value of $5,000,000 Investment (09/30/2021 - 10/31/2022)
The chart above represents the hypothetical growth of a $5,000,000 investment in Class SDR. 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 Ended 10/31/2022
  1 Year Since
Inception1
Class A2 -31.63% -28.92%
Class A3 -35.39% -32.53%
Class C2 -32.03% -29.30%
Class C4 -32.71% -29.30%
Class I2 -31.43% -28.73%
Class Y2 -31.43% -28.73%
Class F2 -31.63% -28.92%
Class SDR2 -31.63% -28.92%
MSCI Emerging Markets Index (Net) -31.03% -28.19%
    
1 Inception: 09/30/2021
2 Without sales charge
3 Reflects maximum sales charge of 5.50%
4 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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.
Classes A, C, I, Y, and F commenced operations on 02/28/2022 and performance prior to that date is that of the Fund’s Class SDR shares. 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 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.
Operating Expenses* Gross Net
Class A 1.40% 1.34%
Class C 2.14% 2.14%
Class I 1.15% 1.04%
Class Y 1.15% 0.99%
Class F 1.05% 0.89%
Class SDR 1.05% 0.89%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.
 

5


Hartford Schroders Diversified Emerging Markets Fund
 Fund Overview – (continued)
 October 31, 2022 (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 -31.63% for the twelve-month period ended October 31, 2022, modestly underperforming the Fund’s benchmark, the MSCI Emerging Markets Index (Net), which returned -31.03% for the period. Over the same period, the Class SDR shares of the Fund outperformed the -32.69% average return of the Lipper Emerging Markets Funds 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 twelve-month period ended October 31, 2022, the emerging-markets equity asset class was under pressure along with broader global equities. Russia’s invasion of Ukraine, the ensuing energy crisis, supply-chain disruptions, China’s zero-Covid policy and regulatory crackdown, and tighter global monetary policy all weighed heavily on investor sentiment. The strength of the U.S. dollar against emerging-market currencies was also detrimental to the Fund’s performance relative to the MSCI Emerging Markets Index (Net) for the period. The sharp underperformance of China over the period chiefly benefited commodity-heavy markets in Latin America and the Middle East, while also benefitting Indian equities, which were regarded as a relative safe haven given India’s more robust economic growth during the period.
In selecting investments for the Fund, we combine both fundamental and quantitative analysis along with our sustainable investing criteria. At the portfolio level, exposure to Europe, the Middle East and Africa (EMEA) and Latin America added value over the twelve-month period. Within EMEA, a sizable underweight to Russia leading up to its unprovoked invasion of Ukraine was additive to relative performance as the market ultimately collapsed and was swiftly removed from the MSCI Emerging Markets Index (Net). Adverse signals from our country risk monitor prompted a timely de-risking of the Fund’s exposure to Russian equities. The United Arab Emirates (UAE) was a positive contributor to Fund performance, as robust oil prices underpinned a relatively upbeat domestic economy. Positions in high-quality, attractively valued banks and a select, well-capitalized diversified property investment & developer also lifted relative performance. The favorable performance outcome in Latin America was primarily driven by an overweight position in Mexico alongside
strong stock selection during the period. In particular, a mix of contributions from high-quality, attractively valued banks and defensive staples (e.g., Kimberly-Clark de Mexico) underpinned relative performance.
However, positioning in Asian emerging markets was an overall detractor from performance during the period, offsetting some of the aforementioned gains. China was a volatile market over the twelve-month period due to rising geopolitical risks related to its relationship with Russia and its intentions towards Taiwan. Moreover, concerns relating to President Xi’s consolidation of power following the Chinese Communist Party’s 20th Congress in October 2022 and his increasing focus on economic security were poorly received by investors. While we maintained a modest underweight to the market, relative performance was negatively impacted by our holdings in internet platform giants Alibaba and JD.com, as well as an insufficient exposure to the outperforming Energy sector. A modest underweight to India also weighed on relative performance during the period, as the market performed strongly despite its lofty valuation.
Brighter spots within the largest region of the MSCI Emerging Markets Index (Net) included Indonesia and South Korea. Indonesia was driven by strong stock selection within banks, benefiting from well-capitalized, quality value opportunities. Exposure to quality cyclicals within the Industrials sector and an underweight to a key internet platform laggard underpinned solid relative performance in South Korea.
Finally, at a broader sector level, the Energy sector was a notable detractor from the Fund’s performance due to a lack of exposure to Brazilian heavyweight Petrobras and an underweight to coal, as the underlying commodity rallied sharply due to supply concerns emanating from the energy crisis. We view the sub-industry as poor-quality cyclical exposure with negative environmental, social and governance (ESG) characteristics.
Derivatives were used within the Fund during the period in the form of index futures, and were only used for efficient management of fund inflows and outflows; these futures had no material impact on overall Fund performance for the period.
 

6


Hartford Schroders Diversified Emerging Markets Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

What is the outlook as of the end of the period?
It has been another humbling year for economic forecasters, whether they be investors or central banks. Few predicted the current global backdrop even as short a time ago as the start of the year, most notably the level and persistence of inflation. There still remains an unusually high level of uncertainty about the economic outlook and what this means for global interest rates and currencies.
After having held up relatively well through the summer months, emerging markets finally capitulated in September 2022, with emerging-markets equities, fixed income, foreign currency, and credit all underperforming their developed-market counterparts. However, emerging markets are also further along in their monetary policy tightening cycle, which does provide some comfort, particularly if the dollar is close to peaking. The timing of China’s “re-opening” is also a significant “known unknown,” but this seems a pre-requisite for a firmer footing, in our view. We believe there is good value in emerging markets, but it is scarcer than simple valuation multiples suggest due to the greater risks, most notably their inherent cyclicality.
As investors wait for greater clarity, we believe the path of least resistance is probably for a range-bound market (i.e., a market that trades within a certain range) with further downside likely if earnings disappoint expectations or if inflation remains more stubborn than expected. This backdrop reinforces our defensive positioning for the Fund. Fortunately, as of the end of the period, we believe there are opportunities to find quality stocks at reasonable prices. We believe this also offers a natural hedge against such an uncertain environment. But we are also wary of the potential for a pivot by the U.S. Federal Reserve.
More broadly, we still expect stock selection to be more nuanced in the near term than we saw during the 2017-2020 thematic “growth at any price” period. We believe markets will be driven more by the progression of earnings as opposed to multiple expansion as was the case from 2017 to 2020. In our view, companies that the market favored during that period now offer better value but are still not exceptionally cheap, particularly given ongoing regulatory risks and geopolitical tensions. In contrast, in our view, stocks exhibiting both quality and value characteristics still have a way to run for valuations to normalize even before considering their recession-proofing potential.
Finally, we would stress that, given the prospect of ongoing short-term volatility, we believe it is more important than ever to stay true to our investment process. In the short term, we remain disciplined in seeking to find opportunities during periods of excess volatility by trading little but often back to target stock weights.
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. • 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. • Applying sustainability criteria to the investment process may result in foregoing certain investments and underperformance 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 10/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 12.4%
Consumer Discretionary 10.0
Consumer Staples 6.4
Energy 4.0
Financials 26.5
Health Care 3.8
Industrials 4.6
Information Technology 23.6
Materials 5.9
Real Estate 0.4
Utilities 0.8
Total 98.4%
Short-Term Investments 1.0
Other Assets & Liabilities 0.6
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

7


Hartford Schroders Emerging Markets Equity Fund
 Fund Overview
 October 31, 2022 (Unaudited) 

Inception 03/31/2006
Sub-advised by Schroder Investment Management North America Inc. and its
sub-sub-adviser, Schroder Investment Management North America Limited
Investment objective – The Fund seeks capital appreciation.
Comparison of Change in Value of $10,000 Investment (10/31/2012 - 10/31/2022)
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 Ended 10/31/2022
  1 Year 5 Years 10 Years
Class A1 -33.86% -3.10% 1.06%
Class A2 -37.51% -4.19% 0.49%
Class C1 -34.26% -3.75% 0.75%
Class C3 -34.91% -3.75% 0.75%
Class I1 -33.63% -2.86% 1.31%
Class R31 -33.94% -3.29% 1.05%
Class R41 -33.81% -2.98% 1.21%
Class R51 -33.62% -2.82% 1.33%
Class Y1 -33.62% -2.77% 1.37%
Class F1 -33.55% -2.68% 1.40%
Class SDR1 -33.50% -2.68% 1.44%
MSCI Emerging Markets Index (Net) -31.03% -3.09% 0.79%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 02/28/2017 and performance prior to that date is that of the Fund’s Class I shares. Performance prior to Class F’s inception date has not been adjusted to reflect the operating expenses of Class F. 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, 2022 (Unaudited) 

Operating Expenses* Gross Net
Class A 1.45% 1.45%
Class C 2.14% 2.14%
Class I 1.23% 1.23%
Class R3 1.77% 1.77%
Class R4 1.47% 1.47%
Class R5 1.17% 1.17%
Class Y 1.16% 1.16%
Class F 1.05% 1.05%
Class SDR 1.05% 1.05%
    
* Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.

 
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 -33.86%, before sales charges, for the twelve-month period ended October 31, 2022, underperforming the Fund’s benchmark, the MSCI Emerging Markets Index (Net), which returned -31.03% for the same period. For the same period, the Class A shares of the Fund, before sales charges, underperformed the -32.69% average return of the Lipper Emerging Markets Funds peer group, a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
Global equities, as measured by the MSCI ACWI Index (Net), recorded a negative return over the twelve-month period ended October 31, 2022, against a backdrop of war in Ukraine, slowing growth, heightened inflationary pressure, and rising interest rates. The MSCI Emerging Markets Index (Net) returned -31.03% during the period, underperforming the MSCI World Index, which returned -18.48% for the same period.
Russian equities fell sharply in the run-up to and in the aftermath of the invasion of Ukraine at the end of February 2022. Russia was removed from the MSCI Emerging Markets Index on March 9, 2022. Hungary and Poland, which border Ukraine, were among the weakest index markets amid concern over the impact of the war on their domestic economies and the risk of escalation of Russia’s actions within the region.
China also lagged the MSCI Emerging Markets Index as COVID-19 lockdowns in key cities were introduced, removed, and then introduced again, hampering domestic demand. A crisis in the Real Estate sector also weighed on sentiment. Towards the end of the period, macroeconomic data began to improve, helped by Chinese authorities’ implementation of various economic support policies. Meanwhile, South Korea and Taiwan underperformed as the outlook for global growth and trade deteriorated during the period.
On the positive side, Brazil outperformed as election-related volatility ended with former President Lula winning a third term in October 2022’s presidential election. Turkey was the best-performing market despite inflation that reached over 80% as the central bank cut interest rates to low double digits over the period.
 

9


Hartford Schroders Emerging Markets Equity Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Over the period, the Fund’s country allocation added to performance, while stock selection detracted from performance.
Russia detracted from relative performance over the period. As mentioned earlier, MSCI removed Russia from its indices on March 9, 2022. Outside of Russia, the overweight position to Brazil was a notable contributor to Fund performance. The Fund’s underweight to China was also beneficial, while cash held in a falling market had a positive impact as well. Stock selection was negative overall, most notably in in China (where the Fund was overweight Great Wall Motors and Xpeng, and lacked an allocation to China Construction Bank) but also in Chile (where the Fund was overweight Falabella, and lacked an allocation to SQM). Conversely, stock selection was positive in Korea (where the Fund was overweight to Samsung SDI and Korea Zinc, with no exposure to Kakao Corp).
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 global growth remains weak, and the inflation path is unclear as the lagged effects of interest-rate increases from major global central banks feed through. Monetary policy tightening is ongoing, leading to lower global liquidity and tighter financial conditions for emerging markets. The slowdown in global trade and the strong U.S. dollar are further challenges for emerging markets. We believe there is potential for further U.S. dollar strength in the near term, which also poses the risk of renewed financial market stress. The U.S. dollar remains expensive relative to history on a real effective exchange rate basis. Any stabilization or weakness would be beneficial for emerging markets in terms of easing pressure on currencies and financial conditions for emerging markets.
We believe there is also the prospect of a cyclical recovery in economic growth in China in 2023. This may be shallow, but Chinese policy is asynchronous relative to the rest of the world. There is potential, in our view, that COVID-related restrictions are gradually eased as we move through the first half of 2023. Early signs of change in China’s zero-COVD policy may include a marked increase in vaccinations and/or a push to encourage greater vaccination uptake, along with an easing in COVID-related border restrictions.
Emerging-markets valuations in aggregate are cheap versus the long-term median on a forward price-earnings (P/E), price-book (P/B), and dividend yield basis, in our view. That said, on a P/E and P/B basis, the margin of cheapness is not significant in our view, and earnings continue to see downgrades which we believe may persist over the coming few quarters. We believe certain growth equities are selectively interesting but in general remain richly valued. Meanwhile, several cyclical areas screen as cheap but may face further downgrades to earnings, in our view. We believe emerging markets yields and currencies in general remain at attractive levels. Most emerging markets’ external accounts are also in reasonable shape, providing greater resilience to U.S. dollar strength compared with previous episodes, in our view.
Near term, we maintain a cautious outlook but continue to look for opportunities that may present themselves as a function of market stress.
At the end of the period, the Fund was overweight to Korea, Argentina, Brazil, Chile, Mexico, Peru, Egypt, Greece, Hungary, and South Africa relative to the MSCI Emerging Markets Index (Net). The Fund was neutrally positioned in Poland and United Arab Emirates (UAE) relative to the MSCI Emerging Markets Index (Net) as of the end of the period. The Fund was underweight to China, India, Indonesia, Malaysia, Philippines, Taiwan, Thailand, Colombia, Czech Republic, Kuwait, Qatar, Saudi Arabia, and Turkey relative to the MSCI Emerging Markets Index (Net) at the end of 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. • 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. • Integration of environmental, social, and/or governance (ESG) characteristics 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.
Composition by Sector(1)
as of 10/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 9.2%
Consumer Discretionary 11.0
Consumer Staples 5.5
Energy 3.6
Financials 28.1
Health Care 2.9
Industrials 4.8
Information Technology 22.9
Materials 5.3
Real Estate 1.6
Utilities 1.4
Total 96.3%
Short-Term Investments 3.6
Other Assets & Liabilities 0.1
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

10


Hartford Schroders Emerging Markets Multi-Sector Bond Fund
 Fund Overview
 October 31, 2022 (Unaudited) 

Inception 06/25/2013
Sub-advised by Schroder Investment Management North America Inc. and its sub-sub-adviser, Schroder Investment Management North America Limited
Investment objective – The Fund seeks to provide a return of long-term capital growth and income.
Comparison of Change in Value of $10,000 Investment (06/25/2013 - 10/31/2022)
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 Ended 10/31/2022
  1 Year 5 Years Since
Inception1
Class A2 -20.83% -3.96% -0.13%
Class A3 -24.38% -4.84% -0.62%
Class C2 -21.38% -4.70% -0.56%
Class C4 -22.13% -4.70% -0.56%
Class I2 -20.56% -3.70% 0.11%
Class R32 -21.04% -4.03% -0.11%
Class R42 -20.83% -3.82% 0.02%
Class R52 -20.52% -3.67% 0.12%
Class Y2 -20.52% -3.64% 0.15%
Class F2 -20.49% -3.63% 0.14%
Class SDR2 -20.44% -3.60% 0.20%
JP Morgan Emerging Markets Blended Index (JEMB) – Equal Weighted -20.83% -2.08% 0.92%
    
1 Inception: 06/25/2013
2 Without sales charge
3 Reflects maximum sales charge of 4.50%
4 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 02/28/2017 and performance prior to that date is that of the Fund’s Class I shares. Performance prior to Class F’s inception date has not been adjusted to reflect the operating expenses of Class F. 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.
 

11


Hartford Schroders Emerging Markets Multi-Sector Bond Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Operating Expenses* Gross Net
Class A 1.48% 1.15%
Class C 2.32% 1.90%
Class I 1.16% 0.90%
Class R3 1.79% 1.45%
Class R4 1.49% 1.15%
Class R5 1.19% 0.85%
Class Y 1.18% 0.85%
Class F 1.07% 0.75%
Class SDR 1.07% 0.75%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.

 
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
The Class A shares of the Hartford Schroders Emerging Markets Multi-Sector Bond Fund returned -20.83%, before sales charges, for the twelve-month period ended October 31, 2022, performing in line with the Fund’s benchmark, JP Morgan Emerging Markets Blended Index (JEMB) - Equal Weighted, which returned -20.83% for the same period. For the same period, the Class A shares of the Fund, before sales charges, outperformed the -22.43% 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.
Why did the Fund perform this way?
Emerging-markets debt, as measured by the JP Morgan Emerging Markets Blended Index (JEMB) - Equal Weighted, returned -20.83% for the twelve-month period ended October 31, 2022. Emerging-markets bonds declined in the fourth quarter of 2021, as developed-markets’ central banks fell behind the actions of their emerging-markets counterparts in terms of monetary tightening and inflation soared across the globe. Tighter monetary policy along with a market sell-off in response to the Russian invasion of Ukraine were the main drivers of emerging markets during the period. Sanctions mounted against Russia throughout the second and third quarters of 2022, as the conflict dragged out much longer than Russia had originally anticipated. In response, Russia restricted access to energy
for parts of Europe, sending energy prices soaring and compounding the already soaring inflation caused by accommodative monetary policies that served to increase liquidity in markets. Emerging-markets bond markets saw rapid outflows throughout the year, as liquidity tightened around the globe in response to these inflationary pressures.
Positioning within local-currency bonds and foreign currency positioning was among the top contributors to the Fund’s performance relative to the JP Morgan Emerging Markets Blended Index (JEMB) - Equal Weighted for the period. Russian local bonds were among the top individual contributors to Fund performance for the period. Initially, the bonds detracted from performance given the Fund’s modest overweight. These bonds were marked to zero and subsequently removed from the JP Morgan Emerging Markets Blended Index (JEMB) - Equal Weighted in March 2022. However, we held onto our exposure due to our belief that we would be able to exit these holdings at more reasonable prices. We were able to exit the Fund’s exposure to Russian local bonds later in the period, which was additive to Fund performance. Throughout the period, the Fund’s holdings in the Corporate Bond sector detracted from performance, led by the Fund’s holdings in Chinese real estate bonds.
 

12


Hartford Schroders Emerging Markets Multi-Sector Bond Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Security selection in the Sovereign sector detracted from performance for the period, with significant negative impacts from Ukrainian and Russian dollar-denominated debt offsetting positive performance elsewhere. Credit default swap (CDS) protection and positions in Chilean debt were among the top contributors to Fund performance during the period. Conversely, the Quasi-Sovereign segment detracted from performance for the period, led by names such as Veb Finance, Russian debt that was sanctioned, and Petroleos Mexicanos.
The Fund’s asset allocation in the Local Currency sector was positive on the whole for the period, largely due to the Fund’s underweight to the sector throughout the second and third quarters of 2022. 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. Local currencies were hindered by a strengthening U.S. dollar and the rise in interest rates, which offset positive effects of rising energy prices.
The Fund used foreign exchange (FX) forwards, CDS, and interest-rate futures during the period. FX forwards, a type of derivative used for the purposes of adding or hedging local-currency exposure, aided performance during the period. Likewise, interest-rate futures, used for managing portfolio duration, were additive. Finally, CDS also contributed positively, led by names like South Africa and Colombia.
We have maintained the Fund’s duration overweight against the JP Morgan Emerging Markets Blended Index (JEMB) - Equal Weighted 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 outlook for global financial markets remains challenging in our view, as global growth expectations continue to be slashed, global financial liquidity has tightened severely, and geopolitical risks remain elevated. The sharp deceleration in global monetary aggregates has shown no signs of abating. This tightening in financial liquidity is exacerbated by a persistent contraction in global capital flows and a strong U.S. dollar. Despite this severe tightening, bank lending activity remains surprisingly strong in developed economies. We believe this positive global credit impulse and the continued strength in labor markets has continued to put a floor under the global economy, for now at least. In the absence of a major financial catalyst, the conditions remain in place for the U.S. Federal Reserve (Fed) to keep tightening until inflation is convincingly under control.
In our view, it remains to be seen how inflation in developed countries can be tamed without pushing these economies into severe recession, and without exacerbating the already unsustainable public-sector borrowing requirements. While inflation may have already peaked on a temporary basis thanks to the recent correction in energy prices and the easing dislocations in global supply chains, we believe price pressures appear to be entrenched and will be significantly in excess of central bank targets in developed economies as a result of second round effects (indirect inflationary impacts), elevated wage growth, unsustainable fiscal positions, and commodity supply constraints.
While there are signs of peaking inflation in food and energy prices, as of the end of the period the Fed appears to remain steadfast in its determination to continue its monetary tightening cycle, which has been further supported by a resilient U.S. labor market. We believe that this tightening is likely to continue until something “breaks,” such as the possibility of a global recession.
As of the end of the period, the Fund maintained a material underweight to local currencies and rates, as inflation remained persistent in many emerging markets. We remained broadly positive in our views of Brazil and Mexico given their attractive valuations, elevated commodity prices, and already advanced monetary tightening cycles. The political calendar is also starting to turn more favorable, in our view, as crucial elections in key countries have recently occurred. These observations are particularly valid for Brazil, where growth is recovering, and for Mexico, where there are no major macroeconomic imbalances. We expect high volatility to persist in Brazil and Mexico.
As of the end of the period, the Fund had an overweight to high-yield hard-currency sovereigns, as valuations looked attractive relative to corporate bonds, in our view. We have maintained the Fund’s duration overweight relative to the JP Morgan Emerging Markets Blended Index (JEMB) - Equal Weighted as of the end of the period, as rates appear to have rallied in recent months and we believe we are approaching the end of the interest-rate hiking cycle in some emerging-markets countries.
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. • 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. • Integration of environmental, social, and/or governance (ESG) characteristics into the investment process may not work as intended.

13


Hartford Schroders Emerging Markets Multi-Sector Bond Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Composition by Security Type(1)
as of 10/31/2022
Category Percentage of
Net Assets
Fixed Income Securities  
Corporate Bonds 42.2%
Foreign Government Obligations 50.3
Total 92.5%
Short-Term Investments 8.6
Other Assets & Liabilities (1.1)
Total 100.0%
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

14


Hartford Schroders International Contrarian Value Fund
 Fund Overview
 October 31, 2022 (Unaudited) 

Inception 05/24/2022
Sub-advised by Schroder Investment Management North America Inc. and its
sub-sub-adviser, Schroder Investment Management North America Limited
Investment objective – The Fund seeks long-term capital appreciation.
Comparison of Change in Value of $5,000,000 Investment (05/24/2022 - 10/31/2022)
The chart above represents the hypothetical growth of a $5,000,000 investment in Class SDR. Returns for Class I may vary from what is seen above due to differences in the expenses charged to Class I.
Cumulative Total Returns
for the Period Ended 10/31/2022
  Since
Inception1
Class I -12.50%
Class SDR -12.50%
MSCI EAFE Value Index (Net) -12.68%
MSCI EAFE Index (Net) -11.48%
    
1 Inception: 05/24/2022
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 10/31/2022, 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 I 1.20% 0.85%
Class SDR 1.11% 0.70%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/29/2024 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.
 

15


Hartford Schroders International Contrarian Value Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 


 
Portfolio Managers
Hartford Schroders International Contrarian Value Fund’s sub-adviser is Schroder Investment Management North America Inc. and its sub-sub-adviser is Schroder Investment Management North America Limited.
Nick Kirrage, CFA
Portfolio Manager
Simon Adler, CFA
Portfolio Manager
Liam Nunn, CFA
Portfolio Manager


Manager Discussion
How did the Fund perform during the period?
The Class SDR shares of the Hartford Schroders International Contrarian Value Fund returned -12.50% for the period since inception on May 24, 2022 to October 31, 2022, outperforming the Fund’s primary benchmark, the MSCI EAFE Value Index (Net), which returned -12.68% for the same period, and underperforming the Fund’s secondary benchmark, the MSCI EAFE Index (Net), which returned -11.48% for the same period. For the same period, the Class SDR shares of the Fund outperformed the -13.14% average return of the Lipper International Multi-Cap Value peer group, a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
During the period, international equities struggled as investors became increasingly concerned over rising inflation, higher interest rates, and a global economic slowdown. After a brief rally in July 2022, global equity markets fell and registered negative returns for the third quarter of 2022. Investors’ hopes for interest-rate cuts were broken as central banks reaffirmed their commitment to fighting inflation through tighter monetary policy. The U.S. Federal Reserve (Fed), European Central Bank, and Bank of England all raised interest rates over the period.
In the eurozone, the energy crisis continued to dominate markets. Nord Stream 1, the main pipeline supplying gas to Europe from Russia, was closed for maintenance in July 2022. It came back onstream temporarily before Russia shut it down again in early September 2022. This put further pressure on power generators, many of which needed to buy natural gas from higher-cost sources, and intensified worries over potential energy shortages this winter. The news also sent the euro to a 20-year low versus the U.S. dollar.
From a style perspective, markets continued to favor value over growth during the period.
The Fund outperformed its primary benchmark, the MSCI EAFE Value Index (Net), for the period. Stock selection in names within France and Italy as well as stock selection within the Consumer Discretionary sector more broadly contributed positively towards Fund performance over the period.
French car maker Renault contributed positively to Fund performance for the period. While we believe the company has some risks, not least its balance sheet, we continued to hold the company’s stock within the Fund as of the end of the period.
Educational publisher Pearson was another positive contributor to Fund performance for the period. The group has been engaged in a protracted turnaround process, which we believe is now starting to bear fruit. Pearson has focused on digital courses as well as its traditional textbook publishing. Pearson said in August 2022 that profit margins would be in the mid-teens next year, which would be two years ahead of schedule. The shares continued to perform well over the period, and as a result we progressively reduced the Fund’s position and subsequently sold the Fund’s holding towards the end of the period.
Italian bank UniCredit also contributed positively to returns over the period. The shares performed well on the back of the positive sentiment towards the Banking sector due to the rising interest-rate environment.
On the negative side of the ledger, tires and automotive parts and technology company Continental detracted from performance relative to the MSCI EAFE Value Index (Net) for the period. The cyclical nature of a number of Continental’s service lines (tires, chassis and safety, industrial rubber) have resulted in worsening sentiment towards the business during the period.
Another detractor from Fund performance was British telecommunications name BT Group. After shares approached one-year highs in July 2022, they experienced a tough period. Uncertainty around one of the company’s major shareholders being forced to sell their 18% stake following pressure from the United
 

16


Hartford Schroders International Contrarian Value Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Kingdom (U.K.) government (which ultimately didn’t materialize), as well as ongoing employee pay negotiations with labor unions, weighed on the shares.
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, the equity market drawdown resulted in plenty of new equities appearing on our valuation screens. We continue to use a long-term time horizon, and one of our most important areas of focus is on balance-sheet strength. We believe this focus on truly understanding a company’s financial position is important at the best of times, and is even more important today. For example, when looking at cyclical businesses we seek to identify companies that trade at a substantial discount to their fair or intrinsic value, with robust capital positions to help them weather short-term downturns in the economic cycle and which have attractive long-term prospects that may be underappreciated today.
Overall, we believe the Fund remains well-diversified and retains a larger-cap bias. The majority of the companies that the Fund holds are “global” in nature (companies generating revenues from multiple different countries in multiple different currencies), which in our view may help to limit the damage from ongoing volatility in the currency markets. As of the end of the period, we are cautious, focusing on areas that stand to benefit the Fund over the coming years.
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. • Mid-cap securities can have greater risks and volatility than large-cap securities. • Integration of environmental, social, and/or governance (ESG) characteristics into the investment process may not work as intended. • Different investment styles may go in and out of 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. The Fund may also hold a limited number of securities.
Composition by Sector(1)
as of 10/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 19.1%
Consumer Discretionary 17.0
Consumer Staples 11.5
Energy 9.8
Financials 21.1
Health Care 9.1
Industrials 2.9
Materials 9.6
Total 100.1%
Short-Term Investments 3.1
Other Assets & Liabilities (3.2)
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

17


Hartford Schroders International Multi-Cap Value Fund
 Fund Overview
 October 31, 2022 (Unaudited) 

Inception 08/30/2006
Sub-advised by Schroder Investment Management North America Inc. and its
sub-sub-adviser, Schroder Investment Management North America Limited
Investment objective – The Fund seeks long-term capital appreciation.
Comparison of Change in Value of $10,000 Investment (10/31/2012 - 10/31/2022)
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 Ended 10/31/2022
  1 Year 5 Years 10 Years
Class A1 -19.57% -1.30% 3.27%
Class A2 -23.99% -2.40% 2.68%
Class C1 -20.16% -2.04% 2.91%
Class C3 -20.94% -2.04% 2.91%
Class I1 -19.29% -1.02% 3.56%
Class R31 -19.72% -1.58% 3.19%
Class R41 -19.59% -1.34% 3.36%
Class R51 -19.31% -1.05% 3.54%
Class Y1 -19.36% -0.99% 3.59%
Class F1 -19.19% -0.93% 3.61%
Class SDR1 -19.21% -0.94% 3.64%
MSCI ACWI ex USA Index (Net) -24.73% -0.60% 3.27%
MSCI ACWI ex USA Value Index (Net) -18.13% -1.60% 2.21%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 02/28/2017 and performance prior to that date is that of the Fund’s Class I shares. Performance prior to Class F’s inception date has not been adjusted to reflect the operating expenses of Class F. 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.
 

18


Hartford Schroders International Multi-Cap Value Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Operating Expenses* Gross Net
Class A 1.11% 1.11%
Class C 1.85% 1.85%
Class I 0.86% 0.86%
Class R3 1.47% 1.47%
Class R4 1.17% 1.17%
Class R5 0.85% 0.85%
Class Y 0.86% 0.84%
Class F 0.75% 0.75%
Class SDR 0.75% 0.75%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement, if any. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.

 
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.
Stephen Langford, CFA
Portfolio Manager
David Philpotts
Portfolio Manager
Lukas Kamblevicius
Portfolio Manager


Manager Discussion
How did the Fund perform during the period?
The Class A shares of the Hartford Schroders International Multi-Cap Value Fund returned -19.57%, before sales charges, for the twelve-month period ended October 31, 2022, outperforming the Fund’s primary benchmark, the MSCI ACWI ex USA Index (Net), which returned -24.73% for the period, while underperforming the Fund’s secondary benchmark, the MSCI ACWI ex USA Value Index (Net), which returned -18.13% over the same period. For the same period, the Class A shares of the Fund, before sales charges, outperformed the -19.92% 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, 2022, the market environment continued to favor equities with cheaper valuations. By way of example, the MSCI ACWI ex USA Value Index (Net) outperformed the by MSCI ACWI ex USA Growth Index (Net) by 12.86% over the period. Following a strong rebound in undervalued equities as global economies reopened in late 2020, value stocks led their growth counterparts again in late November 2021 when the U.S. Federal Reserve (Fed) acknowledged inflation was not transitory
and began to telegraph tighter monetary policy in an attempt to rein in inflation. The resulting rise in global interest rates was supportive of undervalued companies, most notably in the Financials sector. Supply bottlenecks continued to push oil prices higher, which also benefited Energy equities, another traditional value sector.
Conditions began to deteriorate in global markets following Russia’s invasion of Ukraine in late February 2022, which severely dented global growth forecasts and led to elevated investor uncertainty from a geopolitical perspective. Against this backdrop, quality-oriented value equities, particularly those with robust balance sheets, held up better than the broader market, whereas poorer-quality, high-growth equities suffered a markdown in valuations during this period.
Relative to the MSCI ACWI ex USA Index (Net), the Fund benefited from its broad exposure across sectors in the MSCI ACWI ex USA Index (Net), with nine of eleven sectors adding value over the period. The Energy and Healthcare sectors were the top two contributors to Fund performance for the period, while Consumer Staples and Financials were the only two detracting sectors. An overweight allocation to the Energy sector, which was further boosted by positive stock selection, underpinned relative performance, with positioning in integrated oil & gas (Equinor, Repsol) and exploration & production companies (ARC Resources) adding the most value. Energy was the only sector that did not decline on an absolute basis over the
 

19


Hartford Schroders International Multi-Cap Value Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

twelve-month period (albeit up just 1% at the index level). In the Healthcare sector, the Fund’s holdings in the pharmaceutical industry and an underweight to the more cyclical health equipment providers accounted for most of the relative outperformance during the period.
The Fund’s underweight in the more expensive Consumer Staples sector detracted from performance relative to the MSCI ACWI ex USA Index (Net), as the sector outperformed in a very weak market due to its defensive credentials. More specifically, the Fund’s underweight positioning within drinks, food manufacturers, and tobacco created difficulties overall. Finally, the Fund lagged very slightly within the Financials sector, primarily driven by positioning in investment banks. However, this was partially offset by strong stock selection within European insurance and investment services.
Against the MSCI ACWI ex USA Value Index (Net), Energy and Real Estate were the top two sector contributors to Fund performance for the period, although this was more than offset by lagging performance in the Technology and Communication Services sectors. Notable contributors to performance in the Energy sector were identical to those highlighted above, i.e., Equinor, Respol, and ARC Resources, among others. An underweight stance in the Real Estate sector was another positive contributor, as rapidly rising interest rates impaired the “bond proxy” characteristics of the sector (i.e., beneficiaries of low and declining rates due to more leveraged business models). Short-term financing concerns continued to negatively impact the financial strength characteristics of the group. Positive stock selection within residential and commercial was also supportive.
The Fund’s allocation to the Technology sector was the largest detractor from performance during the period, particularly the Fund’s overweight posture in semiconductors, relative to the MSCI ACWI ex USA Value Index (Net), in conjunction with challenged stock selection in the group. Trends for chip producers and semiconductor capital equipment players deteriorated over the period due to a materially weaker economic backdrop and challenging year-over-year earnings and margin comparisons. The recent U.S. ban on the export of cutting-edge chips to China inserted an additional layer of uncertainty within the group. By the end of the period, the Fund was modestly underweight in semiconductors from a mix of selective profit taking and de-risking. Finally, a modest overweight positioning in broadcasting and online services within the Communication Services sector had a negative impact. In particular, the recent market correction in China in reaction to President Xi’s consolidation of power at the Chinese Communist Party’s 20th Congress in October 2022 triggered another negative performance impact to internet platform giant Tencent.
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, it has been another humbling year for economic forecasters, whether they be investors or central banks. Few predicted the current backdrop even as short a time ago as the start of 2022, most notably the level and persistence of inflation alongside the resilience of the labor market. We believe there remains an
unusually high level of uncertainty about the economic outlook and what this means for global interest rates. Without falling into the same trap of attempting to predict the future, it seems reasonable to speculate that inflation is close to peaking in most markets. However, it is still far from clear whether the Fed is close to a pivot towards less aggressive interest-rate increases. Investors may need some reassurance on this front as well as evidence of a capitulation in earnings forecasts before they feel comfortable re-entering the market in earnest once again. We believe it would also be optimistic to discount geopolitical risks, which we know from experience can have far-reaching implications, not least to currencies where the “king dollar” reigns supreme.
Despite one of the largest year-on-year de-ratings in the past half century, we believe equity valuations are still not very compelling even before the anticipated drop in earnings per share. There is also the question of what reduced multiple to apply to these earnings compared to recent years. Business prospects are more challenging outside the U.S. due to a greater reliance on imported energy and more open economies, but this is more than reflected in valuations. We believe this is particularly true for emerging markets given their higher sensitivity to global demand. After having held up relatively well through the summer months, emerging markets finally capitulated in September 2022, with emerging-markets equities, interest rates, foreign currency, and credit all underperforming their developed-markets counterparts. However, emerging markets are also further along in their monetary policy tightening cycle, which does provide some comfort, particularly if the dollar is close to peaking. The timing of China’s “re-opening” is also a significant “known unknown,” but this seems a pre-requisite for a firmer footing, in our view. We believe there is good value in emerging markets, but it is scarcer than simple valuation multiples suggest due to the greater risks, most notably their inherent cyclicality.
As investors wait for evidence that the Fed is slowing down interest-rate increases, we believe the path of least resistance is probably for a range-bound market (i.e., a market that trades within a certain range) with further downside likely if earnings disappoint expectations or the central banks continue with tighter monetary policy for longer. This backdrop reinforces the Fund’s defensive positioning and ongoing bias towards recessionary beneficiaries. Fortunately, as of the end of the period, in our view, there are opportunities to find quality stocks at a reasonable price. We believe this also offers a natural hedge against such an uncertain environment. We are also wary of the potential for a pivot by the Fed.
More broadly, we still expect stock selection to be more nuanced in the near term than what we saw during the 2017-2020 thematic “growth at any price” period. We believe markets will be driven more by the progression of earnings as opposed to multiple expansion as was the case from 2017 to 2020. We believe that the companies that the market favored during that period now offer better value but are still not cheap, particularly given their sensitivity to higher yields. In contrast, stocks exhibiting both quality and value characteristics still have a way to run for valuations to normalize even before considering their recession-proofing potential. Finally, we would stress that, given the prospect of ongoing short-term volatility, we believe it is more important than ever to stay true to our investment process. In the short

20


Hartford Schroders International Multi-Cap Value Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

term, we remain disciplined in seeking to find opportunities during periods of excess volatility by trading little but often back to target stock weights.
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 of favor, which may cause the Fund to underperform the broader stock market. • Integration of environmental, social, and/or governance (ESG) characteristics into the investment process may not work as intended. • The exclusion of certain issuers for reasons other than performance may negatively impact the Fund’s performance. • 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 10/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 13.1%
Consumer Discretionary 9.8
Consumer Staples 6.5
Energy 12.2
Financials 20.8
Health Care 9.5
Industrials 6.9
Information Technology 6.8
Materials 7.1
Real Estate 1.3
Utilities 4.3
Total 98.3%
Short-Term Investments 2.2
Other Assets & Liabilities (0.5)
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

21


Hartford Schroders International Stock Fund
 Fund Overview
 October 31, 2022 (Unaudited) 

Inception 12/19/1985
Sub-advised by Schroder Investment Management North America Inc. and its
sub-sub-adviser, Schroder Investment Management North America Limited
Investment objective – The Fund seeks long-term capital appreciation through investment in securities markets outside the United States.
Comparison of Change in Value of $10,000 Investment (10/31/2012 - 10/31/2022)
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 Ended 10/31/2022
  1 Year 5 Years 10 Years
Class A1 -27.22% 2.37% 5.35%
Class A2 -31.23% 1.22% 4.76%
Class C1 -27.71% 1.62% 5.01%
Class C3 -28.42% 1.62% 5.01%
Class I1 -27.04% 2.66% 5.64%
Class R31 -27.43% 2.19% 5.37%
Class R41 -27.26% 2.40% 5.50%
Class R51 -26.99% 2.65% 5.65%
Class Y1 -27.03% 2.66% 5.66%
Class F1 -26.93% 2.74% 5.69%
Class SDR1 -26.96% 2.72% 5.71%
MSCI ACWI ex USA Index (Net) -24.73% -0.60% 3.27%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 02/28/2017 and performance prior to that date is that of the Fund’s Class I shares. Performance prior to Class F’s inception date has not been adjusted to reflect the operating expenses of Class F. 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.
 

22


Hartford Schroders International Stock Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Operating Expenses* Gross Net
Class A 1.06% 1.06%
Class C 1.80% 1.80%
Class I 0.79% 0.79%
Class R3 1.42% 1.42%
Class R4 1.12% 1.12%
Class R5 0.81% 0.81%
Class Y 0.81% 0.81%
Class F 0.70% 0.70%
Class SDR 0.71% 0.71%
    
* Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.

 
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 -27.22%, before sales charges, for the twelve-month period ended October 31, 2022, underperforming the Fund’s benchmark, the MSCI ACWI ex USA Index (Net), which returned -24.73% for the same period. For the same period, the Class A shares of the Fund, before sales charges, outperformed the -29.71% average return of the Lipper International Large Cap Growth peer group, a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
Over the twelve-month period ended October 31, 2022, international equities suffered significant declines amid elevated volatility as investors dealt with Russia’s invasion of Ukraine. The invasion caused an energy crisis and rising inflationary pressures which, alongside sharply rising interest rates, ultimately resulted in an increased risk of a global recession. All major regions faced selling pressure, with the weakest performance seen in emerging markets and the United Kingdom. North America was among the most resilient regions, helped in part by U.S. dollar strength, but still posted losses over the period. Income-driven sectors such as Utilities and Real Estate were among the weaker performers as sharp rises in bond yields offered investors other places to find yield outside of the equity market. Real estate was also impacted by signs of peaking property prices in several markets. Commodity sectors such as Energy and Materials proved to be more resilient as inflationary hedges during the period.
Amid this challenging market backdrop, both stock selection and asset allocation detracted from returns as the Fund underperformed the MSCI ACWI ex USA Index (Net) over the period. Over the period, the Fund’s industrial holdings were the largest detractors from performance. Vestas and Knorr Bremse both experienced profitability challenges from inflation and supply-chain disruption during the period. We sold the Fund’s position in these two companies during the period as a result. Within the Information Technology sector, as the COVID-19 ecommerce boom ended, Mercadolibre and Zalando were also detractors from performance, and we reduced both positions within the Fund to reflect their more challenging near-term outlooks.
Two of the largest positive contributors to returns were the Fund’s holdings in the Energy sector, Equinor and Shell. Both companies have a credible energy transition plan to steadily migrate their businesses towards more sustainable energy. The energy crisis in Europe has made it clear in our view that the energy transition will be difficult, and that until demand is migrated to alternative sources, economies will remain reliant on a steady supply of fossil fuels for some time.
By region, Continental Europe and the Pacific excluding Japan detracted from performance, while holdings in the United Kingdom and emerging markets added value during the period.
In our view, the recent exceptionally swift movement from growth to value stocks being in favor has been a more challenging environment for the Fund compared to recent years. However, we did appreciate that valuations of long-term compounders became extended in valuation terms relative to history. Towards the end of 2021 and early 2022, we sold some of these positions in the Fund where the risk and
 

23


Hartford Schroders International Stock Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

reward became most unappealing (Xero, SEA Limited) in our view and reduced positions in others where we felt the combination of the strong long-term growth outlook and limited liquidity warranted retaining a smaller position (Sika, Lindt).
As the market then steadily downgraded growth equities, we sought to take advantage by establishing new positions in some businesses where we believed the long-term outlook was underappreciated. These businesses included Nibe, a manufacturer of heat pumps, which we believe is set to see major growth this decade as Europe decarbonizes heating.
The Fund also sold out of some equities where we believed the investment cases were broken, such as Knorr Bremse, a maker of braking systems for rail and trucks. Knorr Bremse failed to demonstrate the pricing power we thought they would have during the period and began losing share in China to domestic competitors. We also sold Adidas as the company came under pressure in China, at least in part due to a public stance on Xianjiang cotton. This undermined their reputation within China and led to very weak sales there.
Derivatives were not used in the Fund during the period.
What is the outlook as of the end of the period?
Outlook predictability was lower than usual as of the end of the period. The COVID-19 pandemic and the unprecedented global fiscal and monetary response to it created an inflationary impulse not seen in decades. Monetary policy raced to catch up, which led to much higher interest rates and a tighter set of financial conditions globally. Combined with rising geopolitical tension and war in Ukraine, risk premiums also rose during the period.
As investors wait for greater clarity, we believe there are reasons to think that inflationary pressures could begin to peak soon. The U.S. and European economies are slowing rapidly and, although labor markets have remained tight for longer than policymakers expected, the first tentative signs of a weaker job market are now starting to appear. We believe the effects of a reduction in disposable income from a major energy price shock will be intense in Europe this winter. Supply-chain disruption has also clearly peaked in our view, with shipping costs and commodity costs falling and the availability of semiconductors and other components improving.
Many companies are still facing significant margin pressure as demand weakens, making it harder for them to pass on prices to consumers. We expect the third- and fourth-quarter reporting seasons to lead to a round of estimate reductions on average, and in this context we need to be thinking about our growth gaps in relative terms as well as absolute ones – simply being able to deliver on consensus earnings estimates may be a very valuable attribute in the 12 months ahead.
Real interest rates have risen significantly to levels not seen since before the global financial crisis in 2008. This gives us optimism that the pressure on long-duration growth equities may have nearly run its course. In recent months, we found more of these types of quality growth companies showing good upside in our long-term growth and valuation models.
Currency markets have moved substantially, with relentless dollar strength being the key feature. Currencies such as the yen, euro, and pound are all now relatively cheap against the dollar as measured by various forms of purchasing power parity. Should current foreign exchange (FX) rates sustain, companies in these regions will have a major competitiveness boost, supporting employment and growth. However, once the U.S. Federal Reserve reaches the peak of its tightening cycle, we would expect to see a partial reversal of such extreme currency rates, representing a boost to international equity returns in U.S.-dollar terms. We are watching developments in Japan given the change in Bank of Japan Governor in March 2023, where a more conservative Governor is almost certain to be selected, in our view.
Our fundamental analysis process seeks to uncover companies with a strong competitive advantage that leads to pricing power and unanticipated growth. We believe there are signs that pricing power is emerging in the Energy sector and banking industry, albeit of a more transitory nature. Within the Energy sector, a lack of investment in supply after years of low prices and societal efforts to shift investment to more sustainable energy has introduced the prospect of a longer upcycle in oil and gas prices than we have seen in past years. In banking, interest rates are rising for the first time in years, reigniting the competitive funding advantage of banks with strong deposit franchises. With credit spreads beginning to normalize as well, it is also not so easy for companies that need to raise capital to bypass banks by accessing capital markets.
With such a different economic and market backdrop to recent years, many of the most powerful structural themes have faced a challenging period of performance. This goes for innovation in the Healthcare and Financial Services sectors, the climate and energy transition, the shift to digital and ecommerce, and manufacturing automation. Our conviction in these themes in the long term is undiminished, and they continue to be a focus of our investment team research and discussions. We continue to look for opportunities to build positions into those themes we feel are long-term winners, particularly as the stock market de-rates them with a short-term view.
There is growing evidence that the rising tension and rivalry between the U.S. (and to a lesser extent its European allies) and China will be a defining theme of this decade. We are working to understand this theme in more detail, but we expect to see consequences for many industries spanning higher costs, diseconomies of scale, and political intervention. The exposure of portfolio holdings to profit pools in China is of particular interest, given that these have been such a powerful source of growth historically but may be seen as vulnerable to homegrown China businesses that find it easier to compete in the future.
As of the end of the period, we have reduced the Fund’s cyclical exposure in light of slowing economic growth, while adding to stocks where we believe earnings risk is less pronounced and valuations discount strong long-term fundamentals. As of the end of the period, the Fund remained overweight in the Industrials sector as labor shortages, supply-chain issues, and higher input costs eased, and valuations began to look attractive, in our view. We also added to the Fund’s holdings in the Information Technology sector as of the end of

24


Hartford Schroders International Stock Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

the period. Conversely, we have trimmed the Fund’s overweight to the Consumer Discretionary sector as of the end of the period, as we expect disposable incomes will fall as consumers struggle with rising inflation and interest rates. As of the end of the period, the Fund remained underweight in the Financials sector as we believe higher rates have dampened activity and increased recession risks, potentially testing banks’ balance-sheet strength.
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. • Integration of environmental, social, and/or governance (ESG) characteristics 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.
Composition by Sector(1)
as of 10/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 3.1%
Consumer Discretionary 16.8
Consumer Staples 12.7
Energy 5.0
Financials 13.8
Health Care 11.2
Industrials 18.5
Information Technology 13.8
Materials 1.1
Utilities 3.3
Total 99.3%
Short-Term Investments 1.2
Other Assets & Liabilities (0.5)
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

25


Hartford Schroders Securitized Income Fund
 Fund Overview
 October 31, 2022 (Unaudited) 

Inception 02/28/2019
Sub-advised by Schroder Investment Management North America Inc.
Investment objective – The Fund seeks to provide current income and long-term total return consistent with preservation of capital.
Comparison of Change in Value of $10,000 Investment (02/28/2019 - 10/31/2022)
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 Ended 10/31/2022
  1 Year Since
Inception1
Class A2 -6.45% -0.63%
Class A3 -9.29% -1.46%
Class C2 -7.42% -1.37%
Class C4 -8.33% -1.37%
Class I2 -6.41% -0.57%
Class Y2 -6.37% -0.54%
Class F2 -6.27% -0.47%
Class SDR2 -6.28% -0.49%
ICE BofA 1-3 Year US Corporate Index -5.79% 0.70%
ICE BofA US ABS & CMBS Index -9.06% 0.17%
Morningstar LSTA US Leveraged Loan Index (formerly, the S&P/LSTA Leveraged Loan Index) -1.76% 2.78%
    
1 Inception: 02/28/2019
2 Without sales charge
3 Reflects maximum sales charge of 3.00%
4 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 C shares commenced operations on 02/28/2020 and performance prior to this date reflects Class A shares (excluding sales charges). Performance prior to Class C’s inception date has not been adjusted to reflect the operating expenses of Class C. If the performance were adjusted, it would have been lower.
Effective December 31, 2021, the Fund changed its benchmark to the ICE BofA 1-3 Year US Corporate Index from the ICE BofA US ABS & CMBS Index and the Morningstar LSTA US Leveraged Loan Index (formerly, the S&P/LSTA Leveraged Loan Index). The Fund changed its benchmark because the Fund’s Investment Manager believes the new benchmark’s duration profile and credit quality profile are more representative of the Fund’s investment strategy.
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.
 

26


Hartford Schroders Securitized Income Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Operating Expenses* Gross Net
Class A 0.90% 0.85%
Class C 1.68% 1.68%
Class I 0.64% 0.60%
Class Y 0.63% 0.55%
Class F 0.59% 0.45%
Class SDR 0.59% 0.45%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.

 
Portfolio Managers
Hartford Schroders Securitized Income Fund’s sub-adviser is Schroder Investment Management North America Inc.
Michelle Russell-Dowe
Portfolio Manager and Head of Securitized Credit
Anthony Breaks
Portfolio Manager


Manager Discussion
How did the Fund perform during the period?
The Class A shares of the Hartford Schroders Securitized Income Fund returned -6.45%, before sales charges, for the twelve-month period ended October 31, 2022, underperforming the Fund’s benchmark, the ICE BofA 1-3 Year US Corporate Index, which returned -5.79% for the same period. For the same period, the Class A shares of the Fund, before sales charges, outperformed the -14.33% average return of the Lipper U.S. Mortgage Funds peer group, defined as funds that invest primarily in U.S. government agency and/or non-agency mortgage-backed securities. Effective December 31, 2021, the Fund changed its benchmark to the ICE BofA 1-3 Year US Corporate Index from the ICE BofA US ABS & CMBS Index and the Morningstar LSTA US Leveraged Loan Index (formerly, the S&P/LSTA Leveraged Loan Index). For the same period, Class A shares of the Fund, before sales charges, outperformed the ICE BofA US ABS & CMBS Index, which returned -9.06%, and underperformed the Morningstar LSTA US Leveraged Loan Index, which returned -1.76%.
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 305 basis points (bps) and 250 bps, respectively.
The Fund continued to increase credit exposure in sectors that we believe have strong credit and supportive fundamental factors over the period. The Fund focused on securitized credit, where income is higher relative to corporate credit of comparable ratings. Despite the higher income and generally lower duration exposure compared to the ICE BofA 1-3 Year US Corporate Index, the Fund saw more credit
spread widening than the benchmark due to the pullback from banks, which have been material buyers in the low-duration securitized space. The main detractors from performance were the Fund’s allocations to mortgage-backed securities, collateralized loan obligations, and commercial mortgage-backed securities. During the period, the Fund continued to focus on a structural exposure to sectors that we believe have higher income, strong credit, and supportive fundamental factors. During the period, the Fund increased its exposure to senior commercial real estate (CRE) collateralized loan obligations (CLOs) securities and agency mortgage-backed securities (MBS), as both have seen their spreads widen, and both provide good high-quality income, in our view. During the period, the Fund reduced its exposure to European CLOs due to a higher probability of recession in Europe compared to the U.S. Our view during the period was that credit spreads would widen and having exposure to higher-quality income with good collateral protection would be beneficial in an environment bookended by inflation and recession.
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?
As of the end of the period, inflation remains a global challenge, and we believe the long-term economic trends in place are supportive of ongoing inflationary pressure. We believe the labor market is characterized by considerable wage pressure and little slack, while consumer strength is bifurcated. The economic pillars (corporations, banks, and consumers) began the period in a very healthy state. Given the starting point for the consumer, we are concerned about
 

27


Hartford Schroders Securitized Income Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

“fringe” products, such as micro finance and peer-to-peer lending (which are untested through crisis), and those associated with a more leveraged, sub-prime borrower.
The U.S. Federal Reserve (Fed) will likely need to do more than the market anticipates, and the impact of the Fed and U.S. dollar strength will negatively impact other countries, in our view.
In a market characterized by uncertainty, we believe we will see more volatility, more limited liquidity, and more idiosyncratic risk. From our perspective, traditional risk premia remain too low given the uncertainty and potential for rapid change.
Within credit, securitized fixed income has been more impacted by the pull-back in demand from banks, which have been material buyers in the lower-duration space. With lower duration, shorter tenor (the length of time to maturity), and stronger fundamentals (collateralization), we believe the value proposition versus other traditional income investments is strong, particularly in AAA-rated securities.
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. • Integration of environmental, social, and/or governance (ESG) characteristics into the investment process may not work as intended. • 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 in 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. • Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. • Changes related to LIBOR could have an adverse impact on financial instruments that reference this rate.
Composition by Security Type(1)
as of 10/31/2022
Category Percentage of
Net Assets
Equity Securities  
Common Stocks 1.5%
Fixed Income Securities  
Asset & Commercial Mortgage-Backed Securities 87.8%
Corporate Bonds 1.4
U.S. Government Agencies(2) 4.8
Total 94.0%
Short-Term Investments 8.8
Other Assets & Liabilities (4.3)
Total 100.0%
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
(2) All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of October 31, 2022.

28


Hartford Schroders Sustainable International Core Fund
 Fund Overview
 October 31, 2022 (Unaudited) 

Inception 05/24/2022
Sub-advised by Schroder Investment Management North America Inc. and its
sub-sub-adviser, Schroder Investment Management North America Limited
Investment objective – The Fund seeks long-term capital appreciation while giving special consideration to certain sustainability criteria.
Comparison of Change in Value of $5,000,000 Investment (05/24/2022 - 10/31/2022)
The chart above represents the hypothetical growth of a $5,000,000 investment in Class SDR. Returns for Class I may vary from what is seen above due to differences in the expenses charged to Class I.
Cumulative Total Returns
for the Period Ended 10/31/2022
  Since
Inception1
Class I -14.00%
Class SDR -14.00%
MSCI ACWI ex USA Index (Net) -12.31%
    
1 Inception: 05/24/2022
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 10/31/2022, 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 I 1.21% 0.85%
Class SDR 1.12% 0.70%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/29/2024 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.
 

29


Hartford Schroders Sustainable International Core Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 


 
Portfolio Manager
Hartford Schroders Sustainable International Core Fund’s sub-adviser is Schroder Investment Management North America Inc. and its sub-sub-adviser is Schroder Investment Management North America Limited.
Nicholette MacDonald-Brown, CFA
Portfolio Manager


Manager Discussion
How did the Fund perform during the period?
The Class SDR shares of the Hartford Schroders Sustainable International Core Fund returned -14.00% for the period since inception on May 24, 2022 to October 31, 2022, underperforming the Fund’s benchmark, the MSCI ACWI ex USA Index (Net), which returned -12.31% for the same period. For the same period, the Class SDR shares of the Fund also underperformed the -12.02% average return of the Lipper International Multi-Cap Core peer group, a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
During the period, international equities struggled as investors became increasingly concerned over rising inflation, higher interest rates, and a global economic slowdown. Our investment approach does not rely on taking large style or factor bets, but focuses instead on individual mispriced opportunities while seeking to retain diversification. As part of our investment process, we also use our proprietary sustainability tools to evaluate investments for the Fund. Stock selection in the Consumer Staples, Industrials, and Materials sectors detracted from the Fund’s performance during the period.
Within the Consumer Staples sector, China Mengniu Dairy Company, salmon farmer Mowi, and French supermarket Carrefour were the leading detractors from Fund performance for the period. Mowi disappointed in the wake of news that Norway is proposing a new resource tax on salmon and trout farming.
Among companies in the Industrials sector, Chinese multinational manufacturer Sany Heavy Industry as well as Toyota Industries were detractors to the Fund’s relative performance during the period. Toyota Industries is a component supplier within the Toyota Group, which weakened along with most of the auto sector. Chinese equities saw sharper sell-offs compared to other Asian equities. China continued its zero-Covid policy during the period, which had negative implications for global supply chains. Investors also focused on Chinese Premier Xi Jinping’s historic third five-year term and whether that could result in fewer opportunities for foreign investment, as well as rising tensions between Taiwan and China.
The Fund’s cyclical holdings, including miners Newcrest Mining and Rio Tinto, together with stainless steelmaker Outokumpu, led the detractors from relative performance within the Materials sector for the
period. Weaker copper pricing influenced Newcrest Mining; however, Outokumpu reported strong earnings and encouraging guidance during the period.
On the positive side, the Fund’s holdings in Bank of Ireland and payments group Network International were among the largest contributors to the Fund’s relative performance during the period. Bank of Ireland benefited from rising interest rates, which had a positive impact on their net interest margins. Network International announced a good set of results and a share buyback program.
Derivatives in the form of futures were used in the Fund during the period, and they had a positive impact on relative performance.
What is the outlook as of the end of the period?
Despite the July 2022 rally, the market environment has been tough for equities as of the end of the period. As we draw near to the end of the third-quarter corporate earnings season, we expect banks to upgrade their earnings expectations due to the rising interest-rate environment, while many others, particularly cyclical sectors, we expect will be announcing downgrades to their earnings expectations.
We have observed that, while market valuations have fallen during the period, we believe the mood for many investors remains one of deep pessimism. A turning point may come if we see signs that inflation is peaking. The cost of freight and some commodities has been dropping, but we are not there yet in terms of seeing the same outcome for overall inflation.
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. • 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 underperformance 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. • 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
 

30


Hartford Schroders Sustainable International Core Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

occur. • 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.
Composition by Sector(1)
as of 10/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 5.6%
Consumer Discretionary 9.7
Consumer Staples 9.7
Energy 2.7
Financials 21.7
Health Care 12.1
Industrials 13.7
Information Technology 12.8
Materials 6.2
Real Estate 0.4
Utilities 3.4
Total 98.0%
Short-Term Investments 4.6
Other Assets & Liabilities (2.6)
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

31


Hartford Schroders Tax-Aware Bond Fund
 Fund Overview
 October 31, 2022 (Unaudited) 

Inception 10/03/2011
Sub-advised by Schroder Investment Management North America Inc. and its
sub-sub-adviser, Schroder Investment Management North America Limited
Investment objective – The Fund seeks total return on an after-tax basis.
Comparison of Change in Value of $10,000 Investment (10/31/2012 - 10/31/2022)
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 Ended 10/31/2022
  1 Year 5 Years 10 Years
Class A1 -13.33% -0.29% 1.53%
Class A2 -17.23% -1.20% 1.06%
Class C1 -14.04% -1.13% 1.11%
Class C3 -14.89% -1.13% 1.11%
Class I1 -13.12% -0.07% 1.77%
Class Y1 -13.18% -0.13% 1.74%
Class F1 -13.09% -0.05% 1.78%
Class SDR1 -13.10% -0.05% 1.77%
Bloomberg Municipal Bond Index -11.98% 0.37% 1.68%
    
1 Without sales charge
2 Reflects maximum sales charge of 4.50%
3 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 02/28/2017 and performance prior to that date is that of the Fund’s Class I shares. Performance prior to Class F’s inception date has not been adjusted to reflect the operating expenses of Class F. 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 06/14/2013 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.
 

32


Hartford Schroders Tax-Aware Bond Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Operating Expenses* Gross Net
Class A 0.82% 0.71%
Class C 1.64% 1.59%
Class I 0.59% 0.49%
Class Y 0.62% 0.56%
Class F 0.51% 0.46%
Class SDR 0.51% 0.46%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.

 
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 -13.33%, before sales charges, for the twelve-month period ended October 31, 2022, underperforming the Fund’s benchmark, the Bloomberg Municipal Bond Index, which returned -11.98% for the same period. For the same period, the Class A shares of the Fund, before sales charges, outperformed the -14.07% 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?
During the period, inflation was higher and more persistent than anticipated, driven by continuing labor-market strength, supply-side disruption related to the Russia/Ukraine war, and COVID quarantines in China. This led to a more aggressive interest-rate hiking cycle by the U.S. Federal Reserve (Fed), which has driven rates higher across the yield curve. With the 10-year Treasury yield higher by 250 basis points (bps) over the period, fixed-income markets experienced negative absolute returns, negative excess returns, and elevated volatility.
The Fund underperformed the Bloomberg Municipal Bond Index for the twelve-month period ended October 31, 2022 due to negative issuer selection. Specific tax-exempt bonds were the main factor, with tax-exempt federal agency bonds detracting the most from performance, and smaller impacts from tax-exempt housing and tax-exempt transportation bonds. Federal agency bonds saw their spreads widen materially given the material outflows for tax-exempt bonds as a result of higher Treasury yields during the period. For the tax-exempt housing bonds, the story was similar; however, the tax-exempt transportation bonds were also impacted by higher gas prices.
Although the Fund underperformed the Bloomberg Municipal Bond Index for the period, sector allocation was a materially positive factor due to the Fund’s specific underweights within tax-exempt bonds, including underweights to general-obligation bonds (GOs), transportation, utilities, and other revenue bonds (tax-exempt exposure overall was 34% lower than the benchmark on average over the period). These allocations helped offset the negative impact to Fund performance from the Fund’s out-of-benchmark allocation to corporate bonds during the period (which was 24% lower than the benchmark on average over the period). Yield curve and duration impacts were negative factors, which detracted from the Fund’s performance relative to the Bloomberg Municipal Bond Index during
 

33


Hartford Schroders Tax-Aware Bond Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

the period. These impacts were generally the fallout from the sector allocation decisions, as the corporate bonds in the Fund were not part of the benchmark and resulted in more exposure at the shorter end of the maturity curve where rates rose the most.
During the period, the Fund used derivatives, such as futures, to manage duration within the portfolio. The use of such derivatives had no material impact on performance for the period.
What is the outlook as of the end of the period?
Fixed-income markets have undergone historic drawdowns during the period and have not provided the ballast many investors expected during these market conditions. We believe that fixed-income securities now offer a singular opportunity for longer-term investors seeking attractive absolute yields, diversification, and total returns. With Treasury yields as high as they were at the end of the period, we believe there is less need to extend out along the risk spectrum, particularly given our view that the U.S. economy is likely to enter an economic recession in the coming months. In addition, with generous short corporate break-even buffers (i.e., the yield to which bonds would have to rise for capital losses to offset the income earned over 12 months) combined with accumulated interest-rate increases that are expected to slow the economy, and inflation cresting, we believe the opportunity with fixed income is considerable.
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. • 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. • 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. • 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. • 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. • Integration of environmental, social, and/or governance (ESG) characteristics into the investment process may not work as intended. • The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability.
Composition by Security Type(1)
as of 10/31/2022
Category Percentage of
Net Assets
Fixed Income Securities  
Corporate Bonds 10.0%
Municipal Bonds 78.3
U.S. Government Agencies(2) 1.0
U.S. Government Securities 9.5
Total 98.8%
Short-Term Investments 2.6
Other Assets & Liabilities (1.4)
Total 100.0%
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
(2) All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of October 31, 2022.

34


Hartford Schroders US MidCap Opportunities Fund
 Fund Overview
 October 31, 2022 (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 (10/31/2012 - 10/31/2022)
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 Ended 10/31/2022
  1 Year 5 Years 10 Years
Class A1 -10.46% 6.68% 10.99%
Class A2 -15.38% 5.48% 10.36%
Class C1 -11.16% 5.88% 10.59%
Class C3 -11.93% 5.88% 10.59%
Class I1 -10.25% 6.96% 11.28%
Class R31 -10.81% 6.29% 10.86%
Class R41 -10.47% 6.65% 11.08%
Class R51 -10.22% 6.93% 11.25%
Class Y1 -10.29% 6.96% 11.28%
Class F1 -10.18% 7.05% 11.33%
Class SDR1 -10.12% 7.05% 11.36%
Russell Midcap Index -17.17% 7.95% 11.36%
Russell 2500 Index -17.58% 7.07% 10.70%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 02/28/2017 and performance prior to that date is that of the Fund’s Class I shares. Performance prior to Class F’s inception date has not been adjusted to reflect the operating expenses of Class F. 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 05/01/2019 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.
 

35


Hartford Schroders US MidCap Opportunities Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Operating Expenses* Gross Net
Class A 1.16% 1.16%
Class C 1.90% 1.90%
Class I 0.89% 0.89%
Class R3 1.52% 1.52%
Class R4 1.22% 1.22%
Class R5 0.92% 0.92%
Class Y 0.91% 0.91%
Class F 0.80% 0.80%
Class SDR 0.80% 0.80%
    
* Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.

 
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 -10.46%, before sales charges, for the twelve-month period ended October 31, 2022, outperforming both the Fund’s primary benchmark, the Russell Midcap Index, which returned -17.17% for the period, and the Fund’s secondary benchmark, the Russell 2500 Index, which returned -17.58% for the same period. For the same period, the Class A shares of the Fund, before sales charges, outperformed the -10.61% 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, declined over the twelve-month period ended October 31, 2022 by -17.16%. Markets started off the year on the wrong footing, giving back some of the strong gains seen in the fourth quarter of 2021. This was in response to predictions for tighter monetary policy from the U.S. Federal Reserve (Fed) due to higher inflation data. Combined with Russia’s invasion of Ukraine, existing concerns over inflation pressures increased, particularly for food and energy. The first three quarters of 2022 saw negative returns and ended with the reality that inflation was going to be harder to tame than most originally thought.
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”, “Steady Eddies” and “Turnarounds” categories contributed positively to the Fund’s relative returns for the period.
Over the period, the most significant contribution to the Fund’s outperformance relative to the Russell Midcap Index during the period was stock selection, particularly in the Technology, Financials, and Industrials sectors. Technology was the worst-performing sector in the benchmark, down -37% over the period. Within the Technology sector, stock selection within software, which the Fund was underweight, contributed positively to returns relative to the Russell Midcap Index.
The Fund was overweight to the Financials sector, and particularly to insurance brokers and life insurance, which contributed positively to performance relative to the Russell Midcap Index over the period. Specifically, the Fund’s holdings in insurance brokers performed well, and the Fund also benefited from not owning certain companies within the group that were benchmark constituents. In life insurance, the Fund’s holdings benefited from upbeat earnings results. The Fund tends to have a large weight in life insurance and insurance brokers rather than banks as we believe they are less interest-rate sensitive and more cyclical. Additionally, the Fund’s positioning in the investment services industry contributed positively over the period relative to the Russell Midcap Index due to stock selection within the industry.
Within the Industrials sector, the Fund’s stock selection contributed positively over the period, as did the Fund’s overweight in the defense industry. The start of the war in Ukraine early in 2022 boosted prospects for both defense and nuclear industries. Stock selection within electronic equipment benefited the Fund during the period.
The sectors that detracted the most from Fund performance over the period were the Basic Materials and Consumer Staples sectors. Basic Materials is the smallest weight in the Fund and lagged due to a significant underweight. The Fund holds two names within the sector,
 

36


Hartford Schroders US MidCap Opportunities Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

and that is strictly due to stock selection and the difficulties of investing outside of the specialty chemicals space. The Consumer Staples sector also lagged due to the Fund’s underweight for the period. The Fund only had exposure in the food products industry, which benefited the Fund over the period from a stock selection perspective.
Top contributors to the Fund’s performance relative to the Russell Midcap Index during the period included Hershey Company (Consumer Staples sector), ON Semiconductor (Technology sector), and Amdocs (Technology sector). Hershey produces snack, chocolate, and non-chocolate confectionary. The company announced strong quarterly results over the period with Reese’s demand driving growth, and saw net sales rise year-over-year to over $2 billion. ON Semiconductor designs, manufactures, and markets a portfolio of semiconductor components. The company announced quarterly revenues exceeding $2 billion for the first time ever, driven by industrial and primarily automotive strength. Amdocs specializes in software and services for communications, media, and financial services providers and digital enterprises. The company announced that it acquired U.K. company MYCOM OSI for $188 million. MYCOM provides Software as a Service (SaaS) solutions, allowing Amdocs to expand its portfolio in SaaS-based cloud and service assurance offerings.
Over the period, the largest detractors from the Fund’s performance relative to the Russell Midcap Index were Match Group (Technology sector), Catalent Inc (Healthcare sector) and Masimo Corporation (Healthcare sector). Match Group is a provider of online dating products. The stock fell victim to the higher-growth names trading off later in the period coupled with poor guidance announcements throughout the year. The company also announced the CEO would be stepping down. Catalent provides delivery technologies, development, drug manufacturing, biologics, gene therapies, and consumer health products. The company’s management team issued lower-than-expected initial outlook for fiscal year 2023, which caused concern for investors, and the stock subsequently traded down. Masimo Corporation is a global medical technology company that develops, manufactures, and markets non-invasive technologies and hospital automation solutions. The stock fell in February 2022 as the company announced its biggest deal ever, the acquisition of consumer tech company Sound United for $1 billion.
Derivatives were not used in the Fund during the period.
What is the outlook as of the end of the period?
As of the end of the period, markets have been adjusting to the rise in interest rates through a revaluation of the share price multiples for different companies. An increase in interest rates generally means investors will not pay as much for longer-term growth, which is why the share prices of highly valued growth companies have fallen. At some point when there is more clarity about when interest rates might peak, we believe the focus will shift to how company profitability is being affected.
In our view, the next shoe to drop is the delayed impact of monetary policy in the form of interest-rate increases on company earnings. We believe that the impact could be felt in a number of guises. In our view, the most obvious is falling demand, and we expect that it will be felt
especially by companies that have not adjusted their inventories in anticipation of a slowing economy. We believe it will also be painful for companies that relied on pricing power to support revenues. We expect that financial strains will intensify as interest rates continue to rise and economic activity slows. In our view, other areas of caution could include margin pressure in retail from elevated inventories stemming from both inflation and economic normalization, longer cycles in technology, and some cancelling of hiring plans and even layoffs.
The next earnings season will start to indicate how companies might be faring into 2023. In our view, this is not a time to buy companies just because their share prices have fallen a long way. In this environment, we believe that very often the cheapest companies can turn out to be the most expensive.
There remains a strong case for investing in U.S. mid- and small-cap companies in the longer term. We believe valuations, in particular, are already pricing in earnings revisions, which offers support for companies who are adjusting their profitability and upside opportunities for companies who beat expectations. U.S. smaller companies are more exposed to the domestic economy, which we believe in some areas will be boosted by the reshoring benefits of U.S. manufacturers and multinationals investing in production and supply chains in the U.S.
Mid and small caps have been outperforming large caps since the end of January 2022, and this trend continued in the third quarter of 2022. This is unusual in a period of recessionary fears, but we believe this partially reflects much cheaper valuations and consequently less risk to earnings revisions. As of the end of the period, we think this outperformance should continue, but stock selection will become increasingly important.
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) characteristics into the investment process may not work as intended.

37


Hartford Schroders US MidCap Opportunities Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Composition by Sector(1)
as of 10/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 4.1%
Consumer Discretionary 5.5
Consumer Staples 2.0
Energy 4.5
Financials 16.0
Health Care 8.8
Industrials 19.5
Information Technology 20.9
Materials 3.2
Real Estate 3.4
Utilities 4.8
Total 92.7%
Short-Term Investments 6.9
Other Assets & Liabilities 0.4
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

38


Hartford Schroders US Small Cap Opportunities Fund
 Fund Overview
 October 31, 2022 (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 (10/31/2012 - 10/31/2022)
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 Ended 10/31/2022
  1 Year 5 Years 10 Years
Class A1 -12.56% 5.84% 10.06%
Class A2 -17.37% 4.65% 9.44%
Class C1 -13.24% 5.05% 9.69%
Class C3 -14.02% 5.05% 9.69%
Class I1 -12.35% 6.15% 10.39%
Class R31 -12.83% 5.55% 10.03%
Class R41 -12.57% 5.91% 10.23%
Class R51 -12.30% 6.17% 10.38%
Class Y1 -12.32% 6.19% 10.41%
Class F1 -12.21% 6.27% 10.45%
Class SDR1 -12.23% 6.27% 10.47%
Russell 2000 Index -18.54% 5.56% 9.93%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 09/28/2015 (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 02/28/2017 and performance prior to that date is that of the Fund’s Class I shares. Performance prior to Class F’s inception date has not been adjusted to reflect the operating expenses of Class F. 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.
 

39


Hartford Schroders US Small Cap Opportunities Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Operating Expenses* Gross Net
Class A 1.38% 1.35%
Class C 2.12% 2.10%
Class I 1.08% 1.08%
Class R3 1.70% 1.65%
Class R4 1.40% 1.35%
Class R5 1.10% 1.05%
Class Y 1.09% 1.05%
Class F 0.99% 0.95%
Class SDR 0.99% 0.95%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.

 
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 -12.56%, before sales charges, for the twelve-month period ended October 31, 2022, outperforming the Fund’s benchmark, the Russell 2000 Index, which returned -18.54% for the same period. For the same period, the Class A shares of the Fund, before sales charges, underperformed the -11.64% 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 -18.54% over the twelve-month period ended October 31, 2022. Markets started off the year on the wrong footing, giving back some of the strong gains seen in the fourth quarter of 2021. This was in response to predictions for tighter monetary policy from the U.S. Federal Reserve (Fed) due to higher inflation data. Combined with the war in Ukraine, existing concerns were heightened over inflation pressures, particularly through food and energy. The first three quarters of 2022 saw negative returns and ended with the reality that inflation was going to be harder to tame than most originally thought.
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”, “Steady Eddies” and “Turnarounds” categories contributed positively to the Fund’s relative returns for the period.
The most significant contribution to the Fund’s outperformance relative to the Russell 2000 Index during the twelve-month period was stock selection, particularly in the Consumer Discretionary and Financials sectors. Stock selection contributed positively within the home construction industry, particularly within the manufactured housing industry. Excluding manufactured housing, the Fund was underweight to the Consumer Discretionary sector, a shift that occurred in 2020 and has held since, as consumers have continued to feel pressure from rising prices. Within the Consumer Services sector, the Fund benefited from stock selection as well as an overweight position.
In the Financials sector, the Fund had an equal weight to the Russell 2000 Index over the period, but stock selection drove positive performance relative to the benchmark. The Fund’s exposure in banks was one of the best performers over the period due to an allocation to community banks, which in our view are traditionally higher quality with a more defensive business model type. Noteworthy contributors in the banking industry were First Bancorp, Heritage Financial Corporation, and First Merchants Corporation. The Fund’s lone holding in life insurance, Reinsurance Group of America, was one of the biggest contributors over the period as premiums grew and gave the company the ability to deploy excess capital.
The sector that detracted the most from the Fund’s performance over the period was the Energy sector. Despite having good stock selection in the sector, the Fund has historically been and remains underweight
 

40


Hartford Schroders US Small Cap Opportunities Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

to the Energy sector. The sector dominated market performance in the first half of 2022. Due to this underweight, the Fund lagged significantly due to sector allocation specifically in crude producers.
Top contributors to the Fund’s performance relative to the Russell 2000 Index over the period included Plantronics (Telecommunications), Reinsurance Group of America (Financials), and Science Applications International (Industrials). Plantronics designs, manufactures and markets integrated communications such as headsets, video, and voice services. The company reached an agreement with HP to be purchased for $3.3 billion during the period. Reinsurance Group of America provides traditional life and health reinsurance and financial solutions. The company has seen solid premium growth across all regions of their business for the period. Science Applications International is a provider of technical, engineering and enterprise IT services primarily to the United States Government. The company announced strong earnings and guidance numbers over the period and has been executing its Army IT services renewal contracts from last year and winning new contracts and awards.
Over the period, the largest detractors from the Fund’s performance relative to the Russell 2000 Index were LiveRamp Holdings (Technology), NeoGenomics, Inc. (Healthcare), and Semtech Corporation (Technology). LiveRamp Holdings is a global technology company that provides enterprise data connectivity platform that helps organizations to leverage customer data. Despite satisfactory quarterly results during 2022, the company tapered guidance in consecutive quarters as the impending recession fears created caution among LiveRamp’s clients. NeoGenomics, Inc. is an operator of a network of cancer-focused testing laboratories. The company was caught in the growth to value rotation. Additionally, the company announced the departure of its CEO during the period. The company also suspended its annual guidance. Semtech Corporation is a supplier of analog and mixed-signal semiconductor products and advanced algorithms. The company reported a very weak fiscal third-quarter/fourth-quarter outlook with a deteriorating macroeconomic outlook, notably in China, which is driving consumer softness and supply constraints. The company also announced a deal to acquire Sierra Wireless, which received mixed reviews.
Derivatives were not used in the Fund during the period.
What is the outlook as of the end of the period?
As of the end of the period, markets have been adjusting to the rise in interest rates through a revaluation of the share price multiples for different companies. An increase in interest rates generally means investors will not pay as much for longer term growth which is why the share prices of highly valued growth companies have fallen. At some point when there is more clarity about when interest rates might peak, we believe the focus will shift to how company profitability is being affected.
In our view, the next shoe to drop is the delayed impact of monetary policy in the form of interest rate increases on company earnings. We believe that the impact could be felt in a number of guises. In our view, the most obvious is falling demand, and we expect that it will be felt especially by companies that have not adjusted their inventories in
anticipation of a slowing economy. We believe it will also be painful for companies that relied on pricing power to support revenues. We expect that financial strains will intensify as interest rates continue to rise and economic activity slows. In our view, other areas of caution could include margin pressure in retail from elevated inventories stemming from both inflation and economic normalization, longer cycles in technology and some cancelling of hiring plans and even layoffs.
The next earnings season will start to indicate how companies might be faring into 2023. In our view, this is not a time to buy companies just because their share prices have fallen a long way. In this environment, we believe that very often the cheapest companies can turn out to be the most expensive.
There remains a strong case for investing in U.S. mid- and small-cap companies in the longer term. We believe valuations, in particular, are already pricing in earnings revisions which offers support for companies who are adjusting their profitability and upside opportunities for companies who beat expectations. U.S. smaller companies are more exposed to the domestic economy, which we believe in some areas will be boosted by the reshoring benefits of U.S. manufacturers and multinationals investing in production and supply chains in the U.S.
Mid and small caps have been outperforming large caps since the end of January 2022, and this trend continued in the third quarter of 2022. This is unusual in a period of recessionary fears but we believe this partially reflects much cheaper valuations and consequently less risk to earnings revisions. As of the end of the period, we think this outperformance should continue but stock selection will become increasingly important.
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. • 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) characteristics into the investment process may not work as intended.

41


Hartford Schroders US Small Cap Opportunities Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Composition by Sector(1)
as of 10/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 2.4%
Consumer Discretionary 6.5
Consumer Staples 5.0
Energy 5.0
Financials 19.1
Health Care 11.8
Industrials 17.0
Information Technology 13.3
Materials 8.3
Real Estate 2.7
Utilities 3.7
Total 94.8%
Short-Term Investments 6.9
Other Assets & Liabilities (1.7)
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

42


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.
ICE BofA 1-3 Year US Corporate Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of US investment-grade corporate debt with a remaining term to maturity of less than 3 years.
JP Morgan Emerging Markets Blended Index (JEMB) - Equal Weighted (reflects no deduction for fees, expenses or taxes) is a blended index produced by JP Morgan that is comprised of 1/3 JP Morgan GBI Emerging Markets Global Diversified Index, 1/3 JP Morgan EMBI Global Diversified Index, and 1/3 JP Morgan CEMBI Broad Diversified Index. The JEMB - Equal Weighted is designed to blend US dollar and local currency denominated sovereign, quasi-sovereign and corporate bonds in equal proportion.
MSCI ACWI (All Country World) ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across developed markets (excluding the US) and emerging market countries.
MSCI ACWI (All Country World) ex USA Value Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities exhibiting overall value style characteristics across developed (excluding the US) and emerging markets countries. The value investment style characteristics for index construction are defined using three variables: book value to price, 12-month forward earnings to price and dividend yield.
MSCI China A Onshore Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid-cap securities across China securities listed on the Shanghai and Shenzhen exchanges. The index covers only those securities that are accessible through “Stock Connect”.
MSCI EAFE Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across developed market countries, excluding the US and Canada.
MSCI EAFE Value Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities exhibiting overall value style characteristics across developed market countries, excluding the US and Canada.
MSCI Emerging Markets Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across emerging market countries.
Russell 2000 Index (reflects no deduction for fees, expenses or taxes) is an index comprised of 2,000 of the smallest US-domiciled company common stocks based on a combination of their market capitalization and current index membership.
Russell 2500 Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the small to mid-cap segment of the US equity universe, commonly referred to as “smid” cap. The Russell 2500 Index is a subset of the Russell 3000 Index and includes approximately 2,500 of the smallest US Companies based on a combination of their market capitalization and current index membership.
Russell Midcap Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the mid-cap segment of the US equity universe. The Russell Midcap Index is a subset of the Russell 1000 Index. It includes approximately 800 of the smallest securities based on a combination of their market cap and current index membership.
Morningstar LSTA US Leveraged Loan Index (formerly, the S&P/LSTA Leveraged Loan Index) (reflects no deduction for fees, expenses or taxes) is a market value-weighted index that is designed to measure the performance of the US leveraged loan market based upon market weightings, spreads and interest payments.
Additional Information Regarding Bloomberg Index(es). “Bloomberg®” and the above referenced Bloomberg index(es) are service marks of Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (“BISL”), the administrator of the index (collectively, “Bloomberg”), and have been licensed for use for certain purposes by Hartford Funds Management Company, LLC ("HFMC"). The Funds are not sponsored, endorsed, sold or promoted by Bloomberg. Bloomberg does not make any representation or warranty, express or implied, to the owners of or counterparties to the Funds or any member of the public regarding the advisability of investing in securities generally or in the Funds particularly. The only relationship of Bloomberg to HFMC is the licensing of certain trademarks, trade names and service marks and of the above referenced Bloomberg index(es), which is determined, composed and calculated by BISL without regard to HFMC or the Funds. Bloomberg has no obligation to take the needs of HFMC or the owners of the Funds into consideration in determining, composing or calculating the above referenced Bloomberg index(es). Bloomberg is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Funds to be issued. Bloomberg shall not have any obligation or liability, including, without limitation, to the Funds' customers, in connection with the administration, marketing or trading of the Funds.
 

43


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.
Additional Information Regarding MSCI Indices. Neither MSCI nor any other party involved in or related to compiling, computing or creating the MSCI data makes any express or implied warranties or representations with respect to such data (or the results to be obtained by the use thereof), and all such parties hereby expressly disclaim all warranties of originality, accuracy, completeness, merchantability or fitness for a particular purpose with respect to any of such data. Without limiting any of the foregoing, in no event shall MSCI, any of its affiliates or any third party involved in or related to compiling, computing or creating the data have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages. No further distribution or dissemination of the MSCI data is permitted without MSCI’s express written consent.

44


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, 2022 through October 31, 2022, 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, 2022
  Ending
Account Value
October 31, 2022
  Expenses paid
during the period
May 1, 2022
through
October 31, 2022
  Beginning
Account Value
May 1, 2022
  Ending
Account Value
October 31, 2022
  Expenses paid
during the period
May 1, 2022
through
October 31, 2022
  Annualized
expense
ratio
Hartford Schroders China A Fund
Class A $ 1,000.00   $ 856.40   $  6.78   $ 1,000.00   $ 1,017.90   $  7.38   1.45%
Class C $ 1,000.00   $ 856.30   $  6.78   $ 1,000.00   $ 1,017.95   $  7.38   1.45%
Class I $ 1,000.00   $ 857.50   $  5.39   $ 1,000.00   $ 1,019.41   $  5.85   1.15%
Class Y(1) $ 1,000.00   $ 857.70   $  5.25   $ 1,000.00   $ 1,019.56   $  5.70   1.12%
Class F $ 1,000.00   $ 857.90   $  4.64   $ 1,000.00   $ 1,020.21   $  5.04   0.99%
Class SDR $ 1,000.00   $ 857.90   $  4.64   $ 1,000.00   $ 1,020.21   $  5.04   0.99%
Hartford Schroders Diversified Emerging Markets Fund
Class A $ 1,000.00   $ 794.20   $  3.66   $ 1,000.00   $ 1,020.87   $  4.13   0.81%
Class C $ 1,000.00   $ 790.50   $  7.35   $ 1,000.00   $ 1,017.19   $  8.29   1.63%
Class I $ 1,000.00   $ 795.60   $  2.31   $ 1,000.00   $ 1,022.58   $  2.60   0.51%
Class Y $ 1,000.00   $ 795.60   $  2.13   $ 1,000.00   $ 1,022.89   $  2.40   0.47%
Class F $ 1,000.00   $ 793.30   $  4.02   $ 1,000.00   $ 1,020.92   $  4.53   0.89%
Class SDR $ 1,000.00   $ 793.30   $  4.02   $ 1,000.00   $ 1,020.72   $  4.53   0.89%
Hartford Schroders Emerging Markets Equity Fund
Class A $ 1,000.00   $ 813.80   $  7.22   $ 1,000.00   $ 1,017.24   $  8.03   1.58%
Class C $ 1,000.00   $ 811.00   $  9.87   $ 1,000.00   $ 1,014.32   $ 10.97   2.16%
Class I $ 1,000.00   $ 814.80   $  5.76   $ 1,000.00   $ 1,018.85   $  6.41   1.26%
Class R3 $ 1,000.00   $ 813.30   $  7.82   $ 1,000.00   $ 1,016.59   $  8.69   1.71%
Class R4 $ 1,000.00   $ 813.70   $  6.77   $ 1,000.00   $ 1,017.74   $  7.53   1.48%
Class R5 $ 1,000.00   $ 814.80   $  5.49   $ 1,000.00   $ 1,019.21   $  6.11   1.20%
Class Y $ 1,000.00   $ 815.30   $  5.49   $ 1,000.00   $ 1,019.16   $  6.11   1.20%
Class F $ 1,000.00   $ 815.40   $  4.94   $ 1,000.00   $ 1,019.76   $  5.50   1.08%
Class SDR $ 1,000.00   $ 815.80   $  4.90   $ 1,000.00   $ 1,019.81   $  5.45   1.07%

45


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

  Actual Return   Hypothetical (5% return before expenses)
  Beginning
Account Value
May 1, 2022
  Ending
Account Value
October 31, 2022
  Expenses paid
during the period
May 1, 2022
through
October 31, 2022
  Beginning
Account Value
May 1, 2022
  Ending
Account Value
October 31, 2022
  Expenses paid
during the period
May 1, 2022
through
October 31, 2022
  Annualized
expense
ratio
Hartford Schroders Emerging Markets Multi-Sector Bond Fund
Class A $ 1,000.00   $ 926.10   $  5.58   $ 1,000.00   $ 1,019.41   $  5.85   1.15%
Class C $ 1,000.00   $ 922.30   $  9.20   $ 1,000.00   $ 1,015.68   $  9.65   1.90%
Class I $ 1,000.00   $ 927.10   $  4.37   $ 1,000.00   $ 1,020.67   $  4.58   0.90%
Class R3 $ 1,000.00   $ 924.80   $  7.03   $ 1,000.00   $ 1,017.90   $  7.38   1.45%
Class R4 $ 1,000.00   $ 926.10   $  5.58   $ 1,000.00   $ 1,019.21   $  5.85   1.15%
Class R5 $ 1,000.00   $ 927.40   $  4.13   $ 1,000.00   $ 1,020.87   $  4.33   0.85%
Class Y $ 1,000.00   $ 927.40   $  4.13   $ 1,000.00   $ 1,020.92   $  4.33   0.85%
Class F $ 1,000.00   $ 927.60   $  3.55   $ 1,000.00   $ 1,021.68   $  3.72   0.73%
Class SDR $ 1,000.00   $ 927.80   $  3.64   $ 1,000.00   $ 1,021.42   $  3.82   0.75%
Hartford Schroders International Contrarian Value Fund(2)
Class I $ 1,000.00   $ 875.00   $ 2.88(3)   $ 1,000.00   $ 1,021.68   $ 3.57(4)   0.70%
Class SDR $ 1,000.00   $ 875.00   $ 2.88(3)   $ 1,000.00   $ 1,021.68   $ 3.57(4)   0.70%
Hartford Schroders International Multi-Cap Value Fund
Class A $ 1,000.00   $ 853.80   $  5.28   $ 1,000.00   $ 1,019.51   $  5.75   1.13%
Class C $ 1,000.00   $ 850.20   $  8.63   $ 1,000.00   $ 1,015.88   $  9.40   1.85%
Class I $ 1,000.00   $ 855.10   $  3.98   $ 1,000.00   $ 1,020.92   $  4.33   0.85%
Class R3 $ 1,000.00   $ 853.00   $  6.54   $ 1,000.00   $ 1,018.15   $  7.12   1.40%
Class R4 $ 1,000.00   $ 853.40   $  5.42   $ 1,000.00   $ 1,019.36   $  5.90   1.16%
Class R5 $ 1,000.00   $ 854.90   $  3.93   $ 1,000.00   $ 1,020.97   $  4.28   0.84%
Class Y $ 1,000.00   $ 855.00   $  3.88   $ 1,000.00   $ 1,021.02   $  4.23   0.83%
Class F $ 1,000.00   $ 855.60   $  3.46   $ 1,000.00   $ 1,021.48   $  3.77   0.74%
Class SDR $ 1,000.00   $ 855.40   $  3.46   $ 1,000.00   $ 1,021.48   $  3.77   0.74%
Hartford Schroders International Stock Fund
Class A $ 1,000.00   $ 863.50   $  5.12   $ 1,000.00   $ 1,019.71   $  5.55   1.09%
Class C $ 1,000.00   $ 861.00   $  8.59   $ 1,000.00   $ 1,015.98   $  9.30   1.83%
Class I $ 1,000.00   $ 864.70   $  3.85   $ 1,000.00   $ 1,021.07   $  4.18   0.82%
Class R3 $ 1,000.00   $ 862.50   $  6.66   $ 1,000.00   $ 1,018.05   $  7.22   1.42%
Class R4 $ 1,000.00   $ 863.10   $  5.36   $ 1,000.00   $ 1,019.46   $  5.80   1.14%
Class R5 $ 1,000.00   $ 865.40   $  3.90   $ 1,000.00   $ 1,021.02   $  4.23   0.83%
Class Y $ 1,000.00   $ 865.10   $  3.86   $ 1,000.00   $ 1,021.07   $  4.18   0.82%
Class F $ 1,000.00   $ 866.10   $  3.34   $ 1,000.00   $ 1,021.63   $  3.62   0.71%
Class SDR $ 1,000.00   $ 865.40   $  3.39   $ 1,000.00   $ 1,021.58   $  3.67   0.72%
Hartford Schroders Securitized Income Fund
Class A $ 1,000.00   $ 962.90   $  3.41   $ 1,000.00   $ 1,021.73   $  3.52   0.69%
Class C(1) $ 1,000.00   $ 957.30   $  8.49   $ 1,000.00   $ 1,016.53   $  8.74   1.72%
Class I $ 1,000.00   $ 963.20   $  2.97   $ 1,000.00   $ 1,022.18   $  3.06   0.60%
Class Y $ 1,000.00   $ 962.40   $  2.72   $ 1,000.00   $ 1,022.43   $  2.80   0.55%
Class F $ 1,000.00   $ 963.90   $  2.23   $ 1,000.00   $ 1,022.94   $  2.29   0.45%
Class SDR $ 1,000.00   $ 963.90   $  2.23   $ 1,000.00   $ 1,022.94   $  2.29   0.45%
Hartford Schroders Sustainable International Core Fund(2)
Class I $ 1,000.00   $ 860.00   $ 2.85(3)   $ 1,000.00   $ 1,021.68   $ 3.57(4)   0.70%
Class SDR $ 1,000.00   $ 860.00   $ 2.85(3)   $ 1,000.00   $ 1,021.68   $ 3.57(4)   0.70%
Hartford Schroders Tax-Aware Bond Fund
Class A $ 1,000.00   $ 941.90   $  3.48   $ 1,000.00   $ 1,021.63   $  3.62   0.71%
Class C $ 1,000.00   $ 938.40   $  7.77   $ 1,000.00   $ 1,017.19   $  8.08   1.59%
Class I $ 1,000.00   $ 943.20   $  2.40   $ 1,000.00   $ 1,022.74   $  2.50   0.49%
Class Y $ 1,000.00   $ 942.80   $  2.74   $ 1,000.00   $ 1,022.38   $  2.85   0.56%
Class F $ 1,000.00   $ 943.30   $  2.25   $ 1,000.00   $ 1,022.89   $  2.35   0.46%
Class SDR $ 1,000.00   $ 943.20   $  2.25   $ 1,000.00   $ 1,022.89   $  2.35   0.46%

46


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

  Actual Return   Hypothetical (5% return before expenses)
  Beginning
Account Value
May 1, 2022
  Ending
Account Value
October 31, 2022
  Expenses paid
during the period
May 1, 2022
through
October 31, 2022
  Beginning
Account Value
May 1, 2022
  Ending
Account Value
October 31, 2022
  Expenses paid
during the period
May 1, 2022
through
October 31, 2022
  Annualized
expense
ratio
Hartford Schroders US MidCap Opportunities Fund
Class A $ 1,000.00   $ 973.10   $  5.82   $ 1,000.00   $ 1,019.31   $  5.96   1.17%
Class C $ 1,000.00   $ 969.30   $  9.48   $ 1,000.00   $ 1,015.58   $  9.70   1.91%
Class I $ 1,000.00   $ 974.40   $  4.43   $ 1,000.00   $ 1,020.72   $  4.53   0.89%
Class R3 $ 1,000.00   $ 970.70   $  7.55   $ 1,000.00   $ 1,017.54   $  7.73   1.52%
Class R4 $ 1,000.00   $ 973.00   $  5.72   $ 1,000.00   $ 1,019.41   $  5.85   1.15%
Class R5 $ 1,000.00   $ 974.30   $  4.53   $ 1,000.00   $ 1,020.62   $  4.63   0.91%
Class Y $ 1,000.00   $ 973.80   $  4.53   $ 1,000.00   $ 1,020.62   $  4.63   0.91%
Class F $ 1,000.00   $ 974.40   $  3.98   $ 1,000.00   $ 1,021.17   $  4.08   0.80%
Class SDR $ 1,000.00   $ 975.00   $  4.03   $ 1,000.00   $ 1,021.12   $  4.13   0.81%
Hartford Schroders US Small Cap Opportunities Fund
Class A $ 1,000.00   $ 980.00   $  6.74   $ 1,000.00   $ 1,018.40   $  6.87   1.35%
Class C $ 1,000.00   $ 976.40   $ 10.46   $ 1,000.00   $ 1,014.62   $ 10.66   2.10%
Class I $ 1,000.00   $ 981.30   $  5.45   $ 1,000.00   $ 1,019.71   $  5.55   1.09%
Class R3 $ 1,000.00   $ 978.60   $  8.23   $ 1,000.00   $ 1,016.89   $  8.39   1.65%
Class R4 $ 1,000.00   $ 980.00   $  6.74   $ 1,000.00   $ 1,018.40   $  6.87   1.35%
Class R5 $ 1,000.00   $ 981.60   $  5.25   $ 1,000.00   $ 1,019.91   $  5.35   1.05%
Class Y $ 1,000.00   $ 981.60   $  5.25   $ 1,000.00   $ 1,019.91   $  5.35   1.05%
Class F $ 1,000.00   $ 982.30   $  4.75   $ 1,000.00   $ 1,020.42   $  4.84   0.95%
Class SDR $ 1,000.00   $ 982.00   $  4.75   $ 1,000.00   $ 1,020.42   $  4.84   0.95%
    
(1) The annualized expense ratio is representative of the period from May 1, 2022 through October 31, 2022. The annualized expense ratio does not fully reflect the contractual expense limitation arrangement as this arrangement is based on the entire fiscal year and not the six-month period. As such, the annualized expense ratio exceeds the amount of the contractual expense limitation arrangement for this share class of the Fund for purposes of the hypothetical example. Please see the accompanying Financial Highlights for the expense ratio for the year ended October 31, 2022.
(2) Hartford Schroders International Contrarian Value Fund and Hartford Schroders Sustainable International Core Fund commenced operations on May 24, 2022.
(3) Expenses paid during the period May 24, 2022 through October 31, 2022.
(4) Please note that while each of the Hartford Schroders International Contrarian Value Fund and the Hartford Schroders Sustainable International Core Fund commenced operations on May 24, 2022, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during period May 1, 2022 to October 31, 2022.

47


Hartford Schroders China A Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 78.8%
  Automobiles & Components - 1.0%
   40,400 Huizhou Desay Sv Automotive Co., Ltd. Class A $    573,787
  Banks - 5.1%
  326,592 Bank of Ningbo Co., Ltd. Class A  1,065,938
  490,233 China Merchants Bank Co., Ltd. Class A  1,808,679
      2,874,617
  Capital Goods - 14.3%
25,000 Contemporary Amperex Technology Co., Ltd. Class A 1,282,993
29,000 Gongniu Group Co., Ltd. Class A 476,085
161,500 Han's Laser Technology Industry Group Co., Ltd. Class A 562,296
309,740 Hongfa Technology Co., Ltd. Class A 1,460,171
168,200 Jiangsu Hengli Hydraulic Co., Ltd. Class A 1,271,725
61,668 Luoyang Xinqianglian Slewing Bearing Co., Ltd. Class A 592,052
75,800 PNC Process Systems Co., Ltd. Class A* 407,457
579,900 Sany Heavy Industry Co., Ltd. Class A 1,076,087
107,100 Sinoseal Holding Co., Ltd. Class A 619,609
82,400 Zhejiang Sanhua Intelligent Controls Co., Ltd. Class A 240,042
      7,988,517
  Consumer Durables & Apparel - 5.1%
397,646 Hang Zhou Great Star Industrial Co., Ltd. Class A* 1,048,642
216,800 Midea Group Co., Ltd. Class A 1,194,322
53,189 Oppein Home Group, Inc. Class A 594,113
      2,837,077
  Diversified Financials - 1.3%
60,500 Hithink RoyalFlush Information Network Co., Ltd. Class A 707,309
  Food, Beverage & Tobacco - 6.7%
170,095 Chacha Food Co., Ltd. Class A 1,032,690
8,145 Kweichow Moutai Co., Ltd. Class A 1,509,708
452,964 Toly Bread Co., Ltd. Class A 700,143
27,799 Wuliangye Yibin Co., Ltd. Class A 509,520
      3,752,061
  Health Care Equipment & Services - 1.1%
236,700 Edan Instruments, Inc. Class A 400,712
197,165 Shanghai Kinetic Medical Co., Ltd. Class A 213,088
      613,800
  Insurance - 3.7%
415,500 Ping An Insurance Group Co. of China Ltd. Class A 2,062,985
  Materials - 18.1%
270,200 China Jushi Co., Ltd. Class A 433,774
471,009 Chongqing Zaisheng Technology Corp. Ltd. Class A 336,015
324,514 Citic Pacific Special Steel Group Co., Ltd. Class A 715,891
275,745 Hengli Petrochemical Co., Ltd. Class A 581,046
587,878 Huafon Chemical Co., Ltd. Class A 537,325
347,900 Hubei Dinglong Co., Ltd. Class A 1,002,957
89,400 Jiangsu Boqian New Materials Stock Co., Ltd. Class A 577,410
190,800 LB Group Co., Ltd. Class A* 402,733
693,146 Satellite Chemical Co., Ltd. Class A 1,179,540
284,700 Shandong Sinocera Functional Material Co., Ltd. Class A 901,128
10,000 Sunresin New Materials Co., Ltd. Class A 104,827
119,300 Wanhua Chemical Group Co., Ltd. Class A 1,316,647
116,740 Zhejiang Huayou Cobalt Co., Ltd. Class A 873,034
1,049,257 Zijin Mining Group Co., Ltd. Class A 1,141,482
      10,103,809
Shares or Principal Amount   Market Value†
COMMON STOCKS - 78.8% - (continued)
  Media & Entertainment - 2.8%
  345,900 Mango Excellent Media Co., Ltd. Class A $  1,042,816
  324,000 Perfect World Co., Ltd. Class A    505,424
      1,548,240
  Pharmaceuticals, Biotechnology & Life Sciences - 6.3%
  114,400 Amoy Diagnostics Co., Ltd. Class A     367,786
   61,700 Hangzhou Tigermed Consulting Co., Ltd. Class A     705,081
188,176 Jiangsu Hengrui Medicine Co., Ltd. Class A 1,038,661
75,680 Shenzhen Kangtai Biological Products Co., Ltd. Class A 323,034
103,660 WuXi AppTec Co., Ltd. Class A 1,086,332
      3,520,894
  Real Estate - 0.7%
209,344 Poly Developments and Holdings Group Co., Ltd. Class A 397,770
  Semiconductors & Semiconductor Equipment - 2.9%
244,556 LONGi Green Energy Technology Co., Ltd. Class A* 1,615,089
  Technology Hardware & Equipment - 7.4%
227,000 GoerTek, Inc. Class A 673,869
75,410 Guangzhou Shiyuan Electronic Technology Co., Ltd. Class A 672,392
332,159 Shenzhen Sunlord Electronics Co., Ltd. Class A 975,754
141,000 Suzhou Dongshan Precision Manufacturing Co., Ltd. Class A 488,216
203,400 Zhejiang Jiecang Linear Motion Technology Co., Ltd. Class A 694,691
158,700 Zhongji Innolight Co., Ltd. Class A 637,296
      4,142,218
  Transportation - 2.3%
197,500 SF Holding Co., Ltd. Class A 1,308,213
  Total Common Stocks
(cost $64,834,223)
  $ 44,046,386
WARRANTS - 16.6%(1)
  Banks - 2.2%
11,531 Autobio Diagnostics Co., Ltd. Expires 10/13/2023* $  117,480
83,177 Micro-Tech Nanjing Co., Ltd. Expires 10/2/2023* 1,125,726
      1,243,206
  Consumer Durables & Apparel - 0.4%
60,058 Shanghai Milkground Food Tech Co., Ltd. Expires 03/13/2023* 229,087
  Diversified Financials - 2.9%
64,864 Advanced Micro-Fabrication Equipment, Inc. China Expires 8/14/2023* 986,389
21,353 ZWSOFT Co., Ltd. Guangzhou Expires 9/22/2023* 658,793
      1,645,182
  Health Care Equipment & Services - 3.2%
10,024 iRay Technology Co., Ltd. Expires 6/13/2023* 708,682
83,242 Qingdao Haier Biomedical Co., Ltd. Expires 1/6/2023* 879,683
19,779 Qingdao Haier Biomedical Co., Ltd. Expires 5/29/2023* 209,020
      1,797,385
  Household & Personal Products - 2.4%
299,798 Ninebot Ltd. Expires 8/28/2023 Expires 08/28/2023* 1,314,435
  Semiconductors & Semiconductor Equipment - 0.9%
14,358 Beijing Huafeng Test & Control Technology Co., Ltd. Expires 12/21/2022* 520,666
 
The accompanying notes are an integral part of these financial statements.

48


Hartford Schroders China A Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
WARRANTS - 16.6%(1) - (continued)
  Software & Services - 2.6%
  117,757 Piesat Information Technology Co., Ltd. Expires 12/23/2022* $  1,452,884
  Technology Hardware & Equipment - 2.0%
   30,755 Gongniu Group Co., Ltd. Expires 2/17/2023*     504,268
    3,818 Gongniu Group Co., Ltd. Expires 6/21/2023*      62,601
   60,734 Shanghai Holystar Information Technology Co., Ltd. Expires 1/23/2023*     542,134
      1,109,003
  Total Warrants
(cost $10,664,482)
  $  9,311,848
  Total Long-Term Investments
(cost $75,498,705)
  $ 53,358,234
SHORT-TERM INVESTMENTS - 0.8%
  Other Investment Pools & Funds - 0.8%
456,396 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(2) $  456,396
  Total Short-Term Investments
(cost $456,395)
$  456,396
  Total Investments
(cost $75,955,100)
96.2% $ 53,814,630
  Other Assets and Liabilities 3.8% 2,114,740
  Total Net Assets 100.0% $ 55,929,370
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) “Warrants” refers to non-standard warrants and participatory notes.
(2) Current yield as of period end.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components   $  573,787   $  —   $  573,787   $ —
Banks   2,874,617     2,874,617  
Capital Goods   7,988,517     7,988,517  
Consumer Durables & Apparel   2,837,077     2,837,077  
Diversified Financials   707,309     707,309  
Food, Beverage & Tobacco   3,752,061     3,752,061  
Health Care Equipment & Services   613,800     613,800  
Insurance   2,062,985     2,062,985  
Materials   10,103,809     10,103,809  
Media & Entertainment   1,548,240     1,548,240  
Pharmaceuticals, Biotechnology & Life Sciences   3,520,894     3,520,894  
Real Estate   397,770     397,770  
Semiconductors & Semiconductor Equipment   1,615,089     1,615,089  
Technology Hardware & Equipment   4,142,218     4,142,218  
Transportation   1,308,213     1,308,213  
Warrants   9,311,848     9,311,848  
Short-Term Investments   456,396   456,396    
Total   $ 53,814,630   $ 456,396   $ 53,358,234   $ —
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

49


Hartford Schroders Diversified Emerging Markets Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 94.8%
  Bermuda - 0.0%
  1,639 Sylvania Platinum Ltd. $     1,732
  Brazil - 3.3%
  2,200 AES Brasil Energia S.A.      4,217
  5,100 B3 S.A. - Brasil Bolsa Balcao     14,849
  3,800 Banco BTG Pactual S.A.     21,290
  4,900 BB Seguridade Participacoes S.A.     28,164
1,200 Cia de Saneamento de Minas Gerais 3,568
2,800 Cosan S.A. 9,139
2,500 Hypera S.A. 24,591
1,400 Localiza Rent a Car S.A. 19,118
1,700 M Dias Branco S.A. 14,316
3,030 Odontoprev S.A. 4,857
5,100 Santos Brasil Participacoes S.A. 8,985
1,100 Sao Martinho S.A. 5,743
3,400 Sendas Distribuidora S.A. 13,046
800 Tupy S.A. 4,575
3,800 Ultrapar Participacoes S.A. 9,865
5,175 WEG S.A. 40,354
      226,677
  Cayman Islands - 0.2%
3,500 Wuxi Biologics Cayman, Inc.*(1) 15,749
  Chile - 0.4%
264 Sociedad Quimica y Minera de Chile S.A. ADR 24,732
  China - 24.0%
2,800 37 Interactive Entertainment Network Technology Group Co., Ltd. Class A 5,572
81,000 Agricultural Bank of China Ltd. Class H 23,120
18,900 Alibaba Group Holding Ltd.* 146,946
4,900 Anhui Anke Biotechnology Group Co., Ltd. Class A 6,653
26,500 BAIC Motor Corp. Ltd. Class H(1) 5,871
7,500 Baidu, Inc. Class A* 71,902
54,000 Bank of China Ltd. Class H 17,392
2,100 Beijing Easpring Material Technology Co., Ltd. Class A 17,062
300 Beijing United Information Technology Co., Ltd. Class A 5,104
200 Beijing Wantai Biological Pharmacy Enterprise Co., Ltd. Class A 3,441
2,100 Chengxin Lithium Group Co., Ltd. Class A 12,497
16,000 China Feihe Ltd.(1) 9,217
4,700 China Jushi Co., Ltd. Class A 7,545
5,000 China Medical System Holdings Ltd. 5,465
7,000 China Merchants Bank Co., Ltd. Class H 22,917
3,200 China Pacific Insurance Group Co., Ltd. Class H 5,158
700 China Tourism Group Duty Free Corp. Ltd. Class A 15,381
12,000 CMOC Group Ltd. Class H 3,863
500 Contemporary Amperex Technology Co., Ltd. Class A 25,660
14,000 CSPC Pharmaceutical Group Ltd. 14,380
7,000 Dali Foods Group Co. Ltd.(1) 2,881
400 Eastroc Beverage Group Co., Ltd. Class A 8,497
1,600 Foshan Haitian Flavouring & Food Co., Ltd. Class A 13,114
9,000 Fu Shou Yuan International Group Ltd. 4,496
4,000 Fuyao Glass Industry Group Co., Ltd. Class H(1) 14,335
2,280 Ganfeng Lithium Co., Ltd. Class H(1) 15,421
300 G-bits Network Technology Xiamen Co., Ltd. Class A* 10,486
6,100 GEM Co., Ltd. Class A 6,220
500 Ginlong Technologies Co., Ltd. Class A* 12,821
200 Gongniu Group Co., Ltd. Class A 3,283
1,000 Gotion High-tech Co., Ltd. Class A 4,135
8,000 Great Wall Motor Co., Ltd. Class H 8,739
8,000 Greentown Management Holdings Co., Ltd.(1) 4,580
22,000 Guangzhou Automobile Group Co., Ltd. Class H 13,407
3,300 Guangzhou Tinci Materials Technology Co., Ltd. Class A 19,228
Shares or Principal Amount   Market Value†
COMMON STOCKS - 94.8% - (continued)
  China - 24.0% - (continued)
    900 Hangzhou Tigermed Consulting Co., Ltd. Class H(1) $     6,112
  1,840 Hefei Meiya Optoelectronic Technology, Inc. Class A      5,991
  1,000 Hubei Jumpcan Pharmaceutical Co., Ltd. Class A      4,469
    300 Huizhou Desay Sv Automotive Co., Ltd. Class A      4,261
115,000 Industrial & Commercial Bank of China Ltd. Class H     49,929
  1,200 Jafron Biomedical Co., Ltd. Class A      5,215
2,750 JD Health International, Inc.*(1) 15,087
8,930 JD.com, Inc. Class A 162,620
12,000 Jiumaojiu International Holdings Ltd.(1) 18,860
2,100 Livzon Pharmaceutical Group, Inc. Class H 5,497
3,500 LONGi Green Energy Technology Co., Ltd. Class A* 23,115
4,200 Maoyan Entertainment*(1) 2,449
2,300 Meituan Class B*(1) 36,824
4,000 Minth Group Ltd. 7,887
500 NAURA Technology Group Co., Ltd. Class A 18,153
1,500 NetDragon Websoft Holdings Ltd. 2,519
4,000 NetEase, Inc. 44,381
9,000 New China Life Insurance Co., Ltd. Class H 14,293
200 Ningbo Deye Technology Co., Ltd. Class A 8,974
1,000 Ningbo Orient Wires & Cables Co., Ltd. Class A 10,556
5,100 Ningbo Shanshan Co., Ltd. Class A 12,561
3,600 Nongfu Spring Co., Ltd. Class H(1) 18,082
344 Pinduoduo, Inc. ADR* 18,862
9,000 Ping An Insurance Group Co. of China Ltd. Class H 36,031
11,000 Postal Savings Bank of China Co., Ltd. Class H(1) 5,101
4,600 Qinghai Salt Lake Industry Co., Ltd. Class A* 13,584
100 SG Micro Corp. Class A 2,055
2,500 Shenzhen Capchem Technology Co., Ltd. Class A 12,396
300 Shenzhen Mindray Bio-Medical Electronics Co., Ltd. Class A 13,411
5,200 Sichuan Yahua Industrial Group Co., Ltd. Class A 19,092
2,100 Sinoma Science & Technology Co., Ltd. Class A 5,159
2,200 Skyworth Digital Co., Ltd. Class A 4,495
200 Suzhou Maxwell Technologies Co., Ltd. Class A 13,160
200 Suzhou TA&A Ultra Clean Technology Co., Ltd. Class A 1,699
10,800 Tencent Holdings Ltd. 283,789
3,500 Tianjin Zhonghuan Semiconductor Co., Ltd. Class A 18,975
6,000 Tianneng Power International Ltd. 5,773
4,400 Tianqi Lithium Corp. Class H* 35,874
2,400 Tongwei Co., Ltd. Class A 14,350
17,000 Want Want China Holdings Ltd. 11,167
500 WuXi AppTec Co., Ltd. Class H(1) 4,013
500 Wuxi Lead Intelligent Equipment Co., Ltd. Class A 3,438
500 Xiamen Faratronic Co., Ltd. Class A 12,105
3,400 Xiamen Tungsten Co., Ltd. Class A 9,357
400 XPeng, Inc. Class A* 1,281
16,000 Yadea Group Holdings Ltd.(1) 24,430
1,600 Yangling Metron New Material, Inc. Class A 10,885
2,400 Yealink Network Technology Corp. Ltd. Class A 22,714
700 Zhejiang Weixing New Building Materials Co., Ltd. Class A 1,671
300 Zhejiang Wolwo Bio-Pharmaceutical Co., Ltd. Class A 1,933
3,400 Zhuzhou Kibing Group Co., Ltd. Class A 3,663
      1,655,087
  Colombia - 0.2%
498 Geopark Ltd. 7,361
255 Tecnoglass, Inc. 5,235
      12,596
  Cyprus - 0.0%
1,951 Tharisa plc 2,194
 
The accompanying notes are an integral part of these financial statements.

50


Hartford Schroders Diversified Emerging Markets Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 94.8% - (continued)
  Greece - 0.3%
  1,197 Hellenic Telecommunications Organization S.A. $    18,798
    222 Motor Oil Hellas Corinth Refineries S.A.     3,816
      22,614
  Hong Kong - 2.1%
 15,800 AIA Group Ltd.    119,682
  4,000 BOE Varitronix Ltd.      5,931
10,000 China Water Affairs Group Ltd. 7,082
14,000 Geely Automobile Holdings Ltd. 15,067
      147,762
  Hungary - 0.8%
808 OTP Bank Nyrt 17,627
1,733 Richter Gedeon Nyrt 34,280
      51,907
  India - 13.3%
398 ABB India Ltd. 14,662
404 Asian Paints Ltd. 15,208
93 Avenue Supermarts Ltd.*(1) 4,857
307 Bajaj Finance Ltd. 26,537
754 Bharti Airtel Ltd. 7,583
796 Colgate-Palmolive India Ltd. 15,707
4,669 Dabur India Ltd. 31,304
5,083 Devyani International Ltd.* 11,905
649 Eicher Motors Ltd. 30,239
48 Grindwell Norton Ltd. 1,219
1,001 HCL Technologies Ltd. 12,601
7,769 HDFC Bank Ltd. 140,995
925 Hindustan Unilever Ltd. 28,540
652 Housing Development Finance Corp. Ltd. 19,494
15,471 ICICI Bank Ltd. 170,109
2,167 Infosys Ltd. ADR 40,588
2,244 KPIT Technologies Ltd. 19,250
4,569 Marico Ltd. 28,987
478 Metro Brands Ltd. 5,002
33 Nestle India Ltd. 8,126
1,885 Reliance Industries Ltd. 58,165
655 Reliance Industries Ltd. GDR(1) 40,012
459 Shriram Transport Finance Co., Ltd. 6,826
25 SKF India Ltd. 1,330
948 SRF Ltd. 29,340
2,519 Tata Consultancy Services Ltd. 97,214
3,860 UPL Ltd. 34,077
1,291 Varun Beverages Ltd. 16,381
237 VRL Logistics Ltd. 1,738
      917,996
  Indonesia - 3.8%
47,400 Bank Central Asia Tbk PT 26,794
67,200 Bank Mandiri Persero Tbk PT 45,397
51,100 Bank Negara Indonesia Persero Tbk PT 30,810
175,400 Bank Rakyat Indonesia Persero Tbk PT 52,328
97,800 Kalbe Farma Tbk PT 12,862
30,900 Mitra Adiperkasa Tbk PT* 2,387
25,200 Mitra Keluarga Karyasehat Tbk PT 4,464
128,800 Perusahaan Gas Negara Persero Tbk PT 16,320
240,000 Telkom Indonesia Persero Tbk PT 67,404
      258,766
  Malaysia - 1.9%
3,300 Bursa Malaysia Bhd 4,502
7,200 DiGi.Com Bhd 5,775
4,200 Frontken Corp. Bhd 2,186
900 Hong Leong Bank Bhd 4,034
6,600 Lotte Chemical Titan Holding Bhd(1) 1,830
21,500 Malayan Banking Bhd 39,056
4,900 Mega First Corp. Bhd 3,401
15,950 MR DIY Group M Bhd(1) 6,819
Shares or Principal Amount   Market Value†
COMMON STOCKS - 94.8% - (continued)
  Malaysia - 1.9% - (continued)
 44,000 Public Bank Bhd $    41,611
  5,700 RHB Bank Bhd      6,903
  3,800 Syarikat Takaful Malaysia Keluarga Bhd      2,653
  3,900 TIME dotCom Bhd      3,753
  2,400 Uchi Technologies Bhd      1,716
  4,300 Westports Holdings Bhd     3,050
      127,289
  Mexico - 3.5%
3,500 Arca Continental S.A.B. de C.V. 28,593
21,200 Bolsa Mexicana de Valores S.A.B. de C.V. 38,435
128 Fomento Economico Mexicano S.A.B. de C.V. ADR 9,167
2,200 Gentera S.A.B. de C.V. 2,256
2,500 Grupo Aeroportuario del Centro Norte S.A.B. de C.V. 19,936
54 Grupo Aeroportuario del Pacifico S.A.B. de C.V. ADR 8,373
32 Grupo Aeroportuario del Sureste S.A.B. de C.V. ADR 7,469
7,300 Grupo Financiero Banorte S.A.B. de C.V. Class O 59,427
7,100 Grupo Financiero Inbursa S.A.B. de C.V. Class O* 13,055
35,600 Kimberly-Clark de Mexico S.A.B. de C.V. Class A 56,096
      242,807
  Philippines - 0.1%
560 GT Capital Holdings, Inc. 4,004
  Poland - 0.4%
468 Dino Polska S.A.*(1) 30,547
  Qatar - 0.8%
754 Qatar Islamic Bank SAQ 5,046
9,251 Qatar National Bank QPSC 50,655
      55,701
  Romania - 0.0%
464 BRD-Groupe Societe Generale S.A. 1,055
  Russia - 0.0%
378 HeadHunter Group plc ADR*(2)
1,092 Lukoil PJSC*(2)
762 Mobile TeleSystems PJSC*(2)
92 Novatek PJSC GDR*(2)
235 Polyus PJSC GDR*(2)
     
  Saudi Arabia - 5.2%
2,273 Al Rajhi Bank* 51,539
3,728 Alinma Bank 37,205
2,965 Banque Saudi Fransi 34,088
1,002 Jarir Marketing Co. 43,733
486 Mouwasat Medical Services Co. 28,325
4,191 Riyad Bank 40,097
344 SABIC Agri-Nutrients Co. 14,556
2,812 Saudi British Bank 32,554
4,474 Saudi National Bank 70,726
218 Saudi Telecom Co. 2,344
      355,167
  South Africa - 3.2%
102 Anglo American Platinum Ltd. 8,122
7,412 AVI Ltd. 29,689
1,592 Bidvest Group Ltd. 18,415
1,121 Gold Fields Ltd. ADR(3) 8,834
1,089 Impala Platinum Holdings Ltd. 11,150
564 Kumba Iron Ore Ltd. 10,610
1,075 Mr. Price Group Ltd. 10,347
1,284 MultiChoice Group Ltd. 8,390
11,620 Sanlam Ltd. 33,872
3,069 Sappi Ltd.* 9,455
7,095 Truworths International Ltd. 20,191
7,984 Vodacom Group Ltd. 54,383
      223,458
 
The accompanying notes are an integral part of these financial statements.

51


Hartford Schroders Diversified Emerging Markets Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 94.8% - (continued)
  South Korea - 14.0%
     21 CJ CheilJedang Corp. $     6,097
    625 Classys, Inc.      6,740
    134 Dentium Co., Ltd.      7,162
    125 Doosan Bobcat, Inc.      2,934
    151 Ecopro BM Co., Ltd.     12,162
     40 GOLFZON Co., Ltd.      3,232
44 Hansol Chemical Co., Ltd. 5,715
614 JYP Entertainment Corp. 23,869
431 KB Financial Group, Inc. 14,503
1,336 KT Corp. 34,302
446 KT Skylife Co., Ltd. 2,560
142 L&F Co., Ltd.* 22,378
94 LG Chem Ltd. 41,251
132 LG Electronics, Inc. 7,540
79 LG Energy Solution Ltd.* 29,231
120 LG Innotek Co., Ltd. 24,896
1,571 LG Uplus Corp. 12,615
79 Lotte Chemical Corp. 8,186
199 LOTTE Fine Chemical Co., Ltd. 7,825
554 Lutronic Corp. 7,033
9,778 Samsung Electronics Co., Ltd. 406,959
116 Samsung SDI Co., Ltd. 59,846
870 SIMMTECH Co., Ltd. 21,515
1,515 SK Hynix, Inc. 87,706
222 SK Innovation Co., Ltd.* 26,881
1,045 SK Telecom Co., Ltd. 36,723
549 S-Oil Corp. 33,288
270 Youngone Corp. 8,949
      962,098
  Taiwan - 12.9%
4,000 Accton Technology Corp. 30,079
5,000 Advantech Co., Ltd. 45,298
30,000 Cathay Financial Holding Co., Ltd. 35,109
1,000 Chroma ATE, Inc. 5,460
19,000 Chunghwa Telecom Co., Ltd. 65,510
4,000 E Ink Holdings, Inc. 25,417
15,050 Fubon Financial Holding Co., Ltd. 23,772
12,000 Hon Hai Precision Industry Co., Ltd. 38,113
1,000 KMC Kuei Meng International, Inc. 4,325
1,000 Lotes Co., Ltd. 23,999
1,000 Nien Made Enterprise Co., Ltd. 7,711
6,000 President Chain Store Corp. 49,890
1,000 Realtek Semiconductor Corp. 7,883
2,000 Sino-American Silicon Products, Inc. 7,670
42,000 Taiwan Semiconductor Manufacturing Co., Ltd. 504,933
2,000 Unimicron Technology Corp. 7,685
3,000 Vanguard International Semiconductor Corp. 6,160
      889,014
  Thailand - 2.0%
7,500 Advanced Info Service PCL NVDR 37,688
6,600 Bangchak Corp. PCL NVDR 5,304
4,900 Bangkok Bank PCL NVDR 18,764
5,000 Bangkok Dusit Medical Services PCL NVDR 3,881
4,700 Bumrungrad Hospital PCL NVDR 28,017
4,600 Kasikornbank PCL NVDR 17,699
37,100 Krung Thai Bank PCL NVDR 17,095
43,600 TTW PCL NVDR 9,966
      138,414
  United Arab Emirates - 2.4%
5,823 Abu Dhabi Commercial Bank PJSC 14,989
15,480 Emaar Properties PJSC 25,553
11,212 Emirates NBD Bank PJSC 40,486
Shares or Principal Amount   Market Value†
COMMON STOCKS - 94.8% - (continued)
  United Arab Emirates - 2.4% - (continued)
  9,329 Emirates Telecommunications Group Co. PJSC $    65,565
  3,872 First Abu Dhabi Bank PJSC     18,883
      165,476
  Total Common Stocks
(cost $8,642,318)
  $ 6,532,842
PREFERRED STOCKS - 3.6%
  Brazil - 3.6%
9,510 Banco Bradesco S.A. (Preference Shares) $  36,564
16,500 Cia de Saneamento do Parana (Preference Shares) 12,298
11,400 Itau Unibanco Holding S.A. (Preference Shares) 67,091
19,900 Itausa S.A. (Preference Shares) 41,376
16,400 Petroleo Brasileiro S.A. (Preference Shares) 94,644
      251,973
  Total Preferred Stocks
(cost $242,421)
  $  251,973
  Total Long-Term Investments
(cost $8,884,739)
  $ 6,784,815
SHORT-TERM INVESTMENTS - 1.0%
  Other Investment Pools & Funds - 0.9%
$  61,889 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(4) $  61,889
  Securities Lending Collateral - 0.1%
1,398 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(4) 1,398
4,658 HSBC US Government Money Market Fund, 3.09%(4) 4,658
1,397 Invesco Government & Agency Portfolio, Institutional Class, 3.07%(4) 1,397
1,397 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(4) 1,397
      8,850
  Total Short-Term Investments
(cost $70,739)
$  70,739
  Total Investments
(cost $8,955,478)
99.4% $ 6,855,554
  Other Assets and Liabilities 0.6% 38,898
  Total Net Assets 100.0% $ 6,894,452
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
 
The accompanying notes are an integral part of these financial statements.

52


Hartford Schroders Diversified Emerging Markets Fund
Schedule of Investments – (continued)
October 31, 2022  

* Non-income producing.
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At October 31, 2022, the aggregate value of these securities was $283,077, representing 4.1% of net assets.
(2) Investment valued using significant unobservable inputs.
(3) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(4) Current yield as of period end.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Bermuda   $  1,732   $  —   $  1,732   $ —
Brazil   226,677   226,677    
Cayman Islands   15,749     15,749  
Chile   24,732   24,732    
China   1,655,087   54,736   1,600,351  
Colombia   12,596   12,596    
Cyprus   2,194   2,194    
Greece   22,614     22,614  
Hong Kong   147,762     147,762  
Hungary   51,907     51,907  
India   917,996   40,588   877,408  
Indonesia   258,766   2,387   256,379  
Malaysia   127,289   3,753   123,536  
Mexico   242,807   242,807    
Philippines   4,004     4,004  
Poland   30,547     30,547  
Qatar   55,701     55,701  
Romania   1,055     1,055  
Russia        
Saudi Arabia   355,167   355,167    
South Africa   223,458   35,639   187,819  
South Korea   962,098     962,098  
Taiwan   889,014     889,014  
Thailand   138,414   9,966   128,448  
United Arab Emirates   165,476     165,476  
Preferred Stocks   251,973   251,973    
Short-Term Investments   70,739   70,739    
Total   $ 6,855,554   $ 1,333,954   $ 5,521,600   $ —
    
(1) For the year ended October 31, 2022, investments valued at $134,945 were transferred into Level 3 due the unavailability of active market pricing, and investments valued at $27,803 were transferred out of Level 3 due to the availability of significant observable inputs.
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, 2022 is not presented.
The accompanying notes are an integral part of these financial statements.

53


Hartford Schroders Emerging Markets Equity Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 96.3%
  Brazil - 10.8%
  1,332,742 3R Petroleum Oleo E Gas S.A.* $    11,997,387
  6,399,632 CCR S.A.     16,056,380
  3,065,437 Centrais Eletricas Brasileiras S.A.     29,565,400
  4,755,380 Dexco S.A.      8,920,653
  1,664,171 Energisa S.A.     15,622,041
 16,858,547 Itau Unibanco Holding S.A. ADR     98,116,744
1,607,983 Localiza Rent a Car S.A. 21,958,595
7,058,736 Lojas Renner S.A. 42,225,330
3,621,729 Petro Rio S.A.* 24,813,278
3,570,966 Petroleo Brasileiro S.A. ADR 45,779,784
8,431,567 Raia Drogasil S.A. 42,945,412
488,092 Telefonica Brasil S.A. 3,903,413
6,373,487 TIM S.A. 16,286,909
6,752,210 Vale S.A. ADR 87,373,597
3,676,985 WEG S.A. 28,672,724
770,055 XP, Inc. Class A* 14,115,108
3,439,467 YDUQS Participacoes S.A. 10,740,219
      519,092,974
  Cayman Islands - 0.6%
6,448,500 Wuxi Biologics Cayman, Inc.*(1) 29,015,944
  Chile - 1.0%
152,095,591 Banco de Chile 13,910,258
1,655,056 Banco Santander Chile ADR 23,882,458
6,116,536 Falabella S.A. 11,946,198
      49,738,914
  China - 21.1%
11,167,596 Alibaba Group Holding Ltd.* 86,827,016
103,743 Baidu, Inc. ADR* 7,943,602
3,761,304 Baidu, Inc. Class A* 36,059,603
7,990,168 Centre Testing International Group Co., Ltd. Class A 20,525,176
15,277,000 China Mengniu Dairy Co., Ltd.* 48,903,941
14,347,200 China Pacific Insurance Group Co., Ltd. Class H 23,127,586
455,100 Contemporary Amperex Technology Co., Ltd. Class A 23,355,602
2,660,300 ENN Energy Holdings Ltd. 26,448,821
1,303,533 H World Group Ltd. ADR 35,299,674
5,894,000 Innovent Biologics, Inc.*(1) 20,868,647
4,956,326 JD.com, Inc. Class A 90,257,227
9,907,233 LONGi Green Energy Technology Co., Ltd. Class A* 65,429,040
1,747,700 Meituan Class B*(1) 27,981,612
10,674,545 Midea Group Co., Ltd. Class A 58,804,624
44,694,000 PICC Property & Casualty Co., Ltd. Class H 41,221,770
15,591,910 Satellite Chemical Co., Ltd. Class A 26,533,066
6,729,973 SF Holding Co., Ltd. Class A 44,578,429
6,296,050 Shenzhen Inovance Technology Co., Ltd. Class A 57,683,528
3,344,700 Shenzhou International Group Holdings Ltd. 23,222,242
6,668,700 Tencent Holdings Ltd. 175,231,916
644,200 Wuliangye Yibin Co., Ltd. Class A 11,807,357
1,155,968 Yum China Holdings, Inc. 47,532,698
2,232,256 Zhejiang Supor Co., Ltd. Class A 12,254,602
474,134 ZTO Express Cayman, Inc. ADR 8,008,123
      1,019,905,902
  Cyprus - 0.0%
278,611 Galaxy Cosmos Mezz plc* 44,990
  Egypt - 0.2%
8,092,121 Commercial International Bank Egypt S.A.E. GDR 10,269,395
Shares or Principal Amount   Market Value†
COMMON STOCKS - 96.3% - (continued)
  Greece - 1.1%
  7,522,520 Alpha Services and Holdings S.A.* $     6,966,566
 16,800,130 Eurobank Ergasias Services & Holdings S.A. Class A*     16,585,125
  1,194,807 Hellenic Telecommunications Organization S.A.     18,763,898
  3,417,107 National Bank of Greece S.A.*    12,381,116
      54,696,705
  Hong Kong - 2.6%
12,650,400 AIA Group Ltd. 95,824,126
4,248,000 China Resources Land Ltd. 13,291,071
14,597,000 Hang Lung Properties Ltd. 18,362,485
      127,477,682
  Hungary - 0.7%
343,436 OTP Bank Nyrt 7,492,342
1,225,772 Richter Gedeon Nyrt 24,246,671
      31,739,013
  India - 12.2%
2,953,032 Axis Bank Ltd. 32,384,358
6,628,597 Bharti Airtel Ltd.* 66,662,406
3,087,442 Cipla Ltd. 43,560,548
6,709,945 HDFC Bank Ltd. 121,775,050
13,555,687 ICICI Bank Ltd. 149,049,517
1,348,698 Mahindra & Mahindra Ltd. 22,012,140
2,232,955 Reliance Industries Ltd. 68,901,754
2,148,046 Tata Consultancy Services Ltd. 82,897,539
      587,243,312
  Indonesia - 1.5%
69,891,600 Bank Mandiri Persero Tbk PT 47,215,485
85,763,020 Bank Rakyat Indonesia Persero Tbk PT 25,585,947
      72,801,432
  Malaysia - 0.6%
23,852,532 CIMB Group Holdings Bhd 27,862,694
  Mexico - 2.8%
994,516 Fomento Economico Mexicano S.A.B. de C.V. ADR 71,227,236
7,974,686 Grupo Financiero Banorte S.A.B. de C.V. Class O 64,918,846
      136,146,082
  Peru - 0.7%
242,733 Credicorp Ltd. 35,526,402
  Poland - 0.6%
754,756 Bank Polska Kasa Opieki S.A. 12,370,043
2,810,322 Powszechny Zaklad Ubezpieczen S.A.(2) 15,744,301
      28,114,344
  Qatar - 0.8%
6,976,144 Qatar National Bank QPSC 38,198,901
  Russia - 0.0%
390,765 Lukoil PJSC*(3)
339,057 Magnit PJSC*(3)
366,305 Novatek PJSC GDR*(3)
67,747 Polyus PJSC*(3)
30,946 Polyus PJSC GDR*(3)
5,358,303 Rosneft Oil Co. PJSC*(3)
836,086 Yandex N.V. Class A*(3)
     
 
The accompanying notes are an integral part of these financial statements.

54


Hartford Schroders Emerging Markets Equity Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 96.3% - (continued)
  Saudi Arabia - 2.7%
  4,472,897 Alinma Bank $    44,639,096
  5,493,792 Saudi National Bank    86,846,814
      131,485,910
  Singapore - 0.3%
    273,864 Sea Ltd. ADR*    13,605,564
  South Africa - 5.6%
2,755,260 Aspen Pharmacare Holdings Ltd. 22,664,563
3,408,058 AVI Ltd.(2) 13,650,947
313,799 Capitec Bank Holdings Ltd. 32,492,892
16,643,789 FirstRand Ltd. 58,186,364
1,150,861 Foschini Group Ltd. 7,195,426
5,029,258 Gold Fields Ltd. 40,288,382
4,010,492 MTN Group Ltd. 28,343,961
301,016 Naspers Ltd. Class N 31,029,272
2,814,518 Shoprite Holdings Ltd. 35,824,742
      269,676,549
  South Korea - 14.0%
366,934 Kia Corp. 17,051,712
69,163 Korea Zinc Co., Ltd. 31,016,316
159,135 LG Chem Ltd. 69,834,572
34,973 LG H&H Co., Ltd. 12,495,178
2,814,467 LG Uplus Corp. 22,600,960
7,295,077 Samsung Electronics Co., Ltd. 303,619,819
198,865 Samsung Fire & Marine Insurance Co., Ltd. 27,890,689
170,184 Samsung SDI Co., Ltd. 87,800,479
1,018,185 SK Hynix, Inc. 58,944,267
173,230 SK Innovation Co., Ltd.* 20,976,112
678,995 SK Telecom Co., Ltd. 23,861,048
      676,091,152
  Taiwan - 12.7%
3,603,000 Accton Technology Corp. 27,094,026
14,407,036 ASE Technology Holding Co., Ltd. 35,573,117
17,387,000 Cathay Financial Holding Co., Ltd. 20,348,132
8,687,000 Chunghwa Telecom Co., Ltd. 29,952,041
47,868,000 CTBC Financial Holding Co., Ltd. 30,239,978
26,374,000 Hon Hai Precision Industry Co., Ltd. 83,765,842
29,674,139 Taiwan Semiconductor Manufacturing Co., Ltd. 356,748,527
13,026,000 Uni-President Enterprises Corp. 26,452,669
      610,174,332
  Thailand - 1.2%
15,569,800 Kasikornbank PCL NVDR 59,908,194
  Turkey - 0.2%
3,251,225 KOC Holding AS 9,698,758
  United Arab Emirates - 1.5%
29,108,760 Emaar Properties PJSC 48,051,422
4,697,573 First Abu Dhabi Bank PJSC 22,908,922
      70,960,344
  United Kingdom - 0.8%
3,985,547 Prudential plc 37,024,371
  Total Common Stocks
(cost $5,068,698,120)
  $ 4,646,499,860
SHORT-TERM INVESTMENTS - 3.6%
  Other Investment Pools & Funds - 3.3%
$   159,596,614 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(4) $  159,596,614
Shares or Principal Amount   Market Value†
SHORT-TERM INVESTMENTS - 3.6% - (continued)
  Securities Lending Collateral - 0.3%
  2,065,115 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(4) $     2,065,115
  6,883,714 HSBC US Government Money Market Fund, 3.09%(4)      6,883,714
  2,065,114 Invesco Government & Agency Portfolio, Institutional Class, 3.07%(4)      2,065,114
  2,065,114 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(4)      2,065,114
      13,079,057
  Total Short-Term Investments
(cost $172,675,671)
$  172,675,671
  Total Investments
(cost $5,241,373,791)
99.9% $ 4,819,175,531
  Other Assets and Liabilities 0.1% 6,729,286
  Total Net Assets 100.0% $ 4,825,904,817
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At October 31, 2022, the aggregate value of these securities was $77,866,203, representing 1.6% of net assets.
(2) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(3) Investment valued using significant unobservable inputs.
(4) Current yield as of period end.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
The accompanying notes are an integral part of these financial statements.

55


Hartford Schroders Emerging Markets Equity Fund
Schedule of Investments – (continued)
October 31, 2022  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Brazil   $  519,092,974   $  519,092,974   $  —   $ —
Cayman Islands   29,015,944     29,015,944  
Chile   49,738,914   37,792,716   11,946,198  
China   1,019,905,902   86,397,576   933,508,326  
Cyprus   44,990   44,990    
Egypt   10,269,395     10,269,395  
Greece   54,696,705     54,696,705  
Hong Kong   127,477,682     127,477,682  
Hungary   31,739,013     31,739,013  
India   587,243,312     587,243,312  
Indonesia   72,801,432     72,801,432  
Malaysia   27,862,694     27,862,694  
Mexico   136,146,082   136,146,082    
Peru   35,526,402   35,526,402    
Poland   28,114,344     28,114,344  
Qatar   38,198,901     38,198,901  
Russia        
Saudi Arabia   131,485,910   131,485,910    
Singapore   13,605,564   13,605,564    
South Africa   269,676,549     269,676,549  
South Korea   676,091,152     676,091,152  
Taiwan   610,174,332     610,174,332  
Thailand   59,908,194     59,908,194  
Turkey   9,698,758     9,698,758  
United Arab Emirates   70,960,344     70,960,344  
United Kingdom   37,024,371     37,024,371  
Short-Term Investments   172,675,671   172,675,671    
Total   $ 4,819,175,531   $ 1,132,767,885   $ 3,686,407,646   $ —
    
(1) For the year ended October 31, 2022, investments valued at $392,375,959 were transferred into Level 3 due to the unavailability of active market pricing or observable market data activity. There were no transfers out of Level 3.
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, 2022 is not presented.
The accompanying notes are an integral part of these financial statements.

56


Hartford Schroders Emerging Markets Multi-Sector Bond Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
CORPORATE BONDS - 42.2%
  Argentina - 1.5%
$         159,000 YPF Energia Electrica S.A. 10.00%, 07/25/2026(1) $    126,402
               YPF S.A.  
       160,000 8.50%, 07/28/2025(2)     115,200
       274,000 8.50%, 06/27/2029(1)(3)    166,762
      408,364
  Austria - 0.2%
81,000 Suzano Austria GmbH 3.13%, 01/15/2032 60,305
  Bermuda - 0.7%
200,000 Credicorp Ltd. 2.75%, 06/17/2025(1) 184,248
  Brazil - 0.5%
167,376 Prumo Participacoes e Investimentos S/A 7.50%, 12/31/2031(2) 148,469
  British Virgin Islands - 1.0%
200,000 China Cinda 2020 I Management Ltd. 3.00%, 01/20/2031(2) 133,964
200,000 Elect Global Investments Ltd. 4.85%, 08/25/2023(2)(4) 140,222
      274,186
  Canada - 1.2%
200,000 Canacol Energy Ltd. 5.75%, 11/24/2028(1) 149,175
200,000 MEGlobal Canada ULC 5.88%, 05/18/2030(1) 192,656
      341,831
  Cayman Islands - 2.1%
  Alibaba Group Holding Ltd.  
200,000 3.40%, 12/06/2027 171,730
200,000 4.20%, 12/06/2047 120,291
200,000 4.50%, 11/28/2034 157,181
200,000 Tencent Holdings Ltd. 3.93%, 01/19/2038(1) 135,837
      585,039
  Chile - 3.3%
200,000 Celulosa Arauco y Constitucion S.A. 5.15%, 01/29/2050(1)(3) 145,565
200,000 Cencosud S.A. 5.15%, 02/12/2025(1) 195,360
234,080 Empresa Electrica Cochrane S.p.A. 5.50%, 05/14/2027(1) 203,064
420,000 Empresa Nacional del Petroleo 3.75%, 08/05/2026(1) 372,591
      916,580
  Colombia - 1.5%
  Ecopetrol S.A.  
196,000 5.88%, 09/18/2023 192,825
210,000 5.88%, 05/28/2045(3) 127,852
29,000 5.88%, 11/02/2051 17,238
79,000 6.88%, 04/29/2030 65,009
      402,924
  Hong Kong - 1.0%
240,000 Lenovo Group Ltd. 3.42%, 11/02/2030(1) 164,570
200,000 Xiaomi Best Time International Ltd. 2.88%, 07/14/2031(1) 125,562
      290,132
  India - 1.0%
200,000 Adani Ports & Special Economic Zone Ltd. 4.38%, 07/03/2029(2) 148,439
200,000 Summit Digitel Infrastructure Ltd. 2.88%, 08/12/2031(1)(3) 137,085
      285,524
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 42.2% - (continued)
  Indonesia - 0.6%
$         200,000 Tower Bersama Infrastructure Tbk PT 2.80%, 05/02/2027(2) $    162,113
  Jersey - 0.5%
       200,000 Galaxy Pipeline Assets Bidco Ltd. 2.63%, 03/31/2036(1)    151,895
  Kazakhstan - 0.7%
       200,000 Development Bank of Kazakhstan JSC 5.75%, 05/12/2025(1)    198,083
  Luxembourg - 2.4%
80,000 Atento Luxco 1 S.A. 8.00%, 02/10/2026 31,200
197,796 FEL Energy S.a.r.l. 5.75%, 12/01/2040(1) 132,328
230,000 Kenbourne Invest S.A. 4.70%, 01/22/2028(1) 168,301
200,000 MC Brazil Downstream Trading S.a.r.l. 7.25%, 06/30/2031(1) 151,820
200,000 Puma International Financing S.A. 5.00%, 01/24/2026(1) 177,500
      661,149
  Mexico - 11.0%
200,000 America Movil S.A.B. de C.V. 5.38%, 04/04/2032(1) 169,500
200,000 Banco Mercantil del Norte S.A. 7.63%, 01/10/2028, (7.63% fixed rate until 01/10/2028; 10 year USD CMT + 5.353% thereafter)(1)(4)(5) 163,974
200,000 Braskem Idesa SAPI 6.99%, 02/20/2032(1) 133,776
200,000 Cemex S.A.B. de C.V. 7.38%, 06/05/2027(2) 198,000
171,400 Cometa Energia S.A. de C.V. 6.38%, 04/24/2035(2) 148,261
200,000 Electricidad Firme de Mexico Holdings S.A. de C.V. 4.90%, 11/20/2026(1) 159,006
MXN  16,510,000 Grupo Televisa S.A.B. 7.25%, 05/14/2043 510,141
$  200,000 Infraestructura Energetica Nova S.A.B. de C.V. 4.88%, 01/14/2048(1) 136,006
  Petroleos Mexicanos  
660,000 5.95%, 01/28/2031(3) 476,854
90,000 6.63%, 06/15/2035 62,505
496,000 6.70%, 02/16/2032 375,100
150,000 8.75%, 06/02/2029 134,531
250,000 Total Play Telecomunicaciones S.A. de C.V. 6.38%, 09/20/2028(1) 171,345
200,000 Trust Fibra Uno 5.25%, 12/15/2024(2) 189,200
      3,028,199
  Netherlands - 1.4%
200,000 Braskem Netherlands Finance B.V. 8.50%, 01/23/2081, (8.50% fixed rate until 10/24/2025; 5 year USD CMT + 8.220% thereafter)(1)(5) 190,000
200,000 Embraer Netherlands Finance B.V. 6.95%, 01/17/2028(1) 188,652
      378,652
  Panama - 0.6%
200,000 AES Panama Generation Holdings 4.38%, 05/31/2030(1) 157,576
  Peru - 2.5%
127,000 Banco BBVA Peru S.A. 5.25%, 09/22/2029, (5.25% fixed rate until 09/22/2024; 5 year USD CMT + 2.750% thereafter)(1)(3)(5) 121,060
 
The accompanying notes are an integral part of these financial statements.

57


Hartford Schroders Emerging Markets Multi-Sector Bond Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
CORPORATE BONDS - 42.2% - (continued)
  Peru - 2.5% - (continued)
$         150,000 Banco Internacional del Peru SAA Interbank 4.00%, 07/08/2030, (4.00% fixed rate until 07/08/2025; 12 mo. USD CMT + 3.711% thereafter)(1)(5) $    131,426
       200,000 Kallpa Generacion S.A. 4.13%, 08/16/2027(1)     175,485
       400,000 Petroleos del Peru S.A. 5.63%, 06/19/2047(1)     252,574
        22,000 Volcan Cia Minera SAA 4.38%, 02/11/2026(1)     18,464
      699,009
  Qatar - 1.4%
540,000 Qatar Energy 3.13%, 07/12/2041(1) 382,752
  Russia - 0.9%
200,000 Hacienda Investments Ltd. Via DME Airport DAC 5.35%, 02/08/2028*(1) 40,000
200,000 Metalloinvest Finance DAC 3.38%, 10/22/2028*(1) 110,000
200,000 VEON Holdings B.V. 3.38%, 11/25/2027*(1) 100,000
200,000 Vnesheconombank Via VEB Finance plc 6.80%, 11/22/2025*(1)(6)(7)
      250,000
  Saudi Arabia - 0.6%
200,000 Saudi Arabian Oil Co. 2.25%, 11/24/2030(2) 157,727
  Singapore - 0.7%
200,000 ABJA Investment Co. Pte Ltd. 5.95%, 07/31/2024(2) 195,874
  Spain - 0.8%
250,000 AI Candelaria Spain S.A. 7.50%, 12/15/2028(1) 210,625
  Turkey - 1.1%
200,000 Coca-Cola Icecek AS 4.50%, 01/20/2029(1) 160,350
200,000 Ulker Biskuvi Sanayi AS 6.95%, 10/30/2025(1) 139,550
      299,900
  United Arab Emirates - 0.7%
200,000 First Abu Dhabi Bank PJSC 4.50%, 04/05/2026, (4.50% fixed rate until 04/05/2026; 5 year USD CMT + 4.138% thereafter)(2)(4)(5) 182,550
  United Kingdom - 0.6%
200,000 Endeavour Mining plc 5.00%, 10/14/2026(1) 155,500
  United States - 1.7%
200,000 Kosmos Energy Ltd. 7.75%, 05/01/2027(1) 161,500
200,000 Mercury Chile Holdco LLC 6.50%, 01/24/2027(1) 165,000
200,000 Sasol Financing USA LLC 5.50%, 03/18/2031 150,432
      476,932
  Total Corporate Bonds
(cost $14,477,865)
$ 11,646,138
Shares or Principal Amount   Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 50.3%
  Angola - 1.8%
               Angolan Government International Bond  
$         200,000 8.25%, 05/09/2028(1) $    168,200
       400,000 8.75%, 04/14/2032(1)    322,200
      490,400
  Argentina - 2.0%
       461,379 Argentine Republic Government International Bond 1.50%, 07/09/2035(3)(8)      91,561
200,000 Ciudad Autonoma De Buenos Aires 7.50%, 06/01/2027(1) 172,000
371,291 Provincia de Cordoba 6.88%, 12/10/2025(1)(3)(8) 282,181
      545,742
  Azerbaijan - 0.8%
220,000 Republic of Azerbaijan International Bond 4.75%, 03/18/2024(1) 215,113
  Brazil - 6.0%
  Brazil Notas do Tesouro Nacional  
BRL  2,554,000 10.00%, 01/01/2025 478,108
3,272,000 10.00%, 01/01/2029 587,657
2,549,000 10.00%, 01/01/2031 449,160
$  200,000 Brazilian Government International Bond 5.63%, 02/21/2047 151,664
      1,666,589
  Cameroon - 0.3%
EUR  110,000 Republic of Cameroon International Bond 5.95%, 07/07/2032(1) 71,460
  Chile - 0.4%
CLP  105,000,000 Bonos de la Tesoreria de la Republica en pesos 2.50%, 03/01/2025 99,998
  Colombia - 2.0%
$  270,000 Colombia Government International Bond 4.50%, 01/28/2026 242,654
  Colombian TES  
COP  259,800,000 6.25%, 07/09/2036 28,423
1,419,400,000 7.00%, 06/30/2032 184,898
641,400,000 7.25%, 10/18/2034 80,811
241,300,000 7.25%, 10/26/2050 26,073
      562,859
  Costa Rica - 0.7%
$  200,000 Costa Rica Government International Bond 6.13%, 02/19/2031(1)(3) 185,490
  Dominican Republic - 1.4%
  Dominican Republic International Bond  
330,000 6.85%, 01/27/2045(1) 255,152
160,000 7.45%, 04/30/2044(1) 133,995
      389,147
  Ecuador - 0.5%
  Ecuador Government International Bond  
259,500 0.00%, 07/31/2030(1)(9) 80,661
106,000 5.50%, 07/31/2030(1)(8) 56,281
      136,942
  El Salvador - 0.5%
  El Salvador Government International Bond  
50,000 5.88%, 01/30/2025(1) 27,500
310,000 8.63%, 02/28/2029(1) 124,017
      151,517
 
The accompanying notes are an integral part of these financial statements.

58


Hartford Schroders Emerging Markets Multi-Sector Bond Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 50.3% - (continued)
  Gabon - 0.5%
$         200,000 Gabon Government International Bond 6.63%, 02/06/2031(1) $    139,924
  Guatemala - 0.7%
       200,000 Guatemala Government Bond 5.25%, 08/10/2029(1)    184,181
  Hungary - 1.8%
               Hungary Government Bond  
HUF     34,740,000 2.50%, 10/24/2024      68,722
       270,000 3.00%, 04/25/2041         294
    29,130,000 6.00%, 11/24/2023      65,275
117,880,000 6.75%, 10/22/2028 231,466
$  140,000 Hungary Government International Bond 7.63%, 03/29/2041 139,838
      505,595
  Indonesia - 4.9%
  Indonesia Treasury Bond  
IDR  2,820,000,000 7.00%, 05/15/2027 178,925
877,000,000 7.13%, 06/15/2042 53,386
1,035,000,000 7.50%, 08/15/2032 65,910
401,000,000 8.25%, 05/15/2036 26,737
1,577,000,000 8.38%, 03/15/2034 106,704
1,768,000,000 8.75%, 05/15/2031 121,796
5,087,000,000 9.00%, 03/15/2029 351,425
$  470,000 Perusahaan Penerbit SBSN Indonesia III 4.70%, 06/06/2032(1) 439,136
      1,344,019
  Ivory Coast - 2.3%
  Ivory Coast Government International Bond  
EUR  100,000 5.25%, 03/22/2030(1) 75,396
$  200,000 6.38%, 03/03/2028(1) 181,500
EUR  630,000 6.63%, 03/22/2048(1) 392,236
      649,132
  Jordan - 0.7%
$  200,000 Jordan Government International Bond 5.75%, 01/31/2027(1) 183,258
  Kenya - 0.5%
200,000 Kenya Government International Bond 8.00%, 05/22/2032(2) 139,250
  Malaysia - 3.1%
  Malaysia Government Bond  
MYR  1,907,000 3.89%, 08/15/2029 390,789
2,146,000 3.90%, 11/30/2026 452,188
      842,977
  Mexico - 4.3%
  Mexican Bonos  
MXN  1,240,000 7.50%, 06/03/2027 57,262
1,360,000 7.75%, 05/29/2031 60,416
6,368,200 7.75%, 11/13/2042 259,011
1,361,200 8.00%, 11/07/2047 56,214
13,968,500 10.00%, 12/05/2024 701,725
$  70,000 Mexico Government International Bond 5.55%, 01/21/2045(3) 59,371
      1,193,999
  Nigeria - 2.1%
  Nigeria Government International Bond  
250,000 6.13%, 09/28/2028(1) 164,516
200,000 7.14%, 02/23/2030(1) 130,500
Shares or Principal Amount   Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 50.3% - (continued)
  Nigeria - 2.1% - (continued)
$         200,000 8.38%, 03/24/2029(1) $    144,500
       200,000 8.75%, 01/21/2031(1)    140,806
      580,322
  Oman - 1.9%
       620,000 Oman Government International Bond 6.75%, 01/17/2048(1)    520,025
  Peru - 2.9%
150,000 Fondo MIVIVIENDA S.A. 4.63%, 04/12/2027(1) 138,644
  Peru Government Bond  
PEN  1,018,000 5.40%, 08/12/2034 197,163
920,000 6.35%, 08/12/2028 214,606
538,000 6.95%, 08/12/2031 124,084
$  120,000 Peruvian Government International Bond 6.55%, 03/14/2037 120,117
      794,614
  Romania - 0.5%
180,000 Romanian Government International Bond 6.13%, 01/22/2044(1) 143,809
  Saudi Arabia - 1.7%
  Saudi Government International Bond  
220,000 3.45%, 02/02/2061(2) 140,998
400,000 4.50%, 10/26/2046(1) 318,240
      459,238
  South Africa - 3.5%
  Republic of South Africa Government Bond  
ZAR  937,200 6.50%, 02/28/2041 30,899
4,469,200 7.00%, 02/28/2031 188,415
5,541,400 8.50%, 01/31/2037 231,958
2,300,400 8.88%, 02/28/2035 102,041
3,610,000 9.00%, 01/31/2040 154,688
  Republic of South Africa Government International Bond  
$  200,000 5.00%, 10/12/2046 125,456
200,000 6.30%, 06/22/2048 144,670
      978,127
  Thailand - 0.8%
  Thailand Government Bond  
THB  6,238,000 3.63%, 06/16/2023 166,098
1,760,000 4.88%, 06/22/2029 51,375
      217,473
  Ukraine - 0.1%
$  200,000 Ukraine Government International Bond 7.38%, 09/25/2034(1)(6) 29,975
  United Arab Emirates - 1.6%
640,000 Abu Dhabi Government International Bond 3.13%, 09/30/2049(1) 430,426
  Total Foreign Government Obligations
(cost $15,960,725)
  $ 13,851,601
  Total Long-Term Investments
(cost $30,438,590)
  $ 25,497,739
SHORT-TERM INVESTMENTS - 8.6%
  Other Investment Pools & Funds - 0.2%
62,947 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(10) $  62,947
 
The accompanying notes are an integral part of these financial statements.

59


Hartford Schroders Emerging Markets Multi-Sector Bond Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
SHORT-TERM INVESTMENTS - 8.6% - (continued)
  Securities Lending Collateral - 3.5%
      153,520 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(10) $    153,520
      511,732 HSBC US Government Money Market Fund, 3.09%(10)     511,732
      153,520 Invesco Government & Agency Portfolio, Institutional Class, 3.07%(10)     153,520
      153,520 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(10)    153,520
      972,292
  U.S. Treasury Securities - 4.9%
  U.S. Treasury Bills  
$         840,000 2.79%, 12/01/2022(11)     838,014
500,000 3.95%, 02/02/2023(11) 495,234
      1,333,248
  Total Short-Term Investments
(cost $2,368,594)
$  2,368,487
  Total Investments
(cost $32,807,184)
101.1% $ 27,866,226
  Other Assets and Liabilities (1.1)% (300,140)
  Total Net Assets 100.0% $ 27,566,086
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.
* Non-income producing.
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At October 31, 2022, the aggregate value of these securities was $12,924,247, representing 46.9% of net assets.
(2) Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At October 31, 2022, the aggregate value of these securities was $2,200,267, representing 8.0% of net assets.
(3) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(4) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(5) Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at October 31, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(6) Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(7) Investment valued using significant unobservable inputs.
(8) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(9) Security is a zero-coupon bond.
(10) Current yield as of period end.
(11) The rate shown represents current yield to maturity.
 
Foreign Currency Contracts Outstanding at October 31, 2022
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
  Appreciation/
(Depreciation)
1,020,550 BRL   191,114 USD   UBS   01/27/2023   $ 2,749
1,020,550 BRL   192,013 USD   MSC   01/27/2023   1,850
417,246,700 CLP   422,528 USD   MSC   11/18/2022   18,341
184,250,000 CLP   196,693 USD   UBS   11/18/2022   (2,012)
15,540,000 CLP   16,300 USD   CBK   01/05/2023   (14)
2,070,000 CNY   292,476 USD   UBS   12/16/2022   (7,990)
2,060,000 CNY   292,468 USD   MSC   12/16/2022   (9,356)
3,086,880,000 COP   683,106 USD   CBK   11/18/2022   (59,967)
1,354,940,000 COP   270,537 USD   CBK   01/12/2023   207
620,000 EUR   620,908 USD   UBS   11/09/2022   (7,812)
27,485,000 HUF   63,621 USD   SSG   01/19/2023   1,164
27,485,000 HUF   63,645 USD   JPM   01/19/2023   1,141
2,420,000 PEN   618,135 USD   MSC   11/18/2022   (11,979)
5,110,000 ZAR   282,183 USD   SSG   12/01/2022   (4,673)
378,479 USD   2,041,100 BRL   MSC   01/27/2023   (9,247)
204,609 USD   184,250,000 CLP   UBS   11/18/2022   9,927
445,119 USD   417,246,700 CLP   CBK   11/18/2022   4,250
414,830 USD   410,060,000 CLP   MSC   01/05/2023   (14,895)
592,284 USD   4,130,000 CNY   JPM   12/16/2022   24,686
The accompanying notes are an integral part of these financial statements.

60


Hartford Schroders Emerging Markets Multi-Sector Bond Fund
Schedule of Investments – (continued)
October 31, 2022  

Foreign Currency Contracts Outstanding at October 31, 2022 – (continued)
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
  Appreciation/
(Depreciation)
187,547 USD   1,360,000 CNY   JPM   02/03/2023   $ (145)
415,717 USD   1,786,750,000 COP   JPM   11/18/2022   55,031
288,277 USD   1,300,130,000 COP   CBK   11/18/2022   25,824
288,469 USD   1,354,940,000 COP   JPM   01/12/2023   17,725
166,589 USD   829,000,000 COP   UBS   02/02/2023   1,655
166,566 USD   829,000,000 COP   MSC   02/02/2023   1,633
634,074 USD   620,000 EUR   MSC   11/09/2022   20,979
129,219 USD   54,970,000 HUF   SSG   01/19/2023   (353)
622,268 USD   2,420,000 PEN   CBK   11/18/2022   16,112
293,670 USD   5,110,000 ZAR   MSC   12/01/2022   16,159
352,889 USD   6,490,000 ZAR   JPM   01/13/2023   1,561
Total foreign currency contracts   $ 92,551
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, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Corporate Bonds   $ 11,646,138   $  —   $ 11,646,138   $ —
Foreign Government Obligations   13,851,601     13,851,601  
Short-Term Investments   2,368,487   1,035,239   1,333,248  
Foreign Currency Contracts(2)   220,994     220,994  
Total   $ 28,087,220   $ 1,035,239   $ 27,051,981   $ —
Liabilities                
Foreign Currency Contracts(2)   $  (128,443)   $  —   $  (128,443)   $ —
Total   $  (128,443)   $  —   $  (128,443)   $ —
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
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, 2022 is not presented.
The accompanying notes are an integral part of these financial statements.

61


Hartford Schroders International Contrarian Value Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 96.5%
  Australia - 2.2%
 8,379 South32 Ltd. $  19,224
  Belgium - 2.2%
   566 Ageas S.A.  19,594
  France - 15.9%
 1,015 AXA S.A.  25,065
 1,465 Carrefour S.A.  23,580
2,340 Orange S.A. 22,295
388 Publicis Groupe S.A. 21,730
642 Renault S.A.* 19,767
312 Sanofi 26,850
      139,287
  Germany - 11.2%
496 BASF SE 22,256
466 Bayer AG 24,503
535 Continental AG 27,710
506 HeidelbergCement AG 23,269
      97,738
  Italy - 7.3%
2,128 Eni S.p.A. 27,948
7,843 Intesa Sanpaolo S.p.A. 14,953
1,701 UniCredit S.p.A. 21,095
      63,996
  Japan - 13.7%
700 Bridgestone Corp. 25,316
800 Dentsu Group, Inc. 24,883
800 KDDI Corp. 23,646
700 Nippon Telegraph & Telephone Corp. 19,306
3,700 Panasonic Holdings Corp. 26,354
      119,505
  Netherlands - 1.8%
1,618 BNP Paribas Emissions- und Handelsgesellschaft mbH 15,920
  Singapore - 3.0%
45,400 Genting Singapore Ltd. 25,818
  Spain - 3.2%
2,078 Repsol S.A. 28,270
  Switzerland - 5.6%
107 Swatch Group AG 24,044
337 Swiss Re AG 25,034
      49,078
  United Kingdom - 30.4%
638 Anglo American plc 19,111
8,880 Barclays plc 15,089
18,704 BT Group plc 27,873
1,699 GSK plc 27,832
2,679 HSBC Holdings plc 13,749
895 Imperial Brands plc 21,801
5,350 NatWest Group plc 14,409
28,323 Rolls-Royce Holdings plc* 25,402
Shares or Principal Amount   Market Value†
COMMON STOCKS - 96.5% - (continued)
  United Kingdom - 30.4% - (continued)
 1,061 Shell plc $  29,391
 3,436 Standard Chartered plc  20,529
 9,649 Tesco plc  23,832
 3,079 WPP plc   27,096
      266,114
  Total Common Stocks
(cost $978,587)
  $ 844,544
PREFERRED STOCKS - 3.6%
  Germany - 3.6%
492 Henkel AG & Co. KGaA (Preference Shares) $  30,995
  Total Preferred Stocks
(cost $32,371)
  $  30,995
  Total Long-Term Investments
(cost $1,010,958)
  $ 875,539
SHORT-TERM INVESTMENTS - 3.1%
  Other Investment Pools & Funds - 3.1%
$   27,552 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(1) $  27,552
  Total Short-Term Investments
(cost $27,552)
$  27,552
  Total Investments
(cost $1,038,510)
103.2% $ 903,091
  Other Assets and Liabilities (3.2)% (28,043)
  Total Net Assets 100.0% $ 875,048
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Current yield as of period end.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
The accompanying notes are an integral part of these financial statements.

62


Hartford Schroders International Contrarian Value Fund
Schedule of Investments – (continued)
October 31, 2022  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Australia   $  19,224   $  —   $  19,224   $ —
Belgium   19,594     19,594  
France   139,287     139,287  
Germany   97,738     97,738  
Italy   63,996     63,996  
Japan   119,505     119,505  
Netherlands   15,920     15,920  
Singapore   25,818     25,818  
Spain   28,270     28,270  
Switzerland   49,078     49,078  
United Kingdom   266,114     266,114  
Preferred Stocks   30,995     30,995  
Short-Term Investments   27,552   27,552    
Total   $ 903,091   $ 27,552   $ 875,539   $ —
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

63


Hartford Schroders International Multi-Cap Value Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.7%
  Australia - 3.4%
   497,736 Allkem Ltd.* $     4,598,911
 1,599,129 Beach Energy Ltd.      1,635,206
   308,659 BHP Group Ltd.      7,385,177
    86,132 Computershare Ltd.      1,394,308
   162,374 Fortescue Metals Group Ltd.      1,529,726
   448,954 IGO Ltd.      4,390,745
453,174 Iluka Resources Ltd. 2,510,824
147,563 Mineral Resources Ltd. 6,918,016
63,714 Nick Scali Ltd. 410,333
475,648 Perenti Global Ltd.* 291,494
777,878 Pilbara Minerals Ltd.* 2,528,296
973,005 Qantas Airways Ltd.* 3,635,892
125,874 Rio Tinto Ltd. 7,143,298
1,382,809 Santos Ltd. 6,750,399
128,451 SmartGroup Corp. Ltd. 404,980
1,750,781 Telstra Group Ltd. 4,389,957
657,571 Woodside Energy Group Ltd. 15,208,113
      71,125,675
  Austria - 1.0%
22,911 AT&S Austria Technologie & Systemtechnik AG 707,605
77,954 Erste Group Bank AG 1,921,171
6,553 Lenzing AG 313,522
273,584 OMV AG 12,596,721
74,699 Raiffeisen Bank International AG 1,038,855
75,793 Telekom Austria AG 440,579
47,283 Verbund AG 3,703,907
44,848 Wienerberger AG 1,025,172
      21,747,532
  Belgium - 1.0%
127,984 Ageas S.A. 4,430,573
50,069 bpost S.A. 247,495
230,164 KBC Group N.V. 11,534,838
43,713 Solvay S.A. 3,944,698
      20,157,604
  Brazil - 0.2%
317,900 Cia de Saneamento de Minas Gerais 945,300
492,700 EDP - Energias do Brasil S.A. 2,200,482
66,400 Sao Martinho S.A. 346,686
      3,492,468
  Canada - 8.6%
685,754 ARC Resources Ltd. 9,654,466
196,651 Bank of Montreal(1) 18,114,093
456,235 BCE, Inc. 20,578,883
72,447 BRP, Inc. 4,843,981
52,100 Canaccord Genuity Group, Inc. 266,934
164,503 Canadian Natural Resources Ltd. 9,866,437
214,372 Capstone Mining Corp.* 497,240
124,197 CI Financial Corp. 1,243,474
1,693 Fairfax Financial Holdings Ltd. 831,482
64,943 Fiera Capital Corp.(1) 413,297
206,005 Fortuna Silver Mines, Inc.*(1) 573,097
15,764 George Weston Ltd. 1,735,099
134,097 Gildan Activewear, Inc. 4,231,534
107,676 Imperial Oil Ltd. 5,857,429
23,725 Largo, Inc.*(1) 149,593
170,287 Loblaw Cos., Ltd. 13,951,947
59,466 Magna International, Inc. 3,313,876
561,572 Manulife Financial Corp. 9,307,664
42,700 Martinrea International, Inc. 273,623
229,936 Metro, Inc. 12,045,753
211,419 National Bank of Canada 14,395,145
75,057 Nutrien Ltd. 6,341,844
228,451 Parex Resources, Inc. 3,484,576
111,448 Royal Bank of Canada 10,311,609
Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.7% - (continued)
  Canada - 8.6% - (continued)
    42,321 Sleep Country Canada Holdings, Inc.(2) $       696,471
   267,069 Suncor Energy, Inc.      9,186,225
    70,449 Teck Resources Ltd. Class B      2,144,471
   261,687 Toronto-Dominion Bank     16,747,891
    38,664 Transcontinental, Inc. Class A       441,315
      181,499,449
  Chile - 0.4%
3,946,496 Aguas Andinas S.A. Class A 832,382
82,269 Sociedad Quimica y Minera de Chile S.A. ADR 7,706,960
      8,539,342
  China - 5.4%
809,000 3SBio, Inc.(2) 571,322
10,136,000 Agricultural Bank of China Ltd. Class H 2,893,151
1,995,000 Alibaba Group Holding Ltd.* 15,510,939
2,526,500 BAIC Motor Corp. Ltd. Class H(2) 559,733
841,000 Baidu, Inc. Class A* 8,062,663
2,814,000 Bank of China Ltd. Class H 906,325
9,356,000 China Construction Bank Corp. Class H 4,965,119
1,738,000 China Longyuan Power Group Corp. Ltd. Class H 1,985,961
1,336,000 China Medical System Holdings Ltd. 1,460,146
1,840,000 China Merchants Bank Co., Ltd. Class H 6,023,975
984,000 China Shineway Pharmaceutical Group Ltd. 591,345
32,662,000 China Tower Corp. Ltd. Class H(2) 2,955,090
795,000 Fu Shou Yuan International Group Ltd. 397,168
546,560 Ganfeng Lithium Co., Ltd. Class H(2) 3,696,723
654,000 Greentown Management Holdings Co., Ltd.(2) 374,403
528,000 Haitian International Holdings Ltd. 1,057,140
16,977,000 Industrial & Commercial Bank of China Ltd. Class H 7,370,825
555,350 JD.com, Inc. Class A 10,113,207
994,200 Kingsoft Corp. Ltd. 3,010,579
587,400 Livzon Pharmaceutical Group, Inc. Class H 1,537,495
6,369,000 Lonking Holdings Ltd. 876,230
129,500 NetDragon Websoft Holdings Ltd. 217,447
841,000 NetEase, Inc. 9,331,103
1,114,500 Ping An Insurance Group Co. of China Ltd. Class H 4,461,779
159,000 S-Enjoy Service Group Co., Ltd.(1) 72,877
1,754,000 Sinotrans Ltd. Class H 427,104
593,000 Tencent Holdings Ltd. 15,582,126
510,000 Tianqi Lithium Corp. Class H* 4,158,147
1,117,600 Xinte Energy Co., Ltd. Class H 2,180,318
1,124,000 Yadea Group Holdings Ltd.(2) 1,716,213
814,000 Yangzijiang Shipbuilding Holdings Ltd. 690,048
800,600 ZTE Corp. Class H 1,428,145
      115,184,846
  Colombia - 0.0%
7,173 Geopark Ltd. 106,017
26,351 Tecnoglass, Inc.(1) 540,986
      647,003
  Czech Republic - 0.4%
246,193 CEZ AS 8,051,370
  Denmark - 0.7%
308,884 Danske Bank AS 4,982,603
176,668 Pandora A/S 9,293,352
      14,275,955
  Finland - 0.4%
76,048 Elisa Oyj 3,675,119
1,030,086 Nokia Oyj 4,577,612
45,881 TietoEVRY Oyj 1,093,767
      9,346,498
 
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, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.7% - (continued)
  France - 6.5%
    22,351 Amundi S.A.(2) $     1,054,518
   143,785 BNP Paribas S.A.      6,742,636
   140,022 Bureau Veritas S.A.      3,464,181
   274,661 Carrefour S.A.      4,420,792
   156,834 Cie de Saint-Gobain      6,411,520
   177,541 Cie Generale des Etablissements Michelin SCA      4,524,463
58,767 Coface S.A.* 654,203
116,420 Elis S.A. 1,333,231
610,118 Engie S.A. 7,927,478
18,534 Eramet S.A. 1,214,191
64,379 Eutelsat Communications S.A. 646,246
66,985 Ipsen S.A. 6,883,901
43,285 IPSOS 2,095,305
296,019 Metropole Television S.A. 3,061,584
1,457,009 Orange S.A. 13,882,254
76,124 Pernod Ricard S.A. 13,360,612
51,458 Publicis Groupe S.A. 2,881,873
277,494 Rexel S.A. 4,951,962
321,736 Sanofi 27,687,891
231,236 Societe Generale S.A. 5,303,865
354,624 TotalEnergies SE 19,345,927
21,308 Verallia S.A.(2) 603,760
      138,452,393
  Georgia - 0.1%
68,559 TBC Bank Group plc 1,481,265
  Germany - 1.7%
59,420 BASF SE 2,666,213
90,620 Bayer AG 4,764,893
17,921 Bayerische Motoren Werke AG 1,406,653
55,136 Brenntag SE 3,345,448
274,987 Deutsche Bank AG 2,621,105
624,327 Deutsche Telekom AG 11,784,475
31,400 DWS Group GmbH & Co. KGaA(2) 848,941
80,780 Fresenius SE & Co. KGaA 1,859,001
52,583 Mercedes-Benz Group AG 3,043,586
37,960 Porsche Automobil Holding SE 2,120,910
251,499 Schaeffler AG(1) 1,292,271
19,622 Vitesco Technologies Group AG Class A* 1,049,945
      36,803,441
  Greece - 0.1%
169,852 OPAP S.A. 2,081,221
  Hong Kong - 1.1%
303,500 Beijing Enterprises Holdings Ltd. 769,949
746,500 China Overseas Land & Investment Ltd. 1,426,501
758,000 China Water Affairs Group Ltd. 536,856
656,303 CK Asset Holdings Ltd. 3,628,415
3,317,000 GCL Technology Holdings Ltd.* 840,717
99,000 Hang Lung Properties Ltd. 124,538
367,000 Henderson Land Development Co., Ltd. 898,511
394,400 Hongkong Land Holdings Ltd. 1,518,394
276,000 Kerry Properties Ltd. 436,600
720,000 Sino Land Co., Ltd. 768,827
1,421,000 SITC International Holdings Co., Ltd. 2,327,309
390,000 Sun Hung Kai Properties Ltd. 4,191,063
280,000 Swire Pacific Ltd. Class A 1,857,383
708,800 Swire Properties Ltd. 1,362,252
1,242,000 Untrade Youyuan*(1)(3)
668,000 Wharf Real Estate Investment Co., Ltd. 2,631,960
      23,319,275
  Hungary - 0.3%
178,355 OTP Bank Nyrt 3,890,962
161,929 Richter Gedeon Nyrt 3,203,075
      7,094,037
Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.7% - (continued)
  India - 0.6%
 3,395,578 Power Grid Corp. of India Ltd. $     9,368,654
    75,779 Sun TV Network Ltd.        478,882
   268,205 UPL Ltd.     2,367,745
      12,215,281
  Indonesia - 1.2%
12,188,900 Bank Mandiri Persero Tbk PT      8,234,249
19,286,700 Bank Rakyat Indonesia Persero Tbk PT 5,753,861
7,749,100 Media Nusantara Citra Tbk PT 407,802
40,877,700 Telkom Indonesia Persero Tbk PT 11,480,534
      25,876,446
  Ireland - 0.4%
1,218,668 AIB Group plc 3,525,501
215,007 Bank of Ireland Group plc 1,548,184
129,726 Kenmare Resources plc 610,700
97,845 Smurfit Kappa Group plc 3,238,957
      8,923,342
  Israel - 0.8%
75,768 Check Point Software Technologies Ltd.* 9,791,499
322,441 ICL Group Ltd. 2,907,644
196,883 Plus500 Ltd. 4,075,425
      16,774,568
  Italy - 2.7%
364,471 Anima Holding S.p.A.(2) 1,128,827
209,548 Azimut Holding S.p.A. 3,374,154
820,098 Enel S.p.A. 3,663,663
1,382,776 Eni S.p.A. 18,160,990
1,742,588 Italgas S.p.A. 8,978,245
368,788 Mediobanca Banca di Credito Finanziario S.p.A. 3,341,066
35,198 Moncler S.p.A. 1,518,590
309,588 Pirelli & C. S.p.A.(2) 1,167,784
90,142 RAI Way S.p.A.(2) 431,824
178,890 Recordati Industria Chimica e Farmaceutica S.p.A. 6,721,163
1,091,891 Terna - Rete Elettrica Nazionale 7,241,055
170,981 UniCredit S.p.A. 2,120,380
      57,847,741
  Japan - 15.6%
192,700 AGC, Inc. 6,038,245
80,400 Air Water, Inc. 897,652
188,600 Aisin Corp. 4,841,312
1,744,000 Astellas Pharma, Inc. 24,064,029
256,100 Citizen Watch Co., Ltd. 1,075,545
83,900 CKD Corp. 1,028,978
94,400 Dexerials Corp. 2,198,654
46,800 Dowa Holdings Co., Ltd. 1,485,995
1,577,000 ENEOS Holdings, Inc. 5,201,979
61,600 Exedy Corp. 722,163
104,600 FCC Co., Ltd. 1,017,019
205,400 Fujikura Ltd. 1,216,169
24,100 Goldcrest Co., Ltd. 282,856
64,200 GS Yuasa Corp. 977,387
29,400 G-Tekt Corp. 262,804
106,900 Hokuetsu Corp. 554,539
344,800 Honda Motor Co., Ltd. 7,862,293
57,400 Hosiden Corp. 605,447
2,040,400 Inpex Corp. 20,592,523
682,300 Isuzu Motors Ltd. 8,023,615
230,200 ITOCHU Corp. 5,949,412
52,500 Japan Petroleum Exploration Co., Ltd. 1,364,102
47,200 Japan Post Insurance Co., Ltd. 698,709
173,100 JTEKT Corp. 1,222,057
122,000 Kajima Corp. 1,148,408
349,500 Kamigumi Co., Ltd. 6,646,332
 
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, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.7% - (continued)
  Japan - 15.6% - (continued)
    77,600 Kanamoto Co., Ltd.(1) $     1,120,235
    63,800 Kandenko Co., Ltd.        358,616
    61,300 Kaneka Corp.      1,520,072
   873,300 KDDI Corp.     25,812,102
    79,200 Kinden Corp.        805,888
   522,300 Kirin Holdings Co., Ltd.      7,677,774
26,400 Komeri Co., Ltd. 460,573
23,500 Kureha Corp. 1,508,924
45,600 Kyudenko Corp. 967,195
36,700 Makino Milling Machine Co., Ltd. 1,133,977
835,700 Marubeni Corp. 7,315,645
947,200 Mazda Motor Corp. 6,377,460
25,800 Meidensha Corp. 343,251
691,300 Mitsubishi Chemical Group Corp. 3,122,845
194,700 Mitsubishi Corp. 5,274,205
139,400 Mitsubishi Gas Chemical Co., Inc. 1,771,385
280,100 Mitsui & Co., Ltd. 6,198,381
145,500 Mitsui Chemicals, Inc. 2,693,048
26,300 Mitsui Mining & Smelting Co., Ltd. 531,196
265,200 Mizuho Financial Group, Inc. 2,868,260
35,400 Mizuno Corp. 606,045
267,000 NGK Spark Plug Co., Ltd. 4,871,162
119,400 NHK Spring Co., Ltd. 661,487
10,868 Nichirin Co., Ltd. 123,200
56,200 Nippon Electric Glass Co., Ltd. 973,136
29,400 Nippon Shokubai Co., Ltd. 1,054,600
653,500 Nippon Telegraph & Telephone Corp. 18,023,983
24,000 Nishio Rent All Co., Ltd. 482,551
22,200 Nitta Corp. 430,762
137,100 NOK Corp. 1,121,505
12,400 Noritake Co. Ltd. 344,232
514,400 Oji Holdings Corp. 1,783,283
1,136,600 Ono Pharmaceutical Co., Ltd. 26,748,233
316,600 Panasonic Holdings Corp. 2,255,019
198,500 Press Kogyo Co., Ltd. 555,123
460,600 Renesas Electronics Corp.* 3,853,263
240,100 Rengo Co., Ltd. 1,333,903
26,800 Rorze Corp. 1,346,737
77,000 Sekisui House Ltd. 1,278,415
355,600 Senko Group Holdings Co., Ltd. 2,375,374
54,600 Shin-Etsu Chemical Co., Ltd. 5,674,574
123,400 Shinko Electric Industries Co., Ltd. 2,965,460
43,000 Sintokogio Ltd. 198,552
327,100 SKY Perfect JSAT Holdings, Inc. 1,145,678
320,500 Sumco Corp. 4,062,283
49,400 Sumitomo Bakelite Co., Ltd. 1,337,074
938,000 Sumitomo Chemical Co., Ltd. 3,158,488
125,600 Sumitomo Corp. 1,596,849
316,000 Sumitomo Electric Industries Ltd. 3,302,300
245,400 Sumitomo Forestry Co., Ltd. 3,838,932
87,700 Sumitomo Heavy Industries Ltd. 1,662,330
265,700 Sumitomo Mitsui Financial Group, Inc. 7,461,270
140,800 Sumitomo Rubber Industries Ltd. 1,207,908
33,600 Sumitomo Seika Chemicals Co., Ltd. 670,689
86,500 Taisei Corp. 2,356,313
61,500 Takeuchi Manufacturing Co., Ltd. 1,240,269
63,600 TBS Holdings, Inc. 658,825
107,100 Toagosei Co., Ltd. 822,875
31,900 Toho Holdings Co., Ltd. 433,822
41,700 Tokai Rika Co., Ltd. 435,160
62,200 Tokyo Seimitsu Co., Ltd. 1,870,639
124,700 Tokyo Steel Manufacturing Co., Ltd. 1,070,638
210,100 Toppan, Inc. 3,133,466
120,100 Toyo Seikan Group Holdings Ltd. 1,373,637
21,400 Toyoda Gosei Co., Ltd. 342,116
36,100 Toyota Boshoku Corp. 459,357
265,200 Toyota Motor Corp. 3,679,544
Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.7% - (continued)
  Japan - 15.6% - (continued)
   196,700 Toyota Tsusho Corp. $     6,602,411
    44,400 TPR Co., Ltd.        372,706
    34,400 Tsubakimoto Chain Co.        736,495
    20,200 Tv Tokyo Holdings Corp.        258,306
    61,500 Ulvac, Inc.      2,424,392
    92,000 Wakita & Co., Ltd.        726,284
282,800 Yamaha Motor Co., Ltd. 5,837,714
104,500 Yokohama Rubber Co., Ltd. 1,634,078
54,500 Yurtec Corp. 260,856
      329,073,559
  Luxembourg - 0.1%
66,373 RTL Group S.A. 2,253,093
  Malaysia - 0.2%
337,797 Lynas Rare Earths Ltd.* 1,801,738
1,049,000 Malayan Banking Bhd 1,905,565
944,900 RHB Bank Bhd 1,144,265
      4,851,568
  Mexico - 1.3%
2,641,701 Bolsa Mexicana de Valores S.A.B. de C.V. 4,789,275
2,296,000 Concentradora Fibra Danhos S.A. de C.V. REIT(1) 2,839,146
24,440 Fomento Economico Mexicano S.A.B. de C.V. ADR 1,750,393
658,100 Gentera S.A.B. de C.V. 674,940
353,800 Grupo Aeroportuario del Centro Norte S.A.B. de C.V. 2,821,400
837,200 Grupo Financiero Banorte S.A.B. de C.V. Class O 6,815,322
5,279,399 Kimberly-Clark de Mexico S.A.B. de C.V. Class A 8,318,924
2 Urbi Desarrollos Urbanos S.A.B. de C.V.* 1
      28,009,401
  Netherlands - 3.9%
583,528 ABN Amro Bank N.V. GDR(2) 5,736,448
856,319 Aegon N.V. 3,964,035
84,464 AMG Advanced Metallurgical Group N.V. 2,638,900
255,475 ASR Nederland N.V. 11,249,298
554,471 BNP Paribas Emissions- und Handelsgesellschaft mbH 5,455,765
155,335 Heineken N.V. 12,975,784
9,052,281 Koninklijke KPN N.V. 25,320,184
78,093 Koninklijke Vopak N.V. 1,595,596
116,594 NN Group N.V. 4,936,874
89,196 Signify N.V.(2) 2,471,190
438,660 Stellantis N.V. 5,918,210
      82,262,284
  New Zealand - 0.3%
165,292 Freightways Ltd. 993,191
1,537,916 Spark New Zealand Ltd. 4,578,010
      5,571,201
  Norway - 1.9%
204,080 Aker BP ASA 6,482,877
882,952 DNO ASA 1,148,485
723,891 Equinor ASA 26,374,041
203,002 Europris ASA(2) 1,208,707
121,049 Yara International ASA 5,402,588
      40,616,698
  Poland - 0.1%
292,319 Powszechna Kasa Oszczednosci Bank Polski S.A. 1,592,955
  Portugal - 0.6%
1,009,665 Galp Energia SGPS S.A. 10,251,227
 
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, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.7% - (continued)
  Portugal - 0.6% - (continued)
    78,141 Greenvolt-Energias Renovaveis S.A.* $       600,228
   239,489 Navigator Co. S.A.       912,417
      11,763,872
  Russia - 0.0%
19,959,800 RusHydro PJSC*(3)            —
  Singapore - 1.7%
559,100 DBS Group Holdings Ltd. 13,516,971
1,899,300 Oversea-Chinese Banking Corp. Ltd. 16,303,748
1,084,400 Sheng Siong Group Ltd. 1,196,013
558,600 Singapore Airlines Ltd.* 2,072,019
504,900 UMS Holdings Ltd. 319,342
712,100 UOL Group Ltd. 3,110,302
      36,518,395
  South Africa - 1.3%
771,860 AVI Ltd. 3,091,679
74,534 Kumba Iron Ore Ltd. 1,402,172
470,703 MultiChoice Group Ltd. 3,075,793
56,454 Naspers Ltd. Class N 5,819,380
308,259 Sappi Ltd.* 949,686
681,595 Truworths International Ltd. 1,939,724
1,501,660 Vodacom Group Ltd. 10,228,570
      26,507,004
  South Korea - 4.5%
21,307 AfreecaTV Co., Ltd. 1,186,270
30,450 Asia Paper Manufacturing Co., Ltd. 781,621
70,546 BH Co., Ltd. 1,190,469
4,478 CJ CheilJedang Corp. 1,300,150
46,588 Classys, Inc. 502,413
36,255 Coway Co., Ltd. 1,405,820
91,633 Daeduck Electronics Co., Ltd. / New 1,577,302
19,133 Daesang Corp. 281,091
76,907 DB HiTek Co., Ltd. 2,380,582
13,109 Dentium Co., Ltd. 700,688
54,377 Doosan Bobcat, Inc. 1,276,171
5,772 GOLFZON Co., Ltd. 466,352
33,737 HAESUNG DS Co., Ltd. 897,094
110,742 Hana Financial Group, Inc. 3,201,703
18,238 Handsome Co., Ltd. 320,766
70,539 Hankook Tire & Technology Co., Ltd. 1,806,804
7,504 Hansol Chemical Co., Ltd. 974,633
1,217 Hyosung Advanced Materials Corp. 271,856
1,807 Hyosung TNC Corp. 331,095
27,797 Hyundai Department Store Co., Ltd. 1,054,276
20,511 Hyundai Glovis Co., Ltd. 2,500,029
6,416 Hyundai Home Shopping Network Corp. 201,565
5,365 Hyundai Motor Co. 618,254
11,716 Hyundai Wia Corp. 501,203
39,862 Innox Advanced Materials Co., Ltd. 762,870
30,973 INTOPS Co., Ltd. 604,166
46,610 KB Financial Group, Inc. 1,568,383
162,074 Kia Corp. 7,531,706
591,223 KT Corp. 15,179,596
59,066 KT Skylife Co., Ltd. 339,032
11,166 LEENO Industrial, Inc. 1,069,787
35,624 LG Corp. 1,977,595
52,159 LG Electronics, Inc. 2,979,334
29,201 LG Innotek Co., Ltd. 6,058,163
198,506 LG Uplus Corp. 1,594,059
21,160 Lotte Chemical Corp. 2,192,565
6,389 Lotte Chilsung Beverage Co., Ltd. 629,150
37,058 LOTTE Fine Chemical Co., Ltd. 1,457,250
55,463 Lutronic Corp. 704,108
12,783 SFA Engineering Corp. 341,767
29,771 Shinhan Financial Group Co., Ltd. 756,676
90,604 SIMMTECH Co., Ltd. 2,240,609
Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.7% - (continued)
  South Korea - 4.5% - (continued)
    19,588 SK Hynix, Inc. $     1,133,979
    37,398 SK Innovation Co., Ltd.*      4,528,457
   250,231 SK Telecom Co., Ltd.      8,793,546
    80,011 S-Oil Corp.      4,851,431
     4,748 Soulbrain Co., Ltd.        680,748
     6,999 Tokai Carbon Korea Co., Ltd.        497,366
34,309 Wonik QnC Corp. 584,529
23,799 Youngone Corp. 788,827
      95,573,906
  Spain - 2.0%
276,630 Acerinox S.A. 2,424,397
119,821 Atresmedia Corp. de Medios de Comunicacion S.A.(1) 345,789
1,470,165 Banco Bilbao Vizcaya Argentaria S.A. 7,584,270
53,723 CIE Automotive S.A. 1,368,496
401,279 Endesa S.A. 6,704,585
16,226 Grupo Catalana Occidente S.A. 440,684
47,228 Laboratorios Farmaceuticos Rovi S.A. 2,148,034
598,023 Red Electrica Corp. S.A. 9,673,443
847,973 Repsol S.A. 11,536,219
      42,225,917
  Sweden - 2.8%
173,772 Assa Abloy AB Class B 3,508,817
85,151 Boliden AB 2,476,267
88,182 Evolution AB(2) 8,225,853
475,621 Securitas AB Class B(1) 3,886,207
1,269,109 Skandinaviska Enskilda Banken AB Class A 13,380,713
889,197 Stillfront Group AB* 1,730,690
953,107 Swedbank AB Class A 14,208,965
612,327 Tele2 AB Class B 5,018,641
993,571 Telefonaktiebolaget LM Ericsson Class B 5,523,603
478,979 Truecaller AB Class B*(1) 1,753,137
      59,712,893
  Switzerland - 4.3%
203,487 Ferrexpo plc 238,664
148,060 Julius Baer Group Ltd. 7,103,750
344,182 Novartis AG 27,841,126
70,692 Roche Holding AG 23,455,473
35,498 Swisscom AG 17,528,525
8,090 Swissquote Group Holding S.A. 958,270
884,469 UBS Group AG 14,022,506
      91,148,314
  Taiwan - 3.9%
1,150,000 ASE Technology Holding Co., Ltd. 2,839,521
129,000 Bizlink Holding, Inc. 983,734
702,000 Chicony Electronics Co., Ltd. 1,741,610
12,947 ChipMOS Technologies, Inc. ADR 255,833
1,730,000 Compeq Manufacturing Co., Ltd. 2,337,105
1,499,000 E Ink Holdings, Inc. 9,524,901
1,275,750 Fubon Financial Holding Co., Ltd. 2,015,090
167,000 Globalwafers Co., Ltd. 1,851,017
688,000 Gold Circuit Electronics Ltd. 1,820,758
749,000 Hon Hai Precision Industry Co., Ltd. 2,378,881
184,000 International Games System Co., Ltd. 2,003,301
118,000 Lotes Co., Ltd. 2,831,872
279,000 MediaTek, Inc. 5,085,666
149,000 Nien Made Enterprise Co., Ltd. 1,148,856
757,000 Pegatron Corp. 1,383,855
318,000 Radiant Opto-Electronics Corp. 968,904
426,000 Realtek Semiconductor Corp. 3,358,268
191,000 Simplo Technology Co., Ltd. 1,517,644
1,198,000 Sino-American Silicon Products, Inc. 4,594,294
1,888,000 Taiwan Semiconductor Manufacturing Co., Ltd. 22,697,920
218,000 TXC Corp. 514,513
 
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, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.7% - (continued)
  Taiwan - 3.9% - (continued)
 1,360,000 Unimicron Technology Corp. $     5,225,623
   762,000 United Microelectronics Corp.        916,275
 1,174,000 Vanguard International Semiconductor Corp.      2,410,420
   219,675 Yageo Corp.     2,490,460
      82,896,321
  Thailand - 0.9%
681,500 Advanced Info Service PCL NVDR 3,424,549
1,888,800 Bangkok Bank PCL NVDR 7,232,954
1,174,000 Kasikornbank PCL NVDR 4,517,221
1,932,900 Krung Thai Bank PCL NVDR 890,663
2,461,400 PTT PCL NVDR 2,329,387
3,943,700 TTW PCL NVDR 901,476
      19,296,250
  Turkey - 0.1%
238,731 Tofas Turk Otomobil Fabrikasi AS 1,259,632
  United Arab Emirates - 0.0%
232,950 Network International Holdings plc*(2) 868,228
  United Kingdom - 15.2%
51,587 Anglo American plc 1,545,247
82,252 Ashtead Group plc 4,284,755
242,674 AstraZeneca plc 28,473,454
697,963 Auto Trader Group plc(2) 4,177,848
248,799 Aviva plc 1,193,395
3,291,844 Barclays plc 5,593,672
736,414 Beazley plc 5,281,421
1,885,108 BP plc 10,429,551
3,644,632 BT Group plc 5,431,342
281,993 Bunzl plc 9,188,881
849,104 Burberry Group plc 17,692,864
325,944 Central Asia Metals plc 798,514
9,691,958 Centrica plc 8,516,431
2,050,575 Coats Group plc 1,422,611
669,318 Devro plc 1,373,663
181,354 Diageo plc 7,463,164
1,036,915 Direct Line Insurance Group plc 2,395,726
158,749 Domino's Pizza Group plc 410,570
829,599 Dr. Martens plc 2,359,293
747,213 Drax Group plc 4,462,070
1,068,376 DS Smith plc 3,562,949
147,109 Dunelm Group plc 1,462,668
272,849 Forterra plc(2) 683,693
1,059,926 GSK plc 17,362,732
607,606 Harbour Energy plc 2,636,907
287,144 Howden Joinery Group plc 1,691,449
1,620,800 HSBC Holdings plc(1) 8,318,430
1,809,924 HSBC Holdings plc 9,288,619
1,374,560 IG Group Holdings plc 12,537,715
3,598,433 ITV plc 2,770,637
206,508 Kape Technologies plc* 521,011
246,558 Lancashire Holdings Ltd. 1,399,250
2,290,053 Legal & General Group plc 6,126,486
11,543,229 Lloyds Banking Group plc 5,543,832
2,384,294 Man Group plc 5,931,185
820,443 Moneysupermarket.com Group plc 1,725,801
302,236 Moonpig Group plc* 475,112
3,206,092 NatWest Group plc 8,634,971
125,713 Next Fifteen Communications Group plc 1,265,792
51,084 Next plc 2,885,205
110,957 Norcros plc 228,676
223,812 Pagegroup plc 1,079,528
98,849 Rathbones Group plc 2,124,366
370,571 Reckitt Benckiser Group plc 24,592,558
351,241 RELX plc 9,434,503
121,519 Rio Tinto plc 6,350,780
1,134,415 Shell plc 31,426,644
Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.7% - (continued)
  United Kingdom - 15.2% - (continued)
 1,508,672 Standard Chartered plc $     9,013,917
   377,581 Subsea 7 S.A.      3,767,085
   270,404 Synthomer plc        349,822
   242,439 TI Fluid Systems plc(2)        384,959
   314,278 Unilever plc     14,285,299
   105,777 Vistry Group plc        731,469
122,268 WPP plc 1,075,976
      322,164,498
  Total Common Stocks
(cost $2,243,207,230)
  $ 2,069,102,741
PREFERRED STOCKS - 0.6%
  Brazil - 0.5%
2,102,553 Cia de Saneamento do Parana (Preference Shares) $  1,567,095
3,963,900 Itausa S.A. (Preference Shares) 8,241,658
      9,808,753
  Germany - 0.1%
12,042 Volkswagen AG (Preference Shares) 1,541,392
  Total Preferred Stocks
(cost $12,399,535)
  $  11,350,145
  Total Long-Term Investments
(cost $2,255,606,765)
  $ 2,080,452,886
SHORT-TERM INVESTMENTS - 2.2%
  Other Investment Pools & Funds - 1.2%
$  25,683,816 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(4) $  25,683,816
  Securities Lending Collateral - 1.0%
3,428,811 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(4) 3,428,811
11,429,370 HSBC US Government Money Market Fund, 3.09%(4) 11,429,370
3,428,811 Invesco Government & Agency Portfolio, Institutional Class, 3.07%(4) 3,428,811
3,428,811 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(4) 3,428,811
      21,715,803
  Total Short-Term Investments
(cost $47,399,619)
$  47,399,619
  Total Investments
(cost $2,303,006,384)
100.5% $ 2,127,852,505
  Other Assets and Liabilities (0.5)% (10,574,455)
  Total Net Assets 100.0% $ 2,117,278,050
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
 
The accompanying notes are an integral part of these financial statements.

68


Hartford Schroders International Multi-Cap Value Fund
Schedule of Investments – (continued)
October 31, 2022  

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.
* Non-income producing.
(1) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(2) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At October 31, 2022, the aggregate value of these securities was $39,562,535, representing 1.9% of net assets.
(3) Investment valued using significant unobservable inputs.
(4) Current yield as of period end.
 
Foreign Currency Contracts Outstanding at October 31, 2022
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
  Appreciation/
(Depreciation)
11,052,742 USD   11,377,700 EUR   JPM   11/30/2022   $ (215,206)
16,861,301 USD   17,310,900 EUR   UBS   11/30/2022   (282,613)
88,560,029 USD   79,884,000 GBP   JPM   11/30/2022   (3,125,993)
44,810,483 USD   6,551,194,000 JPY   JPM   11/30/2022   605,216
Total foreign currency contracts   $ (3,018,596)
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.

69


Hartford Schroders International Multi-Cap Value Fund
Schedule of Investments – (continued)
October 31, 2022  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Australia   $  71,125,675   $  4,389,957   $  66,735,718   $ —
Austria   21,747,532     21,747,532  
Belgium   20,157,604     20,157,604  
Brazil   3,492,468   3,492,468    
Canada   181,499,449   181,499,449    
Chile   8,539,342   8,539,342    
China   115,184,846   4,158,147   111,026,699  
Colombia   647,003   647,003    
Czech Republic   8,051,370   8,051,370    
Denmark   14,275,955     14,275,955  
Finland   9,346,498     9,346,498  
France   138,452,393     138,452,393  
Georgia   1,481,265   1,481,265    
Germany   36,803,441     36,803,441  
Greece   2,081,221     2,081,221  
Hong Kong   23,319,275     23,319,275  
Hungary   7,094,037     7,094,037  
India   12,215,281     12,215,281  
Indonesia   25,876,446     25,876,446  
Ireland   8,923,342   610,700   8,312,642  
Israel   16,774,568   13,866,924   2,907,644  
Italy   57,847,741     57,847,741  
Japan   329,073,559     329,073,559  
Luxembourg   2,253,093     2,253,093  
Malaysia   4,851,568     4,851,568  
Mexico   28,009,401   28,009,400   1  
Netherlands   82,262,284     82,262,284  
New Zealand   5,571,201     5,571,201  
Norway   40,616,698     40,616,698  
Poland   1,592,955     1,592,955  
Portugal   11,763,872     11,763,872  
Russia        
Singapore   36,518,395     36,518,395  
South Africa   26,507,004   3,075,793   23,431,211  
South Korea   95,573,906     95,573,906  
Spain   42,225,917     42,225,917  
Sweden   59,712,893     59,712,893  
Switzerland   91,148,314     91,148,314  
Taiwan   82,896,321   255,833   82,640,488  
Thailand   19,296,250   901,476   18,394,774  
Turkey   1,259,632     1,259,632  
United Arab Emirates   868,228   868,228    
United Kingdom   322,164,498   6,788,999   315,375,499  
Preferred Stocks   11,350,145   9,808,753   1,541,392  
Short-Term Investments   47,399,619   47,399,619    
Foreign Currency Contracts(2)   605,216     605,216  
Total   $ 2,128,457,721   $ 323,844,726   $ 1,804,612,995   $ —
Liabilities                
Foreign Currency Contracts(2)   $  (3,623,812)   $  —   $  (3,623,812)   $ —
Total   $  (3,623,812)   $  —   $  (3,623,812)   $ —
    
(1) For the year October 31, 2022, investments valued at $6,027,338 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be a significant observable input. There were no transfers into Level 3.
(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
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, 2022 is not presented.
The accompanying notes are an integral part of these financial statements.

70


Hartford Schroders International Stock Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.0%
  Argentina - 2.0%
    77,000 MercadoLibre, Inc.* $    69,424,740
  Austria - 1.5%
 2,131,094 Erste Group Bank AG    52,520,666
  Brazil - 1.5%
18,867,229 B3 S.A. - Brasil Bolsa Balcao    54,934,300
  Canada - 6.6%
637,981 Canadian National Railway Co. 75,582,731
261,298 Lululemon Athletica, Inc.* 85,977,494
1,103,791 Toronto-Dominion Bank 70,642,300
      232,202,525
  China - 2.9%
6,239,800 Alibaba Group Holding Ltd.* 48,513,862
2,120,900 Tencent Holdings Ltd. 55,730,408
      104,244,270
  Denmark - 1.8%
3,158,618 Vestas Wind Systems A/S 62,267,935
  France - 7.4%
3,541,471 Carrefour S.A.(1) 57,001,563
705,489 Legrand S.A. 53,761,516
760,474 Sanofi 65,444,715
663,640 Schneider Electric SE 83,921,463
      260,129,257
  Germany - 8.6%
906,075 Bayerische Motoren Werke AG 71,119,515
2,649,150 Infineon Technologies AG 64,282,856
927,775 SAP SE 89,300,906
730,785 Siemens AG 79,808,269
      304,511,546
  Hong Kong - 2.4%
11,259,200 AIA Group Ltd. 85,286,078
  India - 2.6%
5,168,398 HDFC Bank Ltd. 93,798,373
  Italy - 1.8%
4,698,955 FinecoBank Banca Fineco S.p.A. 63,321,178
  Japan - 10.4%
2,896,800 Bridgestone Corp. 104,766,960
1,795,500 KDDI Corp. 53,069,539
160,800 Keyence Corp. 60,632,059
2,568,000 Recruit Holdings Co., Ltd. 79,020,355
179,700 SMC Corp. 72,131,944
      369,620,857
  Netherlands - 1.9%
143,299 ASML Holding N.V. 67,219,641
  Norway - 2.0%
1,931,977 Equinor ASA 70,389,107
  South Korea - 3.1%
2,603,916 Samsung Electronics Co., Ltd. 108,374,525
  Spain - 1.8%
6,292,422 Iberdrola S.A. 63,989,359
  Sweden - 2.3%
1,585,960 Nibe Industrier AB Class B 12,650,841
7,465,222 Svenska Handelsbanken AB Class A 69,359,586
      82,010,427
Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.0% - (continued)
  Switzerland - 11.0%
     6,020 Chocoladefabriken Lindt & Spruengli AG $    57,774,166
   136,521 Lonza Group AG     70,278,813
 1,050,359 Nestle S.A.   114,340,822
   324,787 Roche Holding AG   107,763,716
   179,527 Sika AG    40,478,983
      390,636,500
  Taiwan - 2.8%
8,311,000 Taiwan Semiconductor Manufacturing Co., Ltd. 99,916,530
  United Kingdom - 20.2%
783,159 AstraZeneca plc 91,889,704
1,832,873 Bunzl plc 59,725,070
2,391,637 Burberry Group plc 49,834,775
1,934,609 Diageo plc 79,613,922
3,376,209 GSK plc 55,305,947
4,846,288 National Grid plc 52,800,870
1,218,617 Reckitt Benckiser Group plc 80,872,245
2,716,473 RELX plc 72,965,776
3,900,695 Shell plc 108,069,085
25,154,457 Tesco plc 62,128,502
      713,205,896
  United States - 2.4%
44,544 Booking Holdings, Inc.* 83,274,117
  Total Common Stocks
(cost $3,887,299,920)
  $ 3,431,277,827
PREFERRED STOCKS - 2.3%
  Germany - 2.3%
781,167 Dr Ing hc F Porsche AG (Preference Shares)* $  79,900,764
  Total Preferred Stocks
(cost $63,133,394)
  $  79,900,764
  Total Long-Term Investments
(cost $3,950,433,314)
  $ 3,511,178,591
SHORT-TERM INVESTMENTS - 1.2%
  Other Investment Pools & Funds - 1.1%
$   39,969,384 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(2) $  39,969,384
  Securities Lending Collateral - 0.1%
662,681 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(2) 662,681
2,208,934 HSBC US Government Money Market Fund, 3.09%(2) 2,208,934
662,680 Invesco Government & Agency Portfolio, Institutional Class, 3.07%(2) 662,680
662,680 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(2) 662,680
      4,196,975
  Total Short-Term Investments
(cost $44,166,359)
$  44,166,359
  Total Investments
(cost $3,994,599,673)
100.5% $ 3,555,344,950
  Other Assets and Liabilities (0.5)% (19,386,643)
  Total Net Assets 100.0% $ 3,535,958,307
 
The accompanying notes are an integral part of these financial statements.

71


Hartford Schroders International Stock Fund
Schedule of Investments – (continued)
October 31, 2022  

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.
* Non-income producing.
(1) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(2) Current yield as of period end.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Argentina   $  69,424,740   $  69,424,740   $  —   $ —
Austria   52,520,666     52,520,666  
Brazil   54,934,300   54,934,300    
Canada   232,202,525   232,202,525    
China   104,244,270     104,244,270  
Denmark   62,267,935     62,267,935  
France   260,129,257     260,129,257  
Germany   304,511,546     304,511,546  
Hong Kong   85,286,078     85,286,078  
India   93,798,373     93,798,373  
Italy   63,321,178     63,321,178  
Japan   369,620,857     369,620,857  
Netherlands   67,219,641     67,219,641  
Norway   70,389,107     70,389,107  
South Korea   108,374,525     108,374,525  
Spain   63,989,359     63,989,359  
Sweden   82,010,427     82,010,427  
Switzerland   390,636,500     390,636,500  
Taiwan   99,916,530     99,916,530  
United Kingdom   713,205,896     713,205,896  
United States   83,274,117   83,274,117    
Preferred Stocks   79,900,764   79,900,764    
Short-Term Investments   44,166,359   44,166,359    
Total   $ 3,555,344,950   $ 563,902,805   $ 2,991,442,145   $ —
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

72


Hartford Schroders Securitized Income Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 87.8%
  Asset-Backed - Automobile - 2.8%
$  1,000,000 JP Morgan Chase & Co. 3.69%, 02/26/2029(1) $    898,769
   879,675 Santander Bank Auto Credit-Linked Notes 3.27%, 12/15/2031(1)    844,611
      1,743,380
  Asset-Backed - Finance & Insurance - 10.9%
1,038,000 Atlas Senior Loan Fund IX Ltd. 5.26%, 04/20/2028, 3 mo. USD LIBOR + 2.550%(1)(2)     956,254
2,097,000 Atrium XII 7.12%, 04/22/2027, 3 mo. USD LIBOR + 2.800%(1)(2)  1,900,769
516,389 Carlyle Global Market Strategies CLO Ltd. 5.08%, 01/15/2031, 3 mo. USD LIBOR + 1.000%(1)(2) 503,772
673,000 Carlyle US CLO Ltd. 7.04%, 10/20/2027, 3 mo. USD LIBOR + 2.800%(1)(2) 592,297
341,953 Countrywide Asset-Backed Certificates Trust 5.71%, 05/25/2036(3) 321,373
774,000 Madison Park Funding XIII Ltd. 7.08%, 04/19/2030, 3 mo. USD LIBOR + 2.850%(1)(2) 693,478
1,036,000 Magnetite VII Ltd. 6.13%, 01/15/2028, 3 mo. USD LIBOR + 2.050%(1)(2) 924,802
974,000 Tricon American Homes 4.88%, 07/17/2038(1) 854,819
      6,747,564
  Asset-Backed - Home Equity - 3.0%
838,817 CWHEQ Revolving Home Equity Loan Resecuritization Trust 3.60%, 11/15/2035, 1 mo. USD LIBOR + 0.190%(1)(2) 745,714
  CWHEQ Revolving Home Equity Loan Trust  
442,956 3.55%, 07/15/2036, 1 mo. USD LIBOR + 0.140%(2) 401,095
400,776 3.55%, 01/15/2037, 1 mo. USD LIBOR + 0.140%(2) 364,855
63,415 Home Equity Loan Trust 3.72%, 05/25/2036, 1 mo. USD LIBOR + 0.130%(2) 62,363
294,725 Option One Mortgage Loan Trust 5.86%, 01/25/2037(4) 281,217
      1,855,244
  Commercial Mortgage-Backed Securities - 16.4%
  BDS Ltd.  
500,000 4.79%, 01/18/2036, 1 mo. USD LIBOR + 1.350%(1)(2) 465,077
1,093,000 4.99%, 01/18/2036, 1 mo. USD LIBOR + 1.550%(1)(2) 1,026,748
1,015,000 BX Trust 5.18%, 05/15/2030, 1 mo. USD LIBOR + 1.770%(1)(2) 948,813
1,000,000 CAMB Commercial Mortgage Trust 5.96%, 12/15/2037, 1 mo. USD LIBOR + 2.550%(1)(2) 931,554
  Citigroup Commercial Mortgage Trust  
1,000,000 3.52%, 05/10/2035(1)(3) 904,097
500,000 6.21%, 12/15/2036, 1 mo. USD LIBOR + 2.800%(1)(2) 471,380
40,237 Commercial Mortgage Trust 5.61%, 10/15/2034, 1 mo. USD LIBOR + 2.200%(1)(2) 38,297
668,000 Core Mortgage Trust 5.31%, 12/15/2031, 1 mo. USD LIBOR + 1.900%(1)(2) 624,654
  Credit Suisse Mortgage Capital Certificates  
1,708,000 5.56%, 05/15/2036, 1 mo. USD LIBOR + 2.150%(1)(2) 1,639,562
539,000 6.06%, 05/15/2036, 1 mo. USD LIBOR + 2.650%(1)(2) 516,988
765,682 HPLY Trust 5.76%, 11/15/2036, 1 mo. USD LIBOR + 2.350%(1)(2) 713,924
250,000 Morgan Stanley Capital Trust 5.96%, 07/15/2035, 1 mo. USD LIBOR + 2.550%(1)(2) 234,951
Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 87.8% - (continued)
  Commercial Mortgage-Backed Securities - 16.4% - (continued)
$  1,413,000 MSSG Trust 3.74%, 09/13/2039(1)(3) $  1,135,084
GBP    501,318 Taurus DAC 3.61%, 05/17/2031, SONIA + 1.650%(1)(2)    540,438
      10,191,567
  Other Asset-Backed Securities - 14.5%
           Arbor Realty Commercial Real Estate Notes Ltd.  
$    500,000 4.51%, 05/15/2036, 1 mo. USD LIBOR + 1.100%(1)(2)     485,293
  500,000 4.76%, 11/15/2036, 1 mo. USD LIBOR + 1.350%(1)(2)     482,548
1,863,000 5.23%, 05/15/2037, 1 mo. USD SOFR + 1.850%(1)(2)  1,817,595
500,000 5.36%, 05/15/2036, 1 mo. USD LIBOR + 1.950%(1)(2) 459,743
1,750,000 CBAM Ltd. 5.40%, 01/15/2031, 3 mo. USD LIBOR + 1.531%(1)(2) 1,717,564
1,119,000 FirstKey Homes Trust 3.64%, 08/17/2037(1) 996,094
1,679,000 HGI CRE CLO Ltd. 4.46%, 06/16/2036, 1 mo. USD LIBOR + 1.050%(1)(2) 1,609,516
542,447 JP Morgan Mortgage Acquisition Trust 4.62%, 11/25/2036(4) 514,503
910,897 LCM XXIII Ltd. 5.31%, 10/20/2029, 3 mo. USD LIBOR + 1.070%(1)(2) 890,630
      8,973,486
  Whole Loan Collateral CMO - 40.2%
1,174,000 Bank of America Funding Trust 3.76%, 06/26/2035(1)(3) 1,128,612
  Bellemeade Re Ltd.  
2,485,000 6.15%, 09/25/2031, 1 mo. USD SOFR + 3.150%(1)(2) 2,133,199
859,000 6.29%, 03/25/2029, 1 mo. USD LIBOR + 2.700%(1)(2) 850,457
1,508,000 6.44%, 10/25/2029, 1 mo. USD LIBOR + 2.850%(1)(2) 1,433,695
940,000 6.69%, 04/25/2029, 1 mo. USD LIBOR + 3.100%(1)(2) 906,714
  Eagle RE Ltd.  
617,000 5.05%, 04/25/2034, 1 mo. USD SOFR + 2.050%(1)(2) 600,671
510,728 5.39%, 04/25/2029, 1 mo. USD LIBOR + 1.800%(1)(2) 492,026
1,450,000 7.59%, 11/25/2028, 1 mo. USD LIBOR + 4.000%(1)(2) 1,433,493
  Home Re Ltd.  
1,199,000 5.80%, 01/25/2034, 1 mo. USD SOFR + 2.800%(1)(2) 1,129,223
819,733 6.59%, 10/25/2028, 1 mo. USD LIBOR + 3.000%(1)(2) 816,160
1,933,000 6.84%, 05/25/2029, 1 mo. USD LIBOR + 3.250%(1)(2) 1,897,795
1,134,000 7.59%, 10/25/2028, 1 mo. USD LIBOR + 4.000%(1)(2) 1,106,968
281,732 7.74%, 10/25/2030, 1 mo. USD LIBOR + 4.150%(1)(2) 282,297
976,000 Oaktown Re II Ltd. 6.44%, 07/25/2028, 1 mo. USD LIBOR + 2.850%(1)(2) 967,354
500,000 Oaktown Re V Ltd. 8.84%, 10/25/2030, 1 mo. USD LIBOR + 5.250%(1)(2) 496,905
  Oaktown Re VI Ltd.  
1,200,000 5.05%, 10/25/2033, 1 mo. USD SOFR + 2.050%(1)(2) 1,184,644
1,190,000 6.00%, 10/25/2033, 1 mo. USD SOFR + 3.000%(1)(2) 1,128,321
  Preston Ridge Partners Mortgage Trust LLC  
1,624,363 1.79%, 06/25/2026(1)(4) 1,447,348
 
The accompanying notes are an integral part of these financial statements.

73


Hartford Schroders Securitized Income Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 87.8% - (continued)
  Whole Loan Collateral CMO - 40.2% - (continued)
$    365,898 2.12%, 01/25/2026(1)(3) $    335,694
  663,220 2.12%, 03/25/2026(1)(3)     611,406
1,364,428 2.36%, 10/25/2026(1)(4)  1,238,866
  591,475 2.49%, 10/25/2026(1)(4)     502,753
           Radnor RE Ltd.  
  746,440 5.54%, 02/25/2029, 1 mo. USD LIBOR + 1.950%(1)(2)     730,227
1,520,000 5.59%, 01/25/2030, 1 mo. USD LIBOR + 2.000%(1)(2)  1,414,560
  702,000 6.15%, 12/27/2033, 1 mo. USD SOFR + 3.150%(1)(2)     639,721
      24,909,109
  Total Asset & Commercial Mortgage-Backed Securities
(cost $58,434,930)
$ 54,420,350
CORPORATE BONDS - 1.4%
  Insurance - 1.4%
841,000 NMI Holdings, Inc. 7.38%, 06/01/2025(1) $  840,193
  Total Corporate Bonds
(cost $861,093)
$  840,193
U.S. GOVERNMENT AGENCIES - 4.8%
  Mortgage-Backed Agencies - 4.8%
  FNMA - 4.8%
3,000,000 5.50%, 11/15/2052(5) $  2,955,938
  GNMA - 0.0%
20,456 2.00%, 11/20/2050(6) 2,184
4,882 2.50%, 11/20/2050(6) 635
2,452 3.00%, 02/20/2051(6) 349
      3,168
  Total U.S. Government Agencies
(cost $2,913,607)
  $  2,959,106
COMMON STOCKS - 1.5%
  Real Estate - 1.5%
29,612 Invitation Homes, Inc. REIT $  938,404
  Total Common Stocks
(cost $1,203,774)
  $  938,404
  Total Long-Term Investments
(cost $63,413,404)
  $ 59,158,053
Shares or Principal Amount   Market Value†
SHORT-TERM INVESTMENTS - 8.8%
  Other Investment Pools & Funds - 8.8%
5,487,820 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(7) $  5,487,820
  Total Short-Term Investments
(cost $5,487,820)
$  5,487,820
  Total Investments
(cost $68,901,224)
104.3% $ 64,645,873
  Other Assets and Liabilities (4.3)% (2,693,194)
  Total Net Assets 100.0% $ 61,952,679
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At October 31, 2022, the aggregate value of these securities was $53,315,137, representing 86.1% of net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2022. Base lending rates may be subject to a floor or cap.
(3) Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.
(4) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(5) Represents or includes a TBA transaction.
(6) Securities disclosed are interest-only strips.
(7) Current yield as of period end.
 
Futures Contracts Outstanding at October 31, 2022
Description   Number of
Contracts
  Expiration
Date
  Current
Notional
Amount
  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
U.S. Treasury 2-Year Note Future   182   12/30/2022   $ 37,197,672   $ (763,040)
Short position contracts:
U.S. Treasury 5-Year Note Future   23   12/30/2022   $  2,451,657   $  (5,435)
U.S. Treasury 10-Year Ultra Future   14   12/20/2022   1,623,781   5,441
Total               $  6
Total futures contracts   $ (763,034)
    
The accompanying notes are an integral part of these financial statements.

74


Hartford Schroders Securitized Income Fund
Schedule of Investments – (continued)
October 31, 2022  

Foreign Currency Contracts Outstanding at October 31, 2022
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
  Appreciation/
(Depreciation)
3,389 GBP   3,785 USD   BNP   11/29/2022   $ 105
539,228 USD   476,904 GBP   BOA   11/29/2022   (8,118)
Total foreign currency contracts   $ (8,013)
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, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Asset & Commercial Mortgage-Backed Securities   $ 54,420,350   $  —   $ 54,420,350   $ —
Corporate Bonds   840,193     840,193  
U.S. Government Agencies   2,959,106     2,959,106  
Common Stocks                
Real Estate   938,404   938,404    
Short-Term Investments   5,487,820   5,487,820    
Foreign Currency Contracts(2)   105     105  
Futures Contracts(2)   5,441   5,441    
Total   $ 64,651,419   $ 6,431,665   $ 58,219,754   $ —
Liabilities                
Foreign Currency Contracts(2)   $  (8,118)   $  —   $  (8,118)   $ —
Futures Contracts(2)   (768,475)   (768,475)    
Total   $  (776,593)   $  (768,475)   $  (8,118)   $ —
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
The accompanying notes are an integral part of these financial statements.

75


Hartford Schroders Sustainable International Core Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.0%
  Australia - 6.3%
   115 CSL Ltd. $  20,587
 1,135 Newcrest Mining Ltd.  12,570
   368 Rio Tinto Ltd.  20,884
      54,041
  China - 5.9%
   600 Chacha Food Co., Ltd. Class A   3,643
4,000 China Mengniu Dairy Co., Ltd.* 12,805
8,200 China Pacific Insurance Group Co., Ltd. Class H 13,218
200 China Tourism Group Duty Free Corp. Ltd. Class A 4,395
1,000 Li Ning Co., Ltd. 5,173
2,700 Sany Heavy Industry Co., Ltd. Class A 5,010
800 WuXi AppTec Co., Ltd. Class H(1) 6,421
      50,665
  Finland - 4.1%
526 Neste Oyj 23,054
3,107 Outokumpu Oyj 12,469
      35,523
  France - 5.8%
103 Capgemini SE 16,881
1,025 Carrefour S.A. 16,498
193 Sanofi 16,609
      49,988
  Germany - 5.4%
148 Beiersdorf AG 14,207
195 Siemens AG 21,296
488 Software AG 10,676
      46,179
  Hong Kong - 1.1%
3,000 BOC Hong Kong Holdings Ltd. 9,322
  India - 2.5%
170 HDFC Bank Ltd. ADR 10,593
510 ICICI Bank Ltd. ADR 11,240
      21,833
  Indonesia - 1.4%
17,400 Bank Mandiri Persero Tbk PT 11,755
  Ireland - 2.4%
2,820 Bank of Ireland Group plc 20,306
  Italy - 2.7%
3,786 Intesa Sanpaolo S.p.A. 7,218
379 Moncler S.p.A. 16,352
      23,570
  Japan - 19.8%
400 Asahi Intecc Co., Ltd. 6,814
600 Astellas Pharma, Inc. 8,279
100 Daikin Industries Ltd. 14,979
1,000 Isuzu Motors Ltd. 11,760
300 JCR Pharmaceuticals Co., Ltd. 4,459
300 MatsukiyoCocokara & Co. 10,922
200 Mitsui Fudosan Co., Ltd. REIT 3,830
200 Nippon Shinyaku Co., Ltd. 11,073
100 Nitori Holdings Co., Ltd. 9,062
1,500 NTT Data Corp. 21,726
900 ORIX Corp. 13,219
600 Park24 Co., Ltd.* 7,997
100 Rorze Corp. 5,025
900 Stanley Electric Co., Ltd. 15,300
300 Tokio Marine Holdings, Inc. 5,431
400 Toyota Industries Corp. 20,606
      170,482
Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.0% - (continued)
  Netherlands - 2.8%
    44 ASM International N.V. $   9,734
 1,079 Stellantis N.V.  14,557
      24,291
  Norway - 0.7%
   378 Mowi ASA   5,642
  Portugal - 1.6%
3,166 EDP - Energias de Portugal S.A. 13,833
  Singapore - 4.4%
400 DBS Group Holdings Ltd. 9,671
1,300 Oversea-Chinese Banking Corp. Ltd. 11,159
9,900 Singapore Telecommunications Ltd. 17,431
      38,261
  South Korea - 3.5%
459 Hana Financial Group, Inc. 13,270
71 NAVER Corp. 8,422
211 Samsung Electronics Co., Ltd. 8,782
      30,474
  Sweden - 6.7%
201 Holmen AB Class B 7,294
1,985 Skandinaviska Enskilda Banken AB Class A 20,929
793 SKF AB Class B 11,479
1,887 Svenska Handelsbanken AB Class A 17,532
      57,234
  Switzerland - 0.9%
123 Alcon, Inc. 7,489
  Taiwan - 4.0%
1,000 Giant Manufacturing Co., Ltd. 6,364
930 MediaTek, Inc. 16,952
186 Taiwan Semiconductor Manufacturing Co., Ltd. ADR 11,448
      34,764
  Thailand - 0.6%
6,500 Bangkok Dusit Medical Services PCL 5,038
  United Arab Emirates - 1.1%
2,576 Network International Holdings plc*(1) 9,601
  United Kingdom - 14.3%
49 AstraZeneca plc 5,749
1,309 CNH Industrial N.V. 16,935
4,089 ConvaTec Group plc(1) 10,232
3,556 Informa plc 22,659
288 Reckitt Benckiser Group plc 19,113
732 RELX plc 19,662
864 SSE plc 15,440
2,161 Standard Chartered plc 12,911
      122,701
  Total Common Stocks
(cost $982,474)
  $ 842,992
SHORT-TERM INVESTMENTS - 4.6%
  Other Investment Pools & Funds - 4.6%
$  39,399 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(2) $  39,399
  Total Short-Term Investments
(cost $39,399)
$  39,399
  Total Investments
(cost $1,021,873)
102.6% $ 882,391
  Other Assets and Liabilities (2.6)% (22,104)
  Total Net Assets 100.0% $ 860,287
 
The accompanying notes are an integral part of these financial statements.

76


Hartford Schroders Sustainable International Core Fund
Schedule of Investments – (continued)
October 31, 2022  

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.
* Non-income producing.
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At October 31, 2022, the aggregate value of these securities was $26,254, representing 3.1% of net assets.
(2) Current yield as of period end.
 
Futures Contracts Outstanding at October 31, 2022
Description   Number of
Contracts
  Expiration
Date
  Current
Notional
Amount
  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
SGX Nifty 50 Index Future   1   11/24/2022   $ 36,121   $ 437
Total futures contracts   $ 437
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, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Australia    $  54,041   $  —   $  54,041   $ —
China    50,665     50,665  
Finland    35,523     35,523  
France    49,988     49,988  
Germany    46,179     46,179  
Hong Kong    9,322     9,322  
India    21,833   21,833    
Indonesia    11,755     11,755  
Ireland    20,306     20,306  
Italy    23,570     23,570  
Japan    170,482     170,482  
Netherlands    24,291     24,291  
Norway    5,642     5,642  
Portugal    13,833     13,833  
Singapore    38,261     38,261  
South Korea    30,474     30,474  
Sweden    57,234     57,234  
Switzerland    7,489     7,489  
Taiwan    34,764   11,448   23,316  
Thailand    5,038   5,038    
United Arab Emirates    9,601   9,601    
United Kingdom    122,701     122,701  
Short-Term Investments    39,399   39,399    
Futures Contracts(2)    437   437    
Total   $ 882,828   $ 87,756   $ 795,072   $ —
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
The accompanying notes are an integral part of these financial statements.

77


Hartford Schroders Tax-Aware Bond Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value
CORPORATE BONDS - 10.0%
  Auto Manufacturers - 1.2%
$   3,109,000 General Motors Financial Co., Inc. 2.35%, 02/26/2027 $   2,630,771
  2,116,000 Hyundai Capital America 0.88%, 06/14/2024(1)   1,945,519
      4,576,290
  Commercial Banks - 3.7%
 2,200,000 Banco Santander S.A. 1.72%, 09/14/2027, 12 mo. USD CMT + 0.900%(2)    1,789,807
            Barclays plc  
 2,617,000 2.28%, 11/24/2027, 12 mo. USD CMT + 1.050%(2)    2,160,657
 1,664,000 7.33%, 11/02/2026, 12 mo. USD CMT + 3.050%(2)    1,661,305
  HSBC Holdings plc  
1,844,000 3.97%, 05/22/2030, 3 mo. USD LIBOR + 1.610%(2) 1,518,962
2,306,000 7.34%, 11/03/2026, 3 mo. USD SOFR + 3.030% 2,311,505
1,421,000 JP Morgan Chase & Co. 2.08%, 04/22/2026, (2.08% fixed rate until 04/22/2025; 3 mo. USD SOFR + 1.850% thereafter)(2) 1,293,396
4,616,000 UniCredit S.p.A. 1.98%, 06/03/2027, 12 mo. USD CMT + 1.200%(1)(2) 3,776,313
      14,511,945
  Diversified Financial Services - 1.5%
6,882,000 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45%, 10/29/2026 5,809,973
  Entertainment - 1.0%
4,627,000 Magallanes, Inc. 3.76%, 03/15/2027(1) 4,114,962
  Healthcare - Services - 0.5%
2,563,000 CommonSpirit Health 3.35%, 10/01/2029 2,149,176
  Packaging & Containers - 0.7%
3,220,000 Sealed Air Corp. 1.57%, 10/15/2026(1) 2,694,695
  REITS - 0.4%
1,693,000 Crown Castle, Inc. 1.05%, 07/15/2026 1,424,238
  Semiconductors - 0.8%
  Qorvo, Inc.  
800,000 1.75%, 12/15/2024(1) 729,520
2,791,000 4.38%, 10/15/2029 2,378,274
      3,107,794
  Telecommunications - 0.2%
881,000 T-Mobile USA, Inc. 2.40%, 03/15/2029 719,350
  Total Corporate Bonds
(cost $45,671,884)
$  39,108,423
MUNICIPAL BONDS - 78.3%
  California - 14.9%
955,000 Alameda Corridor, CA, Transportation Auth Rev, (AGM Insured) 5.00%, 10/01/2052 $  952,884
700,000 Brentwood Union School Dist, GO 5.25%, 08/01/2052 732,337
2,835,000 California State Health Facs Finance Auth Rev 5.00%, 04/01/2033 2,929,533
  City of Los Angeles, CA, Department of Airports Rev  
460,000 1.25%, 05/15/2028 373,075
70,000 5.00%, 05/15/2029 76,572
355,000 5.00%, 05/15/2031 392,943
  County of Sacramento, CA, Airport System Rev  
550,000 5.00%, 07/01/2032 589,399
960,000 5.00%, 07/01/2033 1,017,998
600,000 5.00%, 07/01/2034 626,428
Shares or Principal Amount   Market Value
MUNICIPAL BONDS - 78.3% - (continued)
  California - 14.9% - (continued)
$   2,845,000 Del Mar, CA, Union School Dist, GO 4.00%, 08/01/2046 $   2,520,294
10,055,000 Elk Grove, CA, Unified School Dist, GO 4.00%, 08/01/2048    8,806,330
 2,600,000 Fresno, CA, Unified School Dist, GO 4.00%, 08/01/2052    2,232,115
 3,325,000 Golden State, CA, Tobacco Securitization Corp. Rev 3.00%, 06/01/2046    3,011,340
 1,000,000 Merced, CA, Union High School Dist, GO 0.00%, 08/01/2034(3)      591,056
   200,000 North Orange County, CA, Community College Dist, GO, (NATL Insured) 0.00%, 08/01/2028(3)      159,270
680,000 Peralta Community College Dist, GO 5.50%, 08/01/2052(4) 722,343
5,480,000 Regents of the University of California Medical Center Pooled Rev 4.00%, 05/15/2053 4,582,404
300,000 Rialto, CA, Unified School Dist, GO, (AGM Insured) 0.00%, 08/01/2029(3) 228,739
4,335,000 San Francisco, CA, Bay Area Rapid Transit Dist, GO 4.25%, 08/01/2052 3,986,139
410,000 San Francisco, CA, Community College Dist, GO 2.02%, 06/15/2029 340,050
11,750,000 Sweetwater Union High School Dist GO 5.00%, 08/01/2052 11,963,270
3,805,000 Victor Valley, CA, Community College Dist, GO 4.00%, 08/01/2050 3,224,532
7,640,000 Vista, CA, Unified School Dist GO, (BAM Insured) 5.25%, 08/01/2048 8,088,556
      58,147,607
  Colorado - 1.0%
950,000 City & County of Denver, CO, Airport System Rev 5.00%, 11/15/2032 1,019,450
655,000 Colorado Health Facs Auth Rev 5.25%, 11/01/2052 647,768
2,515,000 Colorado Housing and Finance Auth Rev, (GNMA/FNMA/FHLMC Insured) 3.50%, 05/01/2050 2,430,723
      4,097,941
  Connecticut - 0.5%
1,770,000 Connecticut Housing Finance Auth Rev, (GNMA/FNMA/FHLMC Insured) 4.25%, 05/15/2042 1,753,842
300,000 State of Connecticut, GO 5.00%, 09/15/2030 328,688
      2,082,530
  Delaware - 0.3%
  Delaware Transportation Auth Rev  
630,000 5.00%, 09/01/2029 684,883
570,000 5.00%, 09/01/2033 614,520
      1,299,403
  District of Columbia - 1.4%
5,225,000 Dist of Columbia Water & Sewer Auth Rev 5.00%, 10/01/2052 5,367,449
  Florida - 3.7%
11,440,000 Broward County, FL, Convention Center Hotel Rev 4.00%, 01/01/2051 10,112,716
440,000 County of Miami-Dade, FL, Rev 1.15%, 10/01/2025 392,811
  Florida Housing Finance Corp. Rev, (GNMA/FNMA/FHLMC Insured)  
295,000 3.00%, 07/01/2051 280,426
2,380,000 3.00%, 07/01/2052 2,234,115
 
The accompanying notes are an integral part of these financial statements.

78


Hartford Schroders Tax-Aware Bond Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value
MUNICIPAL BONDS - 78.3% - (continued)
  Florida - 3.7% - (continued)
$     650,000 3.50%, 07/01/2051 $     627,487
    645,000 4.00%, 07/01/2049     636,714
      14,284,269
  Georgia - 3.4%
            Georgia Municipal Association, Inc.  
    35,000 5.00%, 12/01/2027       37,645
    25,000 5.00%, 12/01/2028       26,866
    80,000 5.00%, 12/01/2029       85,699
35,000 5.00%, 12/01/2033 36,914
  Main Street Natural Gas, Inc., GA, Rev  
3,945,000 4.00%, 08/01/2048(5) 3,934,232
8,250,000 4.00%, 03/01/2050(5) 7,919,067
1,520,000 4.00%, 05/01/2052(5) 1,423,324
      13,463,747
  Illinois - 4.5%
475,000 Champaign County, IL, Community Unit School Dist No. 4 Champaign, GO 5.00%, 01/01/2029 496,063
695,000 Chicago, IL, Metropolitan Water Reclamation Dist, GO 5.25%, 12/01/2032 781,017
7,735,000 Chicago, IL, O'Hare International Airport Rev, 5.00%, 01/01/2033 8,095,116
  Illinois Housing Dev Auth Rev, (GNMA/FNMA/FHLMC/COLL Insured)  
915,000 3.00%, 04/01/2051 858,291
5,180,000 3.75%, 04/01/2050 5,029,778
1,270,000 3.75%, 04/01/2050 1,232,289
1,030,000 4.50%, 10/01/2048 1,024,976
90,000 Metropolitan Pier & Exposition Auth, IL, Rev, (NATL Insured) 0.00%, 06/15/2028(3) 68,869
      17,586,399
  Indiana - 0.5%
  Indiana Housing & Community Dev Auth Rev, (GNMA/FNMA/FHLMC/COLL Insured)  
1,345,000 3.00%, 07/01/2050 1,269,228
655,000 4.00%, 07/01/2048 645,666
      1,914,894
  Iowa - 1.8%
  Iowa Finance Auth Rev, (GNMA/FNMA/FHLMC Insured)  
6,570,000 3.00%, 07/01/2051 6,086,290
545,000 3.25%, 07/01/2050 521,281
475,000 4.00%, 07/01/2048 468,422
      7,075,993
  Kentucky - 1.7%
  Kentucky Public Energy Auth Rev  
6,080,000 4.00%, 12/01/2049(5) 5,923,234
650,000 4.00%, 02/01/2050(5) 614,367
      6,537,601
  Louisiana - 2.4%
230,000 Louisiana Housing Corp. Rev 4.50%, 12/01/2047 229,057
12,250,000 Louisiana State Local Gov't Environmental Facs & Community Dev Auth Rev 2.50%, 04/01/2036 9,050,762
      9,279,819
  Maine - 0.4%
  Maine Municipal Bond Bank Rev  
325,000 5.00%, 09/01/2029 351,265
535,000 5.00%, 09/01/2031 583,047
415,000 5.00%, 09/01/2032 450,549
      1,384,861
Shares or Principal Amount   Market Value
MUNICIPAL BONDS - 78.3% - (continued)
  Maryland - 1.4%
$   6,355,000 Maryland State Transportation Auth Rev 4.00%, 07/01/2050 $   5,383,097
  Massachusetts - 0.6%
            Commonwealth of Massachusetts, GO  
   685,000 3.00%, 02/01/2048      483,828
  1,685,000 5.00%, 01/01/2035   1,774,218
      2,258,046
  Minnesota - 0.4%
2,055,000 Minneapolis-St. Paul, MN, Metropolitan Airports Commission Rev 4.25%, 01/01/2052 1,724,520
  Mississippi - 0.5%
1,260,000 Mississippi Home Corp. Rev, (GNMA/FNMA/FHLMC Insured) 3.25%, 12/01/2050 1,208,343
645,000 State of Mississippi, GO 5.00%, 06/01/2031 707,056
      1,915,399
  Missouri - 1.3%
  Missouri Housing Dev Commission Rev, (GNMA/FNMA/FHLMC Insured)  
1,745,000 3.25%, 05/01/2051 1,664,030
955,000 3.50%, 11/01/2050 920,020
1,305,000 4.25%, 05/01/2049 1,291,823
1,135,000 4.75%, 05/01/2049 1,136,725
      5,012,598
  Nebraska - 1.0%
  Nebraska Investment Finance Auth Rev, (GNMA/FNMA/FHLMC Insured)  
3,415,000 3.00%, 09/01/2050 3,231,718
810,000 4.00%, 09/01/2048 796,801
      4,028,519
  Nevada - 0.5%
  Nevada Housing Division Rev, (GNMA/FNMA/FHLMC Insured)  
855,000 3.00%, 04/01/2051 802,182
1,080,000 4.00%, 10/01/2049 1,060,127
      1,862,309
  New Jersey - 1.1%
1,430,000 Garden State, NJ, Preservation Trust Rev, (AGM Insured) 5.75%, 11/01/2028 1,525,858
565,000 New Jersey Economic Dev Auth Rev 5.00%, 06/15/2028 583,314
  New Jersey Transportation Trust Fund Auth Rev  
140,000 4.00%, 06/15/2035 127,442
1,330,000 5.00%, 12/15/2028 1,384,732
605,000 New Jersey Turnpike Auth Rev 5.00%, 01/01/2029 643,985
      4,265,331
  New Mexico - 1.7%
  New Mexico Mortgage Finance Auth Rev, (GNMA/FNMA/FHLMC Insured)  
3,805,000 3.00%, 01/01/2051 3,591,620
1,635,000 3.00%, 01/01/2052 1,531,231
1,640,000 4.00%, 01/01/2049 1,613,185
      6,736,036
  New York - 7.3%
  City of New York, NY, GO  
760,000 5.00%, 08/01/2032 840,641
4,210,000 5.00%, 08/01/2033 4,517,050
  New York City, NY, Transitional Finance Auth, Future Tax Secured Rev  
2,085,000 4.00%, 08/01/2048 1,769,156
 
The accompanying notes are an integral part of these financial statements.

79


Hartford Schroders Tax-Aware Bond Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value
MUNICIPAL BONDS - 78.3% - (continued)
  New York - 7.3% - (continued)
$   2,605,000 5.00%, 05/01/2033 $   2,805,461
 6,075,000 New York State Dormitory Auth Rev 3.00%, 03/15/2038    4,664,236
   475,000 New York Transportation Dev Corp. Rev 5.00%, 12/01/2028      482,741
            Port Auth of New York & New Jersey Rev  
   750,000 5.00%, 07/15/2031      802,453
 2,585,000 5.00%, 07/15/2033    2,769,586
4,740,000 Triborough Bridge & Tunnel Auth Rev 5.00%, 05/15/2051 4,830,714
6,030,000 Triborough, Bridge & Tunnel Auth, NY, Rev 4.13%, 05/15/2052 5,116,712
      28,598,750
  Ohio - 1.6%
  Ohio Housing Finance Agency Rev  
425,000 3.00%, 03/01/2052 400,399
2,905,000 3.25%, 03/01/2050 2,779,094
195,000 4.50%, 09/01/2048 194,138
  Ohio State University Rev  
5,000 5.00%, 12/01/2030 5,522
5,000 5.00%, 12/01/2031 5,548
  Ohio Turnpike & Infrastructure Commission Rev  
1,680,000 0.00%, 02/15/2038(3) 788,626
1,395,000 0.00%, 02/15/2041(3) 543,424
  State of Ohio, GO  
275,000 5.00%, 05/01/2031 304,343
745,000 5.00%, 05/01/2032 817,553
230,000 5.00%, 05/01/2033 253,530
      6,092,177
  Oklahoma - 0.2%
940,000 Oklahoma Housing Finance Agency Rev, (GNMA/FNMA/FHLMC Insured) 4.00%, 03/01/2050 919,460
  Pennsylvania - 1.5%
850,000 Allegheny County Sanitary Auth Rev 5.00%, 06/01/2053(4) 856,780
635,000 Commonwealth Finance Auth, PA, Rev 5.00%, 06/01/2032 657,339
1,295,000 Geisinger, PA, Health System Auth Rev 5.00%, 02/15/2032 1,329,156
  Pennsylvania Turnpike Commission Rev  
300,000 5.00%, 12/01/2032 321,538
310,000 5.00%, 12/01/2033 330,429
  Philadelphia, PA, Gas Works Co. Rev, (AGM Insured)  
440,000 5.00%, 08/01/2029 469,518
910,000 5.00%, 08/01/2030 976,452
820,000 5.00%, 08/01/2033 868,552
      5,809,764
  South Carolina - 1.7%
6,425,000 Patriots Energy Group Financing Agency, SC, Rev 4.00%, 10/01/2048(5) 6,395,452
250,000 Tobacco Settlement Rev Mgmt Auth, SC, Rev 6.38%, 05/15/2030 289,372
      6,684,824
  South Dakota - 0.1%
  South Dakota Conservancy Dist Rev  
245,000 5.00%, 08/01/2029 269,218
235,000 5.00%, 08/01/2030 260,612
      529,830
  Tennessee - 1.8%
340,000 Jackson, TN, Health Educational & Housing Facility Board Rev 3.00%, 12/01/2026(5) 334,259
Shares or Principal Amount   Market Value
MUNICIPAL BONDS - 78.3% - (continued)
  Tennessee - 1.8% - (continued)
$     250,000 Metropolitan Nashville, TN, Airport Auth Rev 5.00%, 07/01/2049 $     244,321
 6,085,000 Tennergy Corp., TN, Rev 4.00%, 12/01/2051(5)    5,711,296
    925,000 Tennessee Housing Dev Agency Rev 4.50%, 07/01/2049     920,922
      7,210,798
  Texas - 15.0%
            Arlington, TX, Higher Education Finance Corp. Rev, (PSF-GTD Insured)  
   605,000 5.00%, 08/15/2030      654,785
   455,000 5.00%, 08/15/2031      492,038
610,000 5.00%, 08/15/2032 660,227
3,770,000 5.00%, 08/15/2033 3,986,781
1,495,000 Bexar County, TX, Hospital Dist, GO 4.25%, 02/15/2052 1,307,320
5,975,000 Bullard, TX, Independent School Dist GO, (PSF-GTD Insured) 4.00%, 02/15/2052 5,113,629
  City of Houston, TX, Airport System Rev  
2,385,000 5.00%, 07/01/2029 2,546,386
1,325,000 5.00%, 07/01/2030 1,416,677
220,000 City of McKinney, TX, Waterworks & Sewer System Rev 5.00%, 03/15/2031 240,811
745,000 Cleburne Independent School Dist GO, (PSF-GTD Insured) 3.00%, 02/15/2046 537,212
  Clifton, TX, Higher Education Finance Corp., Rev, (PSF-GTD Insured)  
210,000 5.00%, 08/15/2028 223,388
810,000 5.00%, 08/15/2029 869,078
270,000 5.00%, 08/15/2030 291,651
320,000 Crandall Independent School Dist, TX, GO 4.00%, 08/15/2052 275,289
1,695,000 Cypress-Fairbanks, TX, Independent School Dist, GO, (PSF-GTD Insured) 4.00%, 02/15/2033 1,706,908
  Harris County, TX, Cultural Education Facs Finance Corp. Rev  
450,000 5.00%, 11/15/2028 479,045
430,000 5.00%, 11/15/2029 456,956
1,075,000 Hitchcock, TX, Independent School Dist, GO 4.00%, 02/15/2048 930,455
1,900,000 Lamar Consolidated Independent School Dist GO, (PSF-GTD Insured) 3.00%, 02/15/2051 1,301,748
  Lower Colorado River, TX, Auth Rev  
370,000 5.00%, 05/15/2029 396,888
140,000 5.00%, 05/15/2030 150,835
3,485,000 Montgomery, TX, Independent School Dist GO, (PSF-GTD Insured) 4.25%, 02/15/2052 3,126,267
  Newark, TX, Higher Education Finance Corp. Rev, (PSF-GTD Insured)  
3,079,000 4.00%, 06/15/2047 2,680,956
704,000 4.00%, 06/15/2052 604,144
2,715,000 Northwest, TX, Independent School Dist, GO, (PSF-GTD Insured) 5.00%, 02/15/2048(4) 2,810,354
1,050,000 Sabine-Neches Navigation Dist, GO 5.25%, 02/15/2052 1,085,968
3,765,000 Temple, TX, Independent School Dist, GO, (PSF-GTD Insured) 4.25%, 02/01/2047 3,426,129
  Texas Department of Housing & Community Affairs Rev, (GNMA Insured)  
1,765,000 3.00%, 01/01/2052 1,651,371
5,430,000 3.00%, 03/01/2052 5,054,472
1,765,000 3.50%, 03/01/2051 1,685,800
1,040,000 4.00%, 03/01/2050 1,014,473
680,000 4.75%, 03/01/2049 680,381
1,245,000 Texas Municipal Gas Acquisition & Supply Corp. Rev 5.00%, 12/15/2028 1,261,373
 
The accompanying notes are an integral part of these financial statements.

80


Hartford Schroders Tax-Aware Bond Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value
MUNICIPAL BONDS - 78.3% - (continued)
  Texas - 15.0% - (continued)
$   2,370,000 Texas Water Dev Board Rev 4.80%, 10/15/2052 $   2,376,625
   880,000 University of Texas Rev 5.00%, 05/15/2035      921,401
            White Settlement, TX, Independent School Dist GO, (PSF-GTD Insured)  
 4,985,000 4.00%, 08/15/2052    4,269,975
  2,125,000 4.13%, 08/15/2052   1,864,751
      58,552,547
  Utah - 0.3%
1,140,000 Intermountain, UT, Power Agency Rev 5.00%, 07/01/2032 1,255,291
  Virginia - 2.3%
  Hampton Roads Transportation, VA, Accountability Commission Rev  
450,000 5.00%, 07/01/2031 492,052
415,000 5.00%, 07/01/2032 455,349
5,405,000 Loudoun County Economic Dev Auth Rev 4.00%, 10/01/2052 4,732,570
3,095,000 Virginia College Building Auth Rev 5.00%, 02/01/2032 3,418,917
      9,098,888
  Washington - 1.1%
1,415,000 Energy, WA, Northwest Rev 5.00%, 07/01/2032 1,568,285
  Washington State Housing Finance Commission Rev, (GNMA/FNMA/FHLMC Insured)  
1,880,000 4.00%, 12/01/2048 1,852,446
965,000 4.00%, 06/01/2050 946,312
      4,367,043
  Wisconsin - 0.2%
650,000 Wisconsin Health & Educational Facs Auth Rev 5.00%, 04/01/2033 673,482
  Wyoming - 0.2%
865,000 Wyoming Community Dev Auth Rev 4.00%, 06/01/2043 852,704
  Total Municipal Bonds
(cost $340,684,191)
  $ 306,353,926
U.S. GOVERNMENT AGENCIES - 1.0%
  Mortgage-Backed Agencies - 1.0%
  FHLMC - 0.5%
2,018,196 4.50%, 09/01/2052 $  1,895,234
  FNMA - 0.5%
1,982,588 5.00%, 10/01/2052 1,911,570
  Total U.S. Government Agencies
(cost $3,840,904)
  $  3,806,804
U.S. GOVERNMENT SECURITIES - 9.5%
  U.S. Treasury Securities - 9.5%
  U.S. Treasury Bonds - 5.7%
25,719,000 3.38%, 08/15/2042 $  22,106,284
  U.S. Treasury Notes - 3.8%
9,526,000 3.00%, 06/30/2024 9,276,315
5,906,000 3.13%, 08/15/2025 5,700,674
      14,976,989
  Total U.S. Government Securities
(cost $39,379,535)
  $  37,083,273
  Total Long-Term Investments
(cost $429,576,514)
  $ 386,352,426
Shares or Principal Amount   Market Value
SHORT-TERM INVESTMENTS - 2.6%
  Other Investment Pools & Funds - 2.6%
10,084,158 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(6) $  10,084,158
  Total Short-Term Investments
(cost $10,084,158)
$  10,084,158
  Total Investments
(cost $439,660,672)
101.4% $ 396,436,584
  Other Assets and Liabilities (1.4)% (5,475,298)
  Total Net Assets 100.0% $ 390,961,286
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At October 31, 2022, the aggregate value of these securities was $13,261,009, representing 3.4% of net assets.
(2) Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at October 31, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(3) Security is a zero-coupon bond.
(4) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $4,338,676 at October 31, 2022.
(5) Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.
(6) Current yield as of period end.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
The accompanying notes are an integral part of these financial statements.

81


Hartford Schroders Tax-Aware Bond Fund
Schedule of Investments – (continued)
October 31, 2022  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Corporate Bonds   $  39,108,423   $  —   $  39,108,423   $ —
Municipal Bonds   306,353,926     306,353,926  
U.S. Government Agencies   3,806,804     3,806,804  
U.S. Government Securities   37,083,273     37,083,273  
Short-Term Investments   10,084,158   10,084,158    
Total   $ 396,436,584   $ 10,084,158   $ 386,352,426   $ —
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

82


Hartford Schroders US MidCap Opportunities Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 92.7%
  Banks - 3.7%
   122,687 Commerce Bancshares, Inc. $   8,691,147
   173,893 Fifth Third Bancorp    6,206,241
    35,709 First Republic Bank    4,288,651
   139,075 Glacier Bancorp, Inc.   7,966,216
      27,152,255
  Capital Goods - 11.1%
237,698 BWX Technologies, Inc. 13,544,032
50,421 Dover Corp. 6,589,521
138,929 Fortune Brands Home & Security, Inc. 8,380,197
193,712 Hexcel Corp. 10,789,758
82,507 IDEX Corp. 18,342,131
39,724 Nordson Corp. 8,937,900
33,000 Snap-on, Inc. 7,327,650
47,761 Trane Technologies plc 7,624,089
      81,535,278
  Commercial & Professional Services - 8.4%
91,371 Copart, Inc.* 10,509,492
120,687 Leidos Holdings, Inc. 12,260,592
445,791 Rentokil Initial plc ADR 13,792,774
62,471 Robert Half International, Inc. 4,776,533
49,413 Verisk Analytics, Inc. Class A 9,034,179
82,755 Waste Connections, Inc. 10,916,212
      61,289,782
  Consumer Services - 2.5%
282,545 Aramark 10,312,893
39,643 Churchill Downs, Inc. 8,242,176
      18,555,069
  Diversified Financials - 3.6%
165,836 Nasdaq, Inc. 10,321,632
68,341 Raymond James Financial, Inc. 8,073,806
145,594 SEI Investments Co. 7,905,754
      26,301,192
  Energy - 4.5%
40,332 Cheniere Energy, Inc. 7,114,968
352,962 Coterra Energy, Inc. 10,987,707
58,789 Diamondback Energy, Inc. 9,236,340
23,464 Pioneer Natural Resources Co. 6,016,404
      33,355,419
  Food, Beverage & Tobacco - 2.0%
60,622 Hershey Co. 14,474,715
  Health Care Equipment & Services - 6.0%
26,554 Chemed Corp. 12,397,266
23,742 Cooper Cos., Inc. 6,490,825
217,719 Encompass Health Corp. 11,852,622
99,494 Masimo Corp.* 13,093,411
      43,834,124
  Insurance - 8.7%
74,003 Arthur J Gallagher & Co. 13,844,481
115,037 Assurant, Inc. 15,628,927
104,419 Globe Life, Inc. 12,062,483
84,778 Reinsurance Group of America, Inc. 12,476,778
220,192 Ryan Specialty Group Holdings, Inc.* 9,875,611
      63,888,280
  Materials - 3.2%
105,759 AptarGroup, Inc. 10,486,005
155,930 Berry Global Group, Inc.* 7,378,607
59,226 International Flavors & Fragrances, Inc. 5,781,050
      23,645,662
  Media & Entertainment - 4.1%
268,777 Interpublic Group of Cos., Inc. 8,006,867
144,553 Match Group, Inc.* 6,244,689
Shares or Principal Amount   Market Value†
COMMON STOCKS - 92.7% - (continued)
  Media & Entertainment - 4.1% - (continued)
   277,228 Pinterest, Inc. Class A* $   6,819,809
    77,013 Take-Two Interactive Software, Inc.*   9,124,500
      30,195,865
  Pharmaceuticals, Biotechnology & Life Sciences - 2.8%
   115,863 Catalent, Inc.*    7,615,675
   202,308 Royalty Pharma plc Class A    8,561,675
20,644 West Pharmaceutical Services, Inc. 4,750,184
      20,927,534
  Real Estate - 3.4%
68,709 Alexandria Real Estate Equities, Inc. REIT 9,983,418
219,576 American Homes 4 Rent Class A, REIT 7,013,258
376,808 Brixmor Property Group, Inc. REIT 8,029,779
      25,026,455
  Retailing - 3.0%
41,453 Advance Auto Parts, Inc. 7,872,754
40,523 Burlington Stores, Inc.* 5,793,168
149,166 LKQ Corp. 8,299,596
      21,965,518
  Semiconductors & Semiconductor Equipment - 5.4%
90,919 Entegris, Inc. 7,213,513
59,514 First Solar, Inc.* 8,663,453
141,109 Microchip Technology, Inc. 8,712,070
141,729 ON Semiconductor Corp.* 8,706,413
69,810 Skyworks Solutions, Inc. 6,004,358
      39,299,807
  Software & Services - 9.7%
175,007 Amdocs Ltd. 15,104,854
146,214 Dolby Laboratories, Inc. Class A 9,772,944
26,972 EPAM Systems, Inc.* 9,440,200
260,958 Genpact Ltd. 12,656,463
102,232 PTC, Inc.* 12,045,997
61,233 VeriSign, Inc.* 12,274,767
      71,295,225
  Technology Hardware & Equipment - 5.8%
52,172 CDW Corp. 9,015,843
197,164 Ciena Corp.* 9,444,156
56,957 Motorola Solutions, Inc. 14,222,732
24,122 Teledyne Technologies, Inc.* 9,600,074
      42,282,805
  Utilities - 4.8%
165,289 Alliant Energy Corp. 8,623,127
319,852 CenterPoint Energy, Inc. 9,150,966
100,114 CMS Energy Corp. 5,711,504
51,098 Eversource Energy 3,897,755
204,342 FirstEnergy Corp. 7,705,737
      35,089,089
  Total Common Stocks
(cost $515,973,622)
  $ 680,114,074
SHORT-TERM INVESTMENTS - 6.9%
  Other Investment Pools & Funds - 6.9%
50,458,891 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(1) $  50,458,891
  Total Short-Term Investments
(cost $50,458,891)
$  50,458,891
  Total Investments
(cost $566,432,513)
99.6% $ 730,572,965
  Other Assets and Liabilities 0.4% 2,796,011
  Total Net Assets 100.0% $ 733,368,976
 
The accompanying notes are an integral part of these financial statements.

83


Hartford Schroders US MidCap Opportunities Fund
Schedule of Investments – (continued)
October 31, 2022  

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
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, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Banks   $  27,152,255   $  27,152,255   $ —   $ —
Capital Goods   81,535,278   81,535,278    
Commercial & Professional Services   61,289,782   61,289,782    
Consumer Services   18,555,069   18,555,069    
Diversified Financials   26,301,192   26,301,192    
Energy   33,355,419   33,355,419    
Food, Beverage & Tobacco   14,474,715   14,474,715    
Health Care Equipment & Services   43,834,124   43,834,124    
Insurance   63,888,280   63,888,280    
Materials   23,645,662   23,645,662    
Media & Entertainment   30,195,865   30,195,865    
Pharmaceuticals, Biotechnology & Life Sciences   20,927,534   20,927,534    
Real Estate   25,026,455   25,026,455    
Retailing   21,965,518   21,965,518    
Semiconductors & Semiconductor Equipment   39,299,807   39,299,807    
Software & Services   71,295,225   71,295,225    
Technology Hardware & Equipment   42,282,805   42,282,805    
Utilities   35,089,089   35,089,089    
Short-Term Investments   50,458,891   50,458,891    
Total   $ 730,572,965   $ 730,572,965   $ —   $ —
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

84


Hartford Schroders US Small Cap Opportunities Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 94.8%
  Automobiles & Components - 1.1%
    57,191 Gentherm, Inc.* $   3,341,098
  Banks - 10.7%
    22,849 Cambridge Bancorp    2,007,285
   255,872 First BanCorp    4,040,219
   101,218 First Interstate BancSystem, Inc. Class A    4,616,553
   111,819 First Merchants Corp.    5,020,673
104,065 Heritage Financial Corp. 3,505,950
111,113 Seacoast Banking Corp. of Florida 3,433,392
48,704 SouthState Corp. 4,404,303
45,793 TriCo Bancshares 2,651,872
88,600 United Community Banks, Inc. 3,411,100
      33,091,347
  Capital Goods - 13.3%
40,805 Albany International Corp. Class A 3,738,554
262,331 Custom Truck One Source, Inc.*(1) 1,817,954
21,468 EnPro Industries, Inc. 2,286,342
37,476 ESCO Technologies, Inc. 3,229,307
57,155 Gibraltar Industries, Inc.* 2,919,477
77,745 Hexcel Corp. 4,330,396
134,667 Maxar Technologies, Inc. 3,008,461
31,484 McGrath Rent Corp. 2,961,070
120,019 Primoris Services Corp. 2,423,184
51,123 Proto Labs, Inc.* 1,952,387
28,644 Simpson Manufacturing Co., Inc. 2,448,489
27,941 Standex International Corp. 2,767,556
87,046 Univar Solutions, Inc.* 2,217,932
15,216 Valmont Industries, Inc. 4,857,252
      40,958,361
  Commercial & Professional Services - 3.7%
46,807 ASGN, Inc.* 3,968,298
213,462 Interface, Inc. 2,414,255
45,380 Science Applications International Corp. 4,916,469
      11,299,022
  Consumer Durables & Apparel - 4.4%
15,656 Cavco Industries, Inc.* 3,548,746
25,949 Oxford Industries, Inc. 2,639,792
38,481 Skyline Champion Corp.* 2,239,979
218,487 Snap One Holdings Corp.*(1) 2,604,365
86,804 Steven Madden Ltd. 2,592,835
      13,625,717
  Diversified Financials - 2.9%
212,955 Compass Diversified Holdings 4,531,682
20,802 Houlihan Lokey, Inc. 1,858,035
303,656 Perella Weinberg Partners Class A 2,392,809
      8,782,526
  Energy - 5.0%
43,609 Cactus, Inc. Class A 2,255,457
98,701 Delek U.S. Holdings, Inc. 2,927,472
69,931 Matador Resources Co. 4,646,915
309,320 Permian Resources Corp. Class A* 3,022,056
176,866 Solaris Oilfield Infrastructure, Inc. Class A 2,408,915
      15,260,815
  Food & Staples Retailing - 1.5%
130,017 Chefs' Warehouse, Inc.* 4,762,523
  Food, Beverage & Tobacco - 3.5%
44,845 Darling Ingredients, Inc.* 3,519,435
285,220 Primo Water Corp. 4,161,360
233,644 Sovos Brands, Inc.* 3,238,306
      10,919,101
  Health Care Equipment & Services - 7.4%
169,353 Enhabit, Inc.* 2,103,364
114,102 Envista Holdings Corp.* 3,766,507
Shares or Principal Amount   Market Value†
COMMON STOCKS - 94.8% - (continued)
  Health Care Equipment & Services - 7.4% - (continued)
    45,940 Haemonetics Corp.* $   3,902,603
    35,561 ICU Medical, Inc.*    5,277,608
    14,459 Mesa Laboratories, Inc.    1,911,624
    70,204 Progyny, Inc.*    3,121,972
    31,311 U.S. Physical Therapy, Inc.   2,780,417
      22,864,095
  Insurance - 5.5%
45,533 Axis Capital Holdings Ltd. 2,489,289
83,602 James River Group Holdings Ltd. 2,112,623
79,768 Kemper Corp. 3,802,541
34,703 Reinsurance Group of America, Inc. 5,107,240
74,360 Ryan Specialty Group Holdings, Inc.* 3,335,046
      16,846,739
  Materials - 8.3%
39,298 Ashland Global Holdings, Inc. 4,123,146
38,627 Balchem Corp. 5,400,055
31,050 Eagle Materials, Inc. 3,797,725
196,723 Element Solutions, Inc. 3,383,636
34,271 Materion Corp. 2,937,367
71,039 Mativ, Inc. 1,686,466
73,980 PureCycle Technologies, Inc.*(1) 611,815
121,761 Valvoline, Inc. 3,574,903
      25,515,113
  Media & Entertainment - 2.4%
130,382 Gray Television, Inc. 1,844,905
62,692 IAC, Inc.* 3,051,847
346,691 Stagwell, Inc.* 2,631,385
      7,528,137
  Pharmaceuticals, Biotechnology & Life Sciences - 4.4%
250,884 Evolus, Inc.*(1) 2,147,567
134,686 FibroGen, Inc.* 2,192,688
49,268 Intra-Cellular Therapies, Inc.* 2,250,069
44,334 Natera, Inc.* 2,081,925
38,942 Pacira BioSciences, Inc.* 2,015,638
59,229 Syneos Health, Inc.* 2,983,957
      13,671,844
  Real Estate - 2.7%
141,022 Douglas Emmett, Inc. REIT 2,480,577
175,704 Kennedy-Wilson Holdings, Inc. 2,918,443
50,107 Terreno Realty Corp. REIT 2,863,114
      8,262,134
  Retailing - 1.0%
19,781 Asbury Automotive Group, Inc.* 3,120,453
  Semiconductors & Semiconductor Equipment - 2.9%
192,543 Allegro MicroSystems, Inc.* 4,892,518
69,954 MACOM Technology Solutions Holdings, Inc.* 4,048,238
      8,940,756
  Software & Services - 7.1%
150,993 Box, Inc. Class A* 4,386,347
50,721 CommVault Systems, Inc.* 3,088,402
131,535 LiveRamp Holdings, Inc.* 2,414,983
56,904 Perficient, Inc.* 3,810,861
177,343 Sabre Corp.* 1,030,363
56,587 Teradata Corp.* 1,787,583
61,494 WNS Holdings Ltd. ADR* 5,293,403
      21,811,942
  Technology Hardware & Equipment - 3.3%
52,009 Ciena Corp.* 2,491,231
43,583 Lumentum Holdings, Inc.* 3,244,755
295,481 Viavi Solutions, Inc.* 4,461,763
      10,197,749
 
The accompanying notes are an integral part of these financial statements.

85


Hartford Schroders US Small Cap Opportunities Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 94.8% - (continued)
  Utilities - 3.7%
    44,732 Avista Corp. $   1,835,354
    19,774 Chesapeake Utilities Corp.    2,459,490
    47,362 ONE Gas, Inc.    3,669,608
    46,595 SJW Group    3,293,334
      11,257,786
  Total Common Stocks
(cost $247,527,123)
  $ 292,057,258
SHORT-TERM INVESTMENTS - 6.9%
  Other Investment Pools & Funds - 5.0%
15,299,820 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(2) $  15,299,820
  Securities Lending Collateral - 1.9%
920,577 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(2) 920,577
3,068,589 HSBC US Government Money Market Fund, 3.09%(2) 3,068,589
920,577 Invesco Government & Agency Portfolio, Institutional Class, 3.07%(2) 920,577
920,577 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(2) 920,577
      5,830,320
  Total Short-Term Investments
(cost $21,130,140)
$  21,130,140
  Total Investments
(cost $268,657,263)
101.7% $ 313,187,398
  Other Assets and Liabilities (1.7)% (5,243,603)
  Total Net Assets 100.0% $ 307,943,795
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(2) Current yield as of period end.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
The accompanying notes are an integral part of these financial statements.

86


Hartford Schroders US Small Cap Opportunities Fund
Schedule of Investments – (continued)
October 31, 2022  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components   $  3,341,098   $  3,341,098   $ —   $ —
Banks   33,091,347   33,091,347    
Capital Goods   40,958,361   40,958,361    
Commercial & Professional Services   11,299,022   11,299,022    
Consumer Durables & Apparel   13,625,717   13,625,717    
Diversified Financials   8,782,526   8,782,526    
Energy   15,260,815   15,260,815    
Food & Staples Retailing   4,762,523   4,762,523    
Food, Beverage & Tobacco   10,919,101   10,919,101    
Health Care Equipment & Services   22,864,095   22,864,095    
Insurance   16,846,739   16,846,739    
Materials   25,515,113   25,515,113    
Media & Entertainment   7,528,137   7,528,137    
Pharmaceuticals, Biotechnology & Life Sciences   13,671,844   13,671,844    
Real Estate   8,262,134   8,262,134    
Retailing   3,120,453   3,120,453    
Semiconductors & Semiconductor Equipment   8,940,756   8,940,756    
Software & Services   21,811,942   21,811,942    
Technology Hardware & Equipment   10,197,749   10,197,749    
Utilities   11,257,786   11,257,786    
Short-Term Investments   21,130,140   21,130,140    
Total   $ 313,187,398   $ 313,187,398   $ —   $ —
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

87


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
JPM JP Morgan Chase & Co.
MSC Morgan Stanley
SSG State Street Global Markets LLC
UBS UBS AG
Currency Abbreviations:
BRL Brazil Real
CLP Chile Peso
CNY China Yuan Renminbi
COP Colombia Peso
EUR Euro Member Countries
GBP British Pound
HUF Hungary Forint
IDR Indonesia Rupiah
JPY Japan Yen
MXN Mexican Peso
MYR Malaysia Ringgit
PEN Peru Nuevo Sol
THB Thailand Baht
USD United States Dollar
ZAR South Africa Rand
Index Abbreviations:
CMT Constant Maturity Treasury Index
SGX Singapore Exchange
Municipal Abbreviations:
Auth Authority
Dev Development
Dist District
Facs Facilities
GO General Obligation
Rev Revenue
VA Veterans Administration
Other Abbreviations:
ADR American Depositary Receipt
AGM Assured Guaranty Municipal
BAM Build America Mutual Assurance Corp.
Bhd Berhad
CLO Collateralized Loan Obligation
CMO Collateralized Mortgage Obligation
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GDR Global Depositary Receipt
GNMA Government National Mortgage Association
JSC Joint Stock Company
KGaA Kommanditgesellschaft Auf Aktien
LIBOR London Interbank Offered Rate
NATL National Public Finance Guarantee Corp.
NVDR Non-Voting Depositary Receipt
Nyrt New York REIT Inc
PJSC Private Joint Stock Company
PSF-GTD Permanent School Fund Guaranteed
PT Perseroan Terbatas
REIT Real Estate Investment Trust
SOFR Secured Overnight Financing Rate
SONIA Sterling Overnight Index Average
Tbk Terbuka
 

88


Hartford Schroders Funds
 Statements of Assets and Liabilities
October 31, 2022  

  Hartford
Schroders
China A Fund
  Hartford
Schroders
Diversified
Emerging
Markets Fund
  Hartford
Schroders
Emerging
Markets Equity
Fund
  Hartford
Schroders
Emerging Markets
Multi-Sector
Bond Fund
  Hartford
Schroders
International
Contrarian
Value
Fund
Assets:                  
Investments in securities, at market value(1) $ 53,814,630   $  6,855,554   $ 4,819,175,531   $ 27,866,226   $  903,091
Cash       4,025  
Cash collateral due from broker on futures contracts     39    
Cash collateral held for securities on loan   466   688,371   51,173  
Foreign currency 5,968   21,869   9,778,750   30,369  
Unrealized appreciation on foreign currency contracts       220,994  
Receivables:                  
From affiliates 14,708   22,952     12,442   14,429
Investment securities sold 223,066   50,476   25,808,601    
Fund shares sold 2,079,869   48   48,407,009   1,346  
Dividends and interest 6,917   6,494   3,854,106   558,246   2,004
Securities lending income     82,901   939  
Tax reclaims   256   80,224   30,358   608
Other assets 28,809   42,236   224,426   66,529  
Total assets 56,173,967   7,000,351   4,908,099,958   28,842,647   920,132
Liabilities:                  
Due to custodian   15      
Unrealized depreciation on foreign currency contracts       128,443  
Due to custodian - foreign currency         18
Obligation to return securities lending collateral   9,316   13,767,428   1,023,465  
Payables:                  
Investment securities purchased 160,143   40,334   12,987,227   68,839  
Fund shares redeemed     35,304,830   436  
Investment management fees 44,379   5,039   4,246,500   16,519   463
Transfer agent fees 2,754   51   652,691   2,217   142
Accounting services fees 1,699   244   140,443   881   29
Board of Directors' fees 238   28   18,743   101  
Foreign taxes   3,181   13,685,621   146  
Distribution fees 40     3,793    
Accrued expenses 35,344   47,691   1,387,865   35,514   44,432
Total liabilities 244,597   105,899   82,195,141   1,276,561   45,084
Net assets $ 55,929,370   $  6,894,452   $ 4,825,904,817   $ 27,566,086   $  875,048
Summary of Net Assets:                  
Capital stock and paid-in-capital $ 85,997,248   $ 10,034,170   $ 5,940,242,364   $ 50,416,231   $  999,999
Distributable earnings (loss) (30,067,878)   (3,139,718)   (1,114,337,547)   (22,850,145)   (124,951)
Net assets $ 55,929,370   $  6,894,452   $ 4,825,904,817   $ 27,566,086   $  875,048
Shares authorized 300,000,000   650,000,000   1,425,000,000   500,000,000   100,000,000
Par value $  0.0001   $  0.0001   $  0.0001   $  0.0001   $  —
Class A: Net asset value per share $  10.14   $  6.87   $  13.24   $  6.21   $  —
Maximum offering price per share 10.73   7.27   14.01   6.50  
Shares outstanding 41,413   1,521   5,355,272   163,793  
Net Assets $  419,980   $  10,451   $  70,885,622   $  1,017,901   $  —
Class C: Net asset value per share $  10.01   $  6.83   $  12.96   $  6.19   $  —
Shares outstanding 12,807   1,061   314,151   10,564  
Net Assets $  128,189   $  7,251   $  4,070,961   $  65,424   $  —
Class I: Net asset value per share $  10.17   $  6.89   $  13.20   $  6.20   $  8.75
Shares outstanding 858,240   1,061   128,213,514   1,191,775   50,000
Net Assets $  8,730,067   $  7,309   $ 1,691,881,500   $  7,394,255   $  437,525
Class R3: Net asset value per share $  —   $  —   $  13.11   $  6.22   $  —
Shares outstanding     5,770   4,396  
Net Assets $  —   $  —   $  75,618   $  27,364   $  —
Class R4: Net asset value per share $  —   $  —   $  13.23   $  6.21   $  —
Shares outstanding     378,927   1,430  
Net Assets $  —   $  —   $  5,012,531   $  8,887   $  —
The accompanying notes are an integral part of these financial statements.

89


Hartford Schroders Funds
 Statements of Assets and Liabilities – (continued)
October 31, 2022  

  Hartford
Schroders
China A Fund
  Hartford
Schroders
Diversified
Emerging
Markets Fund
  Hartford
Schroders
Emerging
Markets Equity
Fund
  Hartford
Schroders
Emerging Markets
Multi-Sector
Bond Fund
  Hartford
Schroders
International
Contrarian
Value
Fund
Class R5: Net asset value per share $  —   $  —   $  13.20   $  6.20   $  —
Shares outstanding     22,300   1,446  
Net Assets $  —   $  —   $  294,443   $  8,967   $  —
Class Y: Net asset value per share $  10.19   $  6.89   $  13.24   $  6.20   $  —
Shares outstanding 130,336   1,422   7,347,901   407,999  
Net Assets $  1,327,830   $  9,796   $  97,257,198   $  2,530,831   $  —
Class F: Net asset value per share $  10.20   $  6.82   $  13.21   $  5.80   $  —
Shares outstanding 4,192,703   1,061   50,065,445   1,657  
Net Assets $ 42,772,165   $  7,240   $  661,402,873   $  9,604   $  —
Class SDR: Net asset value per share $  10.20   $  6.87   $  13.24   $  6.20   $  8.75
Shares outstanding 250,000   997,550   173,392,371   2,659,804   50,000
Net Assets $  2,551,139   $  6,852,405   $ 2,295,024,071   $ 16,502,853   $  437,523
Cost of investments $ 75,955,100   $  8,955,478   $ 5,241,373,791   $ 32,807,184   $  1,038,510
Cost of foreign currency $  5,969   $  21,904   $  9,806,565   $  30,063   $  (42)
(1) Includes Investment in securities on loan, at market value $  —   $  8,739   $  13,022,460   $  973,390   $ —
The accompanying notes are an integral part of these financial statements.

90


Hartford Schroders Funds
 Statements of Assets and Liabilities – (continued)
October 31, 2022  

  Hartford
Schroders
International
Multi-Cap
Value Fund
  Hartford
Schroders
International
Stock Fund
  Hartford
Schroders
Securitized
Income Fund
  Hartford
Schroders
Sustainable
International
Core
Fund
  Hartford
Schroders
Tax-Aware
Bond Fund
Assets:                  
Investments in securities, at market value(1) $ 2,127,852,505   $ 3,555,344,950   $ 64,645,873   $  882,391   $ 396,436,584
Cash collateral due from broker on futures contracts     210,233   1,980  
Cash collateral held for securities on loan 1,142,936   220,893      
Foreign currency 5,115,143   543,918   5,734   161  
Unrealized appreciation on foreign currency contracts 605,216     105    
Receivables:                  
From affiliates     4,682   14,460   40,160
Investment securities sold 9,396,618   15,703,030     4,465   1,934,555
Fund shares sold 1,982,290   9,171,627   181     1,833,460
Dividends and interest 6,819,551   2,601,931   144,287   1,433   4,039,223
Securities lending income 39,589   117      
Variation margin on futures contracts       394  
Tax reclaims 3,194,027   5,412,565     82  
Other assets 135,237   159,198   23,388   5   81,672
Total assets 2,156,283,112   3,589,158,229   65,034,483   905,371   404,365,654
Liabilities:                  
Unrealized depreciation on foreign currency contracts 3,623,812     8,118    
Obligation to return securities lending collateral 22,858,739   4,417,868      
Payables:                  
Investment securities purchased 7,230,556   35,653,733   2,950,313     11,924,695
Fund shares redeemed 3,605,410   10,101,417   4,534     1,227,891
Investment management fees 1,245,185   1,917,703   21,513   469   149,829
Transfer agent fees 206,680   420,017   6,045   147   44,432
Accounting services fees 61,843   98,555   2,303   29   14,288
Board of Directors' fees 8,133   12,838   263     1,197
Variation margin on futures contracts     40,069    
Foreign taxes 7,032   415,211      
Distribution fees 6,829   11,447   209     2,250
Accrued expenses 150,843   151,133   48,437   44,439   39,786
Total liabilities 39,005,062   53,199,922   3,081,804   45,084   13,404,368
Net assets $ 2,117,278,050   $ 3,535,958,307   $ 61,952,679   $  860,287   $ 390,961,286
Summary of Net Assets:                  
Capital stock and paid-in-capital $ 2,562,225,999   $ 4,217,165,767   $ 71,060,746   $  999,999   $ 446,605,677
Distributable earnings (loss) (444,947,949)   (681,207,460)   (9,108,067)   (139,712)   (55,644,391)
Net assets $ 2,117,278,050   $ 3,535,958,307   $ 61,952,679   $  860,287   $ 390,961,286
Shares authorized 865,000,000   900,000,000   300,000,000   100,000,000   360,000,000
Par value $  0.0001   $  0.0001   $  0.0001   $  —   $  0.0001
Class A: Net asset value per share $  8.05   $  13.66   $  9.05   $  —   $  9.48
Maximum offering price per share 8.52   14.46   9.33     9.93
Shares outstanding 11,715,507   15,441,414   447,855     3,974,338
Net Assets $  94,322,022   $  210,992,295   $  4,053,805   $  —   $  37,681,792
Class C: Net asset value per share $  8.00   $  12.88   $  9.02   $  —   $  9.50
Shares outstanding 1,217,332   1,189,264   28,207     455,187
Net Assets $  9,744,129   $  15,312,747   $  254,567   $  —   $  4,323,336
Class I: Net asset value per share $  8.05   $  13.23   $  9.02   $  8.60   $  9.49
Shares outstanding 76,852,605   143,373,752   4,034,686   50,000   26,240,607
Net Assets $  618,284,871   $ 1,897,370,720   $ 36,388,404   $  430,144   $ 248,947,016
Class R3: Net asset value per share $  8.03   $  13.11   $  —   $  —   $  —
Shares outstanding 1,659,266   151,658      
Net Assets $  13,320,466   $  1,987,625   $  —   $  —   $  —
Class R4: Net asset value per share $  8.03   $  13.18   $  —   $  —   $  —
Shares outstanding 565,860   274,391      
Net Assets $  4,543,946   $  3,617,547   $  —   $  —   $  —
The accompanying notes are an integral part of these financial statements.

91


Hartford Schroders Funds
 Statements of Assets and Liabilities – (continued)
October 31, 2022  

  Hartford
Schroders
International
Multi-Cap
Value Fund
  Hartford
Schroders
International
Stock Fund
  Hartford
Schroders
Securitized
Income Fund
  Hartford
Schroders
Sustainable
International
Core
Fund
  Hartford
Schroders
Tax-Aware
Bond Fund
Class R5: Net asset value per share $  8.04   $  13.24   $  —   $  —   $  —
Shares outstanding 1,658,519   1,796,001      
Net Assets $  13,333,395   $  23,775,458   $  —   $  —   $  —
Class Y: Net asset value per share $  8.04   $  13.27   $  9.01   $  —   $  9.49
Shares outstanding 30,764,179   10,321,603   435,235     26,034
Net Assets $  247,391,068   $  136,982,489   $  3,923,172   $  —   $  247,022
Class F: Net asset value per share $  8.05   $  13.26   $  9.01   $  —   $  9.49
Shares outstanding 58,745,618   52,210,871   218,133     5,073,962
Net Assets $  472,832,301   $  692,063,269   $  1,965,281   $  —   $  48,151,090
Class SDR: Net asset value per share $  8.04   $  13.24   $  9.00   $  8.60   $  9.48
Shares outstanding 80,071,264   41,819,590   1,707,251   50,000   5,443,951
Net Assets $  643,505,852   $  553,856,157   $ 15,367,450   $  430,143   $  51,611,030
Cost of investments $ 2,303,006,384   $ 3,994,599,673   $ 68,901,224   $  1,021,873   $ 439,660,672
Cost of foreign currency $  5,149,011   $  543,973   $  5,802   $  172   $  —
(1) Includes Investment in securities on loan, at market value $  21,298,659   $  4,220,021   $  —   $  —   $ —
The accompanying notes are an integral part of these financial statements.

92


Hartford Schroders Funds
 Statements of Assets and Liabilities – (continued)
October 31, 2022  

  Hartford
Schroders US
MidCap
Opportunities
Fund
  Hartford
Schroders US
Small Cap
Opportunities
Fund
Assets:      
Investments in securities, at market value(1) $ 730,572,965   $ 313,187,398
Cash collateral held for securities on loan   306,859
Receivables:      
From affiliates   4,341
Investment securities sold 2,775,854   867,853
Fund shares sold 1,101,472   94,453
Dividends and interest 230,701   36,731
Securities lending income 354   670
Other assets 64,221   61,115
Total assets 734,745,567   314,559,420
Liabilities:      
Obligation to return securities lending collateral   6,137,179
Payables:      
Fund shares redeemed 759,028   162,438
Investment management fees 440,724   220,576
Transfer agent fees 97,357   46,120
Accounting services fees 21,810   11,106
Board of Directors' fees 2,540   1,046
Distribution fees 11,161   2,434
Accrued expenses 43,971   34,726
Total liabilities 1,376,591   6,615,625
Net assets $ 733,368,976   $ 307,943,795
Summary of Net Assets:      
Capital stock and paid-in-capital $ 550,365,781   $ 263,165,672
Distributable earnings (loss) 183,003,195   44,778,123
Net assets $ 733,368,976   $ 307,943,795
Shares authorized 500,000,000   500,000,000
Par value $  0.0001   $  0.0001
Class A: Net asset value per share $  15.92   $  26.06
Maximum offering price per share 16.85   27.58
Shares outstanding 6,773,127   1,243,555
Net Assets $ 107,826,330   $  32,402,693
Class C: Net asset value per share $  15.80   $  26.07
Shares outstanding 2,625,487   247,017
Net Assets $  41,486,297   $  6,439,767
Class I: Net asset value per share $  16.74   $  27.79
Shares outstanding 23,769,100   6,461,503
Net Assets $ 397,912,344   $ 179,553,510
Class R3: Net asset value per share $  16.26   $  27.05
Shares outstanding 111,961   36,558
Net Assets $  1,819,967   $  988,748
Class R4: Net asset value per share $  16.58   $  27.51
Shares outstanding 34,048   23,106
Net Assets $  564,489   $  635,633
Class R5: Net asset value per share $  16.71   $  27.77
Shares outstanding 18,467   16,403
Net Assets $  308,509   $  455,496
Class Y: Net asset value per share $  16.72   $  27.79
Shares outstanding 3,627,851   1,238,000
Net Assets $  60,674,289   $  34,407,286
The accompanying notes are an integral part of these financial statements.

93


Hartford Schroders Funds
 Statements of Assets and Liabilities – (continued)
October 31, 2022  

  Hartford
Schroders US
MidCap
Opportunities
Fund
  Hartford
Schroders US
Small Cap
Opportunities
Fund
Class F: Net asset value per share $  16.75   $  27.87
Shares outstanding 5,279,123   574,796
Net Assets $  88,436,350   $  16,017,264
Class SDR: Net asset value per share $  16.79   $  27.90
Shares outstanding 2,045,685   1,327,657
Net Assets $  34,340,401   $  37,043,398
Cost of investments $ 566,432,513   $ 268,657,263
(1) Includes Investment in securities on loan, at market value $  —   $ 5,871,509
The accompanying notes are an integral part of these financial statements.

94


Hartford Schroders Funds
 Statements of Operations
For the Year Ended October 31, 2022 

  Hartford
Schroders
China A Fund
  Hartford
Schroders
Diversified
Emerging
Markets Fund
  Hartford
Schroders
Emerging
Markets Equity
Fund
  Hartford
Schroders
Emerging Markets
Multi-Sector
Bond Fund
  Hartford
Schroders
International
Contrarian
Value
Fund(1)
Investment Income:                  
Dividends $  1,170,116   $  281,797   $  188,844,881   $  —   $  16,906
Interest 7,564   4,082   1,649,253   2,220,261   272
Securities lending   63   295,633   6,038  
Less: Foreign tax withheld (110,468)   (30,768)   (18,202,026)   (11,897)   (1,361)
Total investment income, net 1,067,212   255,174   172,587,741   2,214,402   15,817
Expenses:                  
Investment management fees 684,468   73,857   60,759,737   246,921   2,577
Transfer agent fees                  
Class A 1,195   15   215,814   2,267  
Class C 255   14   6,034   229  
Class I 12,990   12   3,920,809   13,801   394
Class R3     188   64  
Class R4     7,969   17  
Class R5     429   12  
Class Y 312   7   863,898   1,791  
Class F 318     4,259    
Class SDR 132   182   6,326   385   8
Distribution fees                  
Class A 1,506   15   216,429   3,005  
Class C 1,713   58   70,834   919  
Class R3     430   146  
Class R4     12,642   25  
Custodian fees 19,075   42,583   1,194,414   11,613   3,988
Registration and filing fees 90,851   91,812   505,317   116,896   19,240
Accounting services fees 15,240   1,761   858,837   7,059   79
Board of Directors' fees 2,051   234   151,874   867   14
Audit and tax fees 27,951   27,748   56,313   30,419   26,025
Legal fees 7,206   3,294   83,120   3,895   5,553
Other expenses 7,551   4,903   449,175   9,308   1,105
Total expenses (before waivers, reimbursements and fees paid indirectly) 872,814   246,495   69,384,848   449,639   58,983
Expense waivers (94,055)   (168,225)     (156,787)   (56,209)
Distribution fee reimbursements (1,937)   (13)   (123)   (204)  
Total waivers, reimbursements and fees paid indirectly (95,992)   (168,238)   (123)   (156,991)   (56,209)
Total expenses 776,822   78,257   69,384,725   292,648   2,774
Net Investment Income (Loss) 290,390   176,917   103,203,016   1,921,754   13,043
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:                  
Investments (7,518,212)   (1,084,206)   (462,727,121)   (6,178,042)   (1,544)
Less: Foreign taxes paid on realized capital gains     (1,975,506)   (1,452)  
Futures contracts   (100,934)     311,788   (164)
Swap contracts       40,387  
Foreign currency contracts   637   (256)   84,919  
Other foreign currency transactions (25,434)   (11,226)   (3,653,303)   (34,313)   (851)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions (7,543,646)   (1,195,729)   (468,356,186)   (5,776,713)   (2,559)
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:                  
Investments * (22,880,735)   (2,182,196)   (2,069,675,995)   (4,708,281)   (135,419)
Futures contracts   9,512      
Swap contracts       (2,167)  
Foreign currency contracts   (2,100)     89,254  
Translation of other assets and liabilities in foreign currencies (522)   131   28,616   (2,371)   (16)
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions (22,881,257)   (2,174,653)   (2,069,647,379)   (4,623,565)   (135,435)
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions (30,424,903)   (3,370,382)   (2,538,003,565)   (10,400,278)   (137,994)
Net Increase (Decrease) in Net Assets Resulting from Operations $ (30,134,513)   $ (3,193,465)   $ (2,434,800,549)   $ (8,478,524)   $ (124,951)
The accompanying notes are an integral part of these financial statements.

95


Hartford Schroders Funds
 Statements of Operations – (continued)
For the Year Ended October 31, 2022 

  Hartford
Schroders
China A Fund
  Hartford
Schroders
Diversified
Emerging
Markets Fund
  Hartford
Schroders
Emerging
Markets Equity
Fund
  Hartford
Schroders
Emerging Markets
Multi-Sector
Bond Fund
  Hartford
Schroders
International
Contrarian
Value
Fund(1)
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax $  —   $  (3,181)   $  1,697,949   $  6,164   $ —
    
(1) Commenced operations on May 24, 2022.
The accompanying notes are an integral part of these financial statements.

96


Hartford Schroders Funds
 Statements of Operations – (continued)
For the Year Ended October 31, 2022 

  Hartford
Schroders
International
Multi-Cap
Value Fund
  Hartford
Schroders
International
Stock Fund
  Hartford
Schroders
Securitized
Income Fund
  Hartford
Schroders
Sustainable
International
Core
Fund(1)
  Hartford
Schroders
Tax-Aware
Bond Fund
Investment Income:                  
Dividends $  113,379,452   $  106,253,445   $  16,985   $  11,742   $  —
Interest 675,335   292   2,802,570   438   9,850,108
Securities lending 1,147,780   423,909       4,091
Less: Foreign tax withheld (11,894,791)   (9,209,109)     (1,131)  
Total investment income, net 103,307,776   97,468,537   2,819,555   11,049   9,854,199
Expenses:                  
Investment management fees 17,540,435   24,665,976   408,037   2,635   1,822,310
Transfer agent fees                  
Class A 127,163   290,781   1,069     28,217
Class C 14,046   20,291   350     5,427
Class I 760,003   2,021,018   44,142   404   224,656
Class R3 34,420   3,436      
Class R4 9,075   6,974      
Class R5 16,643   25,957      
Class Y 324,680   219,353   698     302
Class F 6,890   2,227   82     436
Class SDR 31,551   17,272   303   8   1,047
Distribution fees                  
Class A 262,094   650,977   11,814     125,655
Class C 132,674   194,048   3,761     56,176
Class R3 78,332   7,826      
Class R4 13,402   10,293      
Custodian fees 168,748   141,078   7,011   3,988   8,800
Registration and filing fees 230,417   573,879   96,131   19,240   115,294
Accounting services fees 370,015   553,202   19,260   81   75,172
Board of Directors' fees 64,992   103,843   2,400   14   10,258
Audit and tax fees 57,989   35,392   43,451   26,025   30,567
Legal fees 36,542   53,518   7,674   5,573   8,754
Other expenses 163,488   325,495   13,242   1,107   30,873
Total expenses (before waivers, reimbursements and fees paid indirectly) 20,443,599   29,922,836   659,425   59,075   2,543,944
Expense waivers     (75,858)   (56,237)   (416,018)
Transfer agent fee waivers (65,404)        
Distribution fee reimbursements (9,140)   (611)   (9,034)     (122)
Total waivers, reimbursements and fees paid indirectly (74,544)   (611)   (84,892)   (56,237)   (416,140)
Total expenses 20,369,055   29,922,225   574,533   2,838   2,127,804
Net Investment Income (Loss) 82,938,721   67,546,312   2,245,022   8,211   7,726,395
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:                  
Investments (214,309,392)   (284,283,223)   (2,323,017)   (11,282)   (13,451,696)
Futures contracts (25,925,224)     (1,617,622)   3,292   880,616
Foreign currency contracts 24,730,173     1,299,541    
Other foreign currency transactions (3,794,523)   (1,614,382)   (98,270)   (812)  
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions (219,298,966)   (285,897,605)   (2,739,368)   (8,802)   (12,571,080)
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:                  
Investments * (389,818,772)   (984,543,869)   (4,806,423)   (139,482)   (51,658,079)
Futures contracts (11,758)     (538,674)   437   (403,918)
Foreign currency contracts (4,739,630)     (101,994)    
Translation of other assets and liabilities in foreign currencies (384,713)   (379,189)   25,108   (76)  
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions (394,954,873)   (984,923,058)   (5,421,983)   (139,121)   (52,061,997)
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions (614,253,839)   (1,270,820,663)   (8,161,351)   (147,923)   (64,633,077)
Net Increase (Decrease) in Net Assets Resulting from Operations $ (531,315,118)   $ (1,203,274,351)   $ (5,916,329)   $ (139,712)   $ (56,906,682)
The accompanying notes are an integral part of these financial statements.

97


Hartford Schroders Funds
 Statements of Operations – (continued)
For the Year Ended October 31, 2022 

  Hartford
Schroders
International
Multi-Cap
Value Fund
  Hartford
Schroders
International
Stock Fund
  Hartford
Schroders
Securitized
Income Fund
  Hartford
Schroders
Sustainable
International
Core
Fund(1)
  Hartford
Schroders
Tax-Aware
Bond Fund
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax $  (7,032)   $  750,427   $  —   $  —   $ —
    
(1) Commenced operations on May 24, 2022.
The accompanying notes are an integral part of these financial statements.

98


Hartford Schroders Funds
 Statements of Operations – (continued)
For the Year Ended October 31, 2022 

  Hartford
Schroders US
MidCap
Opportunities
Fund
  Hartford
Schroders US
Small Cap
Opportunities
Fund
Investment Income:      
Dividends $  10,101,827   $  3,262,307
Interest 265,753   122,920
Securities lending 354   28,822
Less: Foreign tax withheld (12,056)   (23,897)
Total investment income, net 10,355,878   3,390,152
Expenses:      
Investment management fees 5,673,763   2,900,886
Transfer agent fees      
Class A 122,054   48,555
Class C 49,132   10,309
Class I 377,996   192,484
Class R3 4,262   2,769
Class R4 1,219   1,079
Class R5 509   570
Class Y 75,030   39,639
Class F 1,129   327
Class SDR 1,427   1,364
Distribution fees      
Class A 264,878   88,268
Class C 477,690   72,833
Class R3 9,701   6,363
Class R4 1,795   1,590
Custodian fees 9,605   12,747
Registration and filing fees 137,281   125,705
Accounting services fees 123,303   62,815
Board of Directors' fees 19,679   8,277
Audit and tax fees 22,680   22,704
Legal fees 13,800   8,132
Other expenses 74,993   38,856
Total expenses (before waivers, reimbursements and fees paid indirectly) 7,461,926   3,646,272
Expense waivers   (47,913)
Distribution fee reimbursements (1,204)   (981)
Total waivers, reimbursements and fees paid indirectly (1,204)   (48,894)
Total expenses 7,460,722   3,597,378
Net Investment Income (Loss) 2,895,156   (207,226)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:      
Investments 18,630,891   1,385,585
Other foreign currency transactions 32  
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions 18,630,923   1,385,585
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:      
Investments * (102,931,957)   (44,687,496)
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions (102,931,957)   (44,687,496)
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions (84,301,034)   (43,301,911)
Net Increase (Decrease) in Net Assets Resulting from Operations $ (81,405,878)   $ (43,509,137)
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax $  —   $ —
The accompanying notes are an integral part of these financial statements.

99


Hartford Schroders Funds
 Statements of Changes in Net Assets
 

  Hartford Schroders
China A Fund
  Hartford Schroders Diversified
Emerging Markets Fund
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2022
  For the
Period Ended
October 31,
2021(1)
Operations:              
Net investment income (loss) $  290,390   $  (22,780)   $  176,917   $  (2,220)
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions (7,543,646)   458,633   (1,195,729)   35,242
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions (22,881,257)   (997,792)   (2,174,653)   71,701
Net Increase (Decrease) in Net Assets Resulting from Operations (30,134,513)   (561,939)   (3,193,465)   104,723
Distributions to Shareholders:              
Class A (10,069)   (51,074)    
Class C (2,700)   (17,324)    
Class I (104,164)   (23,649)    
Class Y (39,890)   (16,158)    
Class F (899,258)   (324,076)    
Class SDR (52,837)   (383,976)   (50,976)  
Total distributions (1,108,918)   (816,257)   (50,976)  
Capital Share Transactions:              
Sold 29,473,307   106,251,339   58,666   10,000,010
Issued on reinvestment of distributions 1,053,228   432,281   25,504  
Redeemed (22,346,182)   (34,134,687)   (50,000)   (10)
Net increase (decrease) from capital share transactions 8,180,353   72,548,933   34,170   10,000,000
Net Increase (Decrease) in Net Assets (23,063,078)   71,170,737   (3,210,271)   10,104,723
Net Assets:              
Beginning of period 78,992,448   7,821,711   10,104,723  
End of period $ 55,929,370   $ 78,992,448   $ 6,894,452   $ 10,104,723
    
(1) Commenced operations on September 30, 2021.
The accompanying notes are an integral part of these financial statements.

100


Hartford Schroders Funds
 Statements of Changes in Net Assets – (continued)
 

  Hartford Schroders
Emerging Markets Equity Fund
  Hartford Schroders
Emerging Markets Multi-Sector
Bond Fund
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
Operations:              
Net investment income (loss) $  103,203,016   $  68,766,050   $  1,921,754   $  2,244,030
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions (468,356,186)   191,629,190   (5,776,713)   507,882
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions (2,069,647,379)   384,427,436   (4,623,565)   628,875
Net Increase (Decrease) in Net Assets Resulting from Operations (2,434,800,549)   644,822,676   (8,478,524)   3,380,787
Distributions to Shareholders:              
From distributable earnings:              
Class A (151,824)   (5,312,511)   (54,191)   (69,629)
Class C (23,946)     (3,458)   (5,800)
Class I (27,092,330)   (13,377,299)   (579,078)   (808,597)
Class R3 (703)   (330)   (1,290)   (1,124)
Class R4 (51,898)   (37,977)   (463)   (447)
Class R5 (5,062)   (2,909)   (492)   (484)
Class Y (13,184,071)   (589,255)   (139,376)   (109,352)
Class F (13,622,640)   (9,554,982)   (572)   (563)
Class SDR (31,667,545)   (14,545,085)   (918,507)   (1,083,054)
From return of capital:              
Class A     (8,116)  
Class C     (513)  
Class I     (86,311)  
Class R3     (194)  
Class R4     (69)  
Class R5     (74)  
Class Y     (20,978)  
Class F     (86)  
Class SDR     (138,241)  
Total distributions (85,800,019)   (43,420,348)   (1,952,009)   (2,079,050)
Capital Share Transactions:              
Sold 5,086,373,116   4,842,961,004   5,791,384   25,345,037
Issued on reinvestment of distributions 58,740,454   32,176,805   1,951,740   2,078,786
Redeemed (4,540,386,396)   (2,926,986,156)   (14,227,849)   (44,370,189)
Net increase (decrease) from capital share transactions 604,727,174   1,948,151,653   (6,484,725)   (16,946,366)
Net Increase (Decrease) in Net Assets (1,915,873,394)   2,549,553,981   (16,915,258)   (15,644,629)
Net Assets:              
Beginning of period 6,741,778,211   4,192,224,230   44,481,344   60,125,973
End of period $ 4,825,904,817   $ 6,741,778,211   $ 27,566,086   $ 44,481,344
The accompanying notes are an integral part of these financial statements.

101


Hartford Schroders Funds
 Statements of Changes in Net Assets – (continued)
 

  Hartford
Schroders International
Contrarian Value Fund
  Hartford
Schroders International Multi-Cap
Value Fund
  For the
Period Ended
October 31,
2022(2)
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
Operations:          
Net investment income (loss) $  13,043   $  82,938,721   $  58,285,565
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions (2,559)   (219,298,966)   200,522,634
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions (135,435)   (394,954,873)   379,254,167
Net Increase (Decrease) in Net Assets Resulting from Operations (124,951)   (531,315,118)   638,062,366
Distributions to Shareholders:          
Class A   (3,151,213)   (1,921,493)
Class C   (294,121)   (224,044)
Class I   (23,679,132)   (17,086,178)
Class R3   (416,460)   (328,949)
Class R4   (158,198)   (103,502)
Class R5   (503,439)   (473,876)
Class Y   (9,900,359)   (6,351,823)
Class F   (18,702,771)   (12,981,174)
Class SDR   (26,659,683)   (20,557,285)
Total distributions   (83,465,376)   (60,028,324)
Capital Share Transactions:          
Sold 1,000,020   926,405,981   1,001,256,584
Issued on reinvestment of distributions   75,457,113   53,767,304
Redeemed (21)   (873,580,501)   (778,260,331)
Net increase (decrease) from capital share transactions 999,999   128,282,593   276,763,557
Net Increase (Decrease) in Net Assets 875,048   (486,497,901)   854,797,599
Net Assets:          
Beginning of period   2,603,775,951   1,748,978,352
End of period $ 875,048   $ 2,117,278,050   $ 2,603,775,951
    
(2) Commenced operations on May 24, 2022.
The accompanying notes are an integral part of these financial statements.

102


Hartford Schroders Funds
 Statements of Changes in Net Assets – (continued)
 

  Hartford
Schroders International Stock
Fund
  Hartford
Schroders Securitized Income
Fund
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
Operations:              
Net investment income (loss) $  67,546,312   $  28,141,682   $  2,245,022   $  1,883,904
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions (285,897,605)   29,254,959   (2,739,368)   (765,136)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions (984,923,058)   436,588,606   (5,421,983)   1,579,512
Net Increase (Decrease) in Net Assets Resulting from Operations (1,203,274,351)   493,985,247   (5,916,329)   2,698,280
Distributions to Shareholders:              
Class A (4,534,577)   (32,727)   (109,491)   (84,434)
Class C (184,966)     (5,018)   (3,248)
Class I (38,891,433)   (2,419,301)   (1,612,430)   (1,292,341)
Class R3 (16,060)      
Class R4 (72,581)   (701)    
Class R5 (502,674)   (52,125)    
Class Y (4,809,155)   (340,321)   (110,676)   (72,758)
Class F (13,376,220)   (990,397)   (57,621)   (39,737)
Class SDR (9,695,197)   (872,187)   (511,605)   (399,130)
Total distributions (72,082,863)   (4,707,759)   (2,406,841)   (1,891,648)
Capital Share Transactions:              
Sold 2,658,324,156   2,595,240,179   24,268,122   65,753,561
Issued on reinvestment of distributions 67,165,273   4,373,503   2,196,248   1,653,658
Redeemed (1,545,627,305)   (483,052,970)   (81,797,891)   (36,531,227)
Net increase (decrease) from capital share transactions 1,179,862,124   2,116,560,712   (55,333,521)   30,875,992
Net Increase (Decrease) in Net Assets (95,495,090)   2,605,838,200   (63,656,691)   31,682,624
Net Assets:              
Beginning of period 3,631,453,397   1,025,615,197   125,609,370   93,926,746
End of period $ 3,535,958,307   $ 3,631,453,397   $ 61,952,679   $ 125,609,370
The accompanying notes are an integral part of these financial statements.

103


Hartford Schroders Funds
 Statements of Changes in Net Assets – (continued)
 

  Hartford
Schroders Sustainable
International Core Fund
  Hartford
Schroders Tax-Aware Bond Fund
  For the
Period Ended
October 31,
2022(2)
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
Operations:          
Net investment income (loss) $  8,211   $  7,726,395   $  5,775,902
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions (8,802)   (12,571,080)   5,653,116
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions (139,121)   (52,061,997)   (6,174,421)
Net Increase (Decrease) in Net Assets Resulting from Operations (139,712)   (56,906,682)   5,254,597
Distributions to Shareholders:          
Class A   (1,605,764)   (1,450,548)
Class C   (126,622)   (129,755)
Class I   (8,157,871)   (7,512,352)
Class Y   (8,866)   (5,542)
Class F   (1,246,693)   (913,441)
Class SDR   (1,969,376)   (1,616,470)
Total distributions   (13,115,192)   (11,628,108)
Capital Share Transactions:          
Sold 1,000,020   245,198,906   153,934,962
Issued on reinvestment of distributions   10,578,397   9,364,337
Redeemed (21)   (250,656,258)   (144,506,187)
Net increase (decrease) from capital share transactions 999,999   5,121,045   18,793,112
Net Increase (Decrease) in Net Assets 860,287   (64,900,829)   12,419,601
Net Assets:          
Beginning of period   455,862,115   443,442,514
End of period $ 860,287   $ 390,961,286   $ 455,862,115
    
(2) Commenced operations on May 24, 2022.
The accompanying notes are an integral part of these financial statements.

104


Hartford Schroders Funds
 Statements of Changes in Net Assets – (continued)
 

  Hartford
Schroders US MidCap
Opportunities Fund
  Hartford
Schroders US Small Cap
Opportunities Fund
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
Operations:              
Net investment income (loss) $  2,895,156   $  623,135   $  (207,226)   $  (329,984)
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions 18,630,923   122,807,700   1,385,585   48,336,250
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions (102,931,957)   138,362,727   (44,687,496)   56,709,046
Net Increase (Decrease) in Net Assets Resulting from Operations (81,405,878)   261,793,562   (43,509,137)   104,715,312
Distributions to Shareholders:              
Class A (15,162,114)   (69,958)   (4,292,084)  
Class C (7,632,003)     (921,789)  
Class I (61,840,766)   (1,312,243)   (22,681,914)   (89,287)
Class R3 (288,955)     (148,641)  
Class R4 (116,572)     (76,371)  
Class R5 (101,815)   (3,796)   (73,241)   (462)
Class Y (10,739,172)   (258,077)   (4,006,301)   (27,753)
Class F (11,385,090)   (265,270)   (1,840,382)   (25,755)
Class SDR (5,005,028)   (175,684)   (3,566,355)   (57,905)
Total distributions (112,271,515)   (2,085,028)   (37,607,078)   (201,162)
Capital Share Transactions:              
Sold 195,719,583   149,305,285   82,976,378   87,392,291
Issued on reinvestment of distributions 108,437,249   2,008,748   36,489,337   197,351
Redeemed (218,180,334)   (211,486,538)   (89,585,740)   (66,867,177)
Net increase (decrease) from capital share transactions 85,976,498   (60,172,505)   29,879,975   20,722,465
Net Increase (Decrease) in Net Assets (107,700,895)   199,536,029   (51,236,240)   125,236,615
Net Assets:              
Beginning of period 841,069,871   641,533,842   359,180,035   233,943,420
End of period $ 733,368,976   $ 841,069,871   $ 307,943,795   $ 359,180,035
The accompanying notes are an integral part of these financial statements.

105


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, 2022
A   $ 15.80   $ (0.02)   $  (5.43)   $  (5.45)   $  —   $  (0.21)   $  —   $ (0.21)   $ 10.14   (35.01)%   $  420   1.57%   1.45%   (0.16)%   65%
C   15.59   (0.01)   (5.36)   (5.37)     (0.21)     (0.21)   10.01   (34.97)   128   2.27   1.38   (0.07)   65
I   15.81   0.04   (5.47)   (5.43)     (0.21)     (0.21)   10.17   (34.86)   8,730   1.24   1.15   0.34   65
Y   15.82   0.03   (5.45)   (5.42)     (0.21)     (0.21)   10.19   (34.77)   1,328   1.13   1.11   0.22   65
F   15.82   0.06   (5.47)   (5.41)     (0.21)     (0.21)   10.20   (34.71)   42,772   1.12   0.99   0.41   65
SDR   15.83   0.04   (5.46)   (5.42)     (0.21)     (0.21)   10.20   (34.75)   2,551   1.13   0.99   0.32   65
For the Year Ended October 31, 2021
A   $ 15.06   $ (0.05)   $  2.25   $  2.20   $ (0.00) (4)   $  (1.46)   $  —   $ (1.46)   $ 15.80   15.20%   $  781   1.94%   1.42%   (0.28)%   73%
C   14.98   (0.18)   2.25   2.07     (1.46)     (1.46)   15.59   14.31   199   2.66   2.19   (1.14)   73
I   15.08   (0.03)   2.27   2.24   (0.05)   (1.46)     (1.51)   15.81   15.45   7,776   1.65   1.15   (0.19)   73
Y   15.08   0.14   2.12   2.26   (0.06)   (1.46)     (1.52)   15.82   15.57   2,987   1.55   1.11   0.88   73
F   15.09   (0.03)   2.30   2.27   (0.08)   (1.46)     (1.54)   15.82   15.63   63,292   1.54   0.99   (0.18)   73
SDR   15.09   0.01   2.27   2.28   (0.08)   (1.46)     (1.54)   15.83   15.70   3,957   1.54   0.99   0.06   73
For the Period Ended October 31, 2020(5)
A   $ 10.00   $  0.04   $  5.02   $  5.06   $  —   $  —   $  —   $  —   $ 15.06   50.60% (6)   $  369   4.28% (7)   1.29% (7)   0.55% (7)   46%
C   10.00   0.00 (4)   4.98   4.98           14.98   49.80 (6)   178   5.08 (7)   2.22 (7)   (0.04) (7)   46
I   10.00   0.07   5.01   5.08           15.08   50.80 (6)   183   4.01 (7)   1.15 (7)   0.93 (7)   46
Y   10.00   0.09   4.99   5.08           15.08   50.80 (6)   151   3.95 (7)   1.10 (7)   1.14 (7)   46
F   10.00   0.10   4.99   5.09           15.09   50.90 (6)   3,169   3.85 (7)   0.99 (7)   1.24 (7)   46
SDR   10.00   0.10   4.99   5.09           15.09   50.90 (6)   3,772   3.85 (7)   0.99 (7)   1.24 (7)   46
Hartford Schroders Diversified Emerging Markets Fund
For the Period Ended October 31, 2022
A (8)   $ 9.42   $  0.14   $  (2.69)   $  (2.55)   $  —   $  —   $  —   $  —   $  6.87   (27.07)% (6)   $  10   3.81% (7)   0.88% (7)   2.63% (7)   98%
C (8)   9.42   0.11   (2.70)   (2.59)           6.83   (27.50) (6)   7   4.55 (7)   1.68 (7)   1.92 (7)   98
I (8)   9.42   0.16   (2.69)   (2.53)           6.89   (26.86) (6)   7   3.50 (7)   0.58 (7)   2.96 (7)   98
Y (8)   9.42   0.17   (2.70)   (2.53)           6.89   (26.86) (6)   10   3.42 (7)   0.53 (7)   3.02 (7)   98
F (8)   9.42   0.15   (2.75)   (2.60)           6.82   (27.60) (6)   7   3.31 (7)   0.89 (7)   2.65 (7)   98
SDR   10.10   0.18   (3.36)   (3.18)   (0.03)   (0.02)     (0.05)   6.87   (31.63)   6,852   2.80   0.89   2.01   98
For the Period EndedOctober 31, 2021(9)
SDR   $ 10.00   $  —(4)   $  0.10   $  0.10   $  —   $  —   $  —   $  —   $ 10.10   1.00% (6)   $  10,105   4.69% (7)   0.89% (7)   (0.26)% (7)   9% (10)
Hartford Schroders Emerging Markets Equity Fund
For the Year Ended October 31, 2022
A   $ 20.05   $  0.22   $  (7.00)   $  (6.78)   $ (0.03)   $  —   $  —   $ (0.03)   $ 13.24   (33.86)%   $  70,886   1.56%   1.56%   1.29%   39%
C   19.76   0.11   (6.86)   (6.75)   (0.05)       (0.05)   12.96   (34.23)   4,071   2.15   2.15   0.68   39
I   20.13   0.27   (6.97)   (6.70)   (0.23)       (0.23)   13.20   (33.63)   1,691,881   1.25   1.25   1.62   39
R3   19.99   0.19   (6.93)   (6.74)   (0.14)       (0.14)   13.11   (33.94)   76   1.78   1.70   1.14   39
R4   20.18   0.23   (7.00)   (6.77)   (0.18)       (0.18)   13.23   (33.81)   5,013   1.47   1.47   1.39   39
R5   20.14   0.28   (6.98)   (6.70)   (0.24)       (0.24)   13.20   (33.62)   294   1.18   1.18   1.66   39
Y   20.20   0.31   (7.02)   (6.71)   (0.25)       (0.25)   13.24   (33.58)   97,257   1.17   1.17   1.82   39
F   20.15   0.30   (6.97)   (6.67)   (0.27)       (0.27)   13.21   (33.52)   661,403   1.06   1.06   1.78   39
SDR   20.19   0.29   (6.97)   (6.68)   (0.27)       (0.27)   13.24   (33.50)   2,295,024   1.06   1.06   1.75   39
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 Emerging Markets Equity Fund – (continued)
For the Year Ended October 31, 2021
A   $ 17.22   $  0.06   $  2.95   $  3.01   $ (0.18)   $  —   $  —   $ (0.18)   $ 20.05   17.47%   $  99,011   1.44%   1.44%   0.28%   36%
C   16.93   0.01   2.82   2.83           19.76   16.72   8,835   2.13   2.13   0.03   36
I   17.22   0.21   2.86   3.07   (0.16)       (0.16)   20.13   17.82   2,326,811   1.23   1.23   1.01   36
R3   17.11   0.10   2.85   2.95   (0.07)       (0.07)   19.99   17.27   100   1.77   1.68   0.47   36
R4   17.29   0.14   2.90   3.04   (0.15)       (0.15)   20.18   17.57   5,485   1.47   1.47   0.68   36
R5   17.22   0.21   2.86   3.07   (0.15)       (0.15)   20.14   17.87   412   1.17   1.17   1.01   36
Y   17.25   0.29   2.78   3.07   (0.12)       (0.12)   20.20   17.82   890,765   1.16   1.16   1.41   36
F   17.24   0.24   2.86   3.10   (0.19)       (0.19)   20.15   17.99   1,049,336   1.05   1.05   1.15   36
SDR   17.27   0.26   2.85   3.11   (0.19)       (0.19)   20.19   18.02   2,361,023   1.05   1.05   1.23   36
For the Year Ended October 31, 2020
A   $ 15.78   $  0.06   $  1.71   $  1.77   $ (0.33)   $  —   $  —   $ (0.33)   $ 17.22   11.28%   $  62,843   1.53%   1.53%   0.40%   52%
C   15.51   (0.05)   1.67   1.62   (0.20)       (0.20)   16.93   10.51   7,127   2.16   2.16   (0.34)   52
I   15.77   0.10   1.71   1.81   (0.36)       (0.36)   17.22   11.56   1,443,799   1.25   1.25   0.63   52
R3   15.66   0.03   1.70   1.73   (0.28)       (0.28)   17.11   11.08   88   1.79   1.71   0.21   52
R4   15.74   0.17   1.62   1.79   (0.24)       (0.24)   17.29   11.43   4,500   1.43   1.43   1.09   52
R5   15.78   0.11   1.70   1.81   (0.37)       (0.37)   17.22   11.55   322   1.20   1.20   0.69   52
Y   15.79   0.13   1.70   1.83   (0.37)       (0.37)   17.25   11.69   505,338   1.18   1.18   0.85   52
F   15.78   0.14   1.71   1.85   (0.39)       (0.39)   17.24   11.79   861,337   1.08   1.08   0.85   52
SDR   15.81   0.13   1.72   1.85   (0.39)       (0.39)   17.27   11.77   1,306,890   1.08   1.08   0.83   52
For the Year Ended October 31, 2019
A   $ 14.07   $  0.29   $  1.56   $  1.85   $ (0.14)   $  —   $  —   $ (0.14)   $ 15.78   13.27%   $  60,356   1.45%   1.45%   1.95%   43%
C   13.86   0.19   1.53   1.72   (0.07)       (0.07)   15.51   12.50   10,532   2.17   2.17   1.27   43
I   14.06   0.31   1.57   1.88   (0.17)       (0.17)   15.77   13.54   1,838,077   1.23   1.23   2.07   43
R3   13.98   0.23   1.57   1.80   (0.12)       (0.12)   15.66   13.01   83   1.79   1.72   1.51   43
R4   14.02   (0.05)   1.95   1.90   (0.18)       (0.18)   15.74   13.78   26   1.43   1.42   (0.32)   43
R5   14.07   0.33   1.56   1.89   (0.18)       (0.18)   15.78   13.61   600   1.19   1.19   2.19   43
Y   14.09   0.32   1.57   1.89   (0.19)       (0.19)   15.79   13.62   120,308   1.13   1.13   2.11   43
F   14.07   0.42   1.48   1.90   (0.19)       (0.19)   15.78   13.73   419,520   1.07   1.07   2.77   43
SDR   14.10   0.34   1.56   1.90   (0.19)       (0.19)   15.81   13.71   1,129,431   1.07   1.07   2.28   43
For the Year Ended October 31, 2018
A   $ 16.23   $  0.16   $  (2.22)   $  (2.06)   $ (0.10)   $  —   $  —   $ (0.10)   $ 14.07   (12.79)%   $  46,162   1.45%   1.45%   0.98%   24%
C   16.08   0.07   (2.22)   (2.15)   (0.07)       (0.07)   13.86   (13.44)   7,217   2.19   2.19   0.45   24
I   16.23   0.19   (2.22)   (2.03)   (0.14)       (0.14)   14.06   (12.66)   1,733,270   1.24   1.24   1.19   24
R3   16.20   0.22   (2.30)   (2.08)   (0.14)       (0.14)   13.98   (12.99)   90   1.80   1.70   1.36   24
R4   16.19   0.05   (2.11)   (2.06)   (0.11)       (0.11)   14.02   (12.88)   3,710   1.49   1.48   0.36   24
R5   16.23   0.27   (2.29)   (2.02)   (0.14)       (0.14)   14.07   (12.56)   484   1.20   1.20   1.69   24
Y   16.25   0.23   (2.24)   (2.01)   (0.15)       (0.15)   14.09   (12.48)   123,082   1.11   1.11   1.43   24
F   16.23   0.30   (2.30)   (2.00)   (0.16)       (0.16)   14.07   (12.48)   154,306   1.08   1.08   1.89   24
SDR   16.26   0.23   (2.23)   (2.00)   (0.16)       (0.16)   14.10   (12.46)   930,480   1.08   1.08   1.43   24
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 Emerging Markets Multi-Sector Bond Fund
For the Year Ended October 31, 2022
A   $ 8.29   $  0.37   $  (2.06)   $  (1.69)   $ (0.33)   $  (0.01)   $ (0.05)   $ (0.39)   $  6.21   (20.83)%   $  1,018   1.65%   1.15%   5.12%   118%
C   8.26   0.31   (2.05)   (1.74)   (0.28)   (0.01)   (0.04)   (0.33)   6.19   (21.38)   65   2.46   1.90   4.32   118
I   8.28   0.40   (2.07)   (1.67)   (0.35)   (0.01)   (0.05)   (0.41)   6.20   (20.65)   7,394   1.32   0.90   5.32   118
R3   8.30   0.36   (2.07)   (1.71)   (0.31)   (0.01)   (0.05)   (0.37)   6.22   (21.04)   27   1.93   1.45   4.89   118
R4   8.29   0.37   (2.06)   (1.69)   (0.33)   (0.01)   (0.05)   (0.39)   6.21   (20.83)   9   1.63   1.15   5.17   118
R5   8.28   0.39   (2.06)   (1.67)   (0.35)   (0.01)   (0.05)   (0.41)   6.20   (20.61)   9   1.33   0.85   5.48   118
Y   8.28   0.39   (2.06)   (1.67)   (0.35)   (0.01)   (0.05)   (0.41)   6.20   (20.61)   2,531   1.27   0.85   5.47   118
F   7.77   0.38   (1.93)   (1.55)   (0.36)   (0.01)   (0.05)   (0.42)   5.80   (20.46)   10   1.21   0.75   5.58   118
SDR   8.28   0.41   (2.07)   (1.66)   (0.36)   (0.01)   (0.05)   (0.42)   6.20   (20.53)   16,503   1.21   0.75   5.56   118
For the Year Ended October 31, 2021
A   $ 8.22   $  0.36   $  0.05   $  0.41   $ (0.34)   $  —   $  —   $ (0.34)   $  8.29   4.92%   $  1,574   1.48%   1.15%   4.14%   168%
C   8.20   0.29   0.04   0.33   (0.27)       (0.27)   8.26   4.02   136   2.32   1.90   3.41   168
I   8.21   0.38   0.05   0.43   (0.36)       (0.36)   8.28   5.19   18,976   1.16   0.88   4.41   168
R3   8.23   0.33   0.05   0.38   (0.31)       (0.31)   8.30   4.60   31   1.79   1.41   3.89   168
R4   8.22   0.37   0.04   0.41   (0.34)       (0.34)   8.29   4.92   11   1.49   1.09   4.24   168
R5   8.21   0.38   0.05   0.43   (0.36)       (0.36)   8.28   5.24   11   1.19   0.85   4.45   168
Y   8.21   0.38   0.05   0.43   (0.36)       (0.36)   8.28   5.24   2,946   1.12   0.83   4.46   168
F   7.72   0.37   0.05   0.42   (0.37)       (0.37)   7.77   5.43   12   1.07   0.75   4.54   168
SDR   8.21   0.39   0.05   0.44   (0.37)       (0.37)   8.28   5.35   20,784   1.07   0.75   4.57   168
For the Year Ended October 31, 2020
A   $ 9.12   $  0.44   $  (0.90)   $  (0.46)   $ (0.34)   $  —   $ (0.10)   $ (0.44)   $  8.22   (4.85)%   $  1,727   1.41%   1.15%   5.22%   141%
C   9.08   0.38   (0.89)   (0.51)   (0.29)     (0.08)   (0.37)   8.20   (5.43)   215   2.23   1.90   4.48   141
I   9.11   0.47   (0.90)   (0.43)   (0.37)     (0.10)   (0.47)   8.21   (4.50)   21,211   1.05   0.82   5.56   141
R3   9.13   0.43   (0.89)   (0.46)   (0.34)     (0.10)   (0.44)   8.23   (4.79)   29   1.70   1.24   5.15   141
R4   9.11   0.46   (0.89)   (0.43)   (0.36)     (0.10)   (0.46)   8.22   (4.45)   11   1.40   0.92   5.48   141
R5   9.10   0.46   (0.88)   (0.42)   (0.37)     (0.10)   (0.47)   8.21   (4.41)   11   1.10   0.85   5.52   141
Y   9.10   0.47   (0.89)   (0.42)   (0.36)     (0.11)   (0.47)   8.21   (4.34)   2,376   0.98   0.76   5.60   141
F   9.10   0.51   (1.02)   (0.51)   (0.67)     (0.20)   (0.87)   7.72   (4.66)   11   0.98   0.75   5.58   141
SDR   9.11   0.47   (0.90)   (0.43)   (0.36)     (0.11)   (0.47)   8.21   (4.44)   34,536   0.98   0.75   5.62   141
For the Year Ended October 31, 2019
A   $ 8.79   $  0.55   $  0.25   $  0.80   $ (0.43)   $  —   $ (0.04)   $ (0.47)   $  9.12   9.21%   $  1,829   1.29%   1.11%   6.12%   240%
C   8.74   0.48   0.25   0.73   (0.36)     (0.03)   (0.39)   9.08   8.44   266   2.14   1.90   5.39   240
I   8.78   0.58   0.25   0.83   (0.46)     (0.04)   (0.50)   9.11   9.65   29,715   1.00   0.83   6.37   240
R3   8.80   0.57   0.25   0.82   (0.45)     (0.04)   (0.49)   9.13   9.46   11   1.55   0.88   6.33   240
R4   8.78   0.57   0.25   0.82   (0.45)     (0.04)   (0.49)   9.11   9.45   11   1.28   0.86   6.35   240
R5   8.78   0.58   0.24   0.82   (0.46)     (0.04)   (0.50)   9.10   9.56   11   1.00   0.81   6.39   240
Y   8.78   0.58   0.24   0.82   (0.46)     (0.04)   (0.50)   9.10   9.61   2,046   0.94   0.76   6.39   240
F   8.78   0.58   0.25   0.83   (0.47)     (0.04)   (0.51)   9.10   9.66   23,084   0.93   0.75   6.45   240
SDR   8.79   0.58   0.25   0.83   (0.47)     (0.04)   (0.51)   9.11   9.65   37,109   0.93   0.75   6.44   240
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 Emerging Markets Multi-Sector Bond Fund – (continued)
For the Year Ended October 31, 2018
A   $ 9.98   $  0.50   $  (1.02)   $  (0.52)   $ (0.32)   $  (0.13)   $ (0.22)   $ (0.67)   $  8.79   (5.34)%   $  3,389   1.29%   1.08%   5.42%   285%
C   9.95   0.41   (1.01)   (0.60)   (0.28)   (0.13)   (0.20)   (0.61)   8.74   (6.27)   414   2.16   1.90   4.52   285
I   9.97   0.52   (1.02)   (0.50)   (0.34)   (0.13)   (0.22)   (0.69)   8.78   (5.22)   36,557   1.02   0.85   5.63   285
R3   9.97   0.50   (1.03)   (0.53)   (0.30)   (0.13)   (0.21)   (0.64)   8.80   (5.43)   10   1.65   1.25   5.23   285
R4   9.97   0.52   (1.03)   (0.51)   (0.33)   (0.13)   (0.22)   (0.68)   8.78   (5.25)   10   1.35   0.92   5.54   285
R5   9.97   0.53   (1.03)   (0.50)   (0.34)   (0.13)   (0.22)   (0.69)   8.78   (5.23)   10   1.06   0.85   5.58   285
Y   9.97   0.49   (0.98)   (0.49)   (0.34)   (0.13)   (0.23)   (0.70)   8.78   (5.17)   970   0.95   0.77   5.29   285
F   9.96   0.53   (1.01)   (0.48)   (0.34)   (0.13)   (0.23)   (0.70)   8.78   (5.04)   28,842   0.94   0.75   5.67   285
SDR   9.98   0.56   (1.05)   (0.49)   (0.34)   (0.13)   (0.23)   (0.70)   8.79   (5.11)   34,841   0.94   0.75   5.89   285
Hartford Schroders International Contrarian Value Fund(11)
For the Period Ended October 31, 2022
I   $ 10.00   $  0.13   $  (1.38)   $  (1.25)   $  —   $  —   $  —   $  —   $  8.75   (12.50)% (6)   $  438   14.98% (7)   0.70% (7)   3.29% (7)   8% (12)
SDR   10.00   0.13   (1.38)   (1.25)           8.75   (12.50) (6)   437   14.78 (7)   0.70 (7)   3.29 (7)   8 (12)
Hartford Schroders International Multi-Cap Value Fund
For the Year Ended October 31, 2022
A   $ 10.32   $  0.29   $  (2.27)   $  (1.98)   $ (0.29)   $  —   $  —   $ (0.29)   $  8.05   (19.57)%   $  94,322   1.11%   1.11%   3.03%   101%
C   10.25   0.22   (2.26)   (2.04)   (0.21)       (0.21)   8.00   (20.16)   9,744   1.85   1.85   2.27   101
I   10.31   0.31   (2.26)   (1.95)   (0.31)       (0.31)   8.05   (19.29)   618,285   0.84   0.84   3.26   101
R3   10.28   0.25   (2.24)   (1.99)   (0.26)       (0.26)   8.03   (19.72)   13,320   1.46   1.40   2.68   101
R4   10.29   0.28   (2.26)   (1.98)   (0.28)       (0.28)   8.03   (19.59)   4,544   1.16   1.16   2.91   101
R5   10.30   0.29   (2.24)   (1.95)   (0.31)       (0.31)   8.04   (19.31)   13,333   0.85   0.85   3.08   101
Y   10.31   0.32   (2.27)   (1.95)   (0.32)       (0.32)   8.04   (19.36)   247,391   0.85   0.83   3.35   101
F   10.31   0.32   (2.26)   (1.94)   (0.32)       (0.32)   8.05   (19.19)   472,832   0.74   0.74   3.33   101
SDR   10.30   0.32   (2.26)   (1.94)   (0.32)       (0.32)   8.04   (19.21)   643,506   0.74   0.74   3.34   101
For the Year Ended October 31, 2021
A   $ 7.76   $  0.21   $  2.57   $  2.78   $ (0.22)   $  —   $  —   $ (0.22)   $ 10.32   36.00%   $  98,511   1.11%   1.11%   2.12%   85%
C   7.71   0.13   2.56   2.69   (0.15)       (0.15)   10.25   34.97   14,700   1.85   1.85   1.34   85
I   7.75   0.24   2.57   2.81   (0.25)       (0.25)   10.31   36.41   713,835   0.85   0.85   2.39   85
R3   7.73   0.18   2.56   2.74   (0.19)       (0.19)   10.28   35.61   17,169   1.46   1.40   1.81   85
R4   7.74   0.23   2.54   2.77   (0.22)       (0.22)   10.29   35.96   5,890   1.16   1.16   2.28   85
R5   7.75   0.23   2.57   2.80   (0.25)       (0.25)   10.30   36.25   18,070   0.85   0.85   2.28   85
Y   7.75   0.24   2.57   2.81   (0.25)       (0.25)   10.31   36.43   285,533   0.85   0.82   2.44   85
F   7.76   0.25   2.56   2.81   (0.26)       (0.26)   10.31   36.35   578,284   0.75   0.75   2.52   85
SDR   7.74   0.25   2.57   2.82   (0.26)       (0.26)   10.30   36.57   871,784   0.75   0.75   2.49   85
For the Year Ended October 31, 2020
A   $ 9.05   $  0.17   $  (1.24)   $  (1.07)   $ (0.22)   $  —   $  —   $ (0.22)   $  7.76   (12.01)%   $  65,123   1.12%   1.12%   2.12%   119%
C   8.99   0.11   (1.23)   (1.12)   (0.16)       (0.16)   7.71   (12.69)   12,691   1.86   1.86   1.32   119
I   9.05   0.20   (1.26)   (1.06)   (0.24)       (0.24)   7.75   (11.86)   538,073   0.85   0.85   2.37   119
R3   9.02   0.14   (1.24)   (1.10)   (0.19)       (0.19)   7.73   (12.42)   13,398   1.48   1.48   1.71   119
R4   9.03   0.17   (1.24)   (1.07)   (0.22)       (0.22)   7.74   (12.07)   2,328   1.18   1.18   2.13   119
R5   9.04   0.20   (1.25)   (1.05)   (0.24)       (0.24)   7.75   (11.75)   17,008   0.86   0.86   2.42   119
Y   9.04   0.20   (1.24)   (1.04)   (0.25)       (0.25)   7.75   (11.72)   165,134   0.86   0.81   2.49   119
F   9.05   0.21   (1.25)   (1.04)   (0.25)       (0.25)   7.76   (11.65)   357,583   0.76   0.76   2.58   119
SDR   9.04   0.21   (1.26)   (1.05)   (0.25)       (0.25)   7.74   (11.78)   577,640   0.76   0.76   2.54   119
The accompanying notes are an integral part of these financial statements.

109


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, 2019
A   $ 8.97   $  0.27   $  0.28   $  0.55   $ (0.25)   $  (0.22)   $  —   $ (0.47)   $  9.05   6.61%   $  106,530   1.12%   1.12%   3.03%   119%
C   8.90   0.19   0.30   0.49   (0.18)   (0.22)     (0.40)   8.99   5.91   21,500   1.87   1.87   2.12   119
I   8.96   0.28   0.30   0.58   (0.27)   (0.22)     (0.49)   9.05   6.98   740,680   0.86   0.86   3.13   119
R3   8.94   0.28   0.25   0.53   (0.23)   (0.22)     (0.45)   9.02   6.36   19,748   1.48   1.48   3.25   119
R4   8.95   0.26   0.29   0.55   (0.25)   (0.22)     (0.47)   9.03   6.57   2,746   1.18   1.18   3.01   119
R5   8.95   0.26   0.32   0.58   (0.27)   (0.22)     (0.49)   9.04   6.97   21,262   0.87   0.87   2.99   119
Y   8.96   0.29   0.29   0.58   (0.28)   (0.22)     (0.50)   9.04   6.93   146,587   0.85   0.80   3.29   119
F   8.97   0.29   0.29   0.58   (0.28)   (0.22)     (0.50)   9.05   6.98   377,025   0.76   0.76   3.31   119
SDR   8.96   0.29   0.29   0.58   (0.28)   (0.22)     (0.50)   9.04   6.99   636,333   0.76   0.76   3.27   119
For the Year Ended October 31, 2018
A   $ 10.18   $  0.23   $  (1.09)   $  (0.86)   $ (0.24)   $  (0.11)   $  —   $ (0.35)   $  8.97   (8.71)%   $  67,252   1.13%   1.10%   2.26%   87%
C   10.12   0.17   (1.10)   (0.93)   (0.18)   (0.11)     (0.29)   8.90   (9.47)   25,614   1.88   1.85   1.71   87
I   10.17   0.26   (1.09)   (0.83)   (0.27)   (0.11)     (0.38)   8.96   (8.47)   875,109   0.87   0.84   2.64   87
R3   10.15   0.22   (1.10)   (0.88)   (0.22)   (0.11)     (0.33)   8.94   (8.96)   613   1.50   1.43   2.22   87
R4   10.16   0.20   (1.06)   (0.86)   (0.24)   (0.11)     (0.35)   8.95   (8.76)   1,312   1.20   1.16   2.03   87
R5   10.17   0.27   (1.11)   (0.84)   (0.27)   (0.11)     (0.38)   8.95   (8.58)   22,482   0.88   0.85   2.68   87
Y   10.17   0.25   (1.07)   (0.82)   (0.28)   (0.11)     (0.39)   8.96   (8.42)   80,993   0.83   0.81   2.57   87
F   10.18   0.28   (1.10)   (0.82)   (0.28)   (0.11)     (0.39)   8.97   (8.38)   251,677   0.78   0.75   2.78   87
SDR   10.17   0.27   (1.09)   (0.82)   (0.28)   (0.11)     (0.39)   8.96   (8.38)   540,822   0.78   0.75   2.69   87
Hartford Schroders International Stock Fund
For the Year Ended October 31, 2022
A   $ 19.07   $  0.25   $  (5.36)   $  (5.11)   $ (0.16)   $  (0.14)   $  —   $ (0.30)   $ 13.66   (27.22)%   $  210,992   1.06%   1.06%   1.56%   35%
C   17.97   0.13   (5.07)   (4.94)   (0.01)   (0.14)     (0.15)   12.88   (27.71)   15,313   1.81   1.81   0.84   35
I   18.49   0.28   (5.19)   (4.91)   (0.21)   (0.14)     (0.35)   13.23   (27.04)   1,897,371   0.80   0.80   1.79   35
R3   18.31   0.15   (5.11)   (4.96)   (0.10)   (0.14)     (0.24)   13.11   (27.43)   1,988   1.42   1.41   1.01   35
R4   18.42   0.23   (5.17)   (4.94)   (0.16)   (0.14)     (0.30)   13.18   (27.26)   3,618   1.12   1.12   1.49   35
R5   18.49   0.27   (5.17)   (4.90)   (0.21)   (0.14)     (0.35)   13.24   (26.99)   23,775   0.81   0.81   1.76   35
Y   18.54   0.30   (5.22)   (4.92)   (0.21)   (0.14)     (0.35)   13.27   (27.03)   136,982   0.81   0.81   1.87   35
F   18.52   0.29   (5.18)   (4.89)   (0.23)   (0.14)     (0.37)   13.26   (26.93)   692,063   0.70   0.70   1.86   35
SDR   18.50   0.28   (5.17)   (4.89)   (0.23)   (0.14)     (0.37)   13.24   (26.96)   553,856   0.71   0.71   1.84   35
For the Year Ended October 31, 2021
A   $ 14.14   $  0.16   $  4.77   $  4.93   $ (0.00) (4)   $  —   $  —   $  —   $ 19.07   34.90%   $  285,278   1.06%   1.06%   0.89%   28%
C   13.43   0.02   4.52   4.54           17.97   33.80   20,788   1.80   1.80   0.13   28
I   13.71   0.21   4.62   4.83   (0.05)       (0.05)   18.49   35.30   1,981,793   0.79   0.79   1.18   28
R3   13.63   0.10   4.58   4.68           18.31   34.34   1,190   1.42   1.41   0.55   28
R4   13.67   0.14   4.61   4.75   (0.00) (4)         18.42   34.78   3,841   1.12   1.12   0.79   28
R5   13.72   0.20   4.62   4.82   (0.05)       (0.05)   18.49   35.20   24,588   0.81   0.81   1.14   28
Y   13.76   0.21   4.62   4.83   (0.05)       (0.05)   18.54   35.17   248,058   0.81   0.81   1.17   28
F   13.74   0.22   4.63   4.85   (0.07)       (0.07)   18.52   35.36   618,602   0.70   0.70   1.25   28
SDR   13.73   0.22   4.62   4.84   (0.07)       (0.07)   18.50   35.31   447,317   0.71   0.71   1.25   28
The accompanying notes are an integral part of these financial statements.

110


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, 2020
A   $ 12.91   $  0.07   $  1.30   $  1.37   $ (0.14)   $  —   $  —   $ (0.14)   $ 14.14   10.63%   $  114,042   1.12%   1.11%   0.49%   34%
C   12.25   (0.03)   1.25   1.22   (0.04)       (0.04)   13.43   9.93   6,687   1.85   1.85   (0.21)   34
I   12.51   0.10   1.26   1.36   (0.16)       (0.16)   13.71   10.93   516,721   0.83   0.83   0.79   34
R3   12.47   0.03   1.26   1.29   (0.13)       (0.13)   13.63   10.38   734   1.46   1.45   0.25   34
R4   12.50   0.07   1.25   1.32   (0.15)       (0.15)   13.67   10.62   2,536   1.15   1.15   0.51   34
R5   12.52   0.11   1.26   1.37   (0.17)       (0.17)   13.72   10.96   12,208   0.83   0.83   0.84   34
Y   12.52   0.06   1.32   1.38   (0.14)       (0.14)   13.76   11.09   66,753   0.82   0.82   0.45   34
F   12.52   0.11   1.28   1.39   (0.17)       (0.17)   13.74   11.13   169,576   0.75   0.75   0.86   34
SDR   12.52   0.11   1.27   1.38   (0.17)       (0.17)   13.73   11.07   136,358   0.75   0.75   0.86   34
For the Year Ended October 31, 2019
A   $ 12.46   $  0.17   $  1.18   $  1.35   $ (0.15)   $  (0.75)   $  —   $ (0.90)   $ 12.91   12.04%   $  46,241   1.16%   1.14%   1.42%   37%
C   11.90   0.10   1.10   1.20   (0.10)   (0.75)     (0.85)   12.25   11.16   3,530   1.90   1.87   0.88   37
I   12.09   0.21   1.13   1.34   (0.17)   (0.75)     (0.92)   12.51   12.39   218,391   0.86   0.83   1.81   37
R3   12.08   0.16   1.13   1.29   (0.15)   (0.75)     (0.90)   12.47   11.93   190   1.44   1.33   1.35   37
R4   12.09   0.15   1.17   1.32   (0.16)   (0.75)     (0.91)   12.50   12.15   292   1.12   1.05   1.24   37
R5   12.10   0.15   1.19   1.34   (0.17)   (0.75)     (0.92)   12.52   12.33   1,066   0.80   0.78   1.21   37
Y   12.11   0.21   1.12   1.33   (0.17)   (0.75)     (0.92)   12.52   12.38   676   0.87   0.84   1.80   37
F   12.10   0.22   1.12   1.34   (0.17)   (0.75)     (0.92)   12.52   12.47   70,305   0.78   0.76   1.85   37
SDR   12.10   0.21   1.14   1.35   (0.18)   (0.75)     (0.93)   12.52   12.45   100,663   0.80   0.76   1.80   37
For the Year Ended October 31, 2018
A   $ 13.62   $  0.19   $  (1.22)   $  (1.03)   $ (0.13)   $  —   $  —   $ (0.13)   $ 12.46   (7.63)%   $  11,234   1.25%   1.16%   1.40%   65%
C   13.11   0.13   (1.21)   (1.08)   (0.13)       (0.13)   11.90   (8.33)   1,824   2.01   1.92   0.97   65
I   13.20   0.22   (1.17)   (0.95)   (0.16)       (0.16)   12.09   (7.32)   129,528   0.93   0.85   1.70   65
R3   13.19   0.21   (1.19)   (0.98)   (0.13)       (0.13)   12.08   (7.49)   12   1.61   1.02   1.59   65
R4   13.20   0.22   (1.19)   (0.97)   (0.14)       (0.14)   12.09   (7.42)   12   1.31   0.97   1.64   65
R5   13.22   0.22   (1.18)   (0.96)   (0.16)       (0.16)   12.10   (7.36)   12   1.01   0.90   1.69   65
Y   13.23   0.12   (1.07)   (0.95)   (0.17)       (0.17)   12.11   (7.32)   5,693   0.90   0.81   0.97   65
F   13.22   0.22   (1.17)   (0.95)   (0.17)       (0.17)   12.10   (7.32)   9,204   0.89   0.80   1.69   65
SDR   13.23   0.23   (1.18)   (0.95)   (0.18)       (0.18)   12.10   (7.33)   67,339   0.89   0.80   1.71   65
Hartford Schroders Securitized Income Fund
For the Year Ended October 31, 2022
A   $ 9.91   $  0.22   $  (0.85)   $  (0.63)   $ (0.23)   $  —   $  —   $ (0.23)   $  9.05   (6.45)%   $  4,054   0.89%   0.70% (13)   2.35%   38% (14)
C   9.89   0.12   (0.85)   (0.73)   (0.14)       (0.14)   9.02   (7.42)   255   1.71   1.69 (13)   1.29   38 (14)
I   9.89   0.22   (0.84)   (0.62)   (0.25)       (0.25)   9.02   (6.32)   36,388   0.69   0.63 (13)   2.29   38 (14)
Y   9.89   0.24   (0.86)   (0.62)   (0.26)       (0.26)   9.01   (6.37)   3,923   0.64   0.57 (13)   2.56   38 (14)
F   9.88   0.25   (0.85)   (0.60)   (0.27)       (0.27)   9.01   (6.17)   1,965   0.62   0.47 (13)   2.66   38 (14)
SDR   9.88   0.24   (0.85)   (0.61)   (0.27)       (0.27)   9.00   (6.28)   15,367   0.63   0.48 (13)   2.54   38 (14)
For the Year Ended October 31, 2021
A   $ 9.79   $  0.17   $  0.10   $  0.27   $ (0.15)   $  —   $  —   $ (0.15)   $  9.91   2.77%   $  5,167   1.26% (15)   1.06% (13)   1.66% (16)   71%
C   9.79   0.07   0.10   0.17   (0.07)       (0.07)   9.89   1.69   432   2.07 (15)   2.06 (13)   0.66 (16)   71
I   9.79   0.17   0.10   0.27   (0.17)       (0.17)   9.89   2.82   89,260   1.03 (15)   0.97 (13)   1.73 (16)   71
Y   9.79   0.18   0.10   0.28   (0.18)       (0.18)   9.89   2.87   4,187   0.99 (15)   0.92 (13)   1.78 (16)   71
F   9.78   0.19   0.10   0.29   (0.19)       (0.19)   9.88   2.97   2,096   0.98 (15)   0.84 (13)   1.88 (16)   71
SDR   9.78   0.18   0.11   0.29   (0.19)       (0.19)   9.88   2.97   24,467   0.97 (15)   0.84 (13)   1.84 (16)   71
The accompanying notes are an integral part of these financial statements.

111


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 Securitized Income Fund – (continued)
For the Year Ended October 31, 2020
A   $ 10.06   $  0.21   $  (0.25)   $  (0.04)   $ (0.22)   $  (0.01)   $  —   $ (0.23)   $  9.79   (0.41)%   $  5,553   1.54% (17)   1.10% (18)(19)   2.12% (20)   78%
C (21)   10.12   0.04   (0.31)   (0.27)   (0.06)   0.00     (0.06)   9.79   (2.64) (6)   443   2.52 (7)(17)   2.29 (7)(18)(19)   0.55 (7)(20)   78
I   10.06   0.19   (0.23)   (0.04)   (0.22)   (0.01)     (0.23)   9.79   (0.42)   65,636   1.34 (17)   1.12 (18)(19)   1.94 (20)   78
Y   10.06   0.21   (0.25)   (0.04)   (0.22)   (0.01)     (0.23)   9.79   (0.36)   3,571   1.29 (17)   1.07 (18)(19)   2.20 (20)   78
F   10.05   0.22   (0.26)   (0.04)   (0.22)   (0.01)     (0.23)   9.78   (0.34)   2,035   1.28 (17)   1.06 (18)(19)   2.25 (20)   78
SDR   10.05   0.23   (0.26)   (0.03)   (0.23)   (0.01)     (0.24)   9.78   (0.31)   16,688   1.28 (17)   1.07 (18)(19)   2.32 (20)   78
For the Period Ended October 31, 2019(22)
A   $ 10.00   $  0.17   $  0.03   $  0.20   $ (0.14)   $  —   $  —   $ (0.14)   $ 10.06   2.04% (6)   $  3,571   1.58% (7)(23)   1.00% (7)(19)(24)   2.49% (7)(25)   35%
I   10.00   0.17   0.04   0.21   (0.15)       (0.15)   10.06   2.09 (6)   4,633   1.33 (7)(23)   0.96 (7)(19)(24)   2.52 (7)(25)   35
Y   10.00   0.17   0.04   0.21   (0.15)       (0.15)   10.06   2.13 (6)   3,583   1.27 (7)(23)   0.91 (7)(19)(24)   2.58 (7)(25)   35
F   10.00   0.18   0.03   0.21   (0.16)       (0.16)   10.05   2.06 (6)   2,544   1.26 (7)(23)   0.89 (7)(19)(24)   2.61 (7)(25)   35
SDR   10.00   0.17   0.04   0.21   (0.16)       (0.16)   10.05   2.19 (6)   80,616   1.24 (7)(23)   0.86 (7)(19)(24)   2.55 (7)(25)   35
Hartford Schroders Sustainable International Core Fund(11)
For the Period Ended October 31, 2022
I   $ 10.00   $  0.08   $  (1.48)   $  (1.40)   $  —   $  —   $  —   $  —   $  8.60   (14.00)% (6)   $  430   14.67% (7)   0.70% (7)   2.03% (7)   17(% 12)
SDR   10.00   0.08   (1.48)   (1.40)           8.60   (14.00) (6)   430   14.48 (7)   0.70 (7)   2.03 (7)   17 (12)
Hartford Schroders Tax-Aware Bond Fund
For the Year Ended October 31, 2022
A   $ 11.27   $  0.17   $  (1.64)   $  (1.47)   $ (0.17)   $  (0.15)   $  —   $ (0.32)   $  9.48   (13.33)%   $  37,682   0.83%   0.71%   1.66%   143%
C   11.28   0.08   (1.64)   (1.56)   (0.07)   (0.15)     (0.22)   9.50   (14.04)   4,323   1.62   1.59   0.79   143
I   11.28   0.20   (1.64)   (1.44)   (0.20)   (0.15)     (0.35)   9.49   (13.12)   248,947   0.61   0.49   1.96   143
Y   11.28   0.20   (1.65)   (1.45)   (0.19)   (0.15)     (0.34)   9.49   (13.18)   247   0.63   0.56   1.86   143
F   11.28   0.21   (1.65)   (1.44)   (0.20)   (0.15)     (0.35)   9.49   (13.09)   48,151   0.52   0.46   1.98   143
SDR   11.27   0.21   (1.65)   (1.44)   (0.20)   (0.15)     (0.35)   9.48   (13.10)   51,611   0.52   0.46   1.97   143
For the Year Ended October 31, 2021
A   $ 11.42   $  0.12   $  (0.00)(4)   $  0.12   $ (0.12)   $  (0.15)   $  —   $ (0.27)   $ 11.27   1.08%   $  63,475   0.82%   0.71%   1.09%   109%
C   11.44   0.03   (0.02)   0.01   (0.02)   (0.15)     (0.17)   11.28   0.11   7,768   1.64   1.58   0.22   109
I   11.43   0.15   (0.01)   0.14   (0.14)   (0.15)     (0.29)   11.28   1.30   279,048   0.59   0.49   1.31   109
Y   11.44   0.14   (0.01)   0.13   (0.14)   (0.15)     (0.29)   11.28   1.14   286   0.62   0.56   1.24   109
F   11.44   0.15   (0.01)   0.14   (0.15)   (0.15)     (0.30)   11.28   1.24   40,994   0.51   0.46   1.34   109
SDR   11.43   0.15   (0.01)   0.14   (0.15)   (0.15)     (0.30)   11.27   1.24   64,292   0.51   0.46   1.34   109
For the Year Ended October 31, 2020
A   $ 11.34   $  0.16   $  0.32   $  0.48   $ (0.17)   $  (0.23)   $  —   $ (0.40)   $ 11.42   4.31%   $  56,486   0.82%   0.71%   1.39%   186%
C   11.34   0.06   0.33   0.39   (0.06)   (0.23)     (0.29)   11.44   3.53   8,731   1.61   1.55   0.56   186
I   11.34   0.18   0.34   0.52   (0.20)   (0.23)     (0.43)   11.43   4.64   283,060   0.60   0.49   1.61   186
Y   11.35   0.18   0.33   0.51   (0.19)   (0.23)     (0.42)   11.44   4.56   213   0.63   0.56   1.56   186
F   11.35   0.19   0.33   0.52   (0.20)   (0.23)     (0.43)   11.44   4.67   33,074   0.52   0.46   1.64   186
SDR   11.34   0.19   0.33   0.52   (0.20)   (0.23)     (0.43)   11.43   4.68   61,878   0.52   0.46   1.66   186
For the Year Ended October 31, 2019
A   $ 10.66   $  0.23   $  0.80   $  1.03   $ (0.23)   $  (0.12)   $  —   $ (0.35)   $ 11.34   9.79%   $  36,158   0.83%   0.71%   2.08%   161%
C   10.65   0.14   0.80   0.94   (0.13)   (0.12)     (0.25)   11.34   8.91   7,894   1.61   1.54   1.26   161
I   10.67   0.26   0.79   1.05   (0.26)   (0.12)     (0.38)   11.34   9.95   209,719   0.61   0.48   2.31   161
Y   10.67   0.26   0.79   1.05   (0.25)   (0.12)     (0.37)   11.35   9.98   204   0.60   0.53   2.31   161
F   10.67   0.26   0.80   1.06   (0.26)   (0.12)     (0.38)   11.35   10.06   20,569   0.53   0.46   2.33   161
SDR   10.66   0.26   0.80   1.06   (0.26)   (0.12)     (0.38)   11.34   10.08   60,005   0.53   0.46   2.38   161
The accompanying notes are an integral part of these financial statements.

112


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, 2018
A   $ 11.08   $  0.23   $  (0.42)   $  (0.19)   $ (0.22)   $  (0.01)   $  —   $ (0.23)   $ 10.66   (1.77)%   $  25,186   0.86%   0.71%   2.07%   161%
C   11.07   0.14   (0.43)   (0.29)   (0.12)   (0.01)     (0.13)   10.65   (2.64)   4,819   1.62   1.53   1.24   161
I   11.10   0.25   (0.42)   (0.17)   (0.25)   (0.01)     (0.26)   10.67   (1.59)   120,282   0.62   0.46   2.31   161
Y   11.10   0.25   (0.43)   (0.18)   (0.24)   (0.01)     (0.25)   10.67   (1.63)   214   0.57   0.48   2.30   161
F   11.10   0.26   (0.44)   (0.18)   (0.24)   (0.01)     (0.25)   10.67   (1.60)   8,689   0.55   0.46   2.36   161
SDR   11.09   0.25   (0.43)   (0.18)   (0.24)   (0.01)     (0.25)   10.66   (1.60)   59,590   0.55   0.46   2.30   161
Hartford Schroders US MidCap Opportunities Fund
For the Year Ended October 31, 2022
A   $ 20.63   $  0.03   $  (1.84)   $  (1.81)   $  —   $  (2.90)   $  —   $ (2.90)   $ 15.92   (10.46)%   $  107,826   1.17%   1.17%   0.20%   42%
C   20.64   (0.09)   (1.85)   (1.94)     (2.90)     (2.90)   15.80   (11.16)   41,486   1.91   1.91   (0.54)   42
I   21.52   0.08   (1.94)   (1.86)   (0.02)   (2.90)     (2.92)   16.74   (10.25)   397,914   0.89   0.89   0.47   42
R3   21.07   (0.03)   (1.88)   (1.91)     (2.90)     (2.90)   16.26   (10.75)   1,820   1.52   1.52   (0.15)   42
R4   21.37   0.04   (1.93)   (1.89)     (2.90)     (2.90)   16.58   (10.47)   564   1.22   1.16   0.22   42
R5   21.47   0.08   (1.93)   (1.85)   (0.01)   (2.90)     (2.91)   16.71   (10.22)   309   0.92   0.92   0.42   42
Y   21.50   0.08   (1.95)   (1.87)   (0.01)   (2.90)     (2.91)   16.72   (10.29)   60,674   0.91   0.91   0.45   42
F   21.53   0.10   (1.95)   (1.85)   (0.03)   (2.90)     (2.93)   16.75   (10.18)   88,436   0.80   0.80   0.57   42
SDR   21.56   0.10   (1.94)   (1.84)   (0.03)   (2.90)     (2.93)   16.79   (10.12)   34,340   0.81   0.81   0.56   42
For the Year Ended October 31, 2021
A   $ 14.57   $ (0.02)   $  6.09   $  6.07   $ (0.01)   $  —   $  —   $ (0.01)   $ 20.63   41.71%   $  106,982   1.16%   1.16%   (0.10)%   47%
C   14.67   (0.16)   6.13   5.97           20.64   40.70   54,795   1.90   1.90   (0.84)   47
I   15.19   0.03   6.36   6.39   (0.06)       (0.06)   21.52   42.13   457,621   0.89   0.89   0.17   47
R3   14.92   (0.09)   6.24   6.15           21.07   41.22   2,157   1.52   1.52   (0.46)   47
R4   15.08   (0.02)   6.31   6.29           21.37   41.71   856   1.22   1.17   (0.11)   47
R5   15.16   0.03   6.33   6.36   (0.05)       (0.05)   21.47   42.03   874   0.92   0.92   0.17   47
Y   15.18   0.03   6.34   6.37   (0.05)       (0.05)   21.50   42.05   82,958   0.91   0.91   0.15   47
F   15.20   0.05   6.35   6.40   (0.07)       (0.07)   21.53   42.23   83,647   0.80   0.80   0.26   47
SDR   15.23   0.05   6.35   6.40   (0.07)       (0.07)   21.56   42.14   51,180   0.80   0.80   0.26   47
For the Year Ended October 31, 2020
A   $ 15.01   $  0.01   $  (0.35)   $  (0.34)   $  0.00(4)   $  (0.10)   $  —   $ (0.10)   $ 14.57   (2.25)%   $  71,370   1.18%   1.18%   0.06%   53%
C   15.21   (0.10)   (0.34)   (0.44)     (0.10)     (0.10)   14.67   (2.90)   43,785   1.92   1.92   (0.67)   53
I   15.63   0.05   (0.35)   (0.30)   (0.04)   (0.10)     (0.14)   15.19   (1.92)   352,667   0.90   0.90   0.35   53
R3   15.41   (0.04)   (0.35)   (0.39)     (0.10)     (0.10)   14.92   (2.54)   975   1.53   1.53   (0.28)   53
R4   15.53   0.00 (4)   (0.35)   (0.35)     (0.10)     (0.10)   15.08   (2.26)   567   1.23   1.23   0.01   53
R5   15.60   0.05   (0.35)   (0.30)   (0.04)   (0.10)     (0.14)   15.16   (1.96)   1,229   0.93   0.93   0.31   53
Y   15.63   0.05   (0.35)   (0.30)   (0.05)   (0.10)     (0.15)   15.18   (1.93)   77,493   0.91   0.90   0.34   53
F   15.64   0.06   (0.34)   (0.28)   (0.06)   (0.10)     (0.16)   15.20   (1.82)   55,554   0.81   0.81   0.42   53
SDR   15.67   0.07   (0.35)   (0.28)   (0.06)   (0.10)     (0.16)   15.23   (1.81)   37,895   0.81   0.81   0.45   53
For the Year Ended October 31, 2019
A   $ 13.68   $  0.02   $  1.58   $  1.60   $  —   $  (0.27)   $  —   $ (0.27)   $ 15.01   12.12%   $  87,831   1.27%   1.27%   0.14%   39%
C   13.97   (0.09)   1.60   1.51     (0.27)     (0.27)   15.21   11.29   60,195   2.02   2.02   (0.61)   39
I   14.24   0.06   1.64   1.70   (0.04)   (0.27)     (0.31)   15.63   12.41   496,725   1.00   1.00   0.42   39
R3   14.09   (0.04)   1.63   1.59     (0.27)     (0.27)   15.41   11.69   1,423   1.62   1.62   (0.25)   39
R4   14.17   0.01   1.64   1.65   (0.02)   (0.27)     (0.29)   15.53   12.09   627   1.32   1.32   0.09   39
R5   14.24   0.06   1.62   1.68   (0.05)   (0.27)     (0.32)   15.60   12.32   1,476   1.02   1.02   0.39   39
Y   14.24   0.07   1.64   1.71   (0.05)   (0.27)     (0.32)   15.63   12.50   116,557   0.97   0.95   0.44   39
F   14.25   0.07   1.64   1.71   (0.05)   (0.27)     (0.32)   15.64   12.52   54,955   0.91   0.91   0.48   39
SDR   14.28   0.07   1.64   1.71   (0.05)   (0.27)     (0.32)   15.67   12.49   82,604   0.91   0.91   0.48   39
The accompanying notes are an integral part of these financial statements.

113


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, 2018
A   $ 13.97   $  0.01   $  (0.10)   $  (0.09)   $  —   $  (0.20)   $  —   $ (0.20)   $ 13.68   (0.66)%   $  96,491   1.26%   1.25%   0.05%   37%
C   14.37   (0.11)   (0.09)   (0.20)     (0.20)     (0.20)   13.97   (1.49)   67,037   2.02   2.01   (0.72)   37
I   14.52   0.05   (0.11)   (0.06)   (0.02)   (0.20)     (0.22)   14.24   (0.44)   648,971   0.99   0.98   0.31   37
R3   14.43   (0.05)   (0.09)   (0.14)     (0.20)     (0.20)   14.09   (1.06)   950   1.63   1.60   (0.31)   37
R4   14.48     (0.10)   (0.10)   (0.01)   (0.20)     (0.21)   14.17   (0.74)   775   1.33   1.30   (0.03)   37
R5   14.51   0.04   (0.09)   (0.05)   (0.02)   (0.20)     (0.22)   14.24   (0.42)   1,864   1.03   1.00   0.26   37
Y   14.53   0.04   (0.10)   (0.06)   (0.03)   (0.20)     (0.23)   14.24   (0.46)   108,680   0.96   0.94   0.25   37
F   14.53   0.06   (0.11)   (0.05)   (0.03)   (0.20)     (0.23)   14.25   (0.37)   45,449   0.91   0.90   0.38   37
SDR   14.56   0.06   (0.11)   (0.05)   (0.03)   (0.20)     (0.23)   14.28   (0.37)   57,898   0.91   0.90   0.38   37
Hartford Schroders US Small Cap Opportunities Fund
For the Year Ended October 31, 2022
A   $ 33.48   $ (0.08)   $  (3.65)   $  (3.73)   $  —   $  (3.69)   $  —   $ (3.69)   $ 26.06   (12.56)%   $  32,403   1.37%   1.35%   (0.30)%   38%
C   33.73   (0.29)   (3.68)   (3.97)     (3.69)     (3.69)   26.07   (13.24)   6,440   2.13   2.10   (1.05)   38
I   35.38   (0.01)   (3.89)   (3.90)     (3.69)     (3.69)   27.79   (12.35)   179,554   1.09   1.09   (0.04)   38
R3   34.71   (0.17)   (3.80)   (3.97)     (3.69)     (3.69)   27.05   (12.83)   989   1.70   1.65   (0.59)   38
R4   35.14   (0.09)   (3.85)   (3.94)     (3.69)     (3.69)   27.51   (12.57)   636   1.41   1.35   (0.29)   38
R5   35.34     (3.88)   (3.88)     (3.69)     (3.69)   27.77   (12.30)   455   1.11   1.05     38
Y   35.37     (3.89)   (3.89)     (3.69)     (3.69)   27.79   (12.32)   34,407   1.10   1.05     38
F   35.42   0.03   (3.89)   (3.86)     (3.69)     (3.69)   27.87   (12.21)   16,017   0.99   0.95   0.10   38
SDR   35.46   0.03   (3.90)   (3.87)     (3.69)     (3.69)   27.90   (12.23)   37,043   0.99   0.95   0.11   38
For the Year Ended October 31, 2021
A   $ 23.20   $ (0.11)   $ 10.39   $ 10.28   $  —   $  —   $  —   $  —   $ 33.48   44.31%   $  38,561   1.38%   1.35%   (0.34)%   56%
C   23.54   (0.34)   10.53   10.19           33.73   43.29   8,574   2.12   2.10   (1.09)   56
I   24.45   (0.02)   10.97   10.95   (0.02)       (0.02)   35.38   44.78   219,197   1.08   1.07   (0.06)   56
R3   24.11   (0.21)   10.81   10.60           34.71   43.97   1,379   1.70   1.63   (0.64)   56
R4   24.35   (0.11)   10.90   10.79           35.14   44.31   739   1.40   1.35   (0.34)   56
R5   24.44   (0.02)   10.95   10.93   (0.03)       (0.03)   35.34   44.75   687   1.10   1.05   (0.06)   56
Y   24.46   (0.01)   10.95   10.94   (0.03)       (0.03)   35.37   44.75   38,267   1.09   1.05   (0.05)   56
F   24.49   0.02   10.97   10.99   (0.06)       (0.06)   35.42   44.92   17,664   0.99   0.95   0.06   56
SDR   24.52   0.02   10.98   11.00   (0.06)       (0.06)   35.46   44.91   34,111   0.99   0.95   0.06   56
For the Year Ended October 31, 2020
A   $ 25.69   $  0.01   $  (1.19)   $  (1.18)   $ (0.02)   $  (1.29)   $  —   $ (1.31)   $ 23.20   (5.02)%   $  23,897   1.42%   1.35%   0.06%   47%
C   26.23   (0.16)   (1.24)   (1.40)     (1.29)     (1.29)   23.54   (5.77)   6,957   2.17   2.10   (0.67)   47
I   27.00   0.09   (1.27)   (1.18)   (0.08)   (1.29)     (1.37)   24.45   (4.78)   144,885   1.11   1.05   0.38   47
R3   26.71   (0.07)   (1.24)   (1.31)     (1.29)     (1.29)   24.11   (5.31)   242   1.73   1.64   (0.30)   47
R4   26.93   0.02   (1.27)   (1.25)   (0.04)   (1.29)     (1.33)   24.35   (5.04)   194   1.43   1.35   0.08   47
R5   26.98   0.06   (1.23)   (1.17)   (0.08)   (1.29)     (1.37)   24.44   (4.78)   293   1.13   1.05   0.25   47
Y   27.00   0.09   (1.26)   (1.17)   (0.08)   (1.29)     (1.37)   24.46   (4.74)   23,531   1.12   1.05   0.39   47
F   27.03   0.10   (1.25)   (1.15)   (0.10)   (1.29)     (1.39)   24.49   (4.68)   10,407   1.01   0.95   0.41   47
SDR   27.06   0.08   (1.23)   (1.15)   (0.10)   (1.29)     (1.39)   24.52   (4.66)   23,538   1.01   0.95   0.36   47
The accompanying notes are an integral part of these financial statements.

114


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, 2019
A   $ 25.55   $  0.02   $  2.38   $  2.40   $ (0.01)   $  (2.25)   $  —   $ (2.26)   $ 25.69   11.21%   $  20,928   1.43%   1.35%   0.07%   45%
C   26.20   0.16   2.44   2.28     (2.2500)     (2.25)   26.23   10.43   7,096   2.18   2.10   (0.65)   45
I   26.71   0.10   2.50   2.60   0.06   (2.25)     (2.31)   27.00   11.59   140,024   1.11   1.04   0.40   45
R3   26.53   (0.05)   2.48   2.43     (2.25)     (2.25)   26.71   10.90   111   1.74   1.63   (0.21)   45
R4   26.68     2.54   2.54   (0.04)   (2.25)     (2.29)   26.93   11.33   259   1.44   1.31   (0.01)   45
R5   26.70   0.08   2.51   2.59   (0.06)   (2.25)     (2.31)   26.98   11.56   78   1.12   1.05   0.31   45
Y   26.73   0.11   2.50   2.61   (0.09)   2.25     (2.34)   27.00   11.62   25,883   1.08   1.01   0.43   45
F   26.74   0.12   2.51   2.63   (0.09)   (2.25)     (2.34)   27.03   11.69   4,483   1.02   0.95   0.47   45
SDR   26.78   0.13   2.49   2.62   (0.09)   (2.25)     (2.34)   27.06   11.67   11,328   1.02   0.95   0.50   45
For the Year Ended October 31, 2018
A   $ 27.97   $ (0.02)   $  (0.04)   $  (0.06)   $  —   $  (2.36)   $  —   $ (2.36)   $ 25.55   (0.34)%   $  13,976   1.43%   1.34%   (0.08)%   42%
C   28.82   (0.23)   (0.03)   (0.26)     (2.36)     (2.36)   26.20   (1.08)   6,892   2.18   2.09   (0.84)   42
I   29.14   0.07   (0.05)   0.02   (0.09)   (2.36)     (2.45)   26.71   (0.05)   109,710   1.12   1.04   0.25   42
R3   29.06   (0.08)   (0.05)   (0.13)   (0.04)   (2.36)     (2.40)   26.53   (0.58)   66   1.75   1.58   (0.30)   42
R4   29.08   0.04   (0.04)     (0.04)   (2.36)     (2.40)   26.68   (0.11)   11   1.45   1.13   0.12   42
R5   29.11   0.07   (0.05)   0.02   (0.07)   (2.36)     (2.43)   26.70   (0.02)   19   1.15   1.05   0.23   42
Y   29.14   0.09   (0.05)   0.04   (0.09)   (2.36)     (2.45)   26.73   (0.03)   23,507   1.03   0.95   0.33   42
F   29.15   0.08   (0.04)   0.04   (0.09)   (2.36)     (2.45)   26.74   0.04   2,841   1.03   0.95   0.30   42
SDR   29.19   0.13   (0.08)   0.05   (0.10)   (2.36)     (2.46)   26.78   0.07   10,952   1.03   0.95   0.44   42
    
FINANCIAL HIGHLIGHTS FOOTNOTES
(1) Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2) Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(3) Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(4) Amount is less than $0.01 per share.
(5) Commenced operations on March 31, 2020.
(6) Not annualized.
(7) Annualized.
(8) Classes A, C, I, Y and F commenced operations on February 28, 2022.
(9) Commenced operations on September 30, 2021.
(10) Reflects the Fund's portfolio turnover for the period September 30, 2021 through October 31, 2021.
(11) Commenced operations on May 24, 2022.
(12) Reflects the Fund’s portfolio turnover for the period May 24, 2022 through October 31, 2022.
(13) The ratio of expenses after adjustments to average net assets excluding interest expense for the year ended October 31, 2021 was 0.92%, 1.92%, 0.83%, 0.78%, 0.70% and 0.70% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively.
(14) Portfolio turnover excludes TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 75% for the fiscal year ended October 31, 2022.
(15) The ratio of expenses before adjustments to average net assets excluding interest expense for the year ended October 31, 2021 was 1.12%, 1.93%, 0.89%, 0.85%, 0.84% and 0.84% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively.
(16) The ratio of net investment income to average net assets excluding interest expense for the year ended October 31, 2021 was 1.80%, 0.80%, 1.87%, 1.92%, 2.02% and 1.98% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively.
(17) The ratio of expenses before adjustments to average net assets excluding interest expense for the year ended October 31, 2020 was 1.18%, 2.16%, 0.97%, 0.92%, 0.92% and 0.92% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively.
(18) The ratio of expenses after adjustments to average net assets excluding interest expense for the year ended October 31, 2020 was 0.74%, 1.93%, 0.76%, 0.71%, 0.70% and 0.70% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively.
(19) Includes the impact of certain non-contractual waivers. Please see the fee table in the Fund’s prospectus for the Fund’s estimated total annual fund operating expenses (before and after contractual waivers and/or reimbursements).
(20) The ratio of net investment income to average net assets excluding interest expense for the year ended October 31, 2020 was 2.48%, 0.91%, 2.30%, 2.56%, 2.61% and 2.69% for Class A, Class C, Class I, Class Y, Class F and Class SDR, respectively.
(21) Commenced operations on February 28, 2020.
(22) Commenced operations on February 28, 2019.
The accompanying notes are an integral part of these financial statements.

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Hartford Schroders Funds
Financial Highlights – (continued)

(23) The ratio of expenses before adjustments to average net assets excluding interest expense for the period February 28, 2019 through October 31, 2019 was 1.39%, 1.14%, 1.09%, 1.07% and 1.07% for Class A, Class I, Class Y, Class F and Class SDR, respectively.
(24) The ratio of expenses after adjustments to average net assets excluding interest expense for the period February 28, 2019 through October 31, 2019 was 0.79%, 0.76%, 0.70%, 0.68% and 0.70% for Class A, Class I, Class Y, Class F and Class SDR, respectively. This includes the impact of certain non-contractual waivers.
(25) The ratio of net investment income to average net assets excluding interest expense for the period February 28, 2019 through October 31, 2019 was 2.68%, 2.71%, 2.77%, 2.81% and 2.71% for Class A, Class I, Class Y, Class F and Class SDR, respectively.
The accompanying notes are an integral part of these financial statements.

116


Hartford Schroders Funds
 Notes to Financial Statements
 October 31, 2022

1. Organization:
  The Hartford Mutual Funds II, Inc. (the "Company") is an open-end registered management investment company comprised of sixteen series, as of October 31, 2022. Financial statements of each series of the Company listed below (each, a "Fund" and collectively, the "Funds") are included in this report.
   
The Hartford Mutual Funds II, Inc.:
Hartford Schroders China A Fund (the "China A Fund")
Hartford Schroders Diversified Emerging Markets Fund (the "Diversified Emerging Markets Fund")
Hartford Schroders Emerging Markets Equity Fund (the "Emerging Markets Equity Fund")
Hartford Schroders Emerging Markets Multi-Sector Bond Fund (the "Emerging Markets Multi-Sector Bond Fund")
Hartford Schroders International Contrarian Value Fund (the "International Contrarian Value Fund")
Hartford Schroders International Multi-Cap Value Fund (the "International Multi-Cap Value Fund")
Hartford Schroders International Stock Fund (the "International Stock Fund")
Hartford Schroders Securitized Income Fund (the "Securitized Income Fund")
Hartford Schroders Sustainable International Core Fund (the "Sustainable International Core Fund")
Hartford Schroders Tax-Aware Bond Fund (the "Tax-Aware Bond Fund")
Hartford Schroders US MidCap Opportunities Fund (the "US MidCap Opportunities Fund")
Hartford Schroders US Small Cap Opportunities Fund (the "US Small Cap Opportunities Fund")
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".
International Contrarian Value Fund and Sustainable International Core Fund commenced operations on May 24, 2022. Diversified Emerging Markets Fund commenced operations on September 30, 2021. Each Fund, except International Contrarian Value Fund and Sustainable International Core Fund, has registered for sale Class A, Class C, Class Y and Class F shares. Each Fund has registered for sale Class I and Class SDR shares. In addition, each Fund, except China A Fund, Diversified Emerging Markets Fund, International Contrarian Value Fund, Securitized Income Fund, Sustainable International Core Fund and Tax-Aware Bond Fund, has registered for sale Class R3, Class R4 and Class R5 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. 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 set forth in 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

117


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.
b) Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each class of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.
  With respect to a Fund's investments that do not have readily available market prices, the Company's Board of Directors (the "Board") has designated Hartford Funds Management Company, LLC (the "Investment Manager") as its valuation designee to perform fair valuations pursuant to Rule 2a-5 under the 1940 Act (the "Valuation Designee").
  If market prices are not readily available or deemed unreliable, the Valuation Designee determines the fair value of the security or other instrument in good faith under policies and procedures approved by and under the supervision of the Board ("Valuation Procedures").
  The Valuation Designee has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all available relevant factors in determining an investment’s fair value. The Valuation Designee reports fair value matters to the Audit Committee of the Board.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase, redeem or exchange shares of the Fund.
  Fixed income investments (other than short-term obligations) and non-exchange traded derivatives held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost, which approximates fair value.
  Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange ("Exchange Close"). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.
  Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.
  Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.
  Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Investments in investment companies that are not listed or traded on an exchange ("Non-Traded Funds"), if any, are valued at the respective NAV of each Non-Traded Fund on the Valuation Date. Such Non-Traded Funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.
  Financial instruments for which prices are not available from an independent pricing service may be valued using quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.

118


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:
Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.
Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.
Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.
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, each Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage-related and other asset-backed securities are included in interest income in the Statements of Operations, as applicable.
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 each Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or net realized or unrealized gain (loss) on investments in these securities, if applicable.
e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.
  A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

119


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.
f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.
g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each class of each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each class of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund's net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.
  Orders for the purchase of a Fund's shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.
  Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of China A Fund, Diversified Emerging Markets Fund, Emerging Markets Equity Fund, International Contrarian Value Fund, International Stock Fund, Sustainable International Core Fund, US MidCap Opportunities Fund and US Small Cap Opportunities Fund is to pay dividends from net investment income and realized gains, if any, at least once a year. The policy of Securitized Income Fund and Tax-Aware Bond Fund is to pay dividends from net investment income, if any, monthly, and realized gains, if any, at least once a year. The policy of Emerging Markets Multi-Sector Bond Fund and International Multi-Cap Value Fund is to pay dividends from net investment income, if any, quarterly, and realized gains, if any, at least once a year.
  Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).
3. Securities and Other Investments:
a) Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund's Schedule of Investments.
b) Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of October 31, 2022.
  A Fund may enter into to-be announced ("TBA") commitments. TBA commitments are forward agreements for the purchase or sale of mortgage-backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage-backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. See a Fund's Schedule of Investments, if applicable, for TBA commitments as of October 31, 2022.
c) Mortgage-Related and Other Asset-Backed Securities – A Fund may invest in mortgage-related and other asset-backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage-backed securities, stripped

120


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  mortgage-backed securities, asset-backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage-related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset-backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage-related securities is guaranteed by the full faith and credit of the United States Government. Mortgage-related and other asset-backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund's Schedule of Investments, if applicable, for mortgage-related and other asset-backed securities as of October 31, 2022.
d) Inflation-Indexed Bonds – A Fund may invest in inflation-indexed bonds. Inflation-indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation-indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation-indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund's Schedule of Investments, if applicable, for inflation-indexed bonds as of October 31, 2022.
4. Financial Derivative Instruments:
  The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.
a) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.
  Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.
  During the year ended October 31, 2022, each of Diversified Emerging Markets Fund, Emerging Markets Equity Fund, Emerging Markets Multi-Sector Bond Fund, International Multi-Cap Value Fund and Securitized Income Fund had used Foreign Currency Contracts.
b) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant ("FCM") an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value ("variation margin") is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.
  During the year ended October 31, 2022, each of Diversified Emerging Markets Fund, Emerging Markets Multi-Sector Bond Fund, International Contrarian Value Fund, International Multi-Cap Value Fund, Securitized Income Fund, Sustainable International Core Fund and Tax-Aware Bond Fund had used Futures Contracts.

121


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

c) Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified future intervals. Swap contracts are either privately negotiated in the over-the-counter market ("OTC swaps") or cleared through a central counterparty or derivatives clearing organization ("centrally cleared swaps"). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.
  Swaps are valued in accordance with the Valuation Procedures. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value ("variation margin") on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swaps. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.
  Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).
  A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.
  Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.
  Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A "buyer" of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The "seller" of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A "seller’s" exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.
  Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status

122


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.
During the year ended October 31, 2022, the Emerging Markets Multi-Sector Bond Fund had used Credit Default Swaps.
d) Additional Derivative Instrument Information:
  Diversified Emerging Markets Fund
   
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $ —   $  —   $ —   $ (100,934)   $ —   $ (100,934)
Net realized gain (loss) on foreign currency contracts   637         637
Total $ —   $  637   $ —   $ (100,934)   $ —   $ (100,297)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of futures contracts $ —   $  —   $ —   $  9,512   $ —   $  9,512
Net change in unrealized appreciation (depreciation) of foreign currency contracts   (2,100)         (2,100)
Total $ —   $ (2,100)   $ —   $  9,512   $ —   $  7,412
For the year ended October 31, 2022, 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   8
Foreign Currency Contracts Purchased at Contract Amount   $  2,463
Foreign Currency Contracts Sold at Contract Amount   $ 13,834
Emerging Markets Equity Fund 
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on foreign currency contracts $ —   $ (256)   $ —   $ —   $ —   $ (256)
Total $ —   $ (256)   $ —   $ —   $ —   $ (256)
For the year ended October 31, 2022, 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
Foreign Currency Contracts Sold at Contract Amount   $ 97,323

123


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

Emerging Markets Multi-Sector Bond Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Assets:                      
Unrealized appreciation on foreign currency contracts $ —   $ 220,994   $ —   $ —   $ —   $ 220,994
Total $ —   $ 220,994   $ —   $ —   $ —   $ 220,994
Liabilities:                      
Unrealized depreciation on foreign currency contracts $ —   $ 128,443   $ —   $ —   $ —   $ 128,443
Total $ —   $ 128,443   $ —   $ —   $ —   $ 128,443
    
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $ 311,582   $  —   $  —   $ —   $ —   $ 311,582
Net realized gain (loss) on swap contracts     40,387       40,387
Net realized gain (loss) on foreign currency contracts   84,919         84,919
Total $ 311,582   $ 84,919   $ 40,387   $ —   $ —   $ 436,888
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of swap contracts $  —   $  —   $  (2,167)   $ —   $ —   $  (2,167)
Net change in unrealized appreciation (depreciation) of foreign currency contracts   89,254         89,254
Total $  —   $ 89,254   $  (2,167)   $ —   $ —   $  87,087
For the year ended October 31, 2022, 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   1
Futures Contracts Number of Short Contracts   (8)
Swap Contracts at Notional Amount   $  539,843
Foreign Currency Contracts Purchased at Contract Amount   $ 5,764,702
Foreign Currency Contracts Sold at Contract Amount   $ 5,582,192
International Contrarian Value Fund
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $ —   $ —   $ —   $ (164)   $ —   $ (164)
Total $ —   $ —   $ —   $ (164)   $ —   $ (164)
For the year ended October 31, 2022, 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   3

124


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

International Multi-Cap Value Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Assets:                      
Unrealized appreciation on foreign currency contracts $ —   $  605,216   $ —   $ —   $ —   $  605,216
Total $ —   $  605,216   $ —   $ —   $ —   $  605,216
Liabilities:                      
Unrealized depreciation on foreign currency contracts $ —   $ 3,623,812   $ —   $ —   $ —   $ 3,623,812
Total $ —   $ 3,623,812   $ —   $ —   $ —   $ 3,623,812
    
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $ —   $  —   $ —   $ (25,925,224)   $ —   $ (25,925,224)
Net realized gain (loss) on foreign currency contracts   24,730,173         24,730,173
Total $ —   $ 24,730,173   $ —   $ (25,925,224)   $ —   $  (1,195,051)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of futures contracts $ —   $  —   $ —   $  (11,758)   $ —   $  (11,758)
Net change in unrealized appreciation (depreciation) of foreign currency contracts   (4,739,630)         (4,739,630)
Total $ —   $  (4,739,630)   $ —   $  (11,758)   $ —   $  (4,751,388)
For the year ended October 31, 2022, 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   652
Foreign Currency Contracts Purchased at Contract Amount   $  24,432,749
Foreign Currency Contracts Sold at Contract Amount   $ 155,192,077
Securitized Income Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Assets:                      
Unrealized appreciation on futures contracts(1) $  5,441   $  —   $ —   $ —   $ —   $  5,441
Unrealized appreciation on foreign currency contracts   105         105
Total $  5,441   $  105   $ —   $ —   $ —   $  5,546
Liabilities:                      
Unrealized depreciation on futures contracts(1) $ 768,475   $  —   $ —   $ —   $ —   $ 768,475
Unrealized depreciation on foreign currency contracts   8,118         8,118
Total $ 768,475   $ 8,118   $ —   $ —   $ —   $ 776,593
    
(1) Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
    

125


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

Securitized Income Fund – (continued)
 
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $ (1,617,622)   $  —   $ —   $ —   $ —   $ (1,617,622)
Net realized gain (loss) on foreign currency contracts   1,299,541         1,299,541
Total $ (1,617,622)   $ 1,299,541   $ —   $ —   $ —   $  (318,081)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of futures contracts $  (538,674)   $  —   $ —   $ —   $ —   $  (538,674)
Net change in unrealized appreciation (depreciation) of foreign currency contracts   (101,994)         (101,994)
Total $  (538,674)   $  (101,994)   $ —   $ —   $ —   $  (640,668)
For the year ended October 31, 2022, 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   208
Futures Contracts Number of Short Contracts   (54)
Foreign Currency Contracts Purchased at Contract Amount   $ 1,024,991
Foreign Currency Contracts Sold at Contract Amount   $ 9,123,684
Sustainable International Core Fund
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Assets:                      
Unrealized appreciation on futures contracts(1) $ —   $ —   $ —   $ 437   $ —   $ 437
Total $ —   $ —   $ —   $ 437   $ —   $ 437
    
(1) Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
    
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $ —   $ —   $ —   $ 3,292   $ —   $ 3,292
Total $ —   $ —   $ —   $ 3,292   $ —   $ 3,292
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of futures contracts $ —   $ —   $ —   $  437   $ —   $  437
Total $ —   $ —   $ —   $  437   $ —   $  437

126


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

Sustainable International Core Fund – (continued)
 
For the year ended October 31, 2022, 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   1
Tax-Aware Bond Fund
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $  880,616   $ —   $ —   $ —   $ —   $  880,616
Total $  880,616   $ —   $ —   $ —   $ —   $  880,616
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of futures contracts $ (403,918)   $ —   $ —   $ —   $ —   $ (403,918)
Total $ (403,918)   $ —   $ —   $ —   $ —   $ (403,918)
For the year ended October 31, 2022, 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   16
Futures Contracts Number of Short Contracts   (37)
e) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund's custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to a Fund, against any liabilities or payment obligations of a Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund's custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.
  The following tables present a Fund's derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement ("MNA") and net of the related collateral received/pledged by a Fund as of October 31, 2022:
   
Emerging Markets Multi-Sector Bond Fund        
Derivative Financial Instruments:   Assets   Liabilities
Foreign currency contracts   $ 220,994   $ (128,443)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities   220,994   (128,443)
Derivatives not subject to a MNA    
Total gross amount of assets and liabilities subject to MNA or similar agreements   $ 220,994   $ (128,443)
    

127


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

Counterparty   Gross Amount
of Assets
  Financial
Instruments
and Derivatives
Available
for Offset
  Non-cash
Collateral
Received*
  Cash
Collateral
Received*
  Net Amount
of Assets
Citibank NA   $  46,393   $  (46,393)   $ —   $ —   $  —
JP Morgan Chase & Co.   100,144   (145)       99,999
Morgan Stanley   58,962   (45,477)       13,485
State Street Global Markets LLC   1,164   (1,164)      
UBS AG   14,331   (14,331)      
Total   $ 220,994   $ (107,510)   $ —   $ —   $ 113,484
                     
                     
    
Counterparty   Gross Amount
of Liabilities
  Financial
Instruments
and Derivatives
Available
for Offset
  Non-cash
Collateral
Pledged*
  Cash
Collateral
Pledged*
  Net Amount
of Liabilities
Citibank NA   $  (59,981)   $  46,393   $ —   $ —   $ (13,588)
JP Morgan Chase & Co.   (145)   145      
Morgan Stanley   (45,477)   45,477      
State Street Global Markets LLC   (5,026)   1,164       (3,862)
UBS AG   (17,814)   14,331       (3,483)
Total   $ (128,443)   $ 107,510   $ —   $ —   $ (20,933)
    
* In some instances, the actual collateral received and/or pledged may be more than the amount shown.
    
International Multi-Cap Value Fund        
Derivative Financial Instruments:   Assets   Liabilities
Foreign currency contracts   $ 605,216   $ (3,623,812)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities   605,216   (3,623,812)
Derivatives not subject to a MNA    
Total gross amount of assets and liabilities subject to MNA or similar agreements   $ 605,216   $ (3,623,812)
    
Counterparty   Gross Amount
of Assets
  Financial
Instruments
and Derivatives
Available
for Offset
  Non-cash
Collateral
Received
  Cash
Collateral
Received
  Net Amount
of Assets
JP Morgan Chase & Co.   $ 605,216   $ (605,216)   $ —   $ —   $ —
Total   $ 605,216   $ (605,216)   $ —   $ —   $ —
                     
                     
    
Counterparty   Gross Amount
of Liabilities
  Financial
Instruments
and Derivatives
Available
for Offset
  Non-cash
Collateral
Pledged
  Cash
Collateral
Pledged
  Net Amount
of Liabilities
JP Morgan Chase & Co.   $ (3,341,199)   $ 605,216   $ —   $ —   $ (2,735,983)
UBS AG   (282,613)         (282,613)
Total   $ (3,623,812)   $ 605,216   $ —   $ —   $ (3,018,596)
    
Securitized Income Fund        
Derivative Financial Instruments:   Assets   Liabilities
Foreign currency contracts   $  105   $  (8,118)
Futures contracts   5,441   (768,475)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities   5,546   (776,593)
Derivatives not subject to a MNA   (5,441)   768,475
Total gross amount of assets and liabilities subject to MNA or similar agreements   $  105   $  (8,118)
    

128


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

Counterparty   Gross Amount
of Assets
  Financial
Instruments
and Derivatives
Available
for Offset
  Non-cash
Collateral
Received
  Cash
Collateral
Received
  Net Amount
of Assets
BNP Paribas Securities Services   $ 105   $ —   $ —   $ —   $ 105
Total   $ 105   $ —   $ —   $ —   $ 105
                     
                     
    
Counterparty   Gross Amount
of Liabilities
  Financial
Instruments
and Derivatives
Available
for Offset
  Non-cash
Collateral
Pledged
  Cash
Collateral
Pledged
  Net Amount
of Liabilities
Bank of America Securities LLC   $ (8,118)   $ —   $ —   $ —   $ (8,118)
Total   $ (8,118)   $ —   $ —   $ —   $ (8,118)
5. Principal Risks:
  A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.
  The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.
  A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance. The outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, created supply chain disruptions and labor shortages, and impacted the financial health of individual companies and the market in significant and unforeseen ways. The future impact of COVID-19 remains unclear. The effects to public health, business and market conditions resulting from COVID-19 pandemic may have a significant negative impact on the performance of a Fund’s investments, including exacerbating other pre-existing political, social and economic risks.
  Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.
  Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets.

129


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  Securities lending involves the risk that a Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. A Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for a Fund that lends its holdings.
  As a result of the China A Fund’s focus in China A shares, the China A Fund may be subject to increased currency, political, economic, social, environmental, regulatory and other risks not typically associated with investing in a larger number of countries or regions. Over the last few decades, the Chinese government has undertaken reform of economic and market practices and has expanded the sphere of private ownership of property in China. Nevertheless, China remains an emerging market and demonstrates significantly higher volatility from time to time in comparison to developed markets. China A shares are equity securities of companies located in mainland China that trade on the Shanghai Stock Exchange and the Shenzhen Stock Exchange. The China A Fund may invest in China A shares through the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connect programs (collectively, "Stock Connect"). The Shanghai and Shenzhen stock exchanges may close for extended periods for holidays or otherwise, which impacts the China A Fund’s ability to trade in China A shares during those periods. Trading suspensions in certain stocks and extended market closures could lead to greater market execution risk, valuation risks, liquidity risks, and costs for the China A Fund. The China A Fund’s investments in China A shares are generally subject to the laws of the People’s Republic of China ("PRC"), including local securities regulations and listing rules. As a result of different legal standards, the China A Fund faces the risk of being unable to enforce its rights with respect to its China A shares holdings. Investing in China A shares is subject to trading, clearance, settlement and other procedures, which could pose risks to the China A Fund. Trading through Stock Connect is currently subject to a daily quota, which may restrict the China A Fund’s ability to invest in China A shares through Stock Connect on a timely basis and could affect the China A Fund’s ability to effectively pursue its investment strategy. Stock Connect will only operate on days when both the Chinese and Hong Kong markets are open for trading and when banking services are available in both markets on the corresponding settlement days. Therefore, an investment in China A shares through Stock Connect may subject the China A Fund to the risk of price fluctuations on days when the Chinese markets are open, but Stock Connect is not trading. If the China A Fund invests through the Qualified Foreign Institutional Investor or Renminbi Qualified Foreign Institutional Investor systems, it may be subject to additional risks, such as failure to achieve best execution, trading disruption, custody risk and credit loss. In difficult market conditions, the China A Fund may not be able to sell its investments easily or at all, which could affect Fund performance and the China A Fund’s liquidity. The risks related to investments in China A shares through Stock Connect are heightened to the extent that the China A Fund invests in China A shares listed on the Science and Technology Innovation Board on the Shanghai stock exchange ("STAR market") and/or the ChiNext market of the Shenzhen stock exchange ("ChiNext market"). Listed companies on the STAR market and ChiNext market are usually of an emerging nature with smaller operating scale. They are subject to higher fluctuation in stock prices and liquidity. It may be more common and faster for companies listed on the STAR market and ChiNext market to delist.
  Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.
  Recent events, including the invasion of Ukraine by Russia, have interjected uncertainty into the global financial markets. One or more of the Funds hold positions in securities or other instruments that are economically tied to Russia. Investments in Russia are subject to political, economic, legal, market and currency risks, as well as the risks related to the economic sanctions on Russia imposed by the United States and/or other countries. Such sanctions which affect companies in many sectors, including energy, financial services and defense, among others, have adversely affected and could adversely affect the global energy and financial markets and, thus, have adversely affected and could affect the value of a Fund’s investments, even beyond any direct exposure the Fund may have to Russian issuers or the adjoining geographic regions. In addition, certain transactions have or may be prohibited and/or existing investments have or may become illiquid (e.g., because transacting in certain existing investments is prohibited), which could cause a Fund to sell other portfolio holdings at a disadvantageous time or price in order to meet shareholder redemptions.
  The use of certain London Interbank Offered Rates (collectively, "LIBOR") was generally phased out by the end of 2021, and some regulated entities (such as banks) have ceased to enter into new LIBOR-based contracts beginning January 1, 2022. However, it is expected that the most widely used tenors of U.S. LIBOR may continue to be provided on a representative basis until mid-2023. In some instances, regulators may restrict new use of LIBOR prior to the actual cessation date.There remains uncertainty regarding the future use of LIBOR and the nature of any replacement rate (e.g., the Secured Overnight Financing Rate (“SOFR”), which is is a measure of the cost of borrowing cash overnight, collateralized by the U.S. Treasury securities and is intended to replace the U.S. dollar LIBOR). As such, the potential effect of a transition away from LIBOR on a Fund or the LIBOR-based instruments in which the Fund invests cannot yet be determined. The transition process away from LIBOR may involve, among other things, increased volatility or illiquidity in markets for instruments that currently rely on LIBOR. The transition process may also result in a reduction in the value of certain instruments held by a Fund or reduce the effectiveness of related Fund transactions, such as hedges. Volatility, the potential reduction in value, and/or the hedge effectiveness of financial instruments may be heightened for financial instruments that do not include fallback provisions that address the cessation of LIBOR. Any potential effects of the transition away from LIBOR

130


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

on the Fund or on financial instruments in which a Fund invests, as well as other unforeseen effects, could result in losses to the Fund. Since the usefulness of LIBOR as a benchmark or reference rate could deteriorate during the transition period, these effects could occur prior to and/or subsequent to mid-2023.
6. Federal Income Taxes:
a) Each Fund intends to continue to qualify as a Regulated Investment Company ("RIC") under Subchapter M of the Internal Revenue Code ("IRC") by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2022. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.
b) Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to Passive Foreign Investment Companies ("PFICs") Real Estate Investment Trusts ("REITs"),RICs, certain derivatives, partnerships, debt modifications and mark to market on certain derivatives. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by each Fund.
c) Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the year or period ended October 31, 2022 and October 31, 2021 are as follows:
   
    For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
Fund   Tax Exempt
Income
  Ordinary
Income
  Long-Term
Capital Gains(1)
  Tax Return of
Capital
  Tax Exempt
Income
  Ordinary
Income
  Long-Term
Capital Gains(1)
China A Fund   $  —   $  758,745   $  350,173   $  —   $  —   $  816,257   $  —
Diversified Emerging Markets Fund(2)     41,496   9,480        
Emerging Markets Equity Fund      85,800,019         43,420,348  
Emerging Markets Multi-Sector Bond Fund     1,697,427     254,582     2,079,050  
International Contrarian Value Fund(3)              
International Multi-Cap Value Fund     83,465,376         60,028,324  
International Stock Fund     45,131,132   26,951,731       4,707,759  
Securitized Income Fund     2,406,841         1,891,648  
Sustainable International Core Fund(3)              
Tax-Aware Bond Fund   5,352,817   3,743,773   4,018,602     3,851,447   5,221,719   2,554,942
US MidCap Opportunities Fund     22,369,887   89,901,628       2,085,028  
US Small Cap Opportunities Fund     406,200   37,200,878       201,162  
    
(1) The Funds designate these distributions as long-term capital gains dividends pursuant to IRC Sec 852(b)(3)(c).
(2) Distributions for the period September 30, 2021 (commencement of operations) through October 31, 2022.
(3) Distributions for the period May 24, 2022 (commencement of operations) through October 31, 2022.

131


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

As of October 31, 2022, 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   $  —   $  264,950   $  —   $  (7,015,877)   $  —   $ (23,316,951)   $  (30,067,878)
Diversified Emerging Markets Fund     166,401     (1,027,973)   (26,046)   (2,252,100)   (3,139,718)
Emerging Markets Equity Fund      88,409,641     (673,516,243)     (529,230,945)   (1,114,337,547)
Emerging Markets Multi-Sector Bond Fund         (17,737,715)     (5,112,430)   (22,850,145)
International Contrarian Value Fund     14,343     (1,708)   (2,151)   (135,435)   (124,951)
International Multi-Cap Value Fund     34,898,675     (278,418,504)     (201,428,120)   (444,947,949)
International Stock Fund     49,860,829     (270,585,615)     (460,482,674)   (681,207,460)
Securitized Income Fund     227,739     (5,210,514)     (4,125,292)   (9,108,067)
Sustainable International Core Fund     9,550     (7,933)   (2,151)   (139,178)   (139,712)
Tax-Aware Bond Fund   295,702       (12,429,835)   (930)   (43,509,328)   (55,644,391)
US MidCap Opportunities Fund     2,161,518   20,424,776       160,416,901   183,003,195
US Small Cap Opportunities Fund       2,430,311   (211,596)     42,559,408   44,778,123
    
(1) Differences between book-basis and tax basis unrealized appreciation (depreciation) may be attributable to the losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to PFICs, REITS, certain derivatives and partnerships.
d) Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are a result of permanent differences between U.S. GAAP and tax accounting for such items as adjustments to prior year accumulated balances. Adjustments are made to reflect the impact these items have on the current and future earnings distributions to shareholders. Therefore, the source of the Funds' distributions may be shown in the accompanying Statements of Changes in Net Assets as from distributable earnings or from capital depending on the type of book and tax differences that exist. For the year ended October 31, 2022, the Funds recorded reclassifications to increase (decrease) the accounts listed below:
   
Fund   Paid-in-Capital   Distributable
Earnings (Loss)
US Small Cap Opportunities Fund   $ 271,033   $ (271,033)
e) Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period.
  At October 31, 2022 (tax year end), each Fund's capital loss carryforwards for U.S. federal income tax purposes were as follows:
   
Fund   Short-Term
Capital Loss
Carryforward with
No Expiration
  Long-Term
Capital Loss
Carryforward with
No Expiration
China A Fund   $  4,875,676   $  2,140,201
Diversified Emerging Markets Fund   867,319   160,654
Emerging Markets Equity Fund    579,853,713   93,662,530
Emerging Markets Multi-Sector Bond Fund*   12,594,568   5,143,147
International Contrarian Value Fund   1,708  
International Multi-Cap Value Fund   160,939,798   117,478,706
International Stock Fund   194,213,283   76,372,332
Securitized Income Fund   2,498,891   2,711,623
Sustainable International Core Fund   7,933  
Tax-Aware Bond Fund   6,219,720   6,210,115
    
* Future utilization of losses are subject to limitation under current tax laws.
The US MidCap Opportunities Fund and US Small Cap Opportunities Fund had no capital loss carryforwards for U.S. federal tax purposes as of October 31, 2022.
The US Small Cap Opportunities Fund deferred $211,596 in late year ordinary losses.
f) Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at October 31, 2022 is different from book purposes primarily due to wash sale loss deferrals, passive foreign investment company (PFIC) mark to market adjustments, partnerships, debt modification adjustments and non-taxable distributions from underlying investments. The net unrealized appreciation/(depreciation) on

132


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  investments for tax purposes, which consists of gross unrealized appreciation and depreciation, was also different from book purposes primarily due to wash sale loss deferrals, mark-to-market adjustments on futures, PFICs, partnership adjustments, debt modification adjustments and non-taxable distributions from underlying investments. Both the cost and unrealized appreciation and depreciation for federal income tax purposes are disclosed below:
   
Fund   Tax Cost   Gross Unrealized
Appreciation
  Gross Unrealized
(Depreciation)
  Net Unrealized
Appreciation
(Depreciation)
China A Fund   $  77,131,174   $  819,726   $ (24,136,271)   $ (23,316,545)
Diversified Emerging Markets Fund   9,104,626   157,349   (2,406,421)   (2,249,072)
Emerging Markets Equity Fund    5,334,694,939   421,527,663   (937,047,071)   (515,519,408)
Emerging Markets Multi-Sector Bond Fund   33,016,794   86,626   (5,190,953)   (5,104,327)
International Contrarian Value Fund   1,038,509   7,992   (143,411)   (135,419)
International Multi-Cap Value Fund   2,328,827,720   110,211,854   (311,187,069)   (200,975,215)
International Stock Fund   4,015,037,509   126,515,471   (586,208,030)   (459,692,559)
Securitized Income Fund   68,771,112   48,224   (4,173,464)   (4,125,240)
Sustainable International Core Fund   1,021,930   10,607   (149,709)   (139,102)
Tax-Aware Bond Fund   439,945,912   456,260   (43,965,588)   (43,509,328)
US MidCap Opportunities Fund   570,156,064   170,414,560   (9,997,659)   160,416,901
US Small Cap Opportunities Fund   270,627,990   62,200,937   (19,641,529)   42,559,408
g) Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, Hartford Funds Management Company, LLC ("HFMC" or the "Investment Manager") reviews each Fund’s tax positions for all open tax years. As of October 31, 2022, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund’s U.S. tax returns remains open for three years, no examination is currently in progress. The Funds recognize interest and penalties, if any, related to unrecognized tax benefits as income tax expense on the Statements of Operations. During the year ended October 31, 2022, the Funds did not incur any interest or penalties. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months.
7. Expenses:
a) Investment Management Agreement – HFMC serves as each Fund’s investment manager pursuant to an Investment Management Agreement with the Company. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. ("The Hartford"). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Schroder Investment Management North America Inc. ("SIMNA") under a sub-advisory agreement and SIMNA has contracted with Schroder Investment Management North America Limited (“SIMNA Ltd.”) under a sub-sub-advisory agreement with respect to certain Funds. SIMNA performs the daily investment of the assets for each Fund, and, with respect to each of China A Fund, Diversified Emerging Markets Fund, Emerging Markets Equity Fund, Emerging Markets Multi-Sector Bond Fund, International Contrarian Value Fund, International Multi-Cap Value Fund, International Stock Fund, Sustainable International Core Fund, and Tax-Aware Bond Fund, SIMNA may allocate assets to or from SIMNA Ltd., an affiliate of SIMNA, in connection with the daily investment of the assets for each of these Funds. SIMNA pays the sub-sub-advisory fees to SIMNA Ltd.
b) The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of October 31, 2022; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:
   
Fund   Management Fee Rates
China A Fund   0.9000% on first $1 billion and;
    0.8900% over $1 billion
Diversified Emerging Markets Fund   0.8400% on first $1 billion and;
    0.7800% over $1 billion
Emerging Markets Equity Fund    1.0500% on first $1 billion and;
    1.0000% on next $4 billion and;
    0.9900% on next $5 billion and;
    0.9850% over $10 billion
Emerging Markets Multi-Sector Bond Fund   0.7000% on first $1 billion and;
    0.6500% on next $4 billion and;
    0.6400% on next $5 billion and;
    0.6350% over $10 billion

133


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

Fund   Management Fee Rates
International Contrarian Value Fund   0.6500% on first $1 billion and;
    0.6100% over $1 billion
International Multi-Cap Value Fund   0.7200% on first $1 billion and;
    0.6800% on next $4 billion and;
    0.6750% on next $5 billion and;
    0.6700% over $10 billion
International Stock Fund   0.6700% on first $1 billion and;
    0.6500% on next $4 billion and;
    0.6450% on next $5 billion and;
    0.6400% over $10 billion
Securitized Income Fund   0.4000% on first $1 billion and;
    0.3900% over $1 billion
Sustainable International Core Fund   0.6500% on first $1 billion and;
    0.6100% over $1 billion
Tax-Aware Bond Fund   0.4500% on first $1 billion and;
    0.4300% on next $4 billion and;
    0.4250% on next $5 billion and;
    0.4200% over $10 billion
US MidCap Opportunities Fund   0.7500% on first $1 billion and;
    0.7000% on next $1.5 billion and;
    0.6500% on next $2.5 billion and;
    0.6450% on next $5 billion and;
    0.6400% over $10 billion
US Small Cap Opportunities Fund   0.9000% on first $1 billion and;
    0.8900% on next $4 billion and;
    0.8800% on next $5 billion and;
    0.8700% over $10 billion
For the period November 1, 2021 through November 30, 2021, the investment management fee rates for the Securitized Income Fund was accrued daily and paid monthly based on the Fund’s average daily net assets, at the rate below:
Fund   Management Fee Rates
Securitized Income Fund   0.6500% on first $1 billion and;
    0.6000% over $1 billion
c) Accounting Services Agreement – HFMC provides the Funds with accounting services pursuant to a fund accounting agreement by and between the Company, on behalf of each Fund, and HFMC. HFMC has delegated certain accounting and administrative service functions to State Street Bank and Trust Company ("State Street"). In consideration of services rendered and expenses assumed pursuant to the fund accounting agreement, each Fund pays HFMC a fee. The fund accounting fee for each Fund is equal to the greater of: (A) the sum of (i) the sub-accounting fee payable by HFMC with respect to the Fund; (ii) the fee payable for tax preparation services for the Fund; and (iii) the amount of expenses that HFMC allocates for providing the fund accounting services to the Fund; plus a target profit margin; or (B) $40,000 per year; provided, however, that to the extent the annual amount of the fund accounting fee exceeds 0.02% of the Fund’s average net assets (calculated during its current fiscal year), HFMC shall waive such portion of the fund accounting fee.
d) Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within the Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of October 31, 2022, HFMC contractually agreed to limit the total annual fund operating expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and

134


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  expenses, and extraordinary expenses) through the date indicated below (unless the Board of Directors approves its earlier termination) as follows for each of the following Funds:
   
    Expense Limit as a Percentage of Average Daily Net Assets
Fund   Class A   Class C   Class I   Class R3   Class R4   Class R5   Class Y   Class F   Class SDR
China A Fund(1)   1.45%   2.25%   1.15%   N/A   N/A   N/A   1.11%   0.99%   0.99%
Diversified Emerging Markets Fund(1)   1.34%   2.14%   1.04%   N/A   N/A   N/A   0.99%   0.89%   0.89%
Emerging Markets Multi-Sector Bond Fund(1)   1.15%   1.90%   0.90%   1.45%   1.15%   0.85%   0.85%   0.75%   0.75%
International Contrarian Value Fund(2)   N/A   N/A   0.85%   N/A   N/A   N/A   N/A   N/A   0.70%
Securitized Income Fund(1)   0.85%   1.70%   0.60%   N/A   N/A   N/A   0.55%   0.45%   0.45%
Sustainable International Core Fund(2)   N/A   N/A   0.85%   N/A   N/A   N/A   N/A   N/A   0.70%
Tax-Aware Bond Fund(1)   0.71%   1.59%   0.49%   N/A   N/A   N/A   0.56%   0.46%   0.46%
US Small Cap Opportunities Fund(1)   1.35%   2.10%   1.10%   1.65%   1.35%   1.05%   1.05%   0.95%   0.95%
    
(1) February 28, 2023.
(2) February 29, 2024.
From November 1, 2021 to November 30, 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 Securitized Income Fund:
    Expense Limit as a Percentage of Average Daily Net Assets
Fund   Class A   Class C   Class I   Class Y   Class F   Class SDR
Securitized Income Fund   1.10%   1.95%   0.85%   0.80%   0.70%   0.70%
e) Sales Charges and Distribution and Service Plan for Class A, C, R3 and R4 Shares – Hartford Funds Distributors, LLC ("HFD"), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the year ended October 31, 2022, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:
   
Fund   Front-End
Sales Charges
  Contingent Deferred
Sales Charges
China A Fund   $  142   $  —
Diversified Emerging Markets Fund   2  
Emerging Markets Equity Fund    7,295   1,961
Emerging Markets Multi-Sector Bond Fund   1,045  
International Multi-Cap Value Fund   185,648   3,900
International Stock Fund   442,366   11,261
Securitized Income Fund   1,346   7
Tax-Aware Bond Fund   57,728   10,421
US MidCap Opportunities Fund   180,322   7,415
US Small Cap Opportunities Fund   55,711   4,565
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 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, 2022, a portion of the Company’s Chief Compliance Officer’s ("CCO") compensation was paid

135


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in "Other expenses" on the Statements of Operations, is outlined in the table below.
   
Fund   CCO Compensation
Paid by Fund
China A Fund   $  183
Diversified Emerging Markets Fund   20
Emerging Markets Equity Fund    13,566
Emerging Markets Multi-Sector Bond Fund   72
International Contrarian Value Fund  
International Multi-Cap Value Fund   5,698
International Stock Fund   8,731
Securitized Income Fund   211
Sustainable International Core Fund  
Tax-Aware Bond Fund   920
US MidCap Opportunities Fund   1,683
US Small Cap Opportunities Fund   718
g) Hartford Administrative Services Company ("HASCO"), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund plus a target profit margin or (ii) a Specified Amount (as defined in the table below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. ("DST") (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.
   
Share Class   Specified Amount
(as a percentage
average daily
net assets)
Class A   0.25%
Class C   0.25%
Class I   0.20%
Class R3   0.22%
Class R4   0.17%
Class R5   0.12%
Class Y   0.11%
Class F   0.004%
Class SDR   0.004%
Effective March 1, 2022, HASCO has contractually agreed to waive its transfer agency fee and/or reimburse transfer agency-related expenses to the extent necessary to limit the transfer agency fee for Class Y shares of the International Multi-Cap Value Fund as follows: 0.09%. This contractual arrangement will remain in effect until February 28, 2023, unless the Board of Directors approves its earlier termination.
From November 1, 2021 through February 28, 2022, HASCO 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 to 0.08%.
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.

136


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

For the year ended October 31, 2022, 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   0.20%   0.15%   0.12%   N/A   N/A   N/A   0.01%   0.00% *   0.00% *
Diversified Emerging Markets Fund   0.25%   0.25%   0.20%   N/A   N/A   N/A   0.11%   0.00% *   0.00% *
Emerging Markets Equity Fund    0.25%   0.09%   0.19%   0.22%   0.16%   0.12%   0.11%   0.00% *   0.00% *
Emerging Markets Multi-Sector Bond Fund   0.19%   0.25%   0.11%   0.22%   0.17%   0.12%   0.06%   0.00% *   0.00% *
International Contrarian Value Fund   N/A   N/A   0.20%   N/A   N/A   N/A   N/A   N/A   0.00% *
International Multi-Cap Value Fund   0.12%   0.11%   0.11%   0.22%   0.17%   0.11%   0.09%   0.00% *   0.00% *
International Stock Fund   0.11%   0.10%   0.10%   0.22%   0.17%   0.11%   0.11%   0.00% *   0.00% *
Securitized Income Fund   0.02%   0.09%   0.07%   N/A   N/A   N/A   0.02%   0.00% *   0.00% *
Sustainable International Core Fund   N/A   N/A   0.20%   N/A   N/A   N/A   N/A   N/A   0.00% *
Tax-Aware Bond Fund   0.06%   0.10%   0.09%   N/A   N/A   N/A   0.11%   0.00% *   0.00% *
US MidCap Opportunities Fund   0.12%   0.10%   0.09%   0.22%   0.17%   0.12%   0.11%   0.00% *   0.00% *
US Small Cap Opportunities Fund   0.14%   0.14%   0.10%   0.22%   0.17%   0.12%   0.11%   0.00% *   0.00% *
    
* Amount rounds to 0.00%.
8. Securities Lending:
  The Company has entered into a securities lending agency agreement ("lending agreement") with Citibank, N.A. ("Citibank"). A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. A Fund may lend portfolio securities, provided that the borrower provides collateral that is maintained in an amount at least equal to the current market value of the securities loaned. Cash collateral is invested for the benefit of a Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned. The contractual maturities of the securities lending transactions are considered overnight and continuous. Each of the China A Fund and the Securitized Income Fund do not currently engage in securities lending.
  A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective; and (vii) operational risks (i.e., the risk of losses resulting from problems in the settlement and accounting process especially so in certain international markets). These events could also trigger adverse tax consequences for the Fund.
  A Fund retains loan fees and the interest on cash collateral investments but is required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the applicable Fund). Upon termination of a loan, a Fund is required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers.
  The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statements of Operations as Investment Income from securities lending. A Fund also receives payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations.

137


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  The following table presents for each Fund that lends its portfolio securities the market value of the securities on loan and the cash and non-cash collateral posted by the borrower as of October 31, 2022.
   
Fund   Investment Securities on Loan, at market value,
Presented on the Statements of Assets and Liabilities
  Cash
Collateral
  Non-Cash
Collateral(1)
Diversified Emerging Markets Fund   $  8,739   $  9,316   $  —
Emerging Markets Equity Fund    13,022,460   13,767,428   183
Emerging Markets Multi-Sector Bond Fund   973,390   1,023,465  
International Contrarian Value Fund      
International Multi-Cap Value Fund   21,298,659   22,858,739   949,664
International Stock Fund   4,220,021   4,417,868  
Sustainable International Core Fund      
Tax-Aware Bond Fund      
US MidCap Opportunities Fund      
US Small Cap Opportunities Fund   5,871,509   6,137,179  
    
(1) It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract due to timing. Pursuant to the lending agreement, the borrower will provide collateral in an amount at least equal to the current market value of securities loaned.
9. Affiliate Holdings:
  As of October 31, 2022, affiliates of The Hartford had ownership of shares in certain Funds as follows:
   
Percentage of a Class:                                    
Fund   Class A   Class C   Class I   Class R3   Class R4   Class R5   Class Y   Class F   Class SDR
China A Fund   27%   87%   1%   N/A   N/A   N/A   9%   6%  
Diversified Emerging Markets Fund   70%   100%   100%   N/A   N/A   N/A   75%   100%   50%
Emerging Markets Equity Fund          14%          
Emerging Markets Multi-Sector Bond Fund         32%   100%   100%   0%*   100%  
International Contrarian Value Fund   N/A   N/A   100%   N/A   N/A   N/A   N/A   N/A  
Securitized Income Fund   84%   4%   9%   N/A   N/A   N/A   87%   100%  
Sustainable International Core Fund   N/A   N/A   100%   N/A   N/A   N/A   N/A   N/A  
Tax-Aware Bond Fund         N/A   N/A   N/A   4%    
    
* Percentage rounds to zero.
    
Percentage of Fund by Class:                                    
Fund   Class A   Class C   Class I   Class R3   Class R4   Class R5   Class Y   Class F   Class SDR
China A Fund   0% *   0%*   0%*   N/A   N/A   N/A   0%*   4%  
Diversified Emerging Markets Fund   0% *   0%*   0%*   N/A   N/A   N/A   0%*   0% *   50%
Emerging Markets Equity Fund          0%*          
Emerging Markets Multi-Sector Bond Fund         0%*   0% *   0% *   0%*   0% *  
International Contrarian Value Fund   N/A   N/A   50%   N/A   N/A   N/A   N/A   N/A  
Securitized Income Fund   5%   0%*   6%   N/A   N/A   N/A   6%   3%  
Sustainable International Core Fund   N/A   N/A   50%   N/A   N/A   N/A   N/A   N/A  
Tax-Aware Bond Fund         N/A   N/A   N/A   0%*    
    
* Percentage rounds to zero.
As of October 31, 2022, 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, 2022, affiliated funds of funds and the 529 plan were invested in Class F shares.

138


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

10. Beneficial Fund Ownership:
  As of October 31, 2022, to the knowledge of a Fund, the shareholders listed below beneficially held more than 25% of the shares outstanding of a Fund.
   
Fund   Shareholder   Percentage of Ownership
Diversified Emerging Markets Fund   Schroder US Holdings, Inc   50%
Hartford Funds Management Company, LLC   50%
International Contrarian Value Fund   Schroder US Holdings, Inc   50%
Hartford Funds Management Company, LLC   50%
Sustainable International Core Fund   Schroder US Holdings, Inc   50%
Hartford Funds Management Company, LLC   50%
11. Investment Transactions:
  For the period ended October 31, 2022, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:
   
Fund   Cost of Purchases
Excluding U.S.
Government
Obligations
  Sales Proceeds
Excluding U.S.
Government
Obligations
  Cost of Purchases
For U.S. Government
Obligations
  Sales Proceeds
For U.S. Government
Obligations
  Total Cost of
Purchases
  Total Sales
Proceeds
China A Fund   $  50,460,480   $  43,809,974   $  —   $  —   $  50,460,480   $  43,809,974
Diversified Emerging Markets Fund   8,763,313   7,600,855       8,763,313   7,600,855
Emerging Markets Equity Fund    2,806,251,460   2,295,196,739       2,806,251,460   2,295,196,739
Emerging Markets Multi-Sector Bond Fund   38,503,823   41,976,631       38,503,823   41,976,631
International Contrarian Value Fund   1,081,915   69,412       1,081,915   69,412
International Multi-Cap Value Fund   2,598,116,551   2,408,959,998       2,598,116,551   2,408,959,998
International Stock Fund   2,524,068,183   1,288,425,947       2,524,068,183   1,288,425,947
Securitized Income Fund   23,754,384   75,413,444   10,055,328   13,609,513   33,809,712   89,022,957
Sustainable International Core Fund   1,148,603   154,846       1,148,603   154,846
Tax-Aware Bond Fund   207,902,285   214,764,786   368,800,244   360,601,309   576,702,529   575,366,095
US MidCap Opportunities Fund   309,799,048   349,170,254       309,799,048   349,170,254
US Small Cap Opportunities Fund   117,268,045   125,149,406       117,268,045   125,149,406
12. Capital Share Transactions:
  The following information is for the year or period ended October 31, 2022 and October 31, 2021:
   
  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
China A Fund              
Class A              
Shares Sold 9,385   $  133,010   79,611   $ 1,298,148
Shares Issued for Reinvested Dividends 496   8,251   3,414   51,074
Shares Redeemed (17,911)   (262,246)   (58,087)   (925,156)
Net Increase (Decrease) (8,030)   (120,985)   24,938   424,066
Class C              
Shares Sold   $  —   401   $ 6,000
Shares Issued for Reinvested Dividends 165   2,701   1,166   17,324
Shares Redeemed (148)   (2,008)   (636)   (10,083)
Net Increase (Decrease) 17   693   931   13,241
Class I              
Shares Sold 708,416   $  10,078,307   559,782   $ 9,060,215
Shares Issued for Reinvested Dividends 6,198   103,128   1,578   23,649
Shares Redeemed (348,354)   (4,598,210)   (81,523)   (1,288,921)
Net Increase (Decrease) 366,260   5,583,225   479,837   7,794,943

139


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Class Y              
Shares Sold 80,580   $  976,699   1,609,643   $ 26,810,000
Shares Issued for Reinvested Dividends 2,394   39,890   1,078   16,158
Shares Redeemed (141,378)   (1,504,424)   (1,431,981)   (23,642,005)
Net Increase (Decrease) (58,404)   (487,835)   178,740   3,184,153
Class F              
Shares Sold 1,375,804   $  18,285,291   4,287,332   $ 69,076,976
Shares Issued for Reinvested Dividends 53,977   899,258   21,609   324,076
Shares Redeemed (1,237,089)   (15,979,294)   (518,930)   (8,268,522)
Net Increase (Decrease) 192,692   3,205,255   3,790,011   61,132,530
Class SDR              
Shares Sold   $  —     $ —
Shares Issued for Reinvested Dividends      
Shares Redeemed      
Net Increase (Decrease)      
Total Net Increase (Decrease) 492,535   $  8,180,353   4,474,457   $  72,548,933
Diversified Emerging Markets Fund(1)              
Class A(2)              
Shares Sold 1,521   $  13,187     $  —
Net Increase (Decrease) 1,521   13,187    
Class C(2)              
Shares Sold 1,061   $  10,000     $  —
Net Increase (Decrease) 1,061   10,000    
Class I(2)              
Shares Sold 1,061   $  10,000     $  —
Net Increase (Decrease) 1,061   10,000    
Class Y(2)              
Shares Sold 1,422   $  12,850     $  —
Net Increase (Decrease) 1,422   12,850    
Class F(2)              
Shares Sold 1,061   $  10,000     $  —
Net Increase (Decrease) 1,061   10,000    
Class SDR              
Shares Sold 282   $  2,629   1,000,001   $ 10,000,010
Shares Issued for Reinvested Dividends 2,576   25,504    
Shares Redeemed (5,308)   (50,000)   (1)   (10)
Net Increase (Decrease) (2,450)   (21,867)   1,000,000   10,000,000
Total Net Increase (Decrease) 3,676   $  34,170   1,000,000   $  10,000,000
Emerging Markets Equity Fund               
Class A              
Shares Sold 3,144,857   $  52,286,198   36,308,664   $ 733,571,336
Shares Issued for Reinvested Dividends 5,507   104,621   258,333   5,148,579
Shares Redeemed (2,734,451)   (45,124,654)   (35,276,754)   (754,119,916)
Net Increase (Decrease) 415,913   7,266,165   1,290,243   (15,400,001)
Class C              
Shares Sold 30,797   $  541,901   123,952   $ 2,605,435
Shares Issued for Reinvested Dividends 1,281   23,946    
Shares Redeemed (164,970)   (2,418,551)   (97,854)   (1,992,405)
Net Increase (Decrease) (132,892)   (1,852,704)   26,098   613,030
Class I              
Shares Sold 55,222,381   $  926,254,984   56,431,151   $ 1,193,073,411
Shares Issued for Reinvested Dividends 707,597   13,366,510   464,881   9,279,021
Shares Redeemed (43,293,639)   (714,803,335)   (25,131,200)   (525,557,724)
Net Increase (Decrease) 12,636,339   224,818,159   31,764,832   676,794,708

140


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Class R3              
Shares Sold 1,094   $  17,136   645   $ 13,351
Shares Issued for Reinvested Dividends 37   703   17   330
Shares Redeemed (371)   (6,794)   (792)   (14,775)
Net Increase (Decrease) 760   11,045   (130)   (1,094)
Class R4              
Shares Sold 150,667   $  2,373,387   59,355   $ 1,241,955
Shares Issued for Reinvested Dividends 2,734   51,898   1,894   37,977
Shares Redeemed (46,313)   (750,969)   (49,612)   (1,048,202)
Net Increase (Decrease) 107,088   1,674,316   11,637   231,730
Class R5              
Shares Sold 3,363   $  56,321   4,821   $ 105,573
Shares Issued for Reinvested Dividends 268   5,061   146   2,909
Shares Redeemed (1,778)   (30,591)   (3,234)   (66,710)
Net Increase (Decrease) 1,853   30,791   1,733   41,772
Class Y              
Shares Sold 125,556,366   $ 2,138,110,148   56,182,329   $ 1,188,725,143
Shares Issued for Reinvested Dividends 691,784   13,102,388   27,484   550,220
Shares Redeemed (162,990,961)   (2,617,613,159)   (41,414,742)   (832,689,032)
Net Increase (Decrease) (36,742,811)   (466,400,623)   14,795,071   356,586,331
Class F              
Shares Sold 13,532,858   $  231,401,984   22,506,430   $ 474,432,411
Shares Issued for Reinvested Dividends 119,590   2,259,074   171,016   3,411,762
Shares Redeemed (15,652,329)   (258,973,847)   (20,567,063)   (417,122,964)
Net Increase (Decrease) (1,999,881)   (25,312,789)   2,110,383   60,721,209
Class SDR              
Shares Sold 115,820,251   $ 1,735,331,057   59,760,937   $ 1,249,192,389
Shares Issued for Reinvested Dividends 1,576,441   29,826,253   687,644   13,746,007
Shares Redeemed (60,935,901)   (900,664,496)   (19,170,448)   (394,374,428)
Net Increase (Decrease) 56,460,791   864,492,814   41,278,133   868,563,968
Total Net Increase (Decrease) 30,747,160   $  604,727,174   91,278,000   $ 1,948,151,653
Emerging Markets Multi-Sector Bond Fund              
Class A              
Shares Sold 31,961   $  214,718   47,327   $ 412,229
Shares Issued for Reinvested Dividends 8,966   62,204   8,151   69,539
Shares Redeemed (66,954)   (488,297)   (75,660)   (659,703)
Net Increase (Decrease) (26,027)   (211,375)   (20,182)   (177,935)
Class C              
Shares Sold   $  —   3,257   $ 28,142
Shares Issued for Reinvested Dividends 571   3,971   682   5,800
Shares Redeemed (6,414)   (47,154)   (13,769)   (116,669)
Net Increase (Decrease) (5,843)   (43,183)   (9,830)   (82,727)
Class I              
Shares Sold 665,444   $  4,910,224   1,037,078   $ 8,815,527
Shares Issued for Reinvested Dividends 94,355   665,223   94,845   808,423
Shares Redeemed (1,860,008)   (13,232,268)   (1,422,965)   (12,291,788)
Net Increase (Decrease) (1,100,209)   (7,656,821)   (291,042)   (2,667,838)
Class R3              
Shares Sold 464   $  3,490   95   $ 814
Shares Issued for Reinvested Dividends 216   1,484   132   1,124
Shares Redeemed (6)   (40)   (4)   (35)
Net Increase (Decrease) 674   4,934   223   1,903
Class R4              
Shares Issued for Reinvested Dividends 77   $  532   52   $  447
Net Increase (Decrease) 77   532   52   447
Class R5              
Shares Issued for Reinvested Dividends 83   $  566   56   $  484
Net Increase (Decrease) 83   566   56   484

141


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Class Y              
Shares Sold 32,193   $  263,589   53,623   $ 450,000
Shares Issued for Reinvested Dividends 23,257   160,354   12,859   109,352
Shares Redeemed (3,346)   (23,759)    
Net Increase (Decrease) 52,104   400,184   66,482   559,352
Class F              
Shares Issued for Reinvested Dividends 102   $  658   71   $  563
Net Increase (Decrease) 102   658   71   563
Class SDR              
Shares Sold 53,653   $  399,363   1,855,889   $ 15,638,325
Shares Issued for Reinvested Dividends 153,241   1,056,748   127,085   1,083,054
Shares Redeemed (57,452)   (436,331)   (3,676,965)   (31,301,994)
Net Increase (Decrease) 149,442   1,019,780   (1,693,991)   (14,580,615)
Total Net Increase (Decrease) (929,597)   $  (6,484,725)   (1,948,161)   $  (16,946,366)
International Contrarian Value Fund(3)              
Class I              
Shares Sold 50,001   $  500,010        
Shares Redeemed (1)   (11)        
Net Increase (Decrease) 50,000   499,999        
Class SDR              
Shares Sold 50,001   $  500,010        
Shares Redeemed (1)   (10)        
Net Increase (Decrease) 50,000   500,000        
Total Net Increase (Decrease) 100,000   $  999,999        
International Multi-Cap Value Fund              
Class A              
Shares Sold 3,969,095   $  38,712,258   3,119,668   $ 31,670,732
Shares Issued for Reinvested Dividends 334,971   3,126,679   192,316   1,906,426
Shares Redeemed (2,136,771)   (19,814,377)   (2,158,176)   (21,202,027)
Net Increase (Decrease) 2,167,295   22,024,560   1,153,808   12,375,131
Class C              
Shares Sold 260,513   $  2,681,470   192,389   $ 1,951,130
Shares Issued for Reinvested Dividends 31,059   292,479   22,890   223,413
Shares Redeemed (508,156)   (4,774,650)   (427,573)   (4,192,351)
Net Increase (Decrease) (216,584)   (1,800,701)   (212,294)   (2,017,808)
Class I              
Shares Sold 37,132,233   $  357,740,863   27,019,314   $ 273,064,831
Shares Issued for Reinvested Dividends 2,341,766   21,826,880   1,579,191   15,688,134
Shares Redeemed (31,864,455)   (293,182,448)   (28,763,882)   (283,248,146)
Net Increase (Decrease) 7,609,544   86,385,295   (165,377)   5,504,819
Class R3              
Shares Sold 543,984   $  5,061,125   451,422   $ 4,539,473
Shares Issued for Reinvested Dividends 44,436   416,427   33,416   328,548
Shares Redeemed (598,538)   (5,581,378)   (547,780)   (5,546,589)
Net Increase (Decrease) (10,118)   (103,826)   (62,942)   (678,568)
Class R4              
Shares Sold 101,651   $  961,522   345,107   $ 3,431,953
Shares Issued for Reinvested Dividends 16,751   156,516   10,331   103,502
Shares Redeemed (125,006)   (1,172,011)   (83,743)   (835,688)
Net Increase (Decrease) (6,604)   (53,973)   271,695   2,699,767
Class R5              
Shares Sold 483,544   $  4,467,895   554,831   $ 5,385,186
Shares Issued for Reinvested Dividends 53,588   503,439   48,233   473,876
Shares Redeemed (632,737)   (6,351,772)   (1,044,634)   (10,154,724)
Net Increase (Decrease) (95,605)   (1,380,438)   (441,570)   (4,295,662)

142


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Class Y              
Shares Sold 11,500,546   $  111,963,654   11,839,608   $ 116,506,159
Shares Issued for Reinvested Dividends 1,057,829   9,843,991   640,600   6,350,181
Shares Redeemed (9,501,430)   (83,923,920)   (6,086,109)   (62,073,760)
Net Increase (Decrease) 3,056,945   37,883,725   6,394,099   60,782,580
Class F              
Shares Sold 18,214,855   $  172,764,909   19,714,834   $ 200,134,513
Shares Issued for Reinvested Dividends 1,491,960   13,923,670   914,358   9,110,634
Shares Redeemed (17,024,072)   (160,777,808)   (10,673,807)   (106,051,569)
Net Increase (Decrease) 2,682,743   25,910,771   9,955,385   103,193,578
Class SDR              
Shares Sold 24,161,009   $  232,052,285   36,805,961   $ 364,572,607
Shares Issued for Reinvested Dividends 2,709,276   25,367,032   1,978,197   19,582,590
Shares Redeemed (31,439,433)   (298,002,137)   (28,732,672)   (284,955,477)
Net Increase (Decrease) (4,569,148)   (40,582,820)   10,051,486   99,199,720
Total Net Increase (Decrease) 10,618,468   $  128,282,593   26,944,290   $  276,763,557
International Stock Fund              
Class A              
Shares Sold 5,420,422   $  88,898,122   8,837,396   $ 158,876,977
Shares Issued for Reinvested Dividends 241,771   4,491,371   1,911   32,461
Shares Redeemed (5,178,862)   (80,095,955)   (1,944,352)   (35,151,106)
Net Increase (Decrease) 483,331   13,293,538   6,894,955   123,758,332
Class C              
Shares Sold 323,136   $  5,254,695   740,492   $ 12,700,219
Shares Issued for Reinvested Dividends 10,583   184,799    
Shares Redeemed (300,987)   (4,340,336)   (82,030)   (1,412,935)
Net Increase (Decrease) 32,732   1,099,158   658,462   11,287,284
Class I              
Shares Sold 108,872,670   $ 1,695,721,112   87,401,083   $ 1,526,402,071
Shares Issued for Reinvested Dividends 1,930,718   34,706,711   128,684   2,114,283
Shares Redeemed (74,625,554)   (1,118,379,282)   (18,010,716)   (319,129,489)
Net Increase (Decrease) 36,177,834   612,048,541   69,519,051   1,209,386,865
Class R3              
Shares Sold 117,126   $  1,739,146   35,715   $ 599,480
Shares Issued for Reinvested Dividends 900   16,059    
Shares Redeemed (31,319)   (467,955)   (24,649)   (436,671)
Net Increase (Decrease) 86,707   1,287,250   11,066   162,809
Class R4              
Shares Sold 114,159   $  1,866,632   55,476   $ 972,356
Shares Issued for Reinvested Dividends 4,048   72,581   43   701
Shares Redeemed (52,286)   (746,656)   (32,578)   (571,973)
Net Increase (Decrease) 65,921   1,192,557   22,941   401,084
Class R5              
Shares Sold 782,962   $  12,441,571   610,480   $ 10,516,058
Shares Issued for Reinvested Dividends 27,948   502,674   3,171   52,125
Shares Redeemed (344,424)   (5,236,938)   (173,831)   (3,084,332)
Net Increase (Decrease) 466,486   7,707,307   439,820   7,483,851
Class Y              
Shares Sold 2,189,922   $  36,339,650   9,099,927   $ 157,454,989
Shares Issued for Reinvested Dividends 266,396   4,802,050   20,632   340,017
Shares Redeemed (5,513,544)   (82,168,396)   (594,350)   (10,590,133)
Net Increase (Decrease) (3,057,226)   (41,026,696)   8,526,209   147,204,873
Class F              
Shares Sold 29,140,024   $  455,053,231   24,072,686   $ 422,064,011
Shares Issued for Reinvested Dividends 743,026   13,374,470   60,241   990,360
Shares Redeemed (11,078,766)   (167,216,529)   (3,069,438)   (53,817,085)
Net Increase (Decrease) 18,804,284   301,211,172   21,063,489   369,237,286

143


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Class SDR              
Shares Sold 23,013,973   $  361,009,997   17,507,759   $ 305,654,018
Shares Issued for Reinvested Dividends 501,264   9,014,558   51,342   843,556
Shares Redeemed (5,872,106)   (86,975,258)   (3,315,061)   (58,859,246)
Net Increase (Decrease) 17,643,131   283,049,297   14,244,040   247,638,328
Total Net Increase (Decrease) 70,703,200   $ 1,179,862,124   121,380,033   $ 2,116,560,712
Securitized Income Fund              
Class A              
Shares Sold 254,499   $  2,475,452   121,794   $ 1,209,452
Shares Issued for Reinvested Dividends 11,566   109,491   8,519   84,434
Shares Redeemed (339,569)   (3,274,911)   (176,058)   (1,751,542)
Net Increase (Decrease) (73,504)   (689,968)   (45,745)   (457,656)
Class C              
Shares Sold 6,520   $  62,429   22,841   $ 226,983
Shares Issued for Reinvested Dividends 532   5,017   329   3,248
Shares Redeemed (22,544)   (211,827)   (24,701)   (245,738)
Net Increase (Decrease) (15,492)   (144,381)   (1,531)   (15,507)
Class I              
Shares Sold 2,233,642   $  21,730,241   5,640,264   $ 56,021,872
Shares Issued for Reinvested Dividends 169,366   1,607,745   130,288   1,291,127
Shares Redeemed (7,390,428)   (70,517,666)   (3,450,666)   (34,224,582)
Net Increase (Decrease) (4,987,420)   (47,179,680)   2,319,886   23,088,417
Class Y              
Shares Sold   $  —   82,467   $ 817,254
Shares Issued for Reinvested Dividends 11,750   110,676   7,346   72,758
Shares Redeemed     (31,177)   (309,365)
Net Increase (Decrease) 11,750   110,676   58,636   580,647
Class F              
Shares Issued for Reinvested Dividends 6,118   $  57,621   4,014   $  39,737
Net Increase (Decrease) 6,118   57,621   4,014   39,737
Class SDR              
Shares Sold   $  —   754,606   $ 7,478,000
Shares Issued for Reinvested Dividends 32,436   305,698   16,390   162,354
Shares Redeemed (802,591)   (7,793,487)    
Net Increase (Decrease) (770,155)   (7,487,789)   770,996   7,640,354
Total Net Increase (Decrease) (5,828,703)   $  (55,333,521)   3,106,256   $  30,875,992
Sustainable International Core Fund(3)              
Class I              
Shares Sold 50,001   $  500,010        
Shares Redeemed (1)   (11)        
Net Increase (Decrease) 50,000   499,999        
Class SDR              
Shares Sold 50,001   $  500,010        
Shares Redeemed (1)   (10)        
Net Increase (Decrease) 50,000   500,000        
Total Net Increase (Decrease) 100,000   $  999,999        
Tax-Aware Bond Fund              
Class A              
Shares Sold 1,373,862   $  14,067,798   1,741,910   $ 19,878,259
Shares Issued for Reinvested Dividends 147,221   1,578,008   126,621   1,442,775
Shares Redeemed (3,180,461)   (32,954,090)   (1,179,190)   (13,432,195)
Net Increase (Decrease) (1,659,378)   (17,308,284)   689,341   7,888,839

144


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Class C              
Shares Sold 61,878   $  627,838   70,850   $ 808,470
Shares Issued for Reinvested Dividends 11,688   126,622   11,340   129,366
Shares Redeemed (307,058)   (3,255,017)   (156,997)   (1,790,148)
Net Increase (Decrease) (233,492)   (2,500,557)   (74,807)   (852,312)
Class I              
Shares Sold 18,011,789   $  184,657,435   9,285,209   $ 105,989,966
Shares Issued for Reinvested Dividends 632,849   6,689,376   518,954   5,918,013
Shares Redeemed (17,152,818)   (177,770,396)   (9,814,495)   (111,991,453)
Net Increase (Decrease) 1,491,820   13,576,415   (10,332)   (83,474)
Class Y              
Shares Sold 6,178   $  68,000   6,206   $ 70,000
Shares Issued for Reinvested Dividends 834   8,866   486   5,542
Shares Redeemed (6,307)   (68,214)   (6)   (67)
Net Increase (Decrease) 705   8,652   6,686   75,475
Class F              
Shares Sold 3,811,234   $  38,477,443   1,578,206   $ 18,003,067
Shares Issued for Reinvested Dividends 107,260   1,140,108   79,668   908,464
Shares Redeemed (2,479,185)   (25,756,107)   (915,304)   (10,439,970)
Net Increase (Decrease) 1,439,309   13,861,444   742,570   8,471,561
Class SDR              
Shares Sold 721,477   $  7,300,392   806,356   $ 9,185,200
Shares Issued for Reinvested Dividends 95,950   1,035,417   84,192   960,177
Shares Redeemed (1,079,179)   (10,852,434)   (600,601)   (6,852,354)
Net Increase (Decrease) (261,752)   (2,516,625)   289,947   3,293,023
Total Net Increase (Decrease) 777,212   $  5,121,045   1,643,405   $  18,793,112
US MidCap Opportunities Fund              
Class A              
Shares Sold 1,868,261   $  31,440,976   1,210,595   $ 22,793,512
Shares Issued for Reinvested Dividends 829,476   15,005,217   4,107   69,120
Shares Redeemed (1,109,382)   (18,771,474)   (927,065)   (17,122,126)
Net Increase (Decrease) 1,588,355   27,674,719   287,637   5,740,506
Class C              
Shares Sold 146,816   $  2,488,130   288,995   $ 5,282,477
Shares Issued for Reinvested Dividends 422,177   7,628,739    
Shares Redeemed (598,927)   (9,986,755)   (618,074)   (11,506,800)
Net Increase (Decrease) (29,934)   130,114   (329,079)   (6,224,323)
Class I              
Shares Sold 6,635,474   $  115,668,805   4,168,468   $ 79,622,315
Shares Issued for Reinvested Dividends 3,062,689   58,169,249   70,646   1,237,010
Shares Redeemed (7,197,466)   (127,788,647)   (6,184,627)   (118,224,917)
Net Increase (Decrease) 2,500,697   46,049,407   (1,945,513)   (37,365,592)
Class R3              
Shares Sold 9,451   $  159,327   58,182   $ 1,003,819
Shares Issued for Reinvested Dividends 15,594   288,955    
Shares Redeemed (15,441)   (277,630)   (21,164)   (409,218)
Net Increase (Decrease) 9,604   170,652   37,018   594,601
Class R4              
Shares Sold 11,536   $  199,514   5,663   $ 117,506
Shares Issued for Reinvested Dividends 6,187   116,572    
Shares Redeemed (23,745)   (398,332)   (3,200)   (62,093)
Net Increase (Decrease) (6,022)   (82,246)   2,463   55,413
Class R5              
Shares Sold 20,644   $  353,654   9,243   $ 172,463
Shares Issued for Reinvested Dividends 5,372   101,815   217   3,796
Shares Redeemed (48,245)   (901,065)   (49,797)   (904,365)
Net Increase (Decrease) (22,229)   (445,596)   (40,337)   (728,106)

145


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Class Y              
Shares Sold 186,550   $  3,334,038   477,180   $ 9,436,657
Shares Issued for Reinvested Dividends 566,051   10,739,169   14,753   258,023
Shares Redeemed (983,891)   (18,205,045)   (1,738,687)   (34,340,663)
Net Increase (Decrease) (231,290)   (4,131,838)   (1,246,754)   (24,645,983)
Class F              
Shares Sold 1,920,896   $  33,615,395   1,124,576   $ 22,004,533
Shares Issued for Reinvested Dividends 598,731   11,385,089   15,153   265,184
Shares Redeemed (1,126,309)   (20,026,642)   (909,052)   (17,727,319)
Net Increase (Decrease) 1,393,318   24,973,842   230,677   4,542,398
Class SDR              
Shares Sold 475,120   $  8,459,744   451,019   $ 8,872,003
Shares Issued for Reinvested Dividends 262,522   5,002,444   10,018   175,615
Shares Redeemed (1,065,374)   (21,824,744)   (576,471)   (11,189,037)
Net Increase (Decrease) (327,732)   (8,362,556)   (115,434)   (2,141,419)
Total Net Increase (Decrease) 4,874,767   $  85,976,498   (3,119,322)   $  (60,172,505)
US Small Cap Opportunities Fund              
Class A              
Shares Sold 254,673   $  7,066,418   277,286   $ 8,677,102
Shares Issued for Reinvested Dividends 143,030   4,285,681    
Shares Redeemed (305,848)   (8,310,516)   (155,738)   (4,695,935)
Net Increase (Decrease) 91,855   3,041,583   121,548   3,981,167
Class C              
Shares Sold 15,116   $  408,272   35,829   $ 1,124,826
Shares Issued for Reinvested Dividends 30,546   921,789    
Shares Redeemed (52,878)   (1,468,740)   (77,129)   (2,416,272)
Net Increase (Decrease) (7,216)   (138,679)   (41,300)   (1,291,446)
Class I              
Shares Sold 1,699,466   $  49,801,108   1,618,994   $ 54,075,726
Shares Issued for Reinvested Dividends 679,332   21,661,454   2,920   85,749
Shares Redeemed (2,113,118)   (62,689,996)   (1,350,665)   (44,554,890)
Net Increase (Decrease) 265,680   8,772,566   271,249   9,606,585
Class R3              
Shares Sold 7,533   $  237,672   41,262   $ 1,394,324
Shares Issued for Reinvested Dividends 4,768   148,641    
Shares Redeemed (15,473)   (423,560)   (11,574)   (370,424)
Net Increase (Decrease) (3,172)   (37,247)   29,688   1,023,900
Class R4              
Shares Sold 4,957   $  145,923   17,843   $ 622,180
Shares Issued for Reinvested Dividends 2,414   76,371    
Shares Redeemed (5,302)   (166,163)   (4,761)   (161,866)
Net Increase (Decrease) 2,069   56,131   13,082   460,314
Class R5              
Shares Sold 8,397   $  245,069   11,260   $ 367,453
Shares Issued for Reinvested Dividends 2,298   73,241   16   462
Shares Redeemed (13,741)   (411,892)   (3,825)   (131,445)
Net Increase (Decrease) (3,046)   (93,582)   7,451   236,470
Class Y              
Shares Sold 328,702   $  9,589,112   304,107   $ 10,256,879
Shares Issued for Reinvested Dividends 123,509   3,935,921   945   27,753
Shares Redeemed (296,095)   (8,431,038)   (185,283)   (6,074,145)
Net Increase (Decrease) 156,116   5,093,995   119,769   4,210,487
Class F              
Shares Sold 150,435   $  4,436,538   205,102   $ 6,865,644
Shares Issued for Reinvested Dividends 57,640   1,840,382   877   25,755
Shares Redeemed (131,965)   (3,908,901)   (132,190)   (4,388,595)
Net Increase (Decrease) 76,110   2,368,019   73,789   2,502,804

146


Hartford Schroders Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Class SDR              
Shares Sold 384,592   $  11,046,266   122,265   $ 4,008,157
Shares Issued for Reinvested Dividends 110,939   3,545,857   1,960   57,632
Shares Redeemed (129,747)   (3,774,934)   (122,234)   (4,073,605)
Net Increase (Decrease) 365,784   10,817,189   1,991   (7,816)
Total Net Increase (Decrease) 944,180   $  29,879,975   597,267   $  20,722,465
    
(1) Diversified Emerging Markets Fund commenced operations on September 30, 2021.
(2) Classes A, C, I, Y and F of the Diversified Emerging Markets Fund commenced operations on February 28, 2022.
(3) International Contrarian Value Fund and Sustainable International Core Fund commenced operations on May 24, 2022.
13. Line of Credit:
  Each Fund, except International Contrarian Value Fund and Sustainable International Core Fund, participates in a committed line of credit pursuant to a credit agreement dated March 3, 2022. Each Fund that participates in the committed line of credit may borrow under the line of credit for temporary or emergency purposes. The Funds that participate in the committed line of credit (together with certain other Hartford Funds) may borrow up to $350 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges certain fees, such as a commitment fee. Prior to March 3, 2022, each Fund that participates in the committed line of credit (together with certain other Hartford Funds) had a similar agreement that enabled them to participate in a $350 million committed line of credit. The fees incurred by the Funds in connection with the committed lines of credit during the period appear in the Statements of Operations under “Other expenses.” During and as of the year ended October 31, 2022, none of the Funds that participate in the committed line of credit had borrowings under this facility.
14. Indemnifications:
  Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of each Fund, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.
15. Recent Accounting Pronouncement:
  In March 2020, FASB issued Accounting Standards Update ("ASU") No. 2020-04, Reference Rate Reform (Topic 848); Facilitation of the Effects of Reference Rate Reform on Financial Reporting, which provides optional guidance for a limited period of time to ease the potential burden in accounting for (or recognizing the effects of) reference rate reform. The guidance is applicable to contracts referencing LIBOR or another reference rate that is expected to be discontinued due to reference rate reform. The ASU is effective as of March 12, 2020 and generally can be applied through December 31, 2022. Management is evaluating the underlying securities referencing LIBOR or another reference rate that is expected to be discontinued over the period of time the ASU is effective.
16. Subsequent Events:
  In connection with the preparation of the financial statements of the Funds as of and for the year ended October 31, 2022, events and transactions subsequent to October 31, 2022, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure.
  Effective December 1, 2022, HASCO has contractually agreed to waive its transfer agency fee and/or reimburse transfer agency-related expenses to the extent necessary to limit the transfer agency fee for Class A shares of the Emerging Markets Equity Fund as follows: 0.14%. This contractual arrangement will remain in effect until February 29, 2024, unless the Board of Directors approves its earlier termination.

147


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 Contrarian Value Fund, Hartford Schroders International Multi-Cap Value Fund, Hartford Schroders International Stock Fund, Hartford Schroders Securitized Income Fund, Hartford Schroders Sustainable International Core Fund, Hartford Schroders Tax-Aware Bond Fund, Hartford Schroders US MidCap Opportunities Fund 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 (twelve of the funds constituting The Hartford Mutual Funds II, Inc., hereafter collectively referred to as the "Funds") as of October 31, 2022, and the related statements of operations and changes in net assets 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, 2022, the results of each of their operations and the changes in each of their net assets, 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 Contrarian Value Fund (4)
Hartford Schroders International Multi-Cap Value Fund (3)
Hartford Schroders International Stock Fund (3)
Hartford Schroders Securitized Income Fund (3)
Hartford Schroders Sustainable International Core Fund (4)
Hartford Schroders Tax-Aware Bond Fund (3)
Hartford Schroders US MidCap Opportunities Fund(3)
Hartford Schroders US Small Cap Opportunities Fund(3)
    
1 Statement of operations for the year ended October 31, 2022, the statements of changes in net assets for each of the two years in the period ended October 31, 2022 and financial highlights for the years ended October 31, 2022, October 31, 2021 and the period March 31, 2020 (commencement of operations) through October 31, 2020.
2 Statement of operations for the year ended October 31, 2022, statements of changes in net assets and financial highlights for the years ended October 31, 2022 and the period September 30, 2021 (commencement of operations) through October 31, 2021.
3 Statement of operations for the year ended October 31, 2022, the statements of changes in net assets for each of the two years in the period ended October 31, 2022 and financial highlights for each of the three years or periods in the period ended October 31, 2022.
4 Statement of operations, statement of changes in net assets and financial highlights for the period May 24, 2022 (commencement of operations) through October 31, 2022.
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.

148


Report of Independent Registered Public Accounting Firm
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, 2022 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, 2022
We have served as the auditor of one or more investment companies in the Hartford Funds group of investment companies since 2020.

149


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 August 9-10, 2022, HFMC provided an annual written report to the Board covering the period from April 1, 2021 through June 30, 2022 (the “Reporting Period”). 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.
During the Reporting Period, HFMC did not 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.

150


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, 2022. 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 HELD
BY DIRECTOR
NON-INTERESTED DIRECTORS
HILARY E. ACKERMANN
(1956)
  Director   Since 2014   Ms. Ackermann served as Chief Risk Officer at Goldman Sachs Bank USA from October 2008 to November 2011.   80   Ms. Ackermann served as a Director of Dynegy, Inc. from October 2012 until its acquisition by Vistra Energy Corporation ("Vistra") in 2018, and since that time she has served as a Director of Vistra. Ms. Ackermann serves as a Director of Credit Suisse Holdings (USA), Inc. from January 2017 to present.
ROBIN C. BEERY
(1967)
  Director   Since 2017   Ms. Beery has served as a consultant to ArrowMark Partners (an alternative asset manager) since March of 2015 and since November 2018 has been employed by ArrowMark Partners as a Senior Advisor. Previously, she was Executive Vice President, Head of Distribution, for Janus Capital Group, and Chief Executive Officer and President of the Janus Mutual Funds (a global asset manager) from September 2009 to August 2014.   80   Ms. Beery serves as an independent Director of UMB Financial Corporation (January 2015 to present), has chaired the Compensation Committee since April 2017, and serves on the Audit Committee and the Risk Committee.
DERRICK D. CEPHAS
(1952)
  Director   Since 2020   Mr. Cephas currently serves as Of Counsel to Squire Patton Boggs LLP, an international law firm with 45 offices in 20 countries. Until his retirement in October 2020, Mr. Cephas was a Partner of Weil, Gotshal & Manges LLP, an international law firm headquartered in New York, where he served as the Head of the Financial Institutions Practice (April 2011 to October 2020).   80   Mr. Cephas currently serves as a Director of Signature Bank, a New York-based commercial bank, and is a member of the Credit Committee, Examining Committee and Risk Committee. Mr. Cephas currently serves as a Director of Claros Mortgage Trust, Inc., a real estate investment trust.
CHRISTINE R. DETRICK
(1958)
  Director and Chair of the Board   Director since 2016; Chair of the Board since 2021   From 2002 until 2012, Ms. Detrick was a Senior Partner, Leader of the Financial Services Practice, and a Senior Advisor at Bain & Company (“Bain”). Before joining Bain, she served in various senior management roles for other financial services firms and was a consultant at McKinsey and Company.   80   Ms. Detrick currently serves as a Director of Charles River Associates (May 2020 to present); currently serves as a Director of Capital One Financial Corporation (since November 2021); and currently serves as a Director of Altus Power, Inc (since December 2021).
JOHN J. GAUTHIER
(1961)
  Director   Since 2022   Mr. Gauthier currently is the Principal Owner of JJG Advisory, LLC, an investment consulting firm, and Co-Founder and Principal Owner of Talcott Capital Partners (a placement agent for investment managers serving insurance companies). From 2008 to 2018, Mr. Gauthier served as a Senior Vice President (2008-2010), Executive Vice President (2010-2012), and President (2012-2018) of Allied World Financial Services (a global provider of property, casualty and specialty insurance and reinsurance solutions).   80   Mr. Gauthier serves as a Director of Reinsurance Group of America, Inc. (from 2018 to present) and chairs the Investment Committee and is a member of the Audit and Risk Committees.

151


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 HELD
BY DIRECTOR
ANDREW A. JOHNSON
(1962)
  Director   Since 2020   Mr. Johnson currently serves as a Diversity and Inclusion Advisor at Neuberger Berman, a private, global investment management firm. Prior to his current role, Mr. Johnson served as Chief Investment Officer and Head of Global Investment Grade Fixed Income at Neuberger Berman (January 2009 to December 2018).   80   Mr. Johnson currently serves as a Director of AGNC Investment Corp., a real estate investment trust.
PAUL L. ROSENBERG
(1953)
  Director   Since 2020   Mr. Rosenberg is a Partner of The Bridgespan Group, a global nonprofit consulting firm that is a social impact advisor to nonprofits, non-governmental organizations, philanthropists and institutional investors (October 2007 to present).   80   None
DAVID SUNG
(1953)
  Director   Since 2017   Mr. Sung was a Partner at Ernst & Young LLP from October 1995 to July 2014.   80   Mr. Sung serves as a Trustee of Ironwood Institutional Multi-Strategy Fund, LLC and Ironwood Multi-Strategy Fund, LLC (October 2015 to present).
OFFICERS AND INTERESTED DIRECTORS
JAMES E. DAVEY(4)
(1964)
  Director, President and Chief Executive Officer   President and Chief Executive Officer since 2010; Director since 2012   Mr. Davey serves as Executive Vice President of The Hartford Financial Services Group, Inc. Mr. Davey has served in various positions within The Hartford and its subsidiaries and joined The Hartford in 2002. Additionally, Mr. Davey serves as Director, Chairman, President, and Senior Managing Director for Hartford Funds Management Group, Inc. ("HFMG"). Mr. Davey also serves as President, Manager, Chairman of the Board, and Senior Managing Director for Hartford Funds Management Company, LLC (“HFMC”); Manager, Chairman of the Board, and President of Lattice Strategies LLC (“Lattice”); Chairman of the Board, Manager, and Senior Managing Director of Hartford Funds Distributors, LLC (“HFD”); and Chairman of the Board, President and Senior Managing Director of Hartford Administrative Services Company (“HASCO”), each of which is an affiliate of HFMG.   80   None
AMY N. FURLONG
(1979)
  Vice President   Since 2018   Ms. Furlong serves as Vice President and Assistant Treasurer of HFMC (since September 2019). From 2018 through March 15, 2021, Ms. Furlong served as the Treasurer of the Company. Ms. Furlong has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Furlong joined The Hartford in 2004.   N/A   N/A
WALTER F. GARGER
(1965)
  Vice President and Chief Legal Officer   Since 2016   Mr. Garger serves as Secretary, Managing Director and General Counsel of HFMG, HFMC, HFD, and HASCO (since 2013). Mr. Garger also serves as Secretary and General Counsel of Lattice (since July 2016). Mr. Garger has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Garger joined The Hartford in 1995.   N/A   N/A
THEODORE J. LUCAS
(1966)
  Vice President   Since 2017   Mr. Lucas serves as Executive Vice President of HFMG (since July 2016) and as Executive Vice President of Lattice (since June 2017). Previously, Mr. Lucas served as Managing Partner of Lattice (2003 to 2016).   N/A   N/A
JOSEPH G. MELCHER
(1973)
  Vice President, Chief Compliance Officer and AML Compliance Officer   Vice President and Chief Compliance Officer since 2013; AML Compliance Officer since August 1, 2022   Mr. Melcher serves as Executive Vice President of HFMG and HASCO (since December 2013). Mr. Melcher also serves as Executive Vice President (since December 2013) and Chief Compliance Officer (since December 2012) of HFMC, serves as Executive Vice President and Chief Compliance Officer of Lattice (since July 2016), serves as Executive Vice President of HFD (since December 2013), and has served as President and Chief Executive Officer of HFD (from April 2018 to June 2019).   N/A   N/A

152


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 HELD
BY DIRECTOR
VERNON J. MEYER
(1964)
  Vice President   Since 2006   Mr. Meyer serves as Managing Director and Chief Investment Officer of HFMC and Managing Director of HFMG (since 2013). Mr. Meyer also serves as Senior Vice President-Investments of Lattice (since March 2019). Mr. Meyer has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Meyer joined The Hartford in 2004.   N/A   N/A
DAVID A. NAAB
(1985)
  Vice President and Treasurer   Since 2021   Mr. Naab serves as Vice President and Assistant Treasurer of HFMC (since June 2021). Prior to joining HFMC in 2021, Mr. Naab served in various positions as an associate, senior associate, manager, senior manager, and director within the investment management, financial services, and asset & wealth management practice groups of PricewaterhouseCoopers, LLP from 2007 to 2020.   N/A   N/A
ALICE A. PELLEGRINO
(1960)
  Vice President and Assistant Secretary   Since 2016   Ms. Pellegrino is Deputy General Counsel for HFMG (since April 2022) and currently serves as Vice President of HFMG (since December 2013). Ms. Pellegrino also serves as Vice President and Assistant Secretary of Lattice (since June 2017). Ms. Pellegrino has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Pellegrino joined The Hartford in 2007.   N/A   N/A
THOMAS R. PHILLIPS
(1960)
  Vice President and Secretary   Since 2017   Mr. Phillips is Deputy General Counsel for HFMG and currently serves as a Senior Vice President (since June 2021) and Assistant Secretary (since June 2017) for HFMG. Mr. Phillips also serves as Vice President of HFMC (since June 2021). Prior to joining HFMG in 2017, Mr. Phillips was a Director and Chief Legal Officer of Saturna Capital Corporation from 2014–2016. Prior to that, Mr. Phillips was a Partner and Deputy General Counsel of Lord, Abbett & Co. LLC.   N/A   N/A
    
(1) The address for each officer and Director is c/o Hartford Funds 690 Lee Road, Wayne, Pennsylvania 19087.
(2) Term of Office: Each Director holds an indefinite term until his or her retirement, resignation, removal, or death. Directors generally must retire no later than December 31 of the year in which the Director turns 75 years of age. Each Fund officer generally serves until his or her resignation, removal, or death.
(3) The portfolios of the “Fund Complex” are operational series of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc., Hartford HLS Series Fund II, Inc., Lattice Strategies Trust and Hartford Funds Exchange-Traded Trust.
(4) “Interested person,” as defined in the 1940 Act, of the Company because of the person’s affiliation with, or equity ownership of, HFMC, HFD or affiliated companies.

153


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.

154


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

Approval of Investment Management and Investment Sub-Advisory Agreements for the following Funds:
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 9-10, 2022, 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 9-10, 2022 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, 2022 and August 9-10, 2022. 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, 2022 and August 9-10, 2022 concerning the Agreements and at the special meeting of the Board’s Investment Committee on May 20, 2022 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 previously 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 counsel. In connection with their deliberations, the Independent Directors met separately with independent legal counsel and the Consultant on June 10, 2022 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 10, 2022 and June 15-16, 2022 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 9-10, 2022 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.
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’ risk management programs, as well as the efforts of the Advisers to address 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.
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 investment advisory and administrative 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 ongoing 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, if any, managed by the Funds’ portfolio management personnel.
In addition, the Board considered HFMC’s overall strategic plan for, and 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 SIMNA Inc., which provides certain day-to-day portfolio management services for the Funds, and SIMNA Ltd., which also provides certain day-to-day portfolio management services for the Sub-Sub-Advised Funds, each 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 and environmental, social and/or governance (ESG) investing. 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), and the ability to combine holdings in a Fund with holdings in other Hartford funds (excluding the Hartford funds that are exchange-traded funds) 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, as applicable, 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 sub-advised 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-sub-advised by SIMNA Ltd. In this regard, the Board reviewed the performance of each Fund over different time periods 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 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.
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

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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 any 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.
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

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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 of the Hartford funds in recent years, which has resulted in benefits being realized by shareholders. The Board also noted that, for the Hartford Schroders Emerging Markets Multi-Sector Bond Fund and Hartford Schroders Securitized Income 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, subject to oversight.
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.
Fund-by-Fund Factors
For purposes of evaluating a Fund's performance, the Board considered the Fund's performance relative to similarly managed funds and the Fund's performance relative to its benchmark. In particular, the Board considered the Fund's performance of its Class A shares (net of all fees and expenses), as of March 31, 2022, and compared that performance to the Fund's peer universe, which includes all funds within the same classification or category, as determined by an independent firm engaged by the Board. The Board considered the Fund's performance relative to its peer universe by evaluating its quintile ranking, with the 1st quintile representing the top performing funds within a peer universe and the 5th quintile representing the lowest performing funds. For purposes of evaluating the Fund's performance relative to its benchmark, the Board considered the Fund's performance of its Class I shares (net of all fees and expenses) as of March 31, 2022. The Board considered Fund performance to be “in line with” a Fund's benchmark

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where it was 0.5% above or below the benchmark return. With respect to fees and expenses, the Board considered the Fund's contractual and actual management fee, and total operating expenses of its Class A shares (net of all fees and expenses), as compared to the Fund's expense peer group, which includes a group of similarly sized funds selected by the independent firm engaged by the Board.
Hartford Schroders China A Fund
The Board noted that the Fund’s performance was in the 1st quintile versus its peer universe for the 1-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period. The Board noted that certain changes had recently been made to the Fund’s principal investment strategy.
The Board noted that the Fund’s contractual management fee and actual management fee were in the 1st quintile of its expense group, while its total expenses were in the 2nd quintile. The Board noted that Class A shares of the Fund have a contractual expense cap of 1.45% through February 28, 2023, which resulted in HFMC reimbursing the Fund for certain expenses.
Hartford Schroders Emerging Markets Equity Fund
The Board noted that the Fund’s performance was in the 4th quintile versus its peer universe for the 1-year period, the 3rd quintile for the 3-year period, and the 2nd quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period and above its benchmark for the 3- and 5-year periods.
The Board noted that the Fund’s contractual management fee and its total expenses were in the 4th quintile of its expense group, while its actual management fee was in the 5th quintile.
Hartford Schroders Emerging Markets Multi-Sector Bond Fund
The Board noted that the Fund’s performance was in the 4th quintile versus its peer universe for the 1-year period and the 5th quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was below its custom blended benchmark for the 1-, 3-, and 5-year periods.
The Board noted that the Fund’s contractual management fee and actual management fee were in the 2nd quintile of its expense group and its total expenses were in the 3rd quintile. The Board noted that Class A shares of the Fund have a contractual expense cap of 1.15% through February 28, 2023, which resulted in HFMC reimbursing the Fund for certain expenses.
Hartford Schroders International Multi-Cap Value Fund
The Board noted that the Fund’s performance was in the 1st quintile versus its peer universe for the 1-year period and the 2nd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period, in line with its benchmark for the 3-year period, and below its benchmark for the 5-year period. The Board noted recent changes to the Fund’s portfolio management team.
The Board noted that the Fund’s contractual management fee and its total expenses were in the 1st quintile of its expense group, while its actual management fee was in the 4th quintile. The Board noted that Class Y shares of the Fund have a contractual transfer agency expense cap of 0.09% through February 28, 2023, which resulted in HASCO waiving fees and/or reimbursing the Fund for certain expenses.
Hartford Schroders International Stock Fund
The Board noted that the Fund’s performance was in the 2nd quintile versus its peer universe for the 1- and 5-year periods and the 1st quintile for the 3-year period. The Board also noted that the Fund’s performance was in line with its benchmark for the 1-year period and above its benchmark for the 3- and 5-year periods.
The Board noted that the Fund’s contractual management fee and its total expenses were in the 1st quintile of its expense group, while its actual management fee was in the 3rd quintile.
Hartford Schroders Securitized Income Fund
The Board noted that the Fund’s performance was in the 1st quintile versus its peer universe for the 1-year period and the 4th quintile for the 3-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1- and 3-year periods. The Board noted that certain changes had recently been made to the Fund’s principal investment strategy.

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The Board noted that the Fund’s contractual management fee was in the 2nd quintile of its expense group, while its actual management fee and its total expenses were in the 3rd quintile. In considering the Fund’s expenses, the Board noted the shareholder savings expected to result from a management fee reduction implemented in December 2021. The Board noted that Class A shares of the Fund have a contractual expense cap of 0.85% through February 28, 2023, which resulted in HFMC reimbursing the Fund for certain expenses.
Hartford Schroders Tax-Aware Bond Fund
The Board noted that the Fund’s performance was in the 5th quintile versus its peer universe for the 1-, 3-, and 5- year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period and in line with its benchmark for the 3- and 5-year periods.
The Board noted that the Fund’s contractual management fee and actual management fee were in the 2nd quintile of its expense group, while its total expenses were in the 1st quintile. The Board noted that Class A shares of the Fund have a contractual expense cap of 0.71%, through February 28, 2023, which resulted in HFMC reimbursing the Fund for certain expenses.
Hartford Schroders US MidCap Opportunities Fund
The Board noted that the Fund’s performance was in the 2nd quintile versus its peer universe for the 1-year period and the 3rd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period and below its benchmark for the 3- and 5-year periods.
The Board noted that the Fund’s contractual management fee was in the 2nd quintile of its expense group, while its actual management fee and its total expenses were in the 3rd quintile.
Hartford Schroders US Small Cap Opportunities Fund
The Board noted that the Fund’s performance was in the 4th quintile versus its peer universe for the 1-year period, the 3rd quintile for the 3-year period, and the 2nd quintile for the 5-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1- and 3-year periods and in line with its benchmark for the 5-year period.
The Board noted that the Fund’s contractual management fee and its total expenses were in the 3rd quintile of its expense group, while its actual management fee was in the 4th quintile. The Board noted that Class A shares of the Fund have a contractual expense cap of 1.35% through February 28, 2023, which resulted in HFMC reimbursing the Fund for certain expenses.
* * * *
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.
Approval of Investment Management and Investment Sub-Advisory Agreements for Hartford Schroders International Contrarian Value Fund and Hartford Schroders Sustainable International Core Fund
The Hartford Mutual Funds II, Inc.
Hartford Schroders International Contrarian Value Fund
Hartford Schroders Sustainable International Core 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 May 10-11, 2022, 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 each of Hartford Schroders International Contrarian Value Fund and Hartford Schroders Sustainable International Core Fund (each a “Fund” and collectively, the “Funds”); (ii) an amendment to the 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.” or the “Sub-adviser”), with respect to each Fund; and (iii) an

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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 each 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 February 9-10, 2022 and May 10-11, 2022 regarding each Fund and its investment strategy. The members of the Board also considered the materials and presentations by Fund officers and representatives of HFMC received at the Board’s meeting on May 10-11, 2022 concerning the Agreements.
In determining whether to approve the Agreements for each 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 each 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 each 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 each Adviser 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.
With respect to HFMC, the Board noted that, under the Management Agreement, HFMC would be responsible for the management of each Fund, including oversight of fund operations and service providers. The Board also noted that HFMC would provide investment advisory services to each Fund as well as administrative services in connection with selecting, monitoring and supervising each 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 each 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 ongoing 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 each Fund and the service providers to each Fund. The Board also considered that HFMC would oversee each 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 each Fund’s investments and those of other funds or accounts, if any, managed by such Fund’s portfolio management personnel. In addition, the Board considered that HFMC or its affiliates would be responsible for providing each Fund’s officers.
With respect to SIMNA Inc. and SIMNA Ltd., which would provide certain day-to-day portfolio management services for each 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 each Fund’s proposed portfolio manager(s), 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 each Fund.

162


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 each Fund.
The Board considered the benefits to each Fund’s future shareholders of being part of the family of Hartford funds, including, the right to exchange investments between the same class of shares and the ability to reinvest Fund dividends into other Hartford funds (excluding the Hartford funds that are exchange-traded funds). 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 each Fund by HFMC and the Sub-advisers.
Performance of each Fund and the Advisers
The Board considered the investment performance of the Sub-advisers and their portfolio management teams, including, for purposes of considering the investment skill and experience of each Fund’s portfolio manager(s), back-tested and model performance of each Fund’s strategy showing the portfolio management team’s expected capabilities, and with respect to the Hartford Schroders International Contrarian Value Fund, the performance of the international component of the Sub-advisers’ Global Recovery composite, a global deep value strategy, and with respect to the Hartford Sustainable International Core Fund, the performance of a blend of certain regional composites. With respect to each 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. With respect to each Fund, 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 each Fund.
Costs of the Services and Profitability of the Advisers
In considering the proposed advisory and sub-advisory fee schedules for each Fund, the Board reviewed information regarding HFMC’s estimated costs to provide investment management and related services to each Fund and the estimated profitability to HFMC from the investment management and related services to be provided to each Fund. In evaluating HFMC’s estimated profitability with respect to each Fund, the Board also considered HFMC’s representation that the level of estimated profitability of the Fund, taking into consideration the revenue and expenses of each 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 to HFMC of managing each Fund would depend on the growth of such 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 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 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.
Based on these considerations, the Board concluded that the profits anticipated to be realized by the Advisers and their affiliates from their relationships with each 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 each Fund to HFMC and the estimated total expense ratios of each Fund. The Board also considered the proposed sub-advisory fees to be paid by HFMC to SIMNA Inc. with respect to each 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 Funds. 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 each Fund, and the amount of

163


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

the management fee to be retained by HFMC, and estimated total operating expenses for each Fund. With respect to each Fund, the Board also reviewed information comparing the Fund’s proposed contractual management fees, actual management fees and estimated 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 each 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 each Fund and its Peer Group. With respect to each Fund, the Board also considered that HFMC had contractually agreed to limit the expenses (exclusive of certain specified expenses) for the Fund’s Class I to 0.85% and Class SDR through 0.70% through February 29, 2024, unless the Board approves its earlier termination.
In considering the reasonableness of each Fund’s proposed management and sub-advisory fees and estimated total expense ratios, the Board considered that each 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 each Fund’s proposed contractual management fees fell within the 1st quintile of its Peer Group and actual management fees, taking into account any fee waivers, fell within the 1st quintile of its Peer Group. The Board also considered that each 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 each Fund’s proposed fees and estimated 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
With respect to each Fund, 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 each 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 each Fund could be expected to achieve some economies of scale as assets in such 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 each Fund’s expenses at all asset levels can have the same effect as breakpoints in sharing economies of scale with shareholders and provide protection from an increase in expenses if Fund assets decline. The Board also considered that HFMC has been active in managing expenses for the Hartford funds in recent years, which has resulted in benefits being realized by shareholders. In addition, the Board considered that initially setting competitive fee rates and pricing each Fund to scale at inception are other means of sharing potential economies of scale with shareholders.
With respect to each Fund, 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. With respect to each Fund, 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 each Fund’s future shareholders. The Board noted, however, that it would 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 each Fund.
The Board noted that HFMC would receive fees for fund accounting and related services from each Fund. The Board also considered that Hartford Administrative Services Company, each Fund’s transfer agent and an affiliate of HFMC, would receive transfer agency compensation from each Fund.

164


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 each Fund. 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 each 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 each 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.

165


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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Based on the type of product or service You apply for or get from us, Personal Information such as:
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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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For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.
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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.
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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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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: HO1-09, 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 2022), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations:
1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; Business Management Group, Inc.; Cervus Claim Solutions, LLC; First State Insurance Company; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford 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 the Southeast General Agency, Inc.; 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 (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 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 2022


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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.
MFAR-HSE22    12/22     Printed in the U.S.A.


Hartford Domestic
Equity Funds
Annual Report
October 31, 2022
The Hartford Capital Appreciation Fund
Hartford Core Equity Fund
The Hartford Dividend and Growth Fund
The Hartford Equity Income Fund
The Hartford Growth Opportunities Fund
The Hartford Healthcare Fund
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, 2021 through October 31, 2022.
Market Review
During the 12 months ended October 31, 2022, U.S. stocks, as measured by the S&P 500 Index,1 lost 14.61%. The decline was an unsettling reminder that equities have experienced an exceptionally volatile period marked by persistent inflation, the U.S. Federal Reserve (Fed) interest rate increases, and, lately, growing fears of recession.
Many investors would prefer to remember the brief period from late-June to late-August in 2022 when stocks came off their June 2022 lows for the year and climbed on hopes of a pause in the Fed’s interest-rate increases. But Fed Chair Jerome Powell’s Jackson Hole speech on August 26, 2022, made it clear the Fed would not be backing off its campaign of rate hikes until it felt inflation had been brought under control. The mid-summer rally quickly faded as Powell’s words sank in and as the August 2022 Consumer Price Index (CPI)2 report of 8.3% annual inflation appeared to stiffen the Fed’s resolve. The CPI’s small retreat to 8.2% in September 2022 produced no change in Fed sentiment.
With all the volatility we’ve seen these past 12 months, it may seem hard to believe that markets at the start of the period were, in fact, on their way to setting new positive records. Even as the Fed had begun expressing concerns in late 2021 over the likely persistence of inflation, the S&P 500 Index was on a steady climb on its way to a record high as of January 3, 2022.
As inflation numbers steadily worsened, Fed policymakers acknowledged that higher prices wouldn't be as transitory as they would have hoped. Soon thereafter, the Fed embarked on a cycle of rate hikes and Treasury balance-sheet reductions designed to slow the economy and soak up the massive amounts of liquidity put in place to support a faltering economy.
Any review of the period would be incomplete without noting the impact of the February 24, 2022 invasion of Ukraine by Russia’s armed forces, a decision that continues to threaten global security and strain worldwide food and energy supplies. With the continued backdrop of geopolitical instability, the Fed kept its anti-inflationary policy stance in focus in March 2022 by enacting a quarter-percent increase in the federal funds rate.
After a surprise jump in consumer prices in May 2022, the Fed in June 2022 raised rates by three-quarters of a percent. Although declining gasoline prices offered consumers a measure of relief during the summer, core inflation, which excludes volatile food and energy prices, remained persistently high as the period came to an end. As the Fed added another three-quarter-percent rate hike in September and October 2022, markets remained highly volatile.
As we approach the winter months, recession concerns are likely to grow as a result of the impact of Fed rate hikes on labor markets, currencies, and corporate profits. With market volatility likely to persist, 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 Consumer Price Index (CPI) in the United States is defined by the Bureau of Labor Statistics as a measure of the average change over time in the prices
paid by urban consumers for a market basket of consumer goods and services.


Hartford Domestic Equity Funds
Table of Contents
Fund Overview (Unaudited) 2
Benchmark Glossary (Unaudited) 39
Expense Examples (Unaudited) 40
Financial Statements:  
Schedules of Investments:  
The Hartford Capital Appreciation Fund 44
Hartford Core Equity Fund 48
The Hartford Dividend and Growth Fund 50
The Hartford Equity Income Fund 52
The Hartford Growth Opportunities Fund 54
The Hartford Healthcare Fund 57
The Hartford MidCap Fund 59
The Hartford MidCap Value Fund 62
Hartford Quality Value Fund 64
The Hartford Small Cap Growth Fund 66
Hartford Small Cap Value Fund 69
The Hartford Small Company Fund 71
Glossary 74
Statements of Assets and Liabilities 75
Statements of Operations 79
Statements of Changes in Net Assets 82
Financial Highlights 88
Notes to Financial Statements 103
Report of Independent Registered Public Accounting Firm 129
Operation of the Liquidity Risk Management Program (Unaudited) 130
Directors and Officers (Unaudited) 131
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records (Unaudited) 134
Quarterly Portfolio Holdings Information (Unaudited) 134
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) 135
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, 2022 (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 (10/31/2012 - 10/31/2022)
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 Ended 10/31/2022
  1 Year 5 Years 10 Years
Class A1 -17.73% 7.64% 11.21%
Class A2 -22.25% 6.43% 10.58%
Class C1 -18.38% 6.82% 10.39%
Class C3 -19.03% 6.82% 10.39%
Class I1 -17.51% 7.93% 11.54%
Class R31 -18.03% 7.26% 10.85%
Class R41 -17.77% 7.59% 11.19%
Class R51 -17.53% 7.91% 11.52%
Class R61 -17.44% 8.02% 11.62%
Class Y1 -17.54% 7.96% 11.59%
Class F1 -17.42% 8.03% 11.59%
Russell 3000 Index -16.52% 9.87% 12.46%
S&P 500 Index -14.61% 10.44% 12.79%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 and performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017 and performance prior to that date is that of the Fund’s Class I shares. Performance prior to an inception date of a class has not been adjusted to reflect the operating expenses of such class.
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 1.04% 1.04%
Class C 1.82% 1.82%
Class I 0.77% 0.77%
Class R3 1.41% 1.41%
Class R4 1.10% 1.10%
Class R5 0.80% 0.80%
Class R6 0.69% 0.69%
Class Y 0.80% 0.80%
Class F 0.69% 0.69%
    
* Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.
 

2


The Hartford Capital Appreciation Fund
 Fund Overview – (continued)
 October 31, 2022 (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 -17.73%, before sales charges, for the twelve-month period ended October 31, 2022, underperforming the Fund’s benchmarks, the Russell 3000 Index, which returned -16.52% for the same period, and the S&P 500 Index, which returned -14.61% for the same period. For the same period, the Class A shares of the Fund, before sales charges, underperformed the -16.03% 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 fell over the trailing twelve-month period ended October 31, 2022. Markets rallied early in the period on the back of robust equity inflows, strong corporate earnings, favorable economic data, and extremely accommodative financial conditions. However, the rapid spread of the Omicron variant of the coronavirus led to the largest increase in U.S. COVID-19 cases since the onset of the pandemic, prompting a flurry of new restrictions and event cancellations. Inflation continued to surge against a backdrop of severe supply and labor shortages, rising energy prices, and high demand for goods and services, heightening scrutiny of the U.S. Federal Reserve (Fed) amid anxiety about a potential monetary policy mistake. Equity markets fell sharply in the second quarter of 2022, as rampant inflation and tighter financial conditions negatively affected risk sentiment and increased the probability of recession. Rapidly rising prices for food and energy pushed consumer inflation to its highest level in more than four decades. Growth equities significantly underperformed their value counterparts as surging Treasury yields and disappointing earnings results from some of the largest technology companies drove the Nasdaq Composite Index to its biggest quarterly loss since September 2001. Equity market weakness persisted, as risk sentiment deteriorated on fears that aggressive interest-rate increases and tighter financial conditions would constrict economic growth and drive the U.S. to recession. Despite these concerns, Fed Chair Jerome Powell made clear that the central bank is committed to raising interest rates and keeping them elevated for longer until there is clear evidence that price pressures are abating.
Returns varied by market cap during the period, as large-cap equities, as measured by the S&P 500 Index, outperformed small-cap equities and underperformed mid-cap equities, as measured by the Russell 2000 Index and S&P MidCap 400 Index, respectively.
Eight of the eleven sectors in the Russell 3000 Index posted negative returns during the period, while three sectors posted positive returns during the period. Weak performers included the Communication Services (-41%), Consumer Discretionary (-29%), and Information Technology (-24%) sectors. The Energy (+62%), Consumer Staples (+4%), and Utilities (+3%) sectors posted gains for the period.
The Fund seeks its investment objective by employing a multiple portfolio manager structure, which means the Fund has several components that are managed separately using different investment styles (each a “sleeve”).
During the period, the Fund underperformed the Russell 3000 Index primarily due to weak stock selection within the Information Technology, Healthcare, and Communication Services sectors. Conversely, stronger selection within the Industrials, Consumer Discretionary, and Financials sectors contributed positively to relative returns during the period. Sector allocation, a result of bottom-up stock selection, detracted from performance during the period primarily due to the Fund’s underweight exposures to the Energy and Utilities sectors. Underweight exposures to the Information Technology and Communication Services sectors relative to the Russell 3000 Index contributed positively to performance during the period.
Relative to the Russell 3000 Index, the Fund’s underweight exposure to Apple (Information Technology), our decision to not hold Exxon Mobil (Energy) in the Fund, and the out-of-benchmark position in Snap (Communication Services) were the top relative detractors from Fund performance during the period. Apple designs, manufactures, and markets smartphones, personal computers, tablets, wearables, and accessories worldwide. Shares of Apple ended the period lower despite reporting better-than-expected quarterly earnings and increase in personal computer (PC) sales, driven by negative impacts from supply constraints, foreign exchange challenges, and weakness in digital advertising. While shares of Apple declined during the period, they declined less than the rest of the market as measured by the Russell 3000 Index. The Fund initiated an underweight position in the stock during the period. Exxon Mobil engages in the exploration, development, and distribution of oil, gas, and petroleum products. Shares of Exxon Mobil rose as the company reported quarterly earnings that exceeded consensus estimates and benefited overall from the rise in global energy prices. As of the end of the period, the Fund continued to not hold the stock. Snap is an American camera and social media company. Shares of Snap fell during the period as the company reported lower-than-expected quarterly earnings and projected that revenue would be lower than their original expectations. The macroeconomic environment has provided challenges for the
 

3


The Hartford Capital Appreciation Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

company as well due to rising inflation and interest rates, labor disruptions and platform policy changes. The Fund eliminated the position in this stock during the period.
Meta Platform (Communication Services), Alphabet (Communication Services), and Amazon.com (Consumer Discretionary) were among the largest detractors from Fund performance on an absolute basis over the period.
Top contributors to performance relative to the Russell 3000 Index during the period included the overweight exposure to Northrop Grumman (Industrials), our decision to eliminate the Fund’s position in Tesla (Consumer Discretionary), as well as an underweight exposure to Microsoft (Information Technology). Northrop Grumman is an American multinational aerospace and defense technology company. Shares rose over the period alongside other defense equities in response to the Ukraine-Russia conflict. Despite falling revenues hampered by labor shortages and supply chain issues, the company maintained its 2022 fiscal year earnings and revenue guidance, and announced increases to its quarterly dividend. The Fund maintained an overweight to the stock as of the end of the period. Tesla engages in the design, development, manufacture, and sale of fully electric vehicles, energy generation, and storage systems. Shares of Tesla fell during the period as the electric vehicle maker continued to grapple with supply chain issues and COVID-related shutdowns in Shanghai. The company also reported lower-than-expected third-quarter production and delivery numbers and faced growing pains from executive turnover, logistical challenges, and rising commodity prices. The Fund eliminated the position in the stock during the period. Microsoft is an American multinational technology corporation. Shares of Microsoft fell during the period as technology stocks experienced some of the biggest losses due to challenges from rising interest rates. The company also reported weaker-than-expected cloud revenue in the fiscal first quarter and issued second-quarter revenue guidance that fell short of expectations, despite the fact that the company beat earnings and revenue estimates. We increased the position to the stock within the Fund, but the Fund remains underweight relative to the benchmark.
UnitedHealth (Healthcare), Northrop Grumman (Industrials), and Lockheed Martin (Industrials) were among the largest contributors to Fund 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 on the Fund was negative over the period. The Fund’s underweight exposure to higher-momentum names detracted from performance, while the Fund’s slight underweight exposures to higher-volatility equities and higher growth names contributed positively to performance relative to the Russell 3000 Index.
During the period, the Fund, at times, used equity index futures to equitize cash and to efficiently manage risks. During the period, the use of equity index futures to manage risk detracted from relative performance. The use of equity index futures to equitize cash was neutral to relative performance during the period.
What is the outlook as of the end of the period?
As of the end of the period, macroeconomic and geopolitical uncertainties continued to weigh on markets, and we expect this volatility to persist through the end of 2022. As allocators, we seek to balance risk in the Fund’s portfolio across strategic investments in value, quality, and growth sleeve managers. We look to each sleeve manager's fundamental stock selection process to identify companies that they believe are best able to navigate the landscape and seek to avoid those at greatest risk.
We seek to create for the Fund a portfolio of differentiated investment styles and philosophies, and in doing so we are mindful of the evolving risks and opportunities for each sleeve manager's style. We are mindful of the potential impact that inflation could have on corporate profitability. Within the growth universe, we continue to recognize the outsized downside risk for companies that are priced with high growth expectations but have not yet realized these expectations in terms of cash flow. While we saw this reversal start to play out earlier in the year, we believe there may still be more room to fall. In the value universe, we are mindful as ever on the potential risks to mean-reversion, including the influence of macroeconomic factors like interest rates and energy prices. While we still believe that some structural impediments to mean-reversion persist, we also think that current monetary tightening conditions could provide further relief to value stocks and create attractive opportunities for fundamental investors.
At the end of the period, the Fund’s largest overweights were to the Industrials and Healthcare sectors, while the Fund’s largest underweights were to the Information Technology and Energy 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. • 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.

4


The Hartford Capital Appreciation Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Composition by Sector(1)
as of 10/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 5.0%
Consumer Discretionary 11.3
Consumer Staples 7.5
Energy 2.6
Financials 14.5
Health Care 17.2
Industrials 13.4
Information Technology 18.0
Materials 4.6
Real Estate 2.9
Utilities 0.8
Total 97.8%
Short-Term Investments 1.4
Other Assets & Liabilities 0.8
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

5


Hartford Core Equity Fund
 Fund Overview
 October 31, 2022 (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 (10/31/2012 - 10/31/2022)
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 Ended 10/31/2022
  1 Year 5 Years 10 Years
Class A1 -15.79% 10.37% 13.02%
Class A2 -20.43% 9.13% 12.38%
Class C1 -16.43% 9.54% 12.19%
Class C3 -17.25% 9.54% 12.19%
Class I1 -15.59% 10.65% 13.24%
Class R31 -16.11% 9.97% 12.67%
Class R41 -15.80% 10.35% 13.04%
Class R51 -15.58% 10.64% 13.35%
Class R61 -15.51% 10.75% 13.43%
Class Y1 -15.56% 10.68% 13.40%
Class F1 -15.51% 10.75% 13.30%
S&P 500 Index -14.61% 10.44% 12.79%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 and 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. Performance prior to an inception date of a class has not been adjusted to reflect the operating expenses of such class.
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 0.70% 0.70%
Class C 1.45% 1.45%
Class I 0.45% 0.45%
Class R3 1.07% 1.07%
Class R4 0.76% 0.76%
Class R5 0.46% 0.46%
Class R6 0.36% 0.36%
Class Y 0.45% 0.45%
Class F 0.36% 0.36%
    
* Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.
 

6


Hartford Core Equity Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

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 -15.79%, before sales charges, for the twelve-month period ended October 31, 2022, underperforming the Fund’s benchmark, the S&P 500 Index, which returned -14.61% for the same period. For the same period, the Class A shares of the Fund, before sales charges, slightly outperformed the -15.82% 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 fell over the trailing twelve-month period ended October 31, 2022. Markets rallied early in the period on the back of robust equity inflows, strong corporate earnings, favorable economic data, and extremely accommodative financial conditions. However, the rapid spread of the Omicron variant of the coronavirus led to the largest increase in U.S. COVID-19 cases since the onset of the pandemic, prompting a flurry of new restrictions and event cancellations. Inflation continued to surge against a backdrop of severe supply and labor shortages, rising energy prices, and high demand for goods and services, heightening scrutiny of the U.S. Federal Reserve (Fed) amid anxiety about a potential monetary policy mistake.
Equity markets fell sharply in the second quarter of 2022, as rampant inflation and tighter financial conditions negatively affected risk sentiment and increased the probability of recession. Rapidly rising prices for food and energy pushed consumer inflation to its highest level in more than four decades. Growth equities significantly underperformed their value counterparts as surging Treasury yields and disappointing earnings results from some of the largest technology companies drove the Nasdaq Composite Index to its biggest quarterly loss since September 2001. Equity market weakness persisted, as risk sentiment deteriorated on fears that aggressive interest-rate increases and tighter financial conditions would constrict economic growth and drive the U.S. to recession. Despite these concerns, Fed Chair Jerome Powell made clear that the central bank is committed to raising interest rates and keeping them elevated for longer until there is clear evidence that price pressures are abating.
Returns varied by market cap during the period, as large-cap equities, as measured by the S&P 500 Index, outperformed small-cap equities and underperformed mid-cap equities, as measured by the Russell 2000 Index and S&P MidCap 400 Index, respectively.
Seven out of eleven sectors in the S&P 500 Index fell during the period, with the Communication Services (-41%) and Consumer Discretionary (-29%) sectors performing the worst. The Energy (+65%) and Consumer Staples (+5%) sectors were the best 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 Communication Services, Real Estate, and Healthcare sectors. This was partially offset by stronger stock selection within the Information Technology, Consumer Discretionary, and Industrials sectors, which contributed positively to performance. Sector allocation, a result of the bottom-up stock selection process, also detracted from relative performance, primarily driven by the Fund’s underweights to the Energy and Utilities sectors. This was partially offset by the Fund’s overweight position in the Healthcare sector and underweight position in the Consumer Discretionary sector during the period, both of which contributed positively to performance.
The top contributors to relative performance over the period were overweight positions in EOG Resources (Energy), Eli Lilly (Healthcare), and UnitedHealth Group (Healthcare). Shares of the oil and gas exploration and production company EOG Resources rose during the period after the company reported second-quarter 2022 earnings. Revenue and net income came in well above expectations as the company continued to benefit from leading operational efficiencies. The company further maintained fiscal 2022 guidance and declared a special dividend of $1.50 per share during the period. Eli Lilly’s shares rose after Eisai and Biogen reported breakthrough trial results for their Alzheimer’s drug. The news bodes well for Eli Lilly’s drug Donanemab, which also targets removing the amyloid beta protein to slow disease progression. Donanemab’s readout is slated for the second quarter of 2023. The U.S. Food and Drug Administration (FDA) also approved the company's oral lung cancer drug, Retevmo, for certain adult patients with solid tumors with a specific genetic makeup. Shares of UnitedHealth Group rose during the period. Optum, a division of UnitedHealth Group, planned to launch a new program to help insurers cut down on "unnecessary lab
 

7


Hartford Core Equity Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

testing," a move it said will save insurers $3 billion annually. The program intends to address the lack of oversight as new genetic tests enter the market. Top absolute contributors to Fund performance over the period included Eli Lilly (Healthcare) and EOG Resources (Energy).
The top detractors from the Fund’s relative performance over the period included not owning Exxon Mobil (Energy), an overweight position in Netflix (Communication Services), and not owning Chevron (Energy). Shares of Exxon Mobil rose during the period on the back of second-quarter 2022 results reported in July, where earnings per share (EPS) and revenue beat consensus estimates. Profits exceeded due to near-record high oil prices and aggressive cost controls. The share price of Netflix declined sharply after the company announced first-quarter 2022 earnings, where it saw a loss of 200,000 subscribers, the first time it had lost subscribers since 2011. The company also warned that it expected to lose two million subscribers in the second quarter of 2022 as new password-sharing restrictions are introduced. Shares of Chevron rose over the period as the company benefited from higher oil prices. Chevron produced $21.8 billion in cash flow from operations in the first half of 2022, which was nearly twice the level seen in 2021. The Fund’s top absolute detractors from performance for the period included Alphabet (Communication Services) and Amazon (Consumer Discretionary).
Derivatives were not used in the Fund during the period.
What is the outlook as of the end of the period?
The U.S. Consumer Price Index (CPI) remained elevated in its report for August 2022, albeit slightly declining from the loftier levels of July 2022. As of the end of the period, we believe some respite is possible in the near term, given the decline in oil prices. The Federal Open Market Committee (FOMC) members’ median interest-rate expectations for 2023 have gone above 4.5% from 3.75% just three months ago. With the increase in expectations for near-term interest-rate increases, the continuing strength in the U.S. dollar is likely not a surprise, but nevertheless, its strength has become an increasing focus for companies and investors. Recent commentary from companies has indicated pockets of slowing demand, and low nominal growth in 2023 remains probable given peaking inflation and tight monetary policy.
The energy crisis Europe is facing this upcoming winter highlights the dilemma policymakers are facing between supporting low-income consumers and securing longer-term energy security for the continent. Over the last few months, it has become increasingly clear to us that Russia intends to keep the pressure on Europe, and we believe the conflict with Ukraine is likely to continue into 2024 at a minimum. The road forward regarding the conflict remains unpredictable, and the range of outcomes is wide in terms of the impact to the global economy, in our view.
On the positive side, we observe that supply-chain issues appear to be improving, although not completely resolved. Employment in the U.S. remains robust for now, but we believe there may be potential weakness ahead as the Fed continues to battle inflation. The Inflation Reduction Act (IRA), the Infrastructure Investment and Jobs Act (IIJA),
and the CHIPS Act will likely serve as offsets, in our view. Margin pressure remains a focus and is somewhat unpredictable in the near term due to the variety of factors companies are facing.
At the end of the period, the Fund’s largest overweights relative to the S&P 500 Index were the Healthcare and Industrials sectors, while the Fund’s largest underweights relative to the S&P 500 Index were the Materials and Communication Services 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 10/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 5.9%
Consumer Discretionary 9.9
Consumer Staples 7.2
Energy 4.0
Financials 11.7
Health Care 18.4
Industrials 9.8
Information Technology 26.2
Materials 1.0
Real Estate 1.7
Utilities 3.3
Total 99.1%
Short-Term Investments 0.7
Other Assets & Liabilities 0.2
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

8


The Hartford Dividend and Growth Fund
 Fund Overview
 October 31, 2022 (Unaudited) 

Inception 07/22/1996
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks a high level of current income consistent with growth of capital.
Comparison of Change in Value of $10,000 Investment (10/31/2012 - 10/31/2022)
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 Ended 10/31/2022
  1 Year 5 Years 10 Years
Class A1 -6.11% 9.74% 11.68%
Class A2 -11.28% 8.51% 11.05%
Class C1 -6.86% 8.90% 10.83%
Class C3 -7.74% 8.90% 10.83%
Class I1 -5.86% 10.04% 11.95%
Class R31 -6.45% 9.35% 11.29%
Class R41 -6.16% 9.68% 11.64%
Class R51 -5.88% 10.02% 11.97%
Class R61 -5.80% 10.13% 12.07%
Class Y1 -5.82% 10.08% 12.06%
Class F1 -5.80% 10.13% 12.00%
S&P 500 Index -14.61% 10.44% 12.79%
Russell 1000 Value Index -7.00% 7.21% 10.30%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 and performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017 and performance prior to that date is that of the Fund’s Class I shares. Performance prior to an inception date of a class has not been adjusted to reflect the operating expenses of such class.
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 0.97% 0.97%
Class C 1.75% 1.75%
Class I 0.71% 0.71%
Class R3 1.35% 1.35%
Class R4 1.03% 1.03%
Class R5 0.73% 0.73%
Class R6 0.63% 0.63%
Class Y 0.74% 0.69%
Class F 0.63% 0.63%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements, if any. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.
 

9


The Hartford Dividend and Growth Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

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 -6.11%, before sales charges, for the twelve-month period ended October 31, 2022, outperforming the Fund’s primary benchmark, the S&P 500 Index, which returned -14.61% for the same period, and outperforming the Fund’s secondary benchmark, the Russell 1000 Value Index, which returned -7.00% for the same period. For the same period, the Class A shares of the Fund, before sales charges, underperformed the -5.96% 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, fell over the trailing twelve-month period ending October 31, 2022. Markets rallied early in the period on the back of robust equity inflows, strong corporate earnings, favorable economic data, and extremely accommodative financial conditions. However, the rapid spread of the Omicron COVID-19 variant led to the largest increase in U.S. COVID-19 cases since the onset of the pandemic and prompted a flurry of new restrictions and event cancellations. Inflation continued to surge against a backdrop of severe supply and labor shortages, rising energy prices and high demand for goods and services, heightening scrutiny of the U.S. Federal Reserve (Fed) amid anxiety about a potential monetary policy mistake.
Equity markets fell sharply in the second quarter of 2022, as rampant inflation and tighter financial conditions negatively affected risk sentiment and increased the probability of recession. Rapidly rising prices for food and energy pushed consumer inflation to its highest level in more than four decades. Growth equities significantly underperformed their value counterparts as surging U.S. Treasury yields and disappointing earnings results from some of the largest technology companies drove the Nasdaq Composite Index to its biggest quarterly loss since September 2001.
Equity market weakness persisted, as risk sentiment deteriorated on fears that aggressive interest rate increases and tighter financial conditions would constrict economic growth and drive the U.S. to recession. Despite these concerns, Fed Chair Jerome Powell made clear that the central bank remained committed to raising interest rates and keeping them elevated for longer until there is clear evidence that price pressures are abating.
Returns varied by market cap during the period, as mid-cap equities measured by the S&P MidCap 400 Index outperformed both small- and large-cap equities, as measured by the Russell 2000 Index and the S&P 500 Index.
Four out of eleven sectors in the S&P 500 Index rose during the period, with the Energy (+65%), Consumer Staples (+5%), and Utilities (+3%) sectors performing the best. The Communication Services (-41%), Consumer Discretionary (-29%), and Real Estate (-21%) sectors were the worst performers during the period.
Security selection was the main driver of the Fund’s outperformance relative to the S&P 500 Index over the period. Stock selection was strongest within the Consumer Discretionary, Information Technology, and Industrials sectors. This was partially offset by weaker selection within the Energy and Materials sectors, which detracted from performance relative to the S&P 500 Index 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. An underweight allocation to the Consumer Discretionary and Information Technology sectors added the most to returns relative to the S&P 500 Index during the period.
The Fund’s top positive contributors to performance relative to the S&P 500 Index during the period were not owning Meta Platforms (Communication Services) or Amazon.com (Consumer Discretionary) and an overweight position in ConocoPhillips (Energy). The share price of Meta Platforms, a U.S.-based social networking operator, fell during the period after management released disappointing quarterly results and weak near-term guidance. The company reported quarterly revenue declined more than 4% year over year and its second straight quarterly decline in the second quarter of 2022. Overall net income fell 52% to $4.4 billion. Shares of Amazon ended the period lower after the e-commerce giant reported first and third quarter results that missed consensus estimates. The company confronted soaring inflation and rising interest rates as well as a slowdown in their core retail business as customers returned to stores. Management also issued a disappointing fourth quarter 2022 revenue forecast and stated it plans to continue implementing cost-cutting measures. Shares of ConocoPhillips, an oil and gas exploration and production company, rose over the period on increasing earnings and revenue due to rising energy prices. The company also raised capital returns, bringing the 2022 total to an estimated $15 billion.
The Fund’s top detractors from performance relative to the S&P 500 Index during the period included not owning Exxon Mobil (Energy), an underweight position to Apple (Information Technology), and an
 

10


The Hartford Dividend and Growth Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

overweight position to Comcast (Communication Services). Shares of Exxon Mobil rose during the period along with the rest of the Energy sector on increasing earnings and revenue from rising oil prices. The company also announced a $30 billion share buyback. Shares of Apple rose over the period as the company reported consecutive strong quarterly results where revenue growth exceeded management’s expectations despite negative impacts from supply constraints, foreign exchange challenges, and weakness in digital advertising. The share price of Comcast fell over the period as the company reported a slowdown in broadband user growth and a decline in cable TV customers. The leading cable operator started to experience the fallout of pandemic-driven, heightened subscription demand beginning its descent to more normal levels. However, the company reported second quarter 2022 earnings and revenue that topped consensus estimates and announced an increase in capital returns to shareholders.
Derivatives were not used in the Fund during the period.
What is the outlook as of the end of the period?
Markets ended the period lower as investors braced for a recession; however, the timing and magnitude is still unknown. Consumer demand has been resilient despite rising rates, but we believe we are starting to see the first indicators of economic pull back despite the record strength of the labor market. We believe inflation has likely peaked in the U.S., but a change in tighter monetary policy by the Fed is unlikely, and we have not ruled out the potential for additional meaningful interest rate increases before the end of 2022. In our view, market volatility continues to be driven by a steady sate of macroeconomic cross currents ranging from supply chain bottlenecks to Russia’s invasion of Ukraine. In the current environment, we are seeking to avoid taking undue risk within the Fund by focusing on long-term value creation potential and predictable ranges of outcomes.
We continue to anticipate negative impacts from inflationary pressures and restrictive monetary policy through at least the end of 2022. As of the end of the period, the Fund remains positioned for persistent inflation and decelerating growth by focusing on companies with balance sheet strength, sustainable and growing cash flows, and high-quality management teams, in our view. We believe that opportunistically investing in out of favor growth and cyclical names with positive risk/reward skews may provide upside potential while maintaining an overweight to more defensive segments may insulate the portfolio from macroeconomic shocks and valuation-driven corrections.
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.
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) characteristics into the investment process may not work as intended.
Composition by Sector(1)
as of 10/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 7.4%
Consumer Discretionary 5.4
Consumer Staples 6.1
Energy 5.4
Financials 17.7
Health Care 17.9
Industrials 7.9
Information Technology 18.4
Materials 3.4
Real Estate 3.3
Utilities 4.8
Total 97.7%
Short-Term Investments 1.8
Other Assets & Liabilities 0.5
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

11


The Hartford Equity Income Fund
 Fund Overview
 October 31, 2022 (Unaudited) 

Inception 08/28/2003
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks a high level of current income consistent with growth of capital.
Comparison of Change in Value of $10,000 Investment (10/31/2012 - 10/31/2022)
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 Ended 10/31/2022
  1 Year 5 Years 10 Years
Class A1 0.12% 8.78% 10.86%
Class A2 -5.38% 7.56% 10.23%
Class C1 -0.64% 7.95% 10.03%
Class C3 -1.55% 7.95% 10.03%
Class I1 0.40% 9.05% 11.14%
Class R31 -0.25% 8.38% 10.46%
Class R41 0.07% 8.71% 10.80%
Class R51 0.34% 9.04% 11.13%
Class R61 0.49% 9.15% 11.25%
Class Y1 0.36% 9.07% 11.21%
Class F1 0.46% 9.14% 11.20%
Russell 1000 Value Index -7.00% 7.21% 10.30%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 and performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017 and performance prior to that date is that of the Fund’s Class I shares. Performance prior to an inception date of a class has not been adjusted to reflect the operating expenses of such class.
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 0.97% 0.97%
Class C 1.74% 1.74%
Class I 0.73% 0.73%
Class R3 1.35% 1.35%
Class R4 1.04% 1.04%
Class R5 0.74% 0.74%
Class R6 0.65% 0.65%
Class Y 0.74% 0.74%
Class F 0.64% 0.64%
    
* Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.
 

12


The Hartford Equity Income Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Portfolio Managers
Matthew C. Hand, 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


Manager Discussion
How did the Fund perform during the period?
The Class A shares of The Hartford Equity Income Fund returned 0.12%, before sales charges, for the twelve-month period ended October 31, 2022, outperforming the Fund’s benchmark, the Russell 1000 Value Index, which returned -7.00% for the same period. For the same period, the Class A shares of the Fund, before sales charges, also outperformed the -5.96% 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 fell over the trailing twelve-month period ending October 31, 2022. Markets rallied early in the period owing to robust equity inflows, strong corporate earnings, favorable economic data, and extremely accommodative financial conditions. However, the rapid spread of the Omicron variant of the coronavirus led to the largest increase in U.S. COVID-19 cases since the onset of the pandemic, and prompted a flurry of new restrictions and event cancellations. Inflation continued to surge against a backdrop of severe supply and labor shortages, rising energy prices, and high demand for goods and services, heightening scrutiny of the U.S. Federal Reserve (Fed) amid anxiety about a potential monetary policy mistake. Equity markets fell sharply in the second quarter of 2022, as rampant inflation and tighter financial conditions negatively affected risk sentiment and increased the probability of recession. Rapidly rising prices for food and energy pushed consumer inflation to its highest level in more than four decades. Growth equities significantly underperformed their value counterparts as surging U.S. Treasury yields and disappointing earnings results from some of the largest technology companies drove the Nasdaq Composite Index to its biggest quarterly loss since September 2001. Equity market weakness persisted, as risk sentiment deteriorated on fears that aggressive interest rate increases and tighter financial conditions would constrict economic growth and drive the U.S. to recession. Despite these concerns, Fed Chair Jerome Powell made clear that the central bank is committed to raising interest rates and keeping them elevated for longer until there is clear evidence that price pressures are abating.
During the period, four of the eleven sectors within the Russell 1000 Value Index posted positive absolute returns, with the Energy (+65%), Consumer Staples (+5%), and Utilities (+3%) sectors performing the best. Conversely, the Communication Services (-30%), Information Technology (-23%), and Real Estate (-20%) sectors lagged over the period.
The Fund’s outperformance relative to the Russell 1000 Value Index during the period was driven by security selection. Strong selection in the Industrials, Financials, and Healthcare sectors contributed positively to relative performance, but was partially offset by weaker selection in the Energy and Materials sectors. Sector allocation, a result of our bottom-up stock selection process, also strongly benefited relative returns. The Fund’s underweight position in the Communication Services sector and overweight to the Consumer Staples sector contributed positively to relative results. This was partially offset by the Fund’s overweight position in the Industrials sector.
Top contributors to relative returns included ConocoPhillips (Energy), Pioneer Natural Resources (Energy), and not owning Meta Platforms (Communication Services). Shares of U.S.-based exploration & production companies ConocoPhillips and Pioneer Natural Resources rose over the period. These stocks benefited from the strong momentum within the Energy sector as oil prices spiked due to a steep supply/demand imbalance. ConocoPhillips shares experienced further gains when the company announced a $5 billion increase in a proposed 2022 return of capital. As of the end of the period, the Fund continued to own ConocoPhillips, but we have eliminated the Fund’s position in Pioneer Natural Resources.
Top detractors from relative performance during the period included the Fund’s position in BlackRock (Financials) and not holding Exxon Mobil (Energy) and Chevron (Energy). The share price of asset manager BlackRock declined during the period. The down market led to lower fund flows for the company and margin compression. More recently, BlackRock reported assets under management that missed consensus estimates, further pressuring its share price. We eliminated the Fund’s position in BlackRock during the period.
Derivatives were not used in the Fund during the period.
What is the outlook as of the end of the period?
As of the end of the period, we believe the Fund’s investment universe is rich with new opportunities. We continue to focus on seeking to find high-quality businesses with strong balance sheets and sustainable dividends.
At the end of the period, the Utilities, Healthcare, and Consumer Staples sectors represented the Fund’s largest overweights relative to the Russell 1000 Value Index, while the Communication Services, Consumer Discretionary, and Financials sectors were the Fund’s largest underweights.
 

13


The Hartford Equity Income Fund
 Fund Overview – (continued)
 October 31, 2022 (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. • Mid-cap securities can have greater risks and volatility than large-cap securities. • Different investment styles may go in and out of favor, which may cause the Fund to underperform the broader stock market. • Integration of environmental, social, and/or governance (ESG) characteristics 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. • 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 10/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 1.4%
Consumer Discretionary 5.0
Consumer Staples 8.4
Energy 8.8
Financials 19.3
Health Care 18.5
Industrials 11.4
Information Technology 9.5
Materials 3.9
Real Estate 3.9
Utilities 7.4
Total 97.5%
Short-Term Investments 3.4
Other Assets & Liabilities (0.9)
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

14


The Hartford Growth Opportunities Fund
 Fund Overview
 October 31, 2022 (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 (10/31/2012 - 10/31/2022)
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 Ended 10/31/2022
  1 Year 5 Years 10 Years
Class A1 -38.47% 7.85% 12.53%
Class A2 -41.85% 6.64% 11.89%
Class C1 -38.93% 7.05% 11.70%
Class C3 -39.24% 7.05% 11.70%
Class I1 -38.31% 8.14% 12.81%
Class R31 -38.69% 7.47% 12.15%
Class R41 -38.50% 7.80% 12.50%
Class R51 -38.33% 8.12% 12.83%
Class R61 -38.25% 8.23% 12.94%
Class Y1 -38.32% 8.17% 12.91%
Class F1 -38.25% 8.24% 12.87%
Russell 3000 Growth Index -24.67% 12.07% 14.37%
Russell 1000 Growth Index -24.60% 12.59% 14.69%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 and performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017 and performance prior to that date is that of the Fund’s Class I shares. Performance prior to an inception date of a class has not been adjusted to reflect the operating expenses of such class.
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 1.06% 1.06%
Class C 1.83% 1.83%
Class I 0.82% 0.82%
Class R3 1.45% 1.45%
Class R4 1.14% 1.14%
Class R5 0.84% 0.84%
Class R6 0.73% 0.73%
Class Y 0.84% 0.84%
Class F 0.73% 0.73%
    
* Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.
 

15


The Hartford Growth Opportunities Fund
 Fund Overview – (continued)
 October 31, 2022 (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 -38.47%, before sales charges, for the twelve-month period ended October 31, 2022, underperforming the Fund’s primary benchmark, the Russell 3000 Growth Index, which returned -24.67% for the same period, and underperforming the Fund’s secondary benchmark, the Russell 1000 Growth Index, which returned -24.60% for the same period. For the same period, the Class A shares of the Fund, before sales charges, underperformed the -32.85% 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, fell over the trailing twelve-month period ending October 31, 2022. Markets rallied early in the period owing to robust equity inflows, strong corporate earnings, favorable economic data, and extremely accommodative financial conditions. However, the rapid spread of the Omicron COVID-19 variant led to the largest increase in U.S. COVID-19 cases since the onset of the pandemic, prompting a flurry of new restrictions and event cancellations. Inflation continued to surge against a backdrop of severe supply and labor shortages, rising energy prices, and high demand for goods and services, heightening scrutiny of the U.S. Federal Reserve (Fed) amid anxiety about a potential monetary policy mistake.
Equity markets fell sharply in the second quarter of 2022, as rampant inflation and tighter financial conditions negatively affected risk sentiment and increased the probability of recession. Rapidly rising prices for food and energy pushed consumer inflation to its highest level in more than four decades. Growth equities significantly underperformed their value counterparts as surging U.S. Treasury yields and disappointing earnings results from some of the largest technology companies drove the Nasdaq Composite Index to its biggest quarterly loss since September 2001. Equity market weakness persisted, as risk sentiment deteriorated on fears that aggressive interest rate increases and tighter financial conditions would constrict economic growth and drive the U.S. to recession. Despite these concerns, Fed Chair Jerome Powell made clear that the central bank remained committed to raising interest rates and keeping them elevated for longer until there is clear evidence that price pressures are abating.
Nine out of eleven sectors in the Russell 3000 Growth Index fell during the period, with the Communication Services (-47%), Consumer Discretionary (-33%), and Real Estate (-26%) sectors performing the worst. The Energy (+53%) and Consumer Staples (+2%) sectors performed the best during the period.
Security selection was the primary driver of underperformance relative to the Russell 3000 Growth Index during the period. Weak selection in the Information Technology, Healthcare, and Communication Services sectors was partially offset by strong selection within the Materials sector. Sector allocation, a result of the bottom-up stock selection process, also detracted from benchmark-relative performance during the period, due to an overweight to the Communication Services sector and underweights to the Consumer Staples and Energy sectors. This was partially offset by an overweight allocation to the Healthcare sector.
Top detractors from performance relative to the Russell 3000 Growth Index during the period included Apple (Information Technology), Snap (Communication Services), and Spotify (Communication Services). Not owning Apple detracted from relative performance as the company is perceived as a safe haven among tech equities within this uncertain environment. The Fund’s out-of-benchmark holding in Snap detracted from relative results. Shares of Snap sold off as a result of weakening trends in the digital advertising market. Due to the uncertainty of the global economy, the company did not issue financial guidance for the third quarter of 2022. We eliminated the position in the Fund during the period. The Fund’s overweight position to Spotify detracted from relative performance. Shares of Spotify fell during the period after the streaming music service reported first quarter 2022 forecasts for user growth that fell short of consensus expectations. Management blamed the forecast on its strong end to 2021, when they added 25 million users in the fourth quarter. Also weighing on shares was controversy involving podcast host Joe Rogan, whom users and artists say is spreading misinformation about COVID vaccines. The Fund reduced its position in Spotify during the period. Amazon (Consumer Discretionary) and Alphabet (Communication Services) were among the top absolute detractors during the period.
Top contributors to performance relative to the Russell 3000 Growth Index during the period included Netflix (Communication Services), Arista Networks (Information Technology), and Tesla (Consumer Discretionary). Not owning Netflix over most of the period proved beneficial. The share price of Netflix declined after the company announced first quarter 2022 earnings where it saw a loss of subscribers for the first time since 2011. The company also warned that it expects to lose two million subscribers in the second quarter of
 

16


The Hartford Growth Opportunities Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

2023 as new passwords sharing restrictions are introduced. We reinitiated a position in Netflix at the end of September 2022 based on our differentiated view of their launch of new advertising-supported pricing tiers. The Fund’s overweight position to Arista Networks contributed positively to relative results. Arista Networks, a software and hardware provider, did well during the period and continued to take share from competitors with strong demand in their cloud and enterprise businesses. Tesla’s stock experienced significant volatility over the period and the Fund’s underweight position proved beneficial. The Fund held the stock from mid-November 2021 to June 2022. News that Tesla’s CEO, Elon Musk, proposed to purchase Twitter for $44 billion raised investor concerns. Additionally, the electric vehicle maker continued to grapple with supply chain issues and COVID-related shutdowns in their Shanghai production facility. The market has also been concerned about increased competition in the electric vehicle space. Netflix (Communication Services) and Eli Lilly (Healthcare) were among the top absolute contributors during the period.
Derivatives were not used in the Fund during the period.
What is the outlook as of the end of the period?
Looking ahead, we expect volatility and uncertainty to persist as we close out the year. We continue to try to minimize downside potential while looking for longer-term upside potential. We believe the environment is likely to remain challenging in the near term.
At the end of the period, the Fund’s largest overweights were to the Communication Services and Healthcare sectors, and the Fund was most underweight to the Information Technology and Consumer Staples sectors relative to the Russell 3000 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. • Mid-cap securities can have greater risks and volatility than large-cap securities. • Different investment styles may go in and out of 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 10/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 14.8%
Consumer Discretionary 18.5
Consumer Staples 1.0
Energy 2.3
Financials 5.1
Health Care 18.0
Industrials 5.4
Information Technology 28.9
Materials 3.2
Real Estate 1.0
Total 98.2%
Short-Term Investments 1.9
Other Assets & Liabilities (0.1)
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

17


The Hartford Healthcare Fund
 Fund Overview
 October 31, 2022 (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 (10/31/2012 - 10/31/2022)
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 Ended 10/31/2022
  1 Year 5 Years 10 Years
Class A1 -13.35% 8.63% 13.54%
Class A2 -18.12% 7.41% 12.90%
Class C1 -13.99% 7.81% 12.70%
Class C3 -14.74% 7.81% 12.70%
Class I1 -13.11% 8.93% 13.85%
Class R31 -13.63% 8.27% 13.18%
Class R41 -13.38% 8.60% 13.52%
Class R51 -13.13% 8.92% 13.86%
Class R61 -13.01% 9.03% 13.97%
Class Y1 -13.12% 8.97% 13.94%
Class F1 -13.03% 9.04% 13.92%
S&P Composite 1500 Health Care Index -0.76% 12.23% 14.89%
S&P 500 Index -14.61% 10.44% 12.79%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 02/28/2019 and performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017 and performance prior to that date is that of the Fund’s Class I shares. Performance prior to an inception date of a class has not been adjusted to reflect the operating expenses of such class.
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 1.24% 1.24%
Class C 2.01% 2.01%
Class I 0.98% 0.98%
Class R3 1.59% 1.59%
Class R4 1.29% 1.29%
Class R5 1.00% 1.00%
Class R6 0.88% 0.88%
Class Y 0.99% 0.99%
Class F 0.88% 0.88%
    
* Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.
 

18


The Hartford Healthcare Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Portfolio Managers
Ann C. Gallo*
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, PhD, CFA
Managing Director and Global Industry Analyst
Wellington Management Company LLP
David M. Khtikian, CFA
Managing Director and Global Industry Analyst
Wellington Management Company LLP
Fayyaz Mujtaba
Managing Director and Global Industry Analyst
Wellington Management Company LLP
* Effective February 28, 2023, Ms. Gallo will no longer serve as a portfolio manager to the Fund. Ms. Gallo will transition her portfolio management responsibilities for the Fund to Messrs. Khtikian and Mujtaba.


Manager Discussion
How did the Fund perform during the period?
The Class A shares of The Hartford Healthcare Fund returned -13.35%, before sales charges, for the twelve-month period ended October 31, 2022, underperforming the Fund’s benchmark, the S&P Composite 1500 Health Care Index, which returned -0.76% for the same period, while outperforming the S&P 500 Index, the Fund’s other benchmark, which returned -14.61% for the same period. For the same period, the Class A shares of the Fund, before sales charges, outperformed the -14.75% 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 (+0.9%) outperformed both the broader United States (U.S.) equity market (-14.6%) and the global equity market (-19.6%) 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, three of five sub-sectors posted negative absolute returns during the period. Small-cap Biopharma (-37.2%), Medical Technology (-24.9%), and mid-cap Biopharma (-5.9%) declined during the period. Large-cap Biopharma (+15.9%) and Healthcare Services (+13.9%) 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 detracted within all sectors. Selection was weakest in the mid-cap Biopharma and Health Care Services
sub-sectors. Within sector allocation, which is a by-product of the bottom-up stock selection process, an underweight allocation to large-cap Biopharma detracted most from relative performance during the period, while an underweight to Medical Technology contributed positively to relative returns.
AbbVie (large-cap Biopharma), Zai Lab (mid-cap Biopharma), and Johnson & Johnson (large-cap Biopharma) were the top detractors from performance relative to the S&P Composite 1500 Health Care Index over the period. Not owning AbbVie, a constituent of the S&P Composite 1500 Health Care Index, detracted from relative performance, as shares traded higher on news that the U.S. Food and Drug Administration (FDA) approved RINVOQ for the treatment of adults with active psoriatic arthritis who have had an inadequate response or intolerance to one or more tumor necrosis factor (TNF) inhibitors. AbbVie’s launches have done well in the marketplace, allaying some of the concerns about the upcoming biosimilar competition for its largest franchise Humira, which we still feel will be daunting. Shares of Zai Lab, a China-based biotech company with focus on in-licensing Western drugs for development and commercialization in China, declined over the period. The share price declined significantly in the past due to the pricing cut pressure in the China pharmaceutical market as well as ongoing macroeconomic and geopolitical concerns. However, we are seeing signs that government policy direction may be shifting towards encouraging innovation which we believe may drive better than anticipated sales potential for the company. The Fund’s lack of exposure to Johnson & Johnson (J&J), a constituent of the S&P Composite 1500 Health Care Index, was a detractor from relative performance during the period. Shares rose through the year due to encouraging quarterly earnings results, which showed strength in the immunology and oncology franchises, as well as the company’s announcement of a $5 billion stock repurchase
 

19


The Hartford Healthcare Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

program. Additionally, in an environment with rising interest rates and heightened geopolitical risk, and fears around a slowing global growth rate, large cap pharma has been seen as a safe haven for investors. Edwards Lifesciences, Align Technology, and Zoetis were the top absolute detractors from the Fund’s performance.
Eli Lilly (large-cap Biopharma), Moderna (large-cap Biopharma), and Abbott Laboratories (Medical Technology) contributed positively to results relative to the S&P Composite 1500 Health Care Index over the period. Shares of Eli Lilly rose after the company reported strong first quarter 2022 earnings results, but more importantly received FDA approval for its drug, tirzepatide, for the treatment of type 2 diabetes. Compelling pivotal data in the setting of non-diabetic obesity during the second quarter of 2022 also underscored the long-term value of this drug. More recently, the stock benefited from positive results in Eisai’s Alzheimer’s phase 3 trial which raised hopes for other anti-amyloid drugs including Eli Lilly’s drug donanemab. The Fund’s underweight to Moderna was a positive contributor to relative performance during the period, as shares have been pressured by uncertainties around future COVID-19 vaccine revenues, the success of other respiratory vaccines, and the utility of the mRNA platform beyond respiratory vaccines. As of the end of the period, the Fund continued to hold a position in Moderna as we believe the COVID-19 vaccine production has given Moderna not only sales and cash flows but has significantly increased the company’s capabilities in R&D and manufacturing to capitalize on future opportunities. Not owning Abbott Laboratories for the majority of the period was a positive contributor as shares underperformed during the period. Shares of Abbott Laboratories have been pressured as the company has faced short-term challenges including declines in COVID-19 testing demand as well as a voluntarily recall of several baby powder formulas in February 2022, including various Similac, Alimentum and EleCare branded products. We initiated a position in Abbott Laboratories recently in October 2022 as we found an attractive risk/reward opportunity following the stock’s underperformance. Top absolute contributors to the Fund’s performance during the period included Eli Lilly, UnitedHealth Group, and Bristol-Myers Squibb.
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, attractive valuations, strong fundamentals, and robust innovation across the Healthcare sector leave us with a positive outlook. Starting with the biopharma sub-sector, we believe the prospects for value creation in the industry are especially strong as breakthrough innovation – particularly in oncology, immunology, and certain rare diseases — is generating a rich opportunity set for specialist investors. While the long-term implications of U.S. drug reform remain to be seen, we are encouraged by the lifting of this longstanding overhang on the biopharmaceutical industry and we believe that innovation will continue to drive value in the sector.
Outside of biopharma, the opportunity set is equally compelling, and we are just as enthusiastic about the opportunities within medical technology where innovation pipelines have never been stronger in our
view, with far more attractive medical device categories poised to accelerate in this decade versus the prior decade. In the coming years, we believe many firms will grow their addressable market through geographic expansion, new technologies, and the use of existing technologies to treat new patient populations.
Lastly and importantly, the overall delivery of health care continues to evolve, and we believe health care companies are well positioned to help solve one of the greatest societal challenges we face for the future: rising health care costs. The U.S., for example, is experiencing a decades-long transition toward a fee-for-value payment system from a historic fee-for-service approach, which we expect will result in new business models that have the potential to improve outcomes and reduce costs. These tailwinds across the various Healthcare subsectors, coupled with strong valuation support, leaves us with a positive outlook for the Healthcare sector.
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, changes in funding or subsidies, patent and intellectual property considerations, intense competitive pressures, rapid technological changes, long and costly process for obtaining product approval by government agencies, potential product obsolescence, rising cost of medical products and services, 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 10/31/2022
Subsector Percentage of
Net Assets
Equity Securities  
Biotechnology 13.6%
Consumer Finance 0.1
Health Care Equipment & Supplies 18.7
Health Care Providers & Services 24.6
Life Sciences Tools & Services 11.0
Pharmaceuticals 30.5
Total 98.5%
Short-Term Investments 1.2
Other Assets & Liabilities 0.3
Total 100.0%
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These subsector classifications are used for financial reporting purposes.

20


The Hartford MidCap Fund
 Fund Overview
 October 31, 2022 (Unaudited) 

Inception 12/31/1997
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks long-term growth of capital.
Comparison of Change in Value of $10,000 Investment (10/31/2012 - 10/31/2022)
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 Ended 10/31/2022
  1 Year 5 Years 10 Years
Class A1 -24.83% 5.26% 10.65%
Class A2 -28.96% 4.07% 10.02%
Class C1 -25.38% 4.46% 9.83%
Class C3 -25.99% 4.46% 9.83%
Class I1 -24.63% 5.52% 10.91%
Class R31 -25.08% 4.88% 10.28%
Class R41 -24.86% 5.21% 10.62%
Class R51 -24.62% 5.53% 10.95%
Class R61 -24.56% 5.63% 11.07%
Class Y1 -24.58% 5.59% 11.04%
Class F1 -24.56% 5.63% 10.98%
S&P MidCap 400 Index -11.54% 7.47% 11.23%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 and performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017 and performance for Class F shares prior to 02/28/2017 reflects the performance of Class I shares. Performance prior to an inception date of a class has not been adjusted to reflect the operating expenses of such class.
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 1.07% 1.07%
Class C 1.84% 1.84%
Class I 0.85% 0.85%
Class R3 1.45% 1.45%
Class R4 1.15% 1.15%
Class R5 0.83% 0.83%
Class R6 0.73% 0.73%
Class Y 0.84% 0.79%
Class F 0.73% 0.73%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements, if any. Net expenses reflect such arrangements only with respect to Classes I and Y and in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.
 

21


The Hartford MidCap Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

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 -24.83%, before sales charges, for the twelve-month period ended October 31, 2022, underperforming the Fund’s benchmark, the S&P MidCap 400 Index, which returned -11.54% for the same period. For the same period, the Class A shares of the Fund, before sales charges, outperformed the -29.65% 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 negative results over the trailing twelve-month period ending October 31, 2022. Markets rallied early in the period on the back of robust equity inflows, strong corporate earnings, favorable economic data, and extremely accommodative financial conditions. However, the rapid spread of the Omicron variant of the coronavirus led to the largest increase in U.S. COVID-19 cases since the onset of the pandemic, prompting a flurry of new restrictions and event cancellations. Inflation continued to surge against a backdrop of severe supply and labor shortages, rising energy prices, and high demand for goods and services, heightening scrutiny of the U.S. Federal Reserve (Fed) amid anxiety about a potential monetary policy mistake. Equity markets fell sharply in the second quarter of 2022, as rampant inflation and tighter financial conditions negatively affected risk sentiment and increased the probability of recession. Rapidly rising prices for food and energy pushed consumer inflation to its highest level in more than four decades. Growth equities significantly underperformed their value counterparts as surging Treasury yields and disappointing earnings results from some of the largest technology companies drove the Nasdaq Composite Index to its biggest quarterly loss since September 2001. Equity market weakness persisted, as risk sentiment deteriorated on fears that aggressive interest-rate increases and tighter financial conditions would constrict economic growth and drive the U.S. to recession. Despite these concerns, Fed Chair Jerome Powell made clear that the central bank is committed to raising interest rates and keeping them elevated for longer until there is clear evidence that price pressures are abating.
Returns varied by market cap during the period. Large-cap equities, as measured by the S&P 500 Index, underperformed mid-cap equities, as measured by the S&P MidCap 400 Index. During the period, mid-cap equities, as measured by the S& P MidCap 400 Index, outperformed small-cap equities, as measured by the Russell 2000 Index.
Within the S&P MidCap 400 Index, seven out of the eleven sectors posted negative returns during the period. The Communication Services (-24%), Information Technology (-23%), and Consumer Discretionary (-23%) sectors performed the worst, while the Energy (+44%), Consumer Staples (+4%) and Utilities (+4%) sectors performed the best.
The Fund underperformed the S& P MidCap 400 Index during the twelve-month period primarily due to negative security selection. Selection effects were particularly weak within the Information Technology, Healthcare, and Consumer Discretionary sectors. This was partially offset by strong selection in the Materials, Consumer Staples, and Utilities sectors, which contributed positively to 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 Information Technology and Healthcare sectors and an underweight to the Energy sector. This was partially offset by underweights to the Real Estate and Consumer Discretionary sectors, which contributed positively to performance during the period.
Top detractors from the Fund’s relative performance for the period included Etsy (Consumer Discretionary), YETI (Consumer Discretionary), and First Solar (Information Technology). The share price of handmade crafts e-commerce platform Etsy fell early in the period as holiday sales data underwhelmed investors despite management releasing solid third quarter results in November 2021. Following the platform's success as a leading supplier of homemade cloth face masks during the pandemic, customer retention came under close scrutiny as new user growth abated. Shares of YETI declined after the company reported second-quarter earnings that missed estimates and lowered full-year 2022 guidance. Sales were below expectations due to slower customer acquisition and digital traffic including Amazon Marketplace. Gross margin and operating expenses were impacted by logistics and distribution cost inflation and a market shift towards wholesale, specifically coolers and equipment. Shares of First Solar, a renewable energy and solar company, declined early in the period amid uncertainty surrounding the Inflation Reduction Act, as well as California’s Public Utilities Commission weighing the possibility of reforming home rooftop solar net metering subsidies.
Top contributors to relative performance during the period included Apellis Pharmaceutical (Healthcare), Arena Pharmaceutical (Healthcare), and Wingstop (Consumer Discretionary). Shares of Apellis Pharmaceuticals rose as the company announced that the U.S. Food and Drug Administration (FDA) accepted the New Drug
 

22


The Hartford MidCap Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Application for pegcetacoplan and assigned it Priority Review with an expected approval date of November 2022. If approved, pegcetacoplan will be the first treatment for Geotrophic Atrophy, a disease that causes vision loss. Apellis also plans to submit a marketing authorization application to the European Medicines Agency. Shares of Arena Pharmaceuticals soared during the period on news that Pfizer would acquire the company in a $6.7 billion cash deal that was expected to close in the first half of 2022. Arena’s pipeline drug Etrasimod was a key asset in the deal. Etrasimod is in development for the treatment of immuno-inflammatory diseases including ulcerative colitis. Shares of Wingstop, a franchisor and operator of restaurants, rose over the period. Share price jumped as management reported strong second-quarter 2022 results and reiterated full year guidance. The company also reported 67 net new restaurants and 7.5% growth in system-wide sales in the second quarter of 2022.
Derivatives were not used in the Fund during the period.
What is the outlook as of the end of the period?
As of the end of the period, we continue to feel that our holdings within the Energy sector look attractive within our fundamentals, valuation, and expectations (F/V/E) framework. As a result, we increased the weight in the Fund’s existing Energy positions, ending the period with a modest overweight versus the S&P MidCap 400 Index. In addition to Energy, we feel the transportation industry presents an attractive combination of valuation and business quality. Toward the end of the period, we increased the Fund’s positions in CH Robinson, a non-asset-based truck broker and air and ocean forwarder, and Expeditors International, which arranges the transportation of freight globally.
As of the end of the period, market volatility gave us opportunities to invest in several companies that had previously graduated from the mid cap opportunity set. Positions that we increased at the end of the period within this category included Bio-Techne, which sells bio-reactive proteins for cell culture development and gene therapy treatments, and Verisign, a domain name manager. These purchases were largely funded from positions within the Information Technology sector, and more specifically information technology infrastructure. In our view, earnings for these companies have been under increased pressure given the rising interest rate and inflationary environment.
At the end of the period, the Fund’s largest overweights were in the Information Technology and Healthcare sectors relative to the S&P MidCap 400 Index. The Fund was most underweight to the Financials and Real Estate sectors relative to the S&P MidCap 400 Index as of the end of 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. • Mid-cap securities can have greater risks and volatility than large-cap securities. • Integration of environmental, social, and/or governance (ESG) characteristics 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.
Composition by Sector(1)
as of 10/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 2.2%
Consumer Discretionary 12.1
Energy 6.7
Financials 8.4
Health Care 19.1
Industrials 21.5
Information Technology 23.7
Materials 4.3
Real Estate 1.3
Utilities 0.9
Total 100.2%
Short-Term Investments 2.3
Other Assets & Liabilities (2.5)
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

23


The Hartford MidCap Value Fund
 Fund Overview
 October 31, 2022 (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 (10/31/2012 - 10/31/2022)
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 Ended 10/31/2022
  1 Year 5 Years 10 Years
Class A1 -4.34% 5.97% 9.28%
Class A2 -9.60% 4.78% 8.67%
Class C1 -5.07% 5.18% 8.48%
Class C3 -5.93% 5.18% 8.48%
Class I1 -4.06% 6.32% 9.62%
Class R31 -4.58% 5.67% 8.98%
Class R41 -4.31% 5.99% 9.31%
Class R51 -4.03% 6.29% 9.64%
Class R61 -3.92% 6.43% 9.70%
Class Y1 -4.09% 6.34% 9.71%
Class F1 -3.94% 6.42% 9.70%
Russell Midcap Value Index -10.18% 6.49% 10.42%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 06/22/2022 and performance for Class R6 shares prior to 06/22/2022 reflects the performance of Class F shares from 02/28/2017 through 06/21/2022 and Class I shares prior to 02/28/2017. Class F shares commenced operations on 02/28/2017 and performance for Class F shares prior to 02/28/2017 reflects the performance of Class I shares. Performance prior to an inception date of a class has not been adjusted to reflect the operating expenses of such class.
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 1.18% 1.18%
Class C 1.96% 1.96%
Class I 0.85% 0.85%
Class R3 1.49% 1.49%
Class R4 1.19% 1.19%
Class R5 0.89% 0.89%
Class R6 0.77% 0.77%
Class Y 0.88% 0.88%
Class F 0.77% 0.77%
    
* Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.
 

24


The Hartford MidCap Value Fund
 Fund Overview – (continued)
 October 31, 2022 (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 -4.34%, before sales charges, for the twelve-month period ended October 31, 2022, outperforming the Fund’s benchmark, the Russell Midcap Value Index, which returned -10.18% for the same period. For the same period, the Class A shares of the Fund, before sales charges, outperformed the -10.61% average return of the Lipper MidCap Core 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 fell over the trailing twelve-month period ended October 31, 2022. Markets rallied early in the period on the back of robust equity inflows, strong corporate earnings, favorable economic data, and extremely accommodative financial conditions. However, the rapid spread of the Omicron variant of the coronavirus led to the largest increase in U.S. COVID-19 cases since the onset of the pandemic, prompting a flurry of new restrictions and event cancellations. Inflation continued to surge against a backdrop of severe supply and labor shortages, rising energy prices, and high demand for goods and services, heightening scrutiny of the U.S. Federal Reserve (Fed) amid anxiety about a potential monetary policy mistake.
Equity markets fell sharply in the second quarter of 2022, as rampant inflation and tighter financial conditions negatively affected risk sentiment and increased the probability of recession. Rapidly rising prices for food and energy pushed consumer inflation to its highest level in more than four decades. Growth equities significantly underperformed their value counterparts as surging Treasury yields and disappointing earnings results from some of the largest technology companies drove the Nasdaq Composite Index to its biggest quarterly loss since September 2001. Equity market weakness persisted, as risk sentiment deteriorated on fears that aggressive interest-rate increases and tighter financial conditions would constrict economic growth and drive the U.S. to recession. Despite these concerns, Fed Chair Jerome Powell made clear that the central bank is committed to raising interest rates and keeping them elevated for longer until there is clear evidence that price pressures are abating.
Returns varied by market cap during the period, as mid-cap equities, measured by the S&P MidCap 400 Index, outperformed both small- and large-cap equities, as measured by the Russell 2000 Index and the S&P 500 Index, respectively. Returns within the mid-cap space varied by style, as the Russell Midcap Value Index outperformed the Russell Midcap Growth Index.
Eight out of eleven sectors in the Russell Midcap Value Index declined during the period, with the Communication Services (-32%), Consumer Discretionary (-22%), and Information Technology (-21%) sectors lagging most. Conversely, the Energy (+55%), Consumer Staples (+8%), and Utilities (+5%) sectors were the top performers and delivered positive returns during the period.
Security selection was the primary driver of the Fund’s relative outperformance versus the Russell Midcap Value Index over the period; sector allocation decisions also contributed positively, albeit more modestly. Selection within the Financials, Real Estate, and Healthcare sectors were the top drivers of relative performance. This was partially offset by weaker security selection in the Information Technology sector. Sector allocation, a result of our bottom-up stock selection process, also contributed positively to the Fund’s performance. Underweight exposure to the Real Estate and Communication Services sectors added the most to returns during the period, but was partially offset by underweight allocations to the Consumer Staples and Energy sectors.
Top security contributors to the Fund’s performance relative to the Russell Midcap Value Index over the period included an overweight position to Coterra Energy (Energy), an out-of-benchmark position in Centene (Healthcare), and an overweight position in Diamondback Energy (Energy). Shares of Coterra Energy and Diamondback Energy rose along with other oil and gas equities over the period as a supply and demand imbalance drove oil prices higher. Centene shares rose during the period as Medicaid and Medicare membership growth and recent acquisitions drove strong operational results, resulting in management raising its full-year guidance.
Top detractors from the Fund’s relative performance during the period included overweight positions in Syneos Health (Healthcare), Spirit AeroSystems (Industrials), and Six Flags Entertainment (Consumer Discretionary). Shares of Syneos Health, a clinical research organization, trended lower over the reporting period as the small- to mid-cap biotech sector came under pressure over funding concerns. The company also reported disappointing operational results due to slower decision-making from larger pharmaceutical companies, which heightened investor concerns of slowing industry growth. Shares of Spirit AeroSystems fell over the period. The company’s cash burn rate increased as Boeing’s lower production rate slowed Spirit’s reduction of inventory, exacerbated by continued inflationary pressure. Shares of Six Flags, an American amusement park corporation, fell during the period. Despite the company reporting a narrower-than-expected first-quarter loss and revenue that beat forecasts, shares declined as attendance came in below consensus estimates and concerns around a slowdown in consumer spending caused by inflation and rising interest rates posed challenges to the company’s outlook as it approached peak season.
 

25


The Hartford MidCap Value Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Derivatives were not used in the Fund during the period.
What is the outlook as of the end of the period?
Given what we see as a wide range of economic outcomes as of the end of the period, we have continued to emphasize quality across the Fund’s portfolio. We are stress-testing models and balance sheets, and are actively seeking to identify new opportunities created by the market turmoil during the period. Over the period, we increased the Fund’s exposures to the Energy and Information Technology sectors while reducing the Fund’s weights to the Real Estate and Materials sectors. As of the end of the period, we continue to seek opportunities that we believe offer a compelling combination of valuation, quality, and capital return.
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 of 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 10/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 2.5%
Consumer Discretionary 11.3
Consumer Staples 2.5
Energy 6.0
Financials 20.7
Health Care 9.9
Industrials 20.8
Information Technology 10.3
Materials 3.6
Real Estate 6.4
Utilities 5.3
Total 99.3%
Short-Term Investments 0.4
Other Assets & Liabilities 0.3
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

26


Hartford Quality Value Fund
 Fund Overview
 October 31, 2022 (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 (10/31/2012 - 10/31/2022)
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 Ended 10/31/2022
  1 Year 5 Years 10 Years
Class A1 -4.19% 8.15% 10.18%
Class A2 -9.46% 6.93% 9.56%
Class C1 -4.95% 7.31% 9.36%
Class C3 -5.84% 7.31% 9.36%
Class I1 -3.92% 8.50% 10.54%
Class R31 -4.41% 7.89% 9.90%
Class R41 -4.15% 8.19% 10.23%
Class R51 -3.92% 8.49% 10.54%
Class R61 -3.71% 8.65% 10.66%
Class Y1 -3.85% 8.54% 10.60%
Class F1 -3.78% 8.63% 10.61%
Russell 1000 Value Index -7.00% 7.21% 10.30%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 and performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017 and performance prior to that date is that of the Fund’s Class I shares. Performance prior to an inception date of a class has not been adjusted to reflect the operating expenses of such class.
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.
 

27


Hartford Quality Value Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Operating Expenses* Gross Net
Class A 0.97% 0.96%
Class C 1.80% 1.71%
Class I 0.65% 0.65%
Class R3 1.27% 1.18%
Class R4 0.97% 0.88%
Class R5 0.67% 0.63%
Class R6 0.56% 0.46%
Class Y 0.66% 0.57%
Class F 0.56% 0.46%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.

 
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 -4.19%, before sales charges, for the twelve-month period ended October 31, 2022, outperforming the Fund’s benchmark, the Russell 1000 Value Index, which returned -7.00% for the same period. For the same period, the Class A shares of the Fund, before sales charges, outperformed the -6.24% 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 fell over the trailing twelve-month period ended October 31, 2022. Markets rallied early in the period on the back of robust equity inflows, strong corporate earnings, favorable economic data, and extremely accommodative financial conditions. However, the rapid spread of the Omicron variant of the coronavirus led to the largest increase in U.S. COVID-19 cases since the onset of the pandemic, prompting a flurry of new restrictions and event cancellations. Inflation continued to surge against a backdrop of severe supply and labor shortages, rising energy prices, and high demand for goods and services, heightening scrutiny of the U.S. Federal Reserve (Fed) amid anxiety about a potential monetary policy mistake.
Equity markets fell sharply in the second quarter of 2022, as rampant inflation and tighter financial conditions negatively affected risk sentiment and increased the probability of recession. Rapidly rising prices for food and energy pushed consumer inflation to its highest level in more than four decades. Growth equities significantly underperformed their value counterparts as surging Treasury yields and disappointing earnings results from some of the largest technology companies drove the Nasdaq Composite Index to its biggest quarterly loss since September 2001. Equity market weakness persisted, as risk sentiment deteriorated on fears that aggressive interest-rate increases and tighter financial conditions would constrict economic growth and drive the U.S. to recession. Despite these concerns, Fed Chair Jerome Powell made clear that the central bank is committed to raising interest rates and keeping them elevated for longer until there is clear evidence that price pressures are abating.
Seven out of eleven sectors within the Russell 1000 Value Index declined over the period, with the Communication Services (-30%), Information Technology (-23%), and Real Estate (-20%) sectors lagging the most. Conversely, the Energy (+65%), Consumer Staples (+5%), and Utilities (+3%) sectors performed best over the period.
Security selection contributed positively to Fund performance relative to the Russell 1000 Value Index over the period, while sector allocation slightly detracted from the Fund’s relative performance. Strong stock selection within the Industrials, Financials, and Consumer Discretionary sectors were the top positive contributors to relative performance. This was partially offset by weaker security selection within the Healthcare, Energy, and Utilities sectors during the
 

28


Hartford Quality Value Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

period. Sector allocation, a result of our bottom-up stock selection process, detracted from relative performance during the period due to the Fund’s underweight allocation to the Energy sector and overweight allocation to the Information Technology sector.
Top contributors to performance relative to the Russell 1000 Value Index over the period were an overweight position in Lockheed Martin (Industrials), not owning Meta Platforms (Communication Services), and an overweight position in Principal Financial Group (Financials). Shares of Lockheed Martin trended higher during the period along with other defense equities in response to the Ukraine-Russia conflict. Germany also announced plans to bolster its military strength for the first time in decades by almost doubling its military spending and announced plans to buy fighter planes made in the U.S. The share price of Meta Platforms, a U.S.-based social networking operator, fell during the period after management released disappointing quarterly results and weak near-term guidance. The company reported that quarterly revenue declined more than 4% year over year and its second straight quarterly decline in the second quarter of 2022. Shares of Principal Financial Group ended the period higher after the investment management and insurance company reported second-quarter adjusted operating earnings per share (EPS) that were above expectations, as strong customer growth and increasing investment yields helped mitigate macroeconomic challenges.
The largest detractors from the Fund’s performance relative to the Russell 1000 Value Index over the period were not owning Exxon Mobil (Energy), an out-of-benchmark position in Koninklijke Philips (Healthcare), and an overweight position in Celanese (Materials). Shares of Exxon Mobil rose during the period along with the rest of the Energy sector on increasing earnings and revenue from rising oil prices. The company also announced a $30 billion share buyback. Shares of Koninklijke Philips fell during the period as the U.S. Food and Drug Administration (FDA) reported that instances of faulty Philips ventilators and sleep apnea machines had risen. The company also lowered full-year sales guidance and announced that longtime Chief Executive Officer (CEO) Frans van Houten would be replaced by Roy Jakobs, the Philips executive heading the recall operation. Shares of Celanese, a global chemical and specialty materials company, declined over the period as the business continued to be impacted by the persistent inflationary environment and volatile supply-chain backdrop. The company reported mixed earnings throughout the period, beating EPS estimates in April 2022 and July 2022 but failing to do so in January 2022.
Derivatives were not used in the Fund during the period.
What is the outlook as of the end of the period?
Markets ended the period lower as investors braced for recession; however, the timing and magnitude is still unknown. Consumer demand has been resilient despite rising interest rates, but we believe we are starting to see the first indicators of economic pull-back despite the record strength of the labor market. Inflation has likely peaked in the U.S., but a change in tighter monetary policy by the Fed is unlikely, in our view, and we have not ruled out the potential for additional meaningful interest-rate increases before the end of 2022. Market volatility continues to be driven by a steady state of macroeconomic crosscurrents ranging from supply-chain bottlenecks
to Russia’s invasion of Ukraine. In the current environment, we are seeking to avoid taking undue risk within the Fund by focusing on long-term value creation potential and predictable ranges of outcomes.
We continue to anticipate negative impacts from inflationary pressures and restrictive monetary policy through at least the end of 2022. As of the end of the period, the Fund remains positioned for persistent inflation and decelerating growth by focusing on companies with balance-sheet strength, sustainable and growing cash flows, and high-quality management teams, in our view. We believe that opportunistically investing in out-of-favor growth and cyclical names with positive risk/reward skews may provide upside potential, while maintaining an overweight to more defensive segments may insulate the portfolio from macroeconomic shocks and valuation-driven corrections.
At the end of the period, the Fund’s largest overweights were to the Information Technology and Consumer Staples sectors, while the Fund’s largest underweights were to the Energy and Communication Services sectors, 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 of 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. • Integration of environmental, social, and/or governance (ESG) characteristics 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.
Composition by Sector(1)
as of 10/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 6.0%
Consumer Discretionary 5.6
Consumer Staples 8.3
Energy 6.6
Financials 20.7
Health Care 17.3
Industrials 10.8
Information Technology 10.1
Materials 3.6
Real Estate 4.2
Utilities 5.2
Total 98.4%
Short-Term Investments 1.0
Other Assets & Liabilities 0.6
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

29


The Hartford Small Cap Growth Fund
 Fund Overview
 October 31, 2022 (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 (10/31/2012 - 10/31/2022)
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 Ended 10/31/2022
  1 Year 5 Years 10 Years
Class A1 -28.75% 4.00% 9.48%
Class A2 -32.67% 2.83% 8.86%
Class C1 -29.27% 3.29% 8.73%
Class C3 -29.76% 3.29% 8.73%
Class I1 -28.50% 4.39% 9.84%
Class R31 -28.93% 3.73% 9.20%
Class R41 -28.72% 4.05% 9.54%
Class R51 -28.51% 4.37% 9.87%
Class R61 -28.44% 4.47% 9.97%
Class Y1 -28.47% 4.43% 9.95%
Class F1 -28.42% 4.48% 9.91%
Russell 2000 Growth Index -26.02% 5.17% 10.15%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 and performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017 and performance prior to that date is that of the Fund’s Class I shares. Performance prior to an inception date of a class has not been adjusted to reflect the operating expenses of such class.
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 1.19% 1.19%
Class C 1.90% 1.90%
Class I 0.84% 0.84%
Class R3 1.48% 1.48%
Class R4 1.18% 1.18%
Class R5 0.87% 0.87%
Class R6 0.77% 0.77%
Class Y 0.87% 0.83%
Class F 0.77% 0.77%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursement arrangements, if any. Net expenses reflect such arrangements only with respect to Class Y. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.
 

30


The Hartford Small Cap Growth Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 


 
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 -28.75%, before sales charges, for the twelve-month period ended October 31, 2022, underperforming the Fund’s benchmark, the Russell 2000 Growth Index, which returned -26.02% for the same period. For the same period, the Class A shares of the Fund, before sales charges, underperformed the -26.50% 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 fell over the trailing twelve-month period ended October 31, 2022. Markets rallied early in the period on the back of robust equity inflows, strong corporate earnings, favorable economic data, and extremely accommodative financial conditions. However, the rapid spread of the Omicron variant of the coronavirus led to the largest increase in U.S. COVID-19 cases since the onset of the pandemic, prompting a flurry of new restrictions and event cancellations. Inflation continued to surge against a backdrop of severe supply and labor shortages, rising energy prices, and high demand for goods and services, heightening scrutiny of the U.S. Federal Reserve (Fed) amid anxiety about a potential monetary policy mistake.
Equity markets fell sharply in the second quarter of 2022, as rampant inflation and tighter financial conditions negatively affected risk sentiment and increased the probability of recession. Rapidly rising prices for food and energy pushed consumer inflation to its highest level in more than four decades. Growth equities significantly underperformed their value counterparts as surging Treasury yields and disappointing earnings results from some of the largest technology companies drove the Nasdaq Composite Index to its biggest quarterly loss since September 2001. Equity market weakness persisted, as risk sentiment deteriorated on fears that aggressive interest-rate increases and tighter financial conditions would constrict economic growth and drive the U.S. to recession. Despite these concerns, Fed Chair Jerome Powell made clear that the central bank is committed to raising interest rates and keeping them elevated for longer until there is clear evidence that price pressures are abating.
Returns varied by market cap during the period, as large-cap equities, as measured by the S&P 500 Index, outperformed small-cap equities and underperformed mid-cap equities, as measured by the Russell 2000 Index and S&P MidCap 400 Index, respectively. Small-cap equities underperformed mid-cap equities for the period, as measured by the Russell 2000 Index and S&P MidCap 400 Index, respectively.
Ten out of eleven sectors in the Russell 2000 Growth Index had negative returns during the period. The Communication Services (-41%), Real Estate (-37%), and Information Technology (-33%) sectors lagged the broader index, while the Energy (+34%) sector had positive returns.
Sector allocation, a result of the bottom-up stock selection process, was the primary driver of relative underperformance during the period. This was driven by the Fund’s underweight allocation to the Energy sector and overweight allocations to the Real Estate and Information Technology sectors. The Fund’s overweight allocation to the Industrials sector and an underweight to the Healthcare sector detracted from relative performance during the period. Security selection also weighed on relative results. Weak selection within the Information Technology, Consumer Staples, and Consumer Discretionary sectors detracted from relative performance. This was partially offset by stronger selection in the Industrials and Real Estate sectors, which contributed positively to relative performance during the period.
The top contributors to relative performance during the period were overweight positions in WillScot Mobile Mini Holdings (Industrials), ExlService Holdings (Information Technology), and Chart Industries (Industrials). Shares of WillScot Mobile Mini, a modular space and storage solutions company, rose during the period after it was announced they acquired the rental fleet and assets of Modulease. This acquisition added roughly 400 mobile offices and 100 portable storage containers to the company's New England operation. WillScot Mobile also beat second-quarter revenue expectations, driven by strong demand and the implementation of increased rental rates. Shares of ExlService, an operations management and analytics company, rose during the period. The company reported first-quarter earnings and revenue which beat consensus expectations. Revenue increased across segments on a year-over-year basis, in particular
 

31


The Hartford Small Cap Growth Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

within the analytics segment. Shares of Chart Industries rose over the period. The company reported second-quarter results showing record orders, record backlog, record sales, and record operating income. Top absolute contributors for the period included Chart Industries (Industrials), Turning Point Therapeutics (Healthcare), and ExlService Holdings (Information Technology).
The top detractors from relative performance during the period included overweight positions in Cardlytics (Communication Services) and Hydrofarm Holdings (Industrials), and an out-of-benchmark position in Yeti Holdings (Consumer Discretionary). Shares of Cardlytics, an advertising platform partnering with financial institutions' banking reward programs, fell after the company reported earnings for the second quarter that were below consensus expectations, with operating losses that were significantly higher than a year ago. The company has faced challenges from a sharp slowdown in digital advertising demand, driven by weakening consumer spending amid the current macroeconomic backdrop. We eliminated the Fund’s position during the period. Shares of Hydrofarm fell during the period after the company announced weaker guidance for the rest of 2022. Company management attributed this decision to the challenges the overall hydroponics space continues to face, and stated that they expect the industry to grow in the future. We eliminated the Fund’s position during the period. Shares of Yeti Holdings declined after the company reported second-quarter earnings that missed estimates and lowered full-year 2022 guidance. Sales were below expectations due to slower customer acquisition and digital traffic including Amazon Marketplace. Gross margins and operating expenses were impacted by logistics and distribution cost inflation and a market shift towards wholesale, specifically coolers and equipment. Top absolute detractors from performance for the period included Cardlytics (Communication Services), Rapid7 (Information Technology), and Omnicell (Healthcare).
Derivatives were not used in the Fund during the period.
What is the outlook as of the end of the period?
The U.S. Consumer Price Index (CPI) remained elevated in its report for August 2022, albeit slightly declining from the loftier levels of July 2022. As of the end of the period, we believe some respite is possible in the near term, given the decline in oil prices. The Federal Open Market Committee (FOMC) members’ median rate expectations for 2023 have gone above 4.5% from 3.75% just three months ago. With the increase in expectations for near-term interest-rate increases, the continuing strength in the U.S. dollar is likely not a surprise, but nevertheless, its strength has become an increasing focus for companies and investors. Recent commentary from companies has indicated pockets of slowing demand, and low nominal growth in 2023 remains probable, given peaking inflation and tight policy.
The energy crisis Europe is facing this upcoming winter highlights the dilemma policymakers are facing between supporting low-income consumers and securing longer-term energy security for the continent. Over the last few months, it has become increasingly clear that Russia intends to keep the pressure on Europe, and we believe the conflict
with Ukraine is likely to continue into 2024 at a minimum. The road forward regarding the conflict remains unpredictable, and the range of outcomes is wide in terms of the impact to the global economy, in our view.
On the positive side, we observe that supply-chain issues appear to be improving, although not completely resolved. Employment in the U.S. remains robust for now, but we believe there may be potential weakness ahead as the Fed continues to battle inflation. The Inflation Reduction Act (IRA), the Infrastructure Investment and Jobs Act (IIJA), and the CHIPS Act will likely serve as offsets, in our view. Margin pressure remains a focus and is somewhat unpredictable in the near term due to the variety of factors companies are facing.
At the end of the period, the Fund’s largest overweights were to the Industrials, Consumer Staples, and Consumer Discretionary sectors, while the Fund’s largest underweights were to the Utilities, Financials, and Energy 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 of 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 10/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 1.4%
Consumer Discretionary 11.2
Consumer Staples 5.5
Energy 6.4
Financials 6.2
Health Care 22.5
Industrials 20.5
Information Technology 19.5
Materials 3.7
Real Estate 2.2
Total 99.1%
Short-Term Investments 1.4
Other Assets & Liabilities (0.5)
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

32


Hartford Small Cap Value Fund
 Fund Overview
 October 31, 2022 (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 (10/31/2012 - 10/31/2022)
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 Ended 10/31/2022
  1 Year 5 Years 10 Years
Class A1 -8.86% 5.76% 8.87%
Class A2 -13.87% 4.57% 8.25%
Class C1 -9.54% 4.98% 8.06%
Class C3 -10.38% 4.98% 8.06%
Class I1 -8.56% 6.12% 9.14%
Class R31 -9.05% 5.61% 8.67%
Class R41 -8.79% 5.86% 8.96%
Class R51 -8.48% 6.19% 9.29%
Class R61 -8.46% 6.26% 9.35%
Class Y1 -8.52% 6.22% 9.33%
Class F1 -8.46% 6.25% 9.22%
Russell 2000 Value Index -10.73% 5.31% 9.37%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 and performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R6 shares commenced operations on 02/28/2018 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. Performance prior to an inception date of a class has not been adjusted to reflect the operating expenses of such class.
Performance prior to 11/01/2018 reflects when the Fund pursued different strategies.
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


Hartford Small Cap Value Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Operating Expenses* Gross Net
Class A 1.30% 1.30%
Class C 2.09% 2.05%
Class I 0.97% 0.97%
Class R3 1.56% 1.50%
Class R4 1.26% 1.20%
Class R5 0.96% 0.90%
Class R6 0.85% 0.80%
Class Y 0.95% 0.85%
Class F 0.84% 0.80%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.

 
Portfolio Manager
Sean 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 -8.86%, before sales charges, for the twelve-month period ended October 31, 2022, outperforming the Fund’s benchmark, the Russell 2000 Value Index, which returned -10.73% for the same period. For the same period, the Class A shares of the Fund, before sales charges, outperformed the -11.64% 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 fell over the trailing twelve-month period ended October 31, 2022. Markets rallied early in the period on the back of robust equity inflows, strong corporate earnings, favorable economic data, and extremely accommodative financial conditions. However, the rapid spread of the Omicron variant of the coronavirus led to the largest increase in U.S. COVID-19 cases since the onset of the pandemic, prompting a flurry of new restrictions and event cancellations. Inflation continued to surge against a backdrop of severe supply and labor shortages, rising energy prices, and high demand for goods and services, heightening scrutiny of the U.S. Federal Reserve (Fed) amid anxiety about a potential monetary policy mistake. Equity markets fell sharply in the second quarter of 2022, as rampant inflation and tighter financial conditions negatively affected risk sentiment and increased the probability of recession. Rapidly rising prices for food and energy pushed consumer inflation to its highest level in more than four decades. Growth equities significantly underperformed their value counterparts as surging Treasury yields and disappointing earnings results from some of the largest technology companies drove the Nasdaq Composite Index to
its biggest quarterly loss since September 2001. Equity market weakness persisted, as risk sentiment deteriorated on fears that aggressive interest-rate increases and tighter financial conditions would constrict economic growth and drive the U.S. to recession. Despite these concerns, Fed Chair Jerome Powell made clear that the central bank is committed to raising interest rates and keeping them elevated for longer until there is clear evidence that price pressures are abating.
During the period, returns varied by market cap. 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 Index, respectively. Small-cap equities underperformed mid-cap equities for the period, as measured by the Russell 2000 Index and S&P MidCap 400 Index, respectively.
Eight of the eleven sectors in the Russell 2000 Value Index declined during the period, and the Communication Services (-41%), Healthcare (-27%), and Consumer Discretionary (-26%) sectors lagged. Conversely, the Energy (+46%), Consumer Staples (+6%), and Utilities (+3%) sectors were the top performers during the period.
Security selection drove the Fund’s outperformance relative to the Russell 2000 Value Index during the period. Strong selection in the Consumer Discretionary, Information Technology, and Healthcare sectors contributed positively to relative results. This was partially offset by weaker selection in the Financials, Energy, and Consumer Staples sectors. Sector allocation, a result of our bottom-up stock selection process, also benefited relative performance. The Fund’s underweight positions in the Communication Services and Healthcare sectors contributed positively to relative performance. This was partially offset by the Fund’s underweight position in the Energy sector and overweight to the Information Technology sector during the period.
 

34


Hartford Small Cap Value Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

The largest contributors to relative performance over the period were positions in H&R Block (Consumer Discretionary), Plantronics (Information Technology), and South Jersey Industries (Utilities). Tax preparation company H&R Block delivered strong operational results given the continued strong growth of its assisted return business. H&R Block also saw an expansion of its small-business clientele, increased adoption of its virtual tools, as well as the launch of its new mobile banking platform against a challenging macroeconomic backdrop, supporting its stock price. Plantronics is a U.S.-based headset manufacturer. Plantronics’ shares jumped after the company announced a deal in March 2022 where it would be acquired by HP. The acquisition was completed in August 2022. Shares of South Jersey Industries soared after Infrastructure Investments Fund announced the acquisition of the energy services holding company for $36 per share in cash, reflecting an enterprise value of approximately $8.1 billion. We eliminated the Fund’s positions in all three stocks during the period.
The largest detractors from relative performance during the period were positions in PROG Holdings (Financials), Greenhill (Financials), and DMC Global (Energy). PROG Holdings shares declined during the period, as the lease-to-own and financing company reported disappointing results and cut its full-year outlook, given weakened demand and increased delinquencies as inflation continued to impose significant pressure on its customers. Shares of Greenhill also ended the period lower after the company reported a continued decline in revenue and earnings as deal activities slowed against rising rates. Shares of DMC Global, a holding company with segments in explosive metalworking and perforation, declined during the period despite the company reporting strong first- and second-quarter results. Management provided lackluster guidance for the third quarter due to high inventory costs for Arcadia and anticipated lower NobelClad revenue.
Derivatives were not used in the Fund during the period.
What is the outlook as of the end of the period?
As of the end of the period, we believe we are unquestionably on the precipice of an economically challenging period globally, and the structural advantages of the U.S. may be overwhelmed by the strong U.S. dollar. But this is temporary, in our view, and we believe these economic adjustments present investment opportunities for the Fund. We continue to focus our efforts on seeking the most attractive long-term excess return opportunities while seeking to balance these opportunities against the associated risks.
At the end of the period, the Fund was most overweight to the Financials, Industrials, and Information Technology sectors, and most underweight to the Real Estate, Healthcare, and Utilities 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 of 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 10/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 1.1%
Consumer Discretionary 12.0
Consumer Staples 4.6
Energy 4.5
Financials 36.4
Health Care 6.4
Industrials 17.8
Information Technology 8.5
Materials 3.3
Real Estate 2.8
Utilities 1.6
Total 99.0%
Short-Term Investments 1.0
Other Assets & Liabilities 0.0 *
Total 100.0%
    
* Percentage rounds to zero.
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

35


The Hartford Small Company Fund
 Fund Overview
 October 31, 2022 (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 (10/31/2012 - 10/31/2022)
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 Ended 10/31/2022
  1 Year 5 Years 10 Years
Class A1 -30.24% 8.60% 10.24%
Class A2 -34.08% 7.38% 9.62%
Class C1 -30.76% 7.74% 9.41%
Class C3 -31.18% 7.74% 9.41%
Class I1 -30.01% 8.92% 10.54%
Class R31 -30.43% 8.32% 9.99%
Class R41 -30.25% 8.64% 10.32%
Class R51 -30.01% 8.97% 10.66%
Class R61 -29.95% 9.05% 10.75%
Class Y1 -30.05% 8.99% 10.71%
Class F1 -29.93% 9.05% 10.62%
Russell 2000 Growth Index -26.02% 5.17% 10.15%
    
1 Without sales charge
2 Reflects maximum sales charge of 5.50%
3 Reflects a contingent deferred sales charge of 1.00%
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 10/31/2022, 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 and performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 02/28/2017 and performance prior to that date is that of the Fund’s Class I shares. Performance prior to an inception date of a class has not been adjusted to reflect the operating expenses of such class.
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 1.23% 1.23%
Class C 2.05% 2.05%
Class I 0.96% 0.96%
Class R3 1.57% 1.57%
Class R4 1.26% 1.26%
Class R5 0.97% 0.97%
Class R6 0.85% 0.85%
Class Y 0.91% 0.91%
Class F 0.85% 0.85%
    
* Expenses as shown in the Fund’s most recent prospectus. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.
 

36


The Hartford Small Company Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 


 
Portfolio Managers
Steven C. Angeli, CFA*
Senior Managing Director and Equity Portfolio Manager
Wellington Management Company LLP
Ranjit Ramachandran
Managing Director and Equity Portfolio Manager
Wellington Management Company LLP
John V. Schneider, CFA
Managing Director and Equity Research Analyst
Wellington Management Company LLP
* Effective February 28, 2023, Mr. Angeli will no longer serve as a portfolio manager to the Fund. Mr. Angeli will transition his portfolio management responsibilities for the Fund to Mr. Ramachandran.


Manager Discussion
How did the Fund perform during the period?
The Class A shares of The Hartford Small Company Fund returned -30.24%, before sales charges, for the twelve-month period ended October 31, 2022, underperforming the Fund’s benchmark, the Russell 2000 Growth Index, which returned -26.02% for the same period. For the same period, the Class A shares of the Fund, before sales charges, underperformed the -26.50% 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 fell over the trailing twelve-month period ended October 31, 2022. Markets rallied early in the period on the back of robust equity inflows, strong corporate earnings, favorable economic data, and extremely accommodative financial conditions. However, the rapid spread of the Omicron variant of the coronavirus led to the largest increase in U.S. COVID-19 cases since the onset of the pandemic, prompting a flurry of new restrictions and event cancellations. Inflation continued to surge against a backdrop of severe supply and labor shortages, rising energy prices, and high demand for goods and services, heightening scrutiny of the U.S. Federal Reserve (Fed) amid anxiety about a potential monetary policy mistake.
Equity markets fell sharply in the second quarter of 2022, as rampant inflation and tighter financial conditions negatively affected risk sentiment and increased the probability of recession. Rapidly rising prices for food and energy pushed consumer inflation to its highest level in more than four decades. Growth equities significantly underperformed their value counterparts as surging Treasury yields and disappointing earnings results from some of the largest technology companies drove the Nasdaq Composite Index to its biggest quarterly loss since September 2001. Equity market weakness persisted, as risk sentiment deteriorated on fears that aggressive interest-rate increases and tighter financial conditions would constrict economic growth and drive the U.S. to recession. Despite these
concerns, Fed Chair Jerome Powell made clear that the central bank is committed to raising interest rates and keeping them elevated for longer until there is clear evidence that price pressures are abating.
Returns varied by market capitalization during the period. Large cap equities, as measured by the Russell 1000 Index, outperformed small-cap equities, as measured by the Russell 2000 Index, and mid-cap equities, as measured by the Russell Midcap Index. Small-cap equities underperformed mid-cap equities for the period, as measured by the Russell 2000 Index and Russell Midcap Index, respectively. Narrowing the focus to small caps, value led growth by over +1500 basis points (bps) over the trailing year, as measured by the Russell 2000 Value and Growth Indices.
Ten of the eleven sectors in the Russell 2000 Growth Index had negative returns during the period. The Energy (+34%) sector was the lone positive sector over the period, while the Communication Services (-41%), Real Estate (-38%), and Information Technology (-33%) 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 Information Technology, Healthcare, and Consumer Discretionary sectors detracted from relative performance, partially offset by stronger selection in the Real Estate, Industrials, and Materials sectors. Sector allocation, a result of our bottom-up stock selection process, also detracted from relative performance, primarily driven by the Fund’s overweight allocation to the Real Estate sector and underweight to the Consumer Staples sector. This was partially offset by the Fund’s underweight allocation to the Consumer Discretionary sector.
The top detractors from relative performance during the period included Digital Turbine (Information Technology), Owens & Minor (Healthcare), and Kornit Digital (Industrials). Shares of Digital Turbine, an advertising software platform, fell over the period in an environment of rising interest rates. The share price fell in February 2022 after competitive and regulatory pressures aimed to protect users’ personal information weighed on the digital advertising market. Additionally, in
 

37


The Hartford Small Company Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

May 2022, the company lowered guidance, citing macroeconomic challenges facing the business. Due to high uncertainty surrounding the digital advertising market, we decided to eliminate the Fund’s position during the period. Shares of Owens & Minor, a Healthcare logistics company, fell during the period as the company reported disappointing preliminary third-quarter 2022 results and lowered its full-year guidance. The Products & Healthcare Services segment detracted from relative performance driven by macroeconomic challenges, decreased hospital volumes and high stocking levels. Shares of Kornit Digital, an inkjet printer manufacturer for the textile and fashion industries, traded down in the period after missing second-quarter 2022 revenue expectations. The current economic environment led to a significantly slower pace of orders than the company originally projected. The company expressed optimism about the second half of 2022; however, we chose to eliminate the Fund’s position during the period over fears that economic recovery would not materialize. Top absolute detractors from the Fund’s performance for the period included Digital Turbine (Information Technology) and Rapid7 (Information Technology).
By contrast, some of the top contributors to relative performance included Tower Semiconductor (Information Technology), Chesapeake Energy (Energy), and Applied Industrial Technologies (Industrials). The share price of Tower Semiconductor, an independent foundry and producer of semiconductor integrated circuits, rose in February 2022 after Intel offered to acquire the company at a large premium. Shortly after the announcement, Tower Semiconductor announced strong quarterly results and adjusted earnings per share (EPS) ahead of consensus. Chesapeake Energy, a producer of oil and natural gas, experienced a share price increase during the period due to higher energy prices as well as an increased stock repurchase program announced in June 2022. The Fund realized gains by selling both positions during the period. Applied Industrial Technologies is a power transmission products and services company. The company’s share price rose as management announced fundamental strength through the period and raised their 2023 EPS guidance. Top absolute contributors to the Fund’s performance for the period included e.l.f. Beauty (Consumer Staples) and Calix (Information Technology).
Derivatives were not used in the Fund during the period.
What is the outlook as of the end of the period?
The twelve-month period ended October 31, 2022 was categorized by heightened market volatility spurred on by a steady stream of macroeconomic challenges ranging from record inflation and persistent supply-chain challenges to Russia’s invasion of Ukraine. U.S. markets ended the period lower as investors braced for a recession; however, the timing and magnitude of this recession is still unknown, in our view, as market participants weigh the impacts of persistent inflation, recession, and the Fed’s reaction to these events. As a result, stocks in the Fund’s investment universe have been prone to trading on narrative recently, rather than fundamentals. Given this uncertainty, we remain disciplined within our upside/downside valuation framework, and are seeking to position the Fund to be balanced.
In this macro- and factor-driven environment, we are seeking balance by holding a mixture of high-quality capital compounders while looking for opportunities in emerging growth names with disruptive business models. While we are not aiming to create a recession-proof portfolio, we continue to anticipate weakness in sectors with high interest-rate sensitivity. As a result, we decided to eliminate a number of software names during the period that we believe lack the cash flows to remain resilient in an economic slowdown. Finally, as of the end of the period, we added to stocks that have sold off and fallen back into the small-cap universe during the period.
At the end of the period, the Fund’s largest overweights were to the Industrials, Healthcare, and Energy sectors, while the Fund’s largest underweights were to the Information Technology, Utilities, and Financials 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. • Integration of environmental, social, and/or governance (ESG) characteristics into the investment process may not work as intended. • Different investment styles may go in and out of 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 10/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 2.4%
Consumer Discretionary 8.5
Consumer Staples 3.8
Energy 8.6
Financials 6.7
Health Care 23.8
Industrials 19.8
Information Technology 16.2
Materials 3.9
Real Estate 2.6
Total 96.3%
Short-Term Investments 3.3
Other Assets & Liabilities 0.4
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
  

38


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

39


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, 2022 through October 31, 2022, 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, 2022
  Ending
Account Value
October 31, 2022
  Expenses paid
during the period
May 1, 2022
through
October 31, 2022
  Beginning
Account Value
May 1, 2022
  Ending
Account Value
October 31, 2022
  Expenses paid
during the period
May 1, 2022
through
October 31, 2022
  Annualized
expense
ratio
The Hartford Capital Appreciation Fund
Class A $ 1,000.00   $  937.30   $  5.13   $ 1,000.00   $ 1,019.91   $  5.35   1.05%
Class C $ 1,000.00   $  933.70   $  8.92   $ 1,000.00   $ 1,015.98   $  9.30   1.83%
Class I $ 1,000.00   $  938.60   $  3.81   $ 1,000.00   $ 1,021.27   $  3.97   0.78%
Class R3 $ 1,000.00   $  935.50   $  6.88   $ 1,000.00   $ 1,018.10   $  7.17   1.41%
Class R4 $ 1,000.00   $  937.10   $  5.37   $ 1,000.00   $ 1,019.66   $  5.60   1.10%
Class R5 $ 1,000.00   $  938.50   $  3.86   $ 1,000.00   $ 1,021.22   $  4.02   0.79%
Class R6 $ 1,000.00   $  939.00   $  3.42   $ 1,000.00   $ 1,021.68   $  3.57   0.70%
Class Y $ 1,000.00   $  938.50   $  3.91   $ 1,000.00   $ 1,021.17   $  4.08   0.80%
Class F $ 1,000.00   $  939.10   $  3.37   $ 1,000.00   $ 1,021.68   $  3.52   0.69%
Hartford Core Equity Fund
Class A $ 1,000.00   $  954.40   $  3.50   $ 1,000.00   $ 1,021.63   $  3.62   0.71%
Class C $ 1,000.00   $  950.70   $  7.13   $ 1,000.00   $ 1,017.90   $  7.38   1.45%
Class I $ 1,000.00   $  955.50   $  2.27   $ 1,000.00   $ 1,022.89   $  2.35   0.46%
Class R3 $ 1,000.00   $  952.50   $  5.36   $ 1,000.00   $ 1,019.71   $  5.55   1.09%
Class R4 $ 1,000.00   $  954.30   $  3.55   $ 1,000.00   $ 1,021.58   $  3.67   0.72%
Class R5 $ 1,000.00   $  955.60   $  2.27   $ 1,000.00   $ 1,022.89   $  2.35   0.46%
Class R6 $ 1,000.00   $  956.00   $  1.77   $ 1,000.00   $ 1,023.39   $  1.84   0.36%
Class Y $ 1,000.00   $  955.80   $  2.17   $ 1,000.00   $ 1,022.99   $  2.24   0.44%
Class F $ 1,000.00   $  956.00   $  1.77   $ 1,000.00   $ 1,023.39   $  1.84   0.36%

40


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

  Actual Return   Hypothetical (5% return before expenses)
  Beginning
Account Value
May 1, 2022
  Ending
Account Value
October 31, 2022
  Expenses paid
during the period
May 1, 2022
through
October 31, 2022
  Beginning
Account Value
May 1, 2022
  Ending
Account Value
October 31, 2022
  Expenses paid
during the period
May 1, 2022
through
October 31, 2022
  Annualized
expense
ratio
The Hartford Dividend and Growth Fund
Class A $ 1,000.00   $  958.80   $  4.79   $ 1,000.00   $ 1,020.32   $  4.94   0.97%
Class C $ 1,000.00   $  954.80   $  8.62   $ 1,000.00   $ 1,016.38   $  8.89   1.75%
Class I $ 1,000.00   $  960.20   $  3.61   $ 1,000.00   $ 1,021.53   $  3.72   0.73%
Class R3 $ 1,000.00   $  956.80   $  6.71   $ 1,000.00   $ 1,018.35   $  6.92   1.36%
Class R4 $ 1,000.00   $  958.50   $  5.18   $ 1,000.00   $ 1,019.91   $  5.35   1.05%
Class R5 $ 1,000.00   $  959.90   $  3.66   $ 1,000.00   $ 1,021.48   $  3.77   0.74%
Class R6 $ 1,000.00   $  960.50   $  3.11   $ 1,000.00   $ 1,022.03   $  3.21   0.63%
Class Y $ 1,000.00   $  960.20   $  3.41   $ 1,000.00   $ 1,021.73   $  3.52   0.69%
Class F $ 1,000.00   $  960.60   $  3.11   $ 1,000.00   $ 1,022.03   $  3.21   0.63%
The Hartford Equity Income Fund
Class A $ 1,000.00   $  999.30   $  4.94   $ 1,000.00   $ 1,020.27   $  4.99   0.98%
Class C $ 1,000.00   $  995.10   $  8.75   $ 1,000.00   $ 1,016.43   $  8.84   1.74%
Class I $ 1,000.00   $ 1,000.50   $  3.73   $ 1,000.00   $ 1,021.48   $  3.77   0.74%
Class R3 $ 1,000.00   $  997.20   $  6.80   $ 1,000.00   $ 1,018.40   $  6.87   1.35%
Class R4 $ 1,000.00   $  998.80   $  5.39   $ 1,000.00   $ 1,019.81   $  5.45   1.07%
Class R5 $ 1,000.00   $ 1,000.00   $  3.73   $ 1,000.00   $ 1,021.48   $  3.77   0.74%
Class R6 $ 1,000.00   $ 1,001.00   $  3.28   $ 1,000.00   $ 1,021.93   $  3.31   0.65%
Class Y $ 1,000.00   $ 1,000.10   $  3.73   $ 1,000.00   $ 1,021.48   $  3.77   0.74%
Class F $ 1,000.00   $ 1,000.60   $  3.23   $ 1,000.00   $ 1,021.93   $  3.26   0.64%
The Hartford Growth Opportunities Fund
Class A $ 1,000.00   $  877.90   $  5.16   $ 1,000.00   $ 1,019.71   $  5.55   1.09%
Class C $ 1,000.00   $  874.70   $  8.74   $ 1,000.00   $ 1,015.88   $  9.40   1.85%
Class I $ 1,000.00   $  879.40   $  3.89   $ 1,000.00   $ 1,021.07   $  4.18   0.82%
Class R3 $ 1,000.00   $  876.60   $  6.81   $ 1,000.00   $ 1,017.95   $  7.32   1.44%
Class R4 $ 1,000.00   $  878.00   $  5.30   $ 1,000.00   $ 1,019.56   $  5.70   1.12%
Class R5 $ 1,000.00   $  879.20   $  3.98   $ 1,000.00   $ 1,020.97   $  4.28   0.84%
Class R6 $ 1,000.00   $  879.80   $  3.51   $ 1,000.00   $ 1,021.48   $  3.77   0.74%
Class Y $ 1,000.00   $  879.30   $  3.93   $ 1,000.00   $ 1,021.02   $  4.23   0.83%
Class F $ 1,000.00   $  879.60   $  3.51   $ 1,000.00   $ 1,021.48   $  3.77   0.74%
The Hartford Healthcare Fund
Class A $ 1,000.00   $ 1,005.50   $  6.42   $ 1,000.00   $ 1,018.80   $  6.46   1.27%
Class C $ 1,000.00   $ 1,001.60   $ 10.24   $ 1,000.00   $ 1,014.97   $ 10.31   2.03%
Class I $ 1,000.00   $ 1,006.90   $  5.01   $ 1,000.00   $ 1,020.21   $  5.04   0.99%
Class R3 $ 1,000.00   $ 1,004.00   $  8.13   $ 1,000.00   $ 1,017.09   $  8.19   1.61%
Class R4 $ 1,000.00   $ 1,005.50   $  6.52   $ 1,000.00   $ 1,018.70   $  6.56   1.29%
Class R5 $ 1,000.00   $ 1,006.80   $  5.11   $ 1,000.00   $ 1,020.11   $  5.14   1.01%
Class R6 $ 1,000.00   $ 1,007.60   $  4.56   $ 1,000.00   $ 1,020.67   $  4.58   0.90%
Class Y $ 1,000.00   $ 1,006.90   $  5.11   $ 1,000.00   $ 1,020.11   $  5.14   1.01%
Class F $ 1,000.00   $ 1,007.40   $  4.56   $ 1,000.00   $ 1,020.67   $  4.58   0.90%
The Hartford MidCap Fund
Class A $ 1,000.00   $  926.00   $  5.34   $ 1,000.00   $ 1,019.66   $  5.60   1.10%
Class C $ 1,000.00   $  922.30   $  8.96   $ 1,000.00   $ 1,015.88   $  9.40   1.85%
Class I $ 1,000.00   $  927.20   $  4.18   $ 1,000.00   $ 1,020.87   $  4.38   0.86%
Class R3 $ 1,000.00   $  924.40   $  7.03   $ 1,000.00   $ 1,017.90   $  7.38   1.45%
Class R4 $ 1,000.00   $  925.80   $  5.49   $ 1,000.00   $ 1,019.51   $  5.75   1.13%
Class R5 $ 1,000.00   $  927.20   $  4.13   $ 1,000.00   $ 1,020.92   $  4.33   0.85%
Class R6 $ 1,000.00   $  927.60   $  3.60   $ 1,000.00   $ 1,021.48   $  3.77   0.74%
Class Y $ 1,000.00   $  927.40   $  3.89   $ 1,000.00   $ 1,021.17   $  4.08   0.80%
Class F $ 1,000.00   $  927.60   $  3.60   $ 1,000.00   $ 1,021.48   $  3.77   0.74%

41


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

  Actual Return   Hypothetical (5% return before expenses)
  Beginning
Account Value
May 1, 2022
  Ending
Account Value
October 31, 2022
  Expenses paid
during the period
May 1, 2022
through
October 31, 2022
  Beginning
Account Value
May 1, 2022
  Ending
Account Value
October 31, 2022
  Expenses paid
during the period
May 1, 2022
through
October 31, 2022
  Annualized
expense
ratio
The Hartford MidCap Value Fund
Class A $ 1,000.00   $  953.30   $  5.76   $ 1,000.00   $ 1,019.26   $  5.95   1.17%
Class C $ 1,000.00   $  950.00   $  9.63   $ 1,000.00   $ 1,015.32   $  9.96   1.96%
Class I $ 1,000.00   $  954.50   $  4.33   $ 1,000.00   $ 1,020.77   $  4.48   0.88%
Class R3 $ 1,000.00   $  952.10   $  7.33   $ 1,000.00   $ 1,017.69   $  7.58   1.49%
Class R4 $ 1,000.00   $  953.40   $  5.86   $ 1,000.00   $ 1,019.21   $  6.06   1.19%
Class R5 $ 1,000.00   $  954.70   $  4.38   $ 1,000.00   $ 1,020.72   $  4.53   0.89%
Class R6(1) $ 1,000.00   $  955.90   $ 2.70(2)   $ 1,000.00   $ 1,021.32   $ 3.92(3)   0.77%
Class Y $ 1,000.00   $  954.80   $  4.33   $ 1,000.00   $ 1,020.77   $  4.48   0.88%
Class F $ 1,000.00   $  955.60   $  3.80   $ 1,000.00   $ 1,021.32   $  3.92   0.77%
Hartford Quality Value Fund
Class A $ 1,000.00   $  966.50   $  4.71   $ 1,000.00   $ 1,020.42   $  4.84   0.95%
Class C $ 1,000.00   $  962.50   $  8.46   $ 1,000.00   $ 1,016.59   $  8.69   1.71%
Class I $ 1,000.00   $  968.00   $  3.27   $ 1,000.00   $ 1,021.88   $  3.36   0.66%
Class R3 $ 1,000.00   $  965.50   $  5.85   $ 1,000.00   $ 1,019.26   $  6.01   1.18%
Class R4 $ 1,000.00   $  966.70   $  4.36   $ 1,000.00   $ 1,020.77   $  4.48   0.88%
Class R5 $ 1,000.00   $  967.80   $  3.13   $ 1,000.00   $ 1,022.03   $  3.21   0.63%
Class R6 $ 1,000.00   $  969.00   $  2.28   $ 1,000.00   $ 1,022.89   $  2.35   0.46%
Class Y $ 1,000.00   $  968.60   $  2.83   $ 1,000.00   $ 1,022.33   $  2.91   0.57%
Class F $ 1,000.00   $  968.70   $  2.28   $ 1,000.00   $ 1,022.89   $  2.35   0.46%
The Hartford Small Cap Growth Fund
Class A $ 1,000.00   $  961.10   $  6.33   $ 1,000.00   $ 1,018.75   $  6.51   1.28%
Class C $ 1,000.00   $  957.70   $  9.87   $ 1,000.00   $ 1,015.12   $ 10.16   2.00%
Class I $ 1,000.00   $  963.10   $  4.41   $ 1,000.00   $ 1,020.72   $  4.53   0.89%
Class R3 $ 1,000.00   $  960.00   $  7.51   $ 1,000.00   $ 1,017.54   $  7.73   1.52%
Class R4 $ 1,000.00   $  961.40   $  6.03   $ 1,000.00   $ 1,019.06   $  6.21   1.22%
Class R5 $ 1,000.00   $  963.00   $  4.60   $ 1,000.00   $ 1,020.52   $  4.74   0.93%
Class R6 $ 1,000.00   $  963.20   $  4.06   $ 1,000.00   $ 1,021.07   $  4.18   0.82%
Class Y $ 1,000.00   $  963.20   $  4.36   $ 1,000.00   $ 1,020.77   $  4.48   0.88%
Class F $ 1,000.00   $  963.40   $  4.01   $ 1,000.00   $ 1,021.12   $  4.13   0.81%
Hartford Small Cap Value Fund
Class A $ 1,000.00   $  992.20   $  6.63   $ 1,000.00   $ 1,018.55   $  6.72   1.32% (4)
Class C $ 1,000.00   $  989.80   $ 10.28   $ 1,000.00   $ 1,014.87   $ 10.41   2.05% (4)
Class I $ 1,000.00   $  994.80   $  5.13   $ 1,000.00   $ 1,020.06   $  5.19   1.02% (4)
Class R3 $ 1,000.00   $  991.70   $  7.43   $ 1,000.00   $ 1,017.74   $  7.53   1.48%
Class R4 $ 1,000.00   $  992.60   $  6.23   $ 1,000.00   $ 1,018.95   $  6.31   1.24% (4)
Class R5 $ 1,000.00   $  995.10   $  4.68   $ 1,000.00   $ 1,020.52   $  4.74   0.93% (4)
Class R6 $ 1,000.00   $  995.10   $  4.02   $ 1,000.00   $ 1,021.17   $  4.08   0.80%
Class Y $ 1,000.00   $  995.00   $  4.28   $ 1,000.00   $ 1,020.92   $  4.33   0.85%
Class F $ 1,000.00   $  994.80   $  4.02   $ 1,000.00   $ 1,021.17   $  4.08   0.80%

42


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

  Actual Return   Hypothetical (5% return before expenses)
  Beginning
Account Value
May 1, 2022
  Ending
Account Value
October 31, 2022
  Expenses paid
during the period
May 1, 2022
through
October 31, 2022
  Beginning
Account Value
May 1, 2022
  Ending
Account Value
October 31, 2022
  Expenses paid
during the period
May 1, 2022
through
October 31, 2022
  Annualized
expense
ratio
The Hartford Small Company Fund
Class A $ 1,000.00   $  935.70   $  6.29   $ 1,000.00   $ 1,018.70   $  6.56   1.29%
Class C $ 1,000.00   $  932.40   $ 10.32   $ 1,000.00   $ 1,014.52   $ 10.76   2.12%
Class I $ 1,000.00   $  937.20   $  4.84   $ 1,000.00   $ 1,020.16   $  5.04   0.99%
Class R3 $ 1,000.00   $  934.20   $  7.80   $ 1,000.00   $ 1,017.14   $  8.13   1.60%
Class R4 $ 1,000.00   $  935.50   $  6.34   $ 1,000.00   $ 1,018.65   $  6.61   1.30%
Class R5 $ 1,000.00   $  937.10   $  4.88   $ 1,000.00   $ 1,020.16   $  5.09   1.00%
Class R6 $ 1,000.00   $  937.60   $  4.30   $ 1,000.00   $ 1,020.77   $  4.48   0.88%
Class Y $ 1,000.00   $  936.60   $  4.78   $ 1,000.00   $ 1,020.27   $  4.99   0.98%
Class F $ 1,000.00   $  937.90   $  4.30   $ 1,000.00   $ 1,020.77   $  4.48   0.88%
    
(1) Class R6 of The Hartford MidCap Value Fund commenced operations on June 22, 2022.
(2) Expenses paid during the period June 22, 2022 through October 31, 2022.
(3) Please note that while The Hartford MidCap Value Fund's Class R6 commenced operations on June 22, 2022, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that the annualized expense ratio for Class R6 shares was in effect during the period May 1, 2022 to October 31, 2022.
(4) The annualized expense ratio is representative of the period from May 1, 2022 through October 31, 2022. The annualized expense ratio does not fully reflect the contractual expense limitation arrangement as this arrangement is based on the entire fiscal year and not the six-month period. As such, the annualized expense ratio exceeds the amount of the contractual expense limitation arrangement for this share class of the Fund for purposes of the hypothetical example. Please see the accompanying Financial Highlights for the expense ratio for the year ended October 31, 2022.

43


The Hartford Capital Appreciation Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 96.7%
  Automobiles & Components - 0.6%
   166,820 Thor Industries, Inc. $    13,590,826
   161,190 Visteon Corp.*    21,030,459
      34,621,285
  Banks - 2.3%
   405,730 Bank of Nova Scotia     19,604,874
   973,474 Cadence Bank     26,916,556
326,570 JP Morgan Chase & Co. 41,108,631
359,651 Western Alliance Bancorp 24,157,758
351,049 Zions Bancorp NA 18,233,485
      130,021,304
  Capital Goods - 9.9%
558,792 AerCap Holdings N.V.* 29,845,081
232,930 AMETEK, Inc. 30,201,704
39,779 Axon Enterprise, Inc.* 5,785,458
440,728 Builders FirstSource, Inc.* 27,175,289
147,299 HEICO Corp. 23,956,709
806,800 HF Global, Inc.*(1)(2) 15,619,648
376,637 Honeywell International, Inc. 76,841,481
144,230 IDEX Corp. 32,063,771
174,178 John Bean Technologies Corp. 15,885,034
1,057,109 Johnson Controls International plc 61,143,185
35,790 Lockheed Martin Corp. 17,418,277
235,843 Middleby Corp.* 32,985,002
113,591 Northrop Grumman Corp. 62,362,595
705,213 Otis Worldwide Corp. 49,816,246
150,929 Snap-on, Inc. 33,513,784
675,290 Spirit AeroSystems Holdings, Inc. Class A 15,639,716
361,900 Westinghouse Air Brake Technologies Corp. 33,758,032
      564,011,012
  Commercial & Professional Services - 1.9%
188,197 Clean Harbors, Inc.* 23,046,605
95,468 Copart, Inc.* 10,980,729
236,411 CoStar Group, Inc.* 19,555,918
268,308 Leidos Holdings, Inc. 27,257,410
160,414 Verisk Analytics, Inc. Class A 29,328,491
      110,169,153
  Consumer Durables & Apparel - 3.1%
440,454 Lennar Corp. Class A 35,544,638
133,647 Lululemon Athletica, Inc.* 43,975,209
739,007 NIKE, Inc. Class B 68,491,169
2,973 NVR, Inc.* 12,598,830
588,938 Steven Madden Ltd. 17,591,578
      178,201,424
  Consumer Services - 2.9%
203,392 Airbnb, Inc. Class A* 21,744,639
1,603,154 Denny's Corp.* 18,163,735
46,090 Domino's Pizza, Inc. 15,312,941
685,372 DraftKings, Inc. Class A*(3) 10,828,878
295,080 Hilton Worldwide Holdings, Inc. 39,912,521
223,587 McDonald's Corp. 60,963,231
      166,925,945
  Diversified Financials - 4.4%
514,041 American Express Co. 76,309,386
545,025 Bank of New York Mellon Corp. 22,951,003
37,260 BlackRock, Inc. 24,066,607
54,772 CME Group, Inc. 9,491,988
80,061 Moody's Corp. 21,205,757
321,684 Morgan Stanley 26,432,774
193,392 T Rowe Price Group, Inc. 20,530,495
Shares or Principal Amount   Market Value†
COMMON STOCKS - 96.7% - (continued)
  Diversified Financials - 4.4% - (continued)
   363,717 Tradeweb Markets, Inc. Class A $    20,033,532
   431,945 Voya Financial, Inc.    29,527,760
      250,549,302
  Energy - 2.6%
   596,447 Cenovus Energy, Inc.     12,048,229
    60,204 Cheniere Energy, Inc.     10,620,588
167,304 Chevron Corp. 30,265,294
128,722 Diamondback Energy, Inc. 20,223,513
89,678 EOG Resources, Inc. 12,242,841
833,288 Marathon Oil Corp. 25,373,620
655,068 TotalEnergies SE ADR 35,878,074
      146,652,159
  Food & Staples Retailing - 0.8%
793,124 U.S. Foods Holding Corp.* 23,603,370
163,326 Walmart, Inc. 23,246,190
      46,849,560
  Food, Beverage & Tobacco - 4.0%
1,089,541 Coca-Cola Co. 65,209,029
465,849 General Mills, Inc. 38,003,961
130,903 Monster Beverage Corp.* 12,268,229
396,956 PepsiCo., Inc. 72,079,271
418,984 Philip Morris International, Inc. 38,483,680
      226,044,170
  Health Care Equipment & Services - 9.9%
585,745 Baxter International, Inc. 31,835,241
162,925 DexCom, Inc.* 19,678,082
472,533 Encompass Health Corp. 25,724,697
35,599 Humana, Inc. 19,867,090
152,731 Insulet Corp.* 39,528,310
406,054 Integra LifeSciences Holdings Corp.* 20,404,213
205,771 Intuitive Surgical, Inc.* 50,716,378
1,082,519 Medtronic plc 94,547,209
77,089 Molina Healthcare, Inc.* 27,664,159
265,974 Stryker Corp. 60,971,880
38,099 Teleflex, Inc. 8,174,521
253,763 UnitedHealth Group, Inc. 140,876,529
156,714 Veeva Systems, Inc. Class A* 26,318,549
      566,306,858
  Household & Personal Products - 2.7%
1,321,606 Colgate-Palmolive Co. 97,587,387
425,266 Procter & Gamble Co. 57,270,572
      154,857,959
  Insurance - 6.7%
5,496,348 Aegon N.V. 25,338,164
424,468 Brown & Brown, Inc. 24,954,474
324,947 Chubb Ltd. 69,827,861
236,863 Globe Life, Inc. 27,362,414
133,188 Hanover Insurance Group, Inc. 19,510,710
657,094 Kemper Corp. 31,323,671
412,995 Marsh & McLennan Cos., Inc. 66,694,562
852,142 MetLife, Inc. 62,385,316
647,839 Principal Financial Group, Inc. 57,094,051
      384,491,223
  Materials - 4.6%
72,950 Albemarle Corp. 20,416,516
445,317 Celanese Corp. Class A 42,803,870
401,290 Ecolab, Inc. 63,030,620
534,641 FMC Corp. 63,568,815
 
The accompanying notes are an integral part of these financial statements.

44


The Hartford Capital Appreciation Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 96.7% - (continued)
  Materials - 4.6% - (continued)
   210,543 Linde plc $    62,604,961
   111,867 Nutrien Ltd.     9,452,762
      261,877,544
  Media & Entertainment - 5.0%
   874,986 Alphabet, Inc. Class A*     82,694,927
   682,342 Cargurus, Inc.*      9,934,900
754,310 Comcast Corp. Class A 23,941,800
150,245 Meta Platforms, Inc. Class A* 13,996,824
110,081 Netflix, Inc.* 32,130,442
893,120 Omnicom Group, Inc. 64,974,480
96,735 Roku, Inc.* 5,372,662
103,661 Spotify Technology S.A.* 8,353,003
76,784 Take-Two Interactive Software, Inc.* 9,097,368
209,061 Walt Disney Co.* 22,273,359
350,451 ZoomInfo Technologies, Inc. Class A* 15,605,583
      288,375,348
  Pharmaceuticals, Biotechnology & Life Sciences - 7.3%
135,289 Agilent Technologies, Inc. 18,717,233
40,324 Alnylam Pharmaceuticals, Inc.* 8,357,552
134,713 Apellis Pharmaceuticals, Inc.* 8,148,789
792,503 AstraZeneca plc ADR 46,607,101
436,742 Danaher Corp. 109,914,859
97,495 Eli Lilly & Co. 35,301,965
350,713 Exact Sciences Corp.* 12,197,798
78,783 Jazz Pharmaceuticals plc* 11,328,208
294,440 Johnson & Johnson 51,223,727
1,628,620 Pfizer, Inc. 75,812,261
225,170 PTC Therapeutics, Inc.* 8,515,929
348,841 Syneos Health, Inc.* 17,574,610
186,499 Ultragenyx Pharmaceutical, Inc.* 7,545,750
25,762 Vertex Pharmaceuticals, Inc.* 8,037,744
      419,283,526
  Real Estate - 2.9%
320,125 American Tower Corp. REIT 66,326,699
55,197 AvalonBay Communities, Inc. REIT 9,666,099
592,948 Gaming and Leisure Properties, Inc. REIT 29,718,554
222,650 Ryman Hospitality Properties, Inc. REIT 19,798,038
962,925 VICI Properties, Inc. REIT 30,832,858
148,597 Welltower, Inc. REIT 9,070,361
      165,412,609
  Retailing - 4.7%
706,657 Amazon.com, Inc.* 72,389,943
15,275 AutoZone, Inc.* 38,689,742
273,282 Chewy, Inc. Class A*(3) 10,584,212
104,552 Etsy, Inc.* 9,818,478
305,689 Monro, Inc. 14,596,650
150,673 Ross Stores, Inc. 14,417,899
1,234,520 TJX Cos., Inc. 89,008,892
316,327 Tory Burch LLC*(1)(2) 9,546,739
24,667 Ulta Beauty, Inc.* 10,344,600
      269,397,155
  Semiconductors & Semiconductor Equipment - 1.1%
80,804 First Solar, Inc.* 11,762,638
173,567 MKS Instruments, Inc. 14,258,529
96,546 NVIDIA Corp. 13,030,814
38,087 SolarEdge Technologies, Inc.* 8,761,153
94,168 Synaptics, Inc.* 8,343,285
70,756 Universal Display Corp. 6,737,386
      62,893,805
  Software & Services - 12.4%
186,445 Accenture plc Class A 52,931,735
Shares or Principal Amount   Market Value†
COMMON STOCKS - 96.7% - (continued)
  Software & Services - 12.4% - (continued)
   315,305 Block, Inc.* $    18,940,371
   457,399 Cognizant Technology Solutions Corp. Class A     28,473,088
    89,357 Datadog, Inc. Class A*      7,194,132
   286,546 Dynatrace, Inc.*     10,097,881
   526,811 Fidelity National Information Services, Inc.     43,720,045
    97,548 Five9, Inc.*      5,878,242
267,153 Genpact Ltd. 12,956,921
92,054 Guidewire Software, Inc.* 5,468,928
57,580 Intuit, Inc. 24,615,450
237,046 Mastercard, Inc. Class A 77,793,756
568,061 Microsoft Corp. 131,864,000
46,238 MongoDB, Inc. Class A* 8,462,941
160,207 Okta, Inc.* 8,990,817
138,390 Palo Alto Networks, Inc.* 23,746,340
74,462 Paycom Software, Inc.* 25,763,852
11,816 Rubicon Earnout Shares*(1)(2) 4,514
157,544 Rubicon Technology, Inc. Class B*(1)(2) 270,818
157,544 Rubicon Technology, Inc. Class V*(1)(2)
157,544 Rubicon TRA Placeholder(1)(2) 56,716
62,894 salesforce.com, Inc.* 10,225,935
12,640 Sharecare, Inc. Earnout Shares*(1)(2) 2,427
151,750 Shopify, Inc. Class A* 5,194,403
102,994 Synopsys, Inc.* 30,130,895
523,551 Visa, Inc. Class A 108,458,825
1,366,735 Western Union Co. 18,464,590
82,890 WEX, Inc.* 13,605,565
215,867 Workday, Inc. Class A* 33,636,396
      706,949,583
  Technology Hardware & Equipment - 4.5%
446,972 Apple, Inc. 68,538,686
249,462 Arista Networks, Inc.* 30,149,977
239,254 CDW Corp. 41,345,484
618,912 Cisco Systems, Inc. 28,117,172
214,756 Coherent Corp.* 7,217,949
152,472 F5, Inc.* 21,789,774
575,151 Flex Ltd.* 11,261,457
369,206 Lumentum Holdings, Inc.* 27,487,387
13,600 Mobileye Global, Inc. Class A* 358,768
609,734 National Instruments Corp. 23,279,644
      259,546,298
  Transportation - 1.6%
76,156 J.B. Hunt Transport Services, Inc. 13,028,007
1,046,451 Southwest Airlines Co.* 38,038,494
201,760 Union Pacific Corp. 39,774,966
      90,841,467
  Utilities - 0.8%
305,543 Dominion Energy, Inc. 21,378,843
353,285 Eversource Energy 26,948,580
      48,327,423
  Total Common Stocks
(cost $5,182,387,985)
  $ 5,532,606,112
CONVERTIBLE PREFERRED STOCKS - 0.0%
  Software & Services - 0.0%
566,622 Essence Group Holdings Corp. Series 3*(1)(2) $ 1,337,228
77,707 Lookout, Inc. Series F*(1)(2) 613,885
  Total Convertible Preferred Stocks
(cost $1,783,654)
  $  1,951,113
 
The accompanying notes are an integral part of these financial statements.

45


The Hartford Capital Appreciation Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
EXCHANGE-TRADED FUNDS - 1.1%
  Other Investment Pools & Funds - 1.1%
   219,998 iShares Russell 1000 Growth ETF $    48,967,155
    75,438 Vanguard Mega Cap Growth ETF     13,645,980
      62,613,135
  Total Exchange-Traded Funds
(cost $63,673,981)
  $  62,613,135
  Total Long-Term Investments
(cost $5,247,845,620)
  $ 5,597,170,360
SHORT-TERM INVESTMENTS - 1.4%
  Repurchase Agreements - 1.1%
$   63,260,761 Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $63,266,050; collateralized by U.S. Treasury Note at 2.375%, maturing 08/15/2024, with a market value of $10,102,624 and collateralized by U.S. Treasury Note at 0.375%, maturing 08/15/2024, with a market value of $23,247,166 and collateralized by U.S. Treasury Note at 1.500%, maturing 09/30/2024, with a market value of $23,694,037 and collateralized by U.S. Treasury Infaltion Index Note at 0.125%, maturing 10/15/2024, with a market value of $7,482,159 $    63,260,761
  Securities Lending Collateral - 0.3%
2,494,319 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(4) 2,494,319
8,314,396 HSBC US Government Money Market Fund, 3.09%(4) 8,314,396
2,494,319 Invesco Government & Agency Portfolio, Institutional Class, 3.07%(4) 2,494,319
2,494,319 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(4) 2,494,319
      15,797,353
  Total Short-Term Investments
(cost $79,058,114)
$  79,058,114
  Total Investments
(cost $5,326,903,734)
99.2% $ 5,676,228,474
  Other Assets and Liabilities 0.8% 46,878,297
  Total Net Assets 100.0% $ 5,723,106,771
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $27,451,975 or 0.5% of net assets.
    
Period
Acquired
  Security Name   Shares/
Par Value
  Total Cost   Market Value
05/2014   Essence Group Holdings Corp. Series 3 Convertible Preferred   566,622   $  895,999   $  1,337,228
06/2015   HF Global, Inc.   806,800   10,846,942   15,619,648
07/2014   Lookout, Inc. Series F Convertible Preferred   77,707   887,655   613,885
09/2015   Rubicon Earnout Shares   11,816     4,514
09/2015   Rubicon Technology, Inc. Class V   157,544    
09/2015   Rubicon Technology, Inc. Class B   157,544   673,447   270,818
09/2015   Rubicon TRA Placeholder   157,544     56,716
07/2021   Sharecare, Inc. Earnout Shares   12,640     2,427
11/2013   Tory Burch LLC   316,327   24,792,580   9,546,739
            $ 38,096,623   $ 27,451,975
    
(2) Investment valued using significant unobservable inputs.
(3) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(4) Current yield as of period end.
 
Futures Contracts Outstanding at October 31, 2022
Description   Number of
Contracts
  Expiration
Date
  Current
Notional
Amount
  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
Nasdaq 100 E-MINI Future   401   12/16/2022   $ 91,806,945   $ (3,889,068)
Total futures contracts   $ (3,889,068)
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.

46


The Hartford Capital Appreciation Fund
Schedule of Investments – (continued)
October 31, 2022  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components   $  34,621,285   $  34,621,285   $  —   $  —
Banks   130,021,304   130,021,304    
Capital Goods   564,011,012   548,391,364     15,619,648
Commercial & Professional Services   110,169,153   110,169,153    
Consumer Durables & Apparel   178,201,424   178,201,424    
Consumer Services   166,925,945   166,925,945    
Diversified Financials   250,549,302   250,549,302    
Energy   146,652,159   146,652,159    
Food & Staples Retailing   46,849,560   46,849,560    
Food, Beverage & Tobacco   226,044,170   226,044,170    
Health Care Equipment & Services   566,306,858   566,306,858    
Household & Personal Products   154,857,959   154,857,959    
Insurance   384,491,223   384,491,223    
Materials   261,877,544   261,877,544    
Media & Entertainment   288,375,348   288,375,348    
Pharmaceuticals, Biotechnology & Life Sciences   419,283,526   419,283,526    
Real Estate   165,412,609   165,412,609    
Retailing   269,397,155   259,850,416     9,546,739
Semiconductors & Semiconductor Equipment   62,893,805   62,893,805    
Software & Services   706,949,583   706,615,108     334,475
Technology Hardware & Equipment   259,546,298   259,546,298    
Transportation   90,841,467   90,841,467    
Utilities   48,327,423   48,327,423    
Convertible Preferred Stocks   1,951,113       1,951,113
Exchange-Traded Funds   62,613,135   62,613,135    
Short-Term Investments   79,058,114   15,797,353   63,260,761  
Total   $ 5,676,228,474   $ 5,585,515,738   $ 63,260,761   $ 27,451,975
Liabilities                
Futures Contracts(2)   $  (3,889,068)   $  (3,889,068)   $  —   $  —
Total   $  (3,889,068)   $  (3,889,068)   $  —   $  —
    
(1) For the year ended October 31, 2022, investments valued at $37,515 were transferred into Level 3 due to the unavailability of significant observable inputs. There were no transfers out of Level 3.
(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
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, 2022 is not presented.
The accompanying notes are an integral part of these financial statements.

47


Hartford Core Equity Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.1%
  Automobiles & Components - 1.5%
 5,757,252 Ford Motor Co. $    76,974,459
   300,845 Tesla, Inc.*    68,454,272
      145,428,731
  Banks - 5.1%
 4,954,659 Bank of America Corp.   178,565,910
 1,763,413 JP Morgan Chase & Co.   221,978,429
545,783 PNC Financial Services Group, Inc. 88,324,063
      488,868,402
  Capital Goods - 8.2%
900,449 AMETEK, Inc. 116,752,217
351,763 Deere & Co. 139,234,831
970,630 Fortune Brands Home & Security, Inc. 58,548,402
473,626 IDEX Corp. 105,291,796
517,951 Illinois Tool Works, Inc. 110,598,077
1,984,015 Johnson Controls International plc 114,755,428
1,525,826 Raytheon Technologies Corp. 144,678,821
      789,859,572
  Commercial & Professional Services - 1.6%
882,937 Leidos Holdings, Inc. 89,697,570
500,043 Republic Services, Inc. 66,315,702
      156,013,272
  Consumer Durables & Apparel - 1.1%
1,123,903 NIKE, Inc. Class B 104,163,330
  Consumer Services - 2.1%
395,531 Airbnb, Inc. Class A* 42,286,219
597,809 McDonald's Corp. 162,998,602
      205,284,821
  Diversified Financials - 4.2%
985,818 American Express Co. 146,344,682
1,239,646 Charles Schwab Corp. 98,762,597
1,990,992 Morgan Stanley 163,599,813
      408,707,092
  Energy - 4.0%
1,118,642 ConocoPhillips 141,049,570
1,796,773 EOG Resources, Inc. 245,295,450
      386,345,020
  Food & Staples Retailing - 1.3%
1,416,245 Sysco Corp. 122,590,167
  Food, Beverage & Tobacco - 2.8%
595,301 Constellation Brands, Inc. Class A 147,086,971
1,362,546 Monster Beverage Corp.* 127,697,811
      274,784,782
  Health Care Equipment & Services - 8.4%
946,711 Abbott Laboratories 93,667,586
1,532,995 Baxter International, Inc. 83,318,278
491,491 Becton Dickinson and Co. 115,977,131
1,440,042 Hologic, Inc.* 97,634,848
360,431 Laboratory Corp. of America Holdings 79,965,222
609,822 UnitedHealth Group, Inc. 338,542,683
      809,105,748
  Household & Personal Products - 3.1%
1,268,271 Colgate-Palmolive Co. 93,649,131
1,539,765 Procter & Gamble Co. 207,360,152
      301,009,283
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.1% - (continued)
  Insurance - 2.4%
   606,801 Chubb Ltd. $   130,395,467
   808,528 Progressive Corp.   103,814,995
      234,210,462
  Materials - 1.0%
   844,147 PPG Industries, Inc.    96,384,704
  Media & Entertainment - 5.9%
4,595,561 Alphabet, Inc. Class A* 434,326,470
1,271,194 Walt Disney Co.* 135,433,009
      569,759,479
  Pharmaceuticals, Biotechnology & Life Sciences - 10.0%
497,261 Danaher Corp. 125,145,676
601,615 Eli Lilly & Co. 217,838,775
4,065,208 Pfizer, Inc. 189,235,432
207,798 Regeneron Pharmaceuticals, Inc.* 155,588,753
308,405 Thermo Fisher Scientific, Inc. 158,510,918
402,469 Vertex Pharmaceuticals, Inc.* 125,570,328
      971,889,882
  Real Estate - 1.7%
407,385 AvalonBay Communities, Inc. REIT 71,341,261
803,953 Prologis, Inc. REIT 89,037,795
      160,379,056
  Retailing - 5.2%
3,156,415 Amazon.com, Inc.* 323,343,153
2,438,329 TJX Cos., Inc. 175,803,521
      499,146,674
  Semiconductors & Semiconductor Equipment - 4.5%
980,314 Advanced Micro Devices, Inc.* 58,877,659
301,301 KLA Corp. 95,346,701
246,301 NVIDIA Corp. 33,243,246
801,030 QUALCOMM, Inc. 94,249,190
932,778 Texas Instruments, Inc. 149,832,130
      431,548,926
  Software & Services - 11.4%
850,810 Fidelity National Information Services, Inc. 70,608,722
560,422 Global Payments, Inc. 64,033,818
1,005,637 GoDaddy, Inc. Class A* 80,853,215
498,974 Mastercard, Inc. Class A 163,753,287
2,031,142 Microsoft Corp. 471,488,992
486,156 Palo Alto Networks, Inc.* 83,419,508
705,303 salesforce.com, Inc.* 114,675,215
333,218 Workday, Inc. Class A* 51,922,029
      1,100,754,786
  Technology Hardware & Equipment - 10.3%
3,234,143 Apple, Inc. 495,923,488
607,352 CDW Corp. 104,956,499
2,615,047 Corning, Inc. 84,126,062
507,932 F5, Inc.* 72,588,562
629,456 Motorola Solutions, Inc. 157,181,458
1,237,335 NetApp, Inc. 85,710,195
      1,000,486,264
  Utilities - 3.3%
1,547,815 American Electric Power Co., Inc. 136,083,895
1,193,018 Duke Energy Corp. 111,165,417
921,335 Eversource Energy 70,279,434
      317,528,746
  Total Common Stocks
(cost $6,984,522,918)
  $ 9,574,249,199
 
The accompanying notes are an integral part of these financial statements.

48


Hartford Core Equity Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
SHORT-TERM INVESTMENTS - 0.7%
  Repurchase Agreements - 0.7%
$   70,499,034 Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $70,504,928; collateralized by U.S. Treasury Inflation Index Note at 0.125%, maturing 07/15/2024, with a market value of $62,415,131 and collateralized by U.S. Treasury Note at 2.125%, maturing 07/31/2024, with a market value of $9,493,957 $    70,499,034
  Total Short-Term Investments
(cost $70,499,034)
$  70,499,034
  Total Investments
(cost $7,055,021,952)
99.8% $ 9,644,748,233
  Other Assets and Liabilities 0.2% 19,974,249
  Total Net Assets 100.0% $ 9,664,722,482
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components   $  145,428,731   $  145,428,731   $  —   $ —
Banks   488,868,402   488,868,402    
Capital Goods   789,859,572   789,859,572    
Commercial & Professional Services   156,013,272   156,013,272    
Consumer Durables & Apparel   104,163,330   104,163,330    
Consumer Services   205,284,821   205,284,821    
Diversified Financials   408,707,092   408,707,092    
Energy   386,345,020   386,345,020    
Food & Staples Retailing   122,590,167   122,590,167    
Food, Beverage & Tobacco   274,784,782   274,784,782    
Health Care Equipment & Services   809,105,748   809,105,748    
Household & Personal Products   301,009,283   301,009,283    
Insurance   234,210,462   234,210,462    
Materials   96,384,704   96,384,704    
Media & Entertainment   569,759,479   569,759,479    
Pharmaceuticals, Biotechnology & Life Sciences   971,889,882   971,889,882    
Real Estate   160,379,056   160,379,056    
Retailing   499,146,674   499,146,674    
Semiconductors & Semiconductor Equipment   431,548,926   431,548,926    
Software & Services   1,100,754,786   1,100,754,786    
Technology Hardware & Equipment   1,000,486,264   1,000,486,264    
Utilities   317,528,746   317,528,746    
Short-Term Investments   70,499,034     70,499,034  
Total   $ 9,644,748,233   $ 9,574,249,199   $ 70,499,034   $ —
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

49


The Hartford Dividend and Growth Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.7%
  Banks - 4.9%
  4,701,286 Bank of America Corp. $    169,434,348
  3,496,314 JP Morgan Chase & Co.     440,116,006
    976,711 PNC Financial Services Group, Inc.    158,061,141
      767,611,495
  Capital Goods - 6.0%
    504,781 General Dynamics Corp.     126,094,294
1,520,469 Ingersoll Rand, Inc. 76,783,684
4,584,912 Johnson Controls International plc 265,191,310
477,950 Lockheed Martin Corp. 232,608,706
3,308,381 Otis Worldwide Corp. 233,704,034
      934,382,028
  Consumer Services - 2.2%
1,403,805 Hilton Worldwide Holdings, Inc. 189,878,664
590,356 McDonald's Corp. 160,966,467
      350,845,131
  Diversified Financials - 6.5%
1,419,677 American Express Co. 210,751,051
194,072 BlackRock, Inc. 125,353,046
2,785,579 Charles Schwab Corp. 221,927,079
2,541,602 Morgan Stanley 208,843,436
764,693 S&P Global, Inc. 245,657,626
      1,012,532,238
  Energy - 5.4%
1,560,045 Chevron Corp. 282,212,140
2,300,684 ConocoPhillips 290,093,246
4,991,576 TotalEnergies SE ADR 273,388,618
      845,694,004
  Food & Staples Retailing - 2.3%
1,375,484 Sysco Corp. 119,061,895
1,702,299 Walmart, Inc. 242,288,217
      361,350,112
  Food, Beverage & Tobacco - 2.0%
2,940,725 Keurig Dr Pepper, Inc. 114,217,759
3,306,413 Mondelez International, Inc. Class A 203,278,271
      317,496,030
  Health Care Equipment & Services - 9.0%
2,711,895 Baxter International, Inc. 147,391,493
838,976 Becton Dickinson and Co. 197,973,167
491,365 Elevance Health, Inc. 268,663,641
638,741 HCA Healthcare, Inc. 138,907,005
2,571,976 Medtronic plc 224,636,384
764,522 UnitedHealth Group, Inc. 424,424,388
      1,401,996,078
  Household & Personal Products - 1.8%
2,194,673 Colgate-Palmolive Co. 162,054,654
2,470,408 Unilever plc ADR 112,428,268
      274,482,922
  Insurance - 6.3%
2,806,196 American International Group, Inc. 159,953,172
852,952 Chubb Ltd. 183,290,855
2,799,202 MetLife, Inc. 204,929,578
2,408,065 Principal Financial Group, Inc. 212,222,769
2,146,595 Prudential Financial, Inc. 225,800,328
      986,196,702
  Materials - 3.4%
2,000,863 Celanese Corp. Class A 192,322,951
1,516,643 FMC Corp. 180,328,853
1,319,087 PPG Industries, Inc. 150,613,354
      523,265,158
Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.7% - (continued)
  Media & Entertainment - 5.8%
  7,053,249 Alphabet, Inc. Class A* $    666,602,563
  7,642,519 Comcast Corp. Class A    242,573,553
      909,176,116
  Pharmaceuticals, Biotechnology & Life Sciences - 8.9%
  1,291,900 Agilent Technologies, Inc.     178,734,365
  3,460,573 AstraZeneca plc ADR     203,516,298
3,440,656 Bristol-Myers Squibb Co. 266,547,620
2,403,753 Merck & Co., Inc. 243,259,804
2,122,577 Novartis AG ADR 172,204,672
6,883,492 Pfizer, Inc. 320,426,553
      1,384,689,312
  Real Estate - 3.3%
904,992 American Tower Corp. REIT 187,505,292
7,893,894 Host Hotels & Resorts, Inc. REIT 149,036,719
591,135 Public Storage REIT 183,104,066
      519,646,077
  Retailing - 3.2%
523,770 Home Depot, Inc. 155,104,010
799,621 Lowe's Cos., Inc. 155,886,114
2,614,410 TJX Cos., Inc. 188,498,961
      499,489,085
  Semiconductors & Semiconductor Equipment - 2.8%
178,393 Broadcom, Inc. 83,866,117
2,939,426 Micron Technology, Inc. 159,022,946
1,226,147 Texas Instruments, Inc. 196,955,993
      439,845,056
  Software & Services - 11.1%
661,529 Accenture plc Class A 187,808,083
4,014,759 Cognizant Technology Solutions Corp. Class A 249,918,748
3,204,057 Fidelity National Information Services, Inc. 265,904,690
3,220,582 Microsoft Corp. 747,593,700
1,337,077 Visa, Inc. Class A 276,988,871
      1,728,214,092
  Technology Hardware & Equipment - 4.5%
2,780,074 Apple, Inc. 426,296,547
6,096,017 Cisco Systems, Inc. 276,942,053
      703,238,600
  Telecommunication Services - 1.6%
6,796,132 Verizon Communications, Inc. 253,971,453
  Transportation - 1.9%
3,070,214 Ryanair Holdings plc ADR* 211,507,043
423,872 Union Pacific Corp. 83,562,126
      295,069,169
  Utilities - 4.8%
1,253,559 Constellation Energy Corp. 118,511,468
2,138,861 Dominion Energy, Inc. 149,656,104
1,795,144 Duke Energy Corp. 167,271,518
3,905,308 Exelon Corp. 150,705,836
1,134,265 Sempra Energy 171,205,959
      757,350,885
  Total Common Stocks
(cost $11,534,130,611)
  $ 15,266,541,743
 
The accompanying notes are an integral part of these financial statements.

50


The Hartford Dividend and Growth Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
SHORT-TERM INVESTMENTS - 1.8%
  Repurchase Agreements - 1.8%
$  277,160,322 Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $277,183,496; collateralized by U.S. Treasury Note at 4.375%, maturing 10/31/2024, with a market value of $282,703,620 $    277,160,322
  Total Short-Term Investments
(cost $277,160,322)
$  277,160,322
  Total Investments
(cost $11,811,290,933)
99.5% $ 15,543,702,065
  Other Assets and Liabilities 0.5% 84,303,265
  Total Net Assets 100.0% $ 15,628,005,330
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Banks   $  767,611,495   $  767,611,495   $  —   $ —
Capital Goods   934,382,028   934,382,028    
Consumer Services   350,845,131   350,845,131    
Diversified Financials   1,012,532,238   1,012,532,238    
Energy   845,694,004   845,694,004    
Food & Staples Retailing   361,350,112   361,350,112    
Food, Beverage & Tobacco   317,496,030   317,496,030    
Health Care Equipment & Services   1,401,996,078   1,401,996,078    
Household & Personal Products   274,482,922   274,482,922    
Insurance   986,196,702   986,196,702    
Materials   523,265,158   523,265,158    
Media & Entertainment   909,176,116   909,176,116    
Pharmaceuticals, Biotechnology & Life Sciences   1,384,689,312   1,384,689,312    
Real Estate   519,646,077   519,646,077    
Retailing   499,489,085   499,489,085    
Semiconductors & Semiconductor Equipment   439,845,056   439,845,056    
Software & Services   1,728,214,092   1,728,214,092    
Technology Hardware & Equipment   703,238,600   703,238,600    
Telecommunication Services   253,971,453   253,971,453    
Transportation   295,069,169   295,069,169    
Utilities   757,350,885   757,350,885    
Short-Term Investments   277,160,322     277,160,322  
Total   $ 15,543,702,065   $ 15,266,541,743   $ 277,160,322   $ —
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

51


The Hartford Equity Income Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.5%
  Banks - 6.7%
    886,463 JP Morgan Chase & Co. $   111,587,962
    460,222 M&T Bank Corp.     77,487,578
    189,996 PNC Financial Services Group, Inc.     30,747,053
    579,723 Royal Bank of Canada(1)     53,638,261
  1,377,981 Truist Financial Corp.    61,719,769
      335,180,623
  Capital Goods - 10.4%
467,134 Eaton Corp. plc 70,102,799
574,463 Emerson Electric Co. 49,748,496
341,713 General Dynamics Corp. 85,359,907
305,474 Honeywell International, Inc. 62,322,805
1,498,347 Johnson Controls International plc 86,664,391
261,146 L3Harris Technologies, Inc. 64,364,655
518,592 Raytheon Technologies Corp. 49,172,893
496,902 Siemens AG 54,266,150
      522,002,096
  Consumer Durables & Apparel - 1.0%
642,299 Lennar Corp. Class A 51,833,529
  Diversified Financials - 8.6%
1,251,175 Ares Management Corp. Class A 94,876,600
644,895 Blackstone, Inc. Class A 58,775,730
1,729,628 Equitable Holdings, Inc. 52,961,210
147,458 Goldman Sachs Group, Inc. 50,800,756
1,465,543 Morgan Stanley 120,423,668
464,309 Raymond James Financial, Inc. 54,853,465
      432,691,429
  Energy - 8.8%
1,156,495 ConocoPhillips 145,822,455
2,922,948 Coterra Energy, Inc. 90,991,371
780,010 EOG Resources, Inc. 106,486,965
468,034 Phillips 66 48,811,266
1,151,994 TC Energy Corp. 50,600,302
      442,712,359
  Food, Beverage & Tobacco - 5.9%
643,577 Archer-Daniels-Midland Co. 62,414,098
670,654 Kellogg Co. 51,519,640
1,281,962 Keurig Dr Pepper, Inc. 49,791,404
801,791 Mondelez International, Inc. Class A 49,294,111
900,245 Philip Morris International, Inc. 82,687,503
      295,706,756
  Health Care Equipment & Services - 5.9%
819,693 Baxter International, Inc. 44,550,314
207,739 Becton Dickinson and Co. 49,020,172
136,955 Elevance Health, Inc. 74,882,885
532,558 Medtronic plc 46,513,616
150,378 UnitedHealth Group, Inc. 83,482,347
      298,449,334
  Household & Personal Products - 2.5%
351,662 Kimberly-Clark Corp. 43,767,852
1,773,039 Unilever plc ADR 80,691,005
      124,458,857
  Insurance - 4.0%
396,098 Chubb Ltd. 85,117,499
1,599,779 MetLife, Inc. 117,119,821
      202,237,320
  Materials - 3.9%
242,197 Celanese Corp. Class A 23,279,976
698,532 LyondellBasell Industries N.V. Class A 53,402,771
584,020 PPG Industries, Inc. 66,683,403
954,085 Rio Tinto plc ADR(1) 50,900,435
      194,266,585
Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.5% - (continued)
  Media & Entertainment - 1.4%
  2,167,466 Comcast Corp. Class A $    68,795,371
  Pharmaceuticals, Biotechnology & Life Sciences - 12.6%
  1,073,163 AstraZeneca plc ADR     63,112,716
    231,085 Eli Lilly & Co.     83,673,568
    825,101 Johnson & Johnson    143,542,821
  1,305,859 Merck & Co., Inc.    132,152,931
3,292,784 Pfizer, Inc. 153,279,095
172,837 Roche Holding AG 57,346,992
      633,108,123
  Real Estate - 3.9%
549,650 Crown Castle, Inc. REIT 73,246,359
1,573,147 Gaming and Leisure Properties, Inc. REIT 78,846,128
722,447 Welltower, Inc. REIT 44,098,165
      196,190,652
  Retailing - 4.0%
219,625 Home Depot, Inc. 65,037,551
253,633 Lowe's Cos., Inc. 49,445,753
1,181,528 TJX Cos., Inc. 85,188,169
      199,671,473
  Semiconductors & Semiconductor Equipment - 4.2%
520,432 Analog Devices, Inc. 74,224,012
101,410 Broadcom, Inc. 47,674,869
297,924 NXP Semiconductors N.V. 43,520,738
411,382 QUALCOMM, Inc. 48,403,206
      213,822,825
  Software & Services - 0.9%
576,161 Fidelity National Information Services, Inc. 47,815,601
  Technology Hardware & Equipment - 4.4%
2,217,055 Cisco Systems, Inc. 100,720,809
1,966,482 Corning, Inc. 63,261,726
480,623 TE Connectivity Ltd. 58,746,549
      222,729,084
  Transportation - 1.0%
421,344 Canadian National Railway Co. 49,917,365
  Utilities - 7.4%
846,460 American Electric Power Co., Inc. 74,420,763
702,676 Atmos Energy Corp. 74,870,128
2,221,251 Exelon Corp. 85,718,076
839,608 NextEra Energy, Inc. 65,069,620
477,778 Sempra Energy 72,115,811
      372,194,398
  Total Common Stocks
(cost $3,929,928,975)
  $ 4,903,783,780
SHORT-TERM INVESTMENTS - 3.4%
  Repurchase Agreements - 2.2%
$  111,912,401 Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $111,921,758; collateralized by U.S. Treasury Inflation Index Note at 0.125%, maturing 10/15/2024, with a market value of $114,150,728 $  111,912,401
  Securities Lending Collateral - 1.2%
9,030,336 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(2) 9,030,336
30,101,118 HSBC US Government Money Market Fund, 3.09%(2) 30,101,118
 
The accompanying notes are an integral part of these financial statements.

52


The Hartford Equity Income Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
SHORT-TERM INVESTMENTS - 3.4% - (continued)
  Securities Lending Collateral - 1.2% - (continued)
  9,030,335 Invesco Government & Agency Portfolio, Institutional Class, 3.07%(2) $     9,030,335
  9,030,335 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(2)      9,030,335
      57,192,124
  Total Short-Term Investments
(cost $169,104,525)
$  169,104,525
  Total Investments
(cost $4,099,033,500)
100.9% $ 5,072,888,305
  Other Assets and Liabilities (0.9)% (46,191,892)
  Total Net Assets 100.0% $ 5,026,696,413
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
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.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Banks   $  335,180,623   $  335,180,623   $  —   $ —
Capital Goods   522,002,096   467,735,946   54,266,150  
Consumer Durables & Apparel   51,833,529   51,833,529    
Diversified Financials   432,691,429   432,691,429    
Energy   442,712,359   442,712,359    
Food, Beverage & Tobacco   295,706,756   295,706,756    
Health Care Equipment & Services   298,449,334   298,449,334    
Household & Personal Products   124,458,857   124,458,857    
Insurance   202,237,320   202,237,320    
Materials   194,266,585   194,266,585    
Media & Entertainment   68,795,371   68,795,371    
Pharmaceuticals, Biotechnology & Life Sciences   633,108,123   575,761,131   57,346,992  
Real Estate   196,190,652   196,190,652    
Retailing   199,671,473   199,671,473    
Semiconductors & Semiconductor Equipment   213,822,825   213,822,825    
Software & Services   47,815,601   47,815,601    
Technology Hardware & Equipment   222,729,084   222,729,084    
Transportation   49,917,365   49,917,365    
Utilities   372,194,398   372,194,398    
Short-Term Investments   169,104,525   57,192,124   111,912,401  
Total   $ 5,072,888,305   $ 4,849,362,762   $ 223,525,543   $ —
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

53


The Hartford Growth Opportunities Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 95.3%
  Automobiles & Components - 1.4%
   730,674 Thor Industries, Inc. $    59,528,011
  Capital Goods - 3.1%
 1,550,277 Johnson Controls International plc     89,668,022
   298,879 Middleby Corp.*    41,801,217
      131,469,239
  Commercial & Professional Services - 2.3%
1,169,269 CoStar Group, Inc.* 96,721,932
  Consumer Durables & Apparel - 3.4%
823,411 Lennar Corp. Class A 66,449,268
234,017 Lululemon Athletica, Inc.* 77,000,953
      143,450,221
  Consumer Services - 3.9%
459,424 Airbnb, Inc. Class A* 49,117,020
196,400 Domino's Pizza, Inc. 65,251,936
3,209,115 DraftKings, Inc. Class A*(1) 50,704,017
      165,072,973
  Diversified Financials - 2.7%
208,956 CME Group, Inc. 36,212,075
1,387,659 Tradeweb Markets, Inc. Class A 76,432,257
      112,644,332
  Energy - 2.3%
251,698 Cheniere Energy, Inc. 44,402,044
371,167 EOG Resources, Inc. 50,671,719
      95,073,763
  Food, Beverage & Tobacco - 1.0%
451,961 Monster Beverage Corp.* 42,357,785
  Health Care Equipment & Services - 10.6%
717,887 DexCom, Inc.* 86,706,392
147,493 Humana, Inc. 82,312,893
431,294 Insulet Corp.* 111,623,200
368,476 Intuitive Surgical, Inc.* 90,818,280
455,469 Veeva Systems, Inc. Class A* 76,491,464
      447,952,229
  Materials - 3.2%
333,671 Albemarle Corp. 93,384,503
465,792 Nutrien Ltd. 39,359,424
      132,743,927
  Media & Entertainment - 14.8%
2,122,490 Alphabet, Inc. Class A* 200,596,530
622,600 Meta Platforms, Inc. Class A* 58,001,416
451,698 Netflix, Inc.* 131,841,612
433,154 Spotify Technology S.A.* 34,903,549
319,577 Take-Two Interactive Software, Inc.* 37,863,483
837,298 Walt Disney Co.* 89,205,729
1,571,055 ZoomInfo Technologies, Inc. Class A* 69,959,079
      622,371,398
  Pharmaceuticals, Biotechnology & Life Sciences - 7.4%
524,553 Agilent Technologies, Inc. 72,571,908
289,654 Danaher Corp. 72,897,222
361,062 Eli Lilly & Co. 130,736,940
1,043,426 Exact Sciences Corp.* 36,290,356
      312,496,426
  Real Estate - 1.0%
243,391 AvalonBay Communities, Inc. REIT 42,622,632
  Retailing - 9.8%
2,982,586 Amazon.com, Inc.* 305,536,110
624,448 Ross Stores, Inc. 59,753,429
Shares or Principal Amount   Market Value†
COMMON STOCKS - 95.3% - (continued)
  Retailing - 9.8% - (continued)
   171,581 Tory Burch LLC*(2)(3) $     5,178,314
   103,434 Ulta Beauty, Inc.*    43,377,116
      413,844,969
  Semiconductors & Semiconductor Equipment - 4.0%
   275,644 First Solar, Inc.*     40,125,497
   407,767 NVIDIA Corp.     55,036,312
175,944 SolarEdge Technologies, Inc.* 40,472,398
330,979 Universal Display Corp. 31,515,821
      167,150,028
  Software & Services - 21.4%
920,398 Block, Inc.* 55,288,308
458,372 Five9, Inc.* 27,621,497
584,246 Mastercard, Inc. Class A 191,737,852
826,241 Microsoft Corp. 191,795,323
686,925 Okta, Inc.* 38,550,231
626,969 Palo Alto Networks, Inc.* 107,581,611
295,044 Paycom Software, Inc.* 102,085,224
164,787 Rubicon Earnout Shares*(2)(3) 62,949
2,197,165 Rubicon Technology, Inc. Class B*(2)(3) 3,776,927
2,197,165 Rubicon Technology, Inc. Class V*(2)(3)
2,197,165 Rubicon TRA Placeholder*(2)(3) 790,979
258,149 salesforce.com, Inc.* 41,972,446
887,558 Workday, Inc. Class A* 138,299,287
      899,562,634
  Technology Hardware & Equipment - 3.0%
1,040,646 Arista Networks, Inc.* 125,772,475
55,900 Mobileye Global, Inc. Class A* 1,474,642
      127,247,117
  Total Common Stocks
(cost $4,444,842,636)
  $ 4,012,309,616
CONVERTIBLE PREFERRED STOCKS - 0.5%
  Software & Services - 0.5%
5,668,755 Essence Group Holdings Corp. Series 3*(2)(3) $ 13,378,262
743,470 Lookout, Inc. Series F*(2)(3) 5,873,413
  Total Convertible Preferred Stocks
(cost $17,456,734)
  $  19,251,675
EXCHANGE-TRADED FUNDS - 2.4%
  Other Investment Pools & Funds - 2.4%
463,635 iShares Russell 1000 Growth ETF $  103,195,878
  Total Exchange-Traded Funds
(cost $100,656,314)
  $  103,195,878
  Total Long-Term Investments
(cost $4,562,955,684)
  $ 4,134,757,169
SHORT-TERM INVESTMENTS - 1.9%
  Repurchase Agreements - 1.3%
$  54,681,335 Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $54,685,907; collateralized by U.S. Treasury Note at 4.375%, maturing 10/31/2024, with a market value of $55,774,963 $  54,681,335
  Securities Lending Collateral - 0.6%
3,637,695 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(4) 3,637,695
12,125,650 HSBC US Government Money Market Fund, 3.09%(4) 12,125,650
 
The accompanying notes are an integral part of these financial statements.

54


The Hartford Growth Opportunities Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
SHORT-TERM INVESTMENTS - 1.9% - (continued)
  Securities Lending Collateral - 0.6% - (continued)
 3,637,695 Invesco Government & Agency Portfolio, Institutional Class, 3.07%(4) $     3,637,695
 3,637,695 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(4)      3,637,695
      23,038,735
  Total Short-Term Investments
(cost $77,720,070)
$  77,720,070
  Total Investments
(cost $4,640,675,754)
100.1% $ 4,212,477,239
  Other Assets and Liabilities (0.1)% (3,808,355)
  Total Net Assets 100.0% $ 4,208,668,884
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(2) Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $29,060,844 or 0.7% of net assets.
    
Period
Acquired
  Security Name   Shares/
Par Value
  Total Cost   Market Value
05/2014   Essence Group Holdings Corp. Series 3 Convertible Preferred   5,668,755   $  8,964,002   $ 13,378,262
07/2014   Lookout, Inc. Series F Convertible Preferred   743,470   8,492,732   5,873,413
09/2015   Rubicon Earnout Shares   164,787     62,949
09/2015   Rubicon Technology, Inc. Class V   2,197,165    
09/2015   Rubicon Technology, Inc. Class B   2,197,165   9,392,114   3,776,927
09/2015   Rubicon TRA Placeholder   2,197,165     790,979
11/2013   Tory Burch LLC   171,581   13,447,917   5,178,314
            $ 40,296,765   $ 29,060,844
    
(3) Investment valued using significant unobservable inputs.
(4) Current yield as of period end.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
The accompanying notes are an integral part of these financial statements.

55


The Hartford Growth Opportunities Fund
Schedule of Investments – (continued)
October 31, 2022  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components   $  59,528,011   $  59,528,011   $  —   $  —
Capital Goods   131,469,239   131,469,239    
Commercial & Professional Services   96,721,932   96,721,932    
Consumer Durables & Apparel   143,450,221   143,450,221    
Consumer Services   165,072,973   165,072,973    
Diversified Financials   112,644,332   112,644,332    
Energy   95,073,763   95,073,763    
Food, Beverage & Tobacco   42,357,785   42,357,785    
Health Care Equipment & Services   447,952,229   447,952,229    
Materials   132,743,927   132,743,927    
Media & Entertainment   622,371,398   622,371,398    
Pharmaceuticals, Biotechnology & Life Sciences   312,496,426   312,496,426    
Real Estate   42,622,632   42,622,632    
Retailing   413,844,969   408,666,655     5,178,314
Semiconductors & Semiconductor Equipment   167,150,028   167,150,028    
Software & Services   899,562,634   894,931,779     4,630,855
Technology Hardware & Equipment   127,247,117   127,247,117    
Convertible Preferred Stocks   19,251,675       19,251,675
Exchange-Traded Funds   103,195,878   103,195,878    
Short-Term Investments   77,720,070   23,038,735   54,681,335  
Total   $ 4,212,477,239   $ 4,128,735,060   $ 54,681,335   $ 29,060,844
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
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, 2022 is not presented.
The accompanying notes are an integral part of these financial statements.

56


The Hartford Healthcare Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value
COMMON STOCKS - 98.5%
  Biotechnology - 13.6%
  448,088 Abcam plc* $     6,936,106
  307,940 Alkermes plc*      6,990,238
   31,283 Alnylam Pharmaceuticals, Inc.*      6,483,715
  238,254 Amicus Therapeutics, Inc.*      2,382,540
   71,271 Apellis Pharmaceuticals, Inc.*      4,311,183
   14,360 Argenx SE ADR*      5,570,675
46,773 Ascendis Pharma A/S ADR* 5,378,895
37,438 Blueprint Medicines Corp.* 1,940,786
128,240 Celldex Therapeutics, Inc.* 4,505,071
1,072,300 Everest Medicines Ltd.*(1) 845,095
169,536 Exact Sciences Corp.* 5,896,462
17,240 Genmab A/S* 6,640,978
219,564 Genus plc 6,416,873
78,550 Horizon Therapeutics plc* 4,895,236
56,717 Immunocore Holdings plc ADR* 3,240,809
280,928 ImmunoGen, Inc.* 1,668,712
688,700 InnoCare Pharma Ltd.*(1)(2) 804,568
570,102 Ironwood Pharmaceuticals, Inc. Class A* 6,236,916
29,173 Karuna Therapeutics, Inc.* 6,398,806
147,234 Merus N.V.* 3,018,297
48,555 Mirati Therapeutics, Inc.* 3,268,723
48,731 Moderna, Inc.* 7,325,731
62,048 Prothena Corp. plc* 3,812,229
107,295 PTC Therapeutics, Inc.* 4,057,897
19,214 Regeneron Pharmaceuticals, Inc.* 14,386,482
97,651 Sage Therapeutics, Inc.* 3,677,537
34,014 Sarepta Therapeutics, Inc.* 3,878,276
48,921 Seagen, Inc.* 6,220,794
140,959 Syndax Pharmaceuticals, Inc.* 3,236,419
49,068 Ultragenyx Pharmaceutical, Inc.* 1,985,291
54,875 Vaxcyte, Inc.* 2,393,099
207,612 Veracyte, Inc.* 4,175,077
82,539 Vertex Pharmaceuticals, Inc.* 25,752,168
802,000 Zai Lab Ltd.* 1,843,601
82,534 Zentalis Pharmaceuticals, Inc.* 2,070,778
      178,646,063
  Consumer Finance - 0.1%
110,246 Orion Acquisition Corp.* 1,106,319
  Health Care Distributors - 0.5%
173,426 AdaptHealth Corp. Class A* 3,954,113
196,006 Owens & Minor, Inc. 3,332,102
      7,286,215
  Health Care Equipment - 18.2%
135,202 Abbott Laboratories 13,376,886
25,178 ABIOMED, Inc.* 6,346,870
242,313 Baxter International, Inc. 13,169,712
105,005 Becton Dickinson and Co. 24,778,030
714,276 Boston Scientific Corp.* 30,792,438
186,760 DexCom, Inc.* 22,556,873
58,907 DiaSorin S.p.A. 7,701,244
312,460 Edwards Lifesciences Corp.* 22,631,478
149,905 Glaukos Corp.* 8,405,173
161,344 Hologic, Inc.* 10,939,123
101,917 Inari Medical, Inc.* 7,840,475
57,360 Insulet Corp.* 14,845,342
303,954 Koninklijke Philips N.V. 3,855,619
47,417 QuidelOrtho Corp.* 4,258,995
547,263 Smith & Nephew plc 6,466,953
138,910 Stryker Corp. 31,843,728
47,129 Teleflex, Inc. 10,111,998
      239,920,937
Shares or Principal Amount   Market Value
COMMON STOCKS - 98.5% - (continued)
  Health Care Facilities - 2.6%
  175,527 Encompass Health Corp. $     9,555,690
  111,680 HCA Healthcare, Inc.    24,287,049
      33,842,739
  Health Care Services - 2.3%
   65,814 Addus HomeCare Corp.*      6,740,670
  325,242 agilon health, Inc.*(2)      6,456,053
47,342 Amedisys, Inc.* 4,620,106
54,321 Laboratory Corp. of America Holdings 12,051,657
      29,868,486
  Health Care Supplies - 0.5%
37,193 Align Technology, Inc.* 7,226,600
  Life Sciences Tools & Services - 11.0%
190,482 Agilent Technologies, Inc. 26,353,185
259,388 Avantor, Inc.* 5,231,856
17,681 Bio-Techne Corp. 5,238,173
226,109 Danaher Corp. 56,904,852
73,446 Illumina, Inc.* 16,805,914
358,976 NanoString Technologies, Inc.* 3,754,889
251,022 NeoGenomics, Inc.* 1,909,022
279,225 Syneos Health, Inc.* 14,067,355
14,232 Tecan Group AG* 5,220,774
33,380 Waters Corp.* 9,986,295
      145,472,315
  Managed Health Care - 19.2%
374,618 Centene Corp.* 31,891,230
2,876,316 Hapvida Participacoes e Investimentos S.A.(1) 4,343,290
107,050 Humana, Inc. 59,742,464
60,411 Molina Healthcare, Inc.* 21,679,092
243,631 UnitedHealth Group, Inc. 135,251,750
      252,907,826
  Pharmaceuticals - 30.5%
199,028 Aclaris Therapeutics, Inc.* 3,106,827
183,000 Astellas Pharma, Inc. 2,525,067
310,796 AstraZeneca plc ADR 18,277,913
673,256 Bristol-Myers Squibb Co. 52,157,142
305,200 Chugai Pharmaceutical Co., Ltd. 7,072,050
2,386,000 CSPC Pharmaceutical Group Ltd. 2,450,807
552,725 Daiichi Sankyo Co., Ltd. 17,693,147
145,795 Eisai Co., Ltd. 8,791,897
161,909 Elanco Animal Health, Inc.* 2,135,580
266,014 Eli Lilly & Co. 96,321,009
417,635 GSK plc 6,841,312
278,478 Hikma Pharmaceuticals plc 3,997,614
193,063 Intra-Cellular Therapies, Inc.* 8,817,187
231,128 Merck & Co., Inc. 23,390,154
192,340 Novartis AG 15,558,519
258,245 Ono Pharmaceutical Co., Ltd. 6,077,422
1,654,846 Pfizer, Inc. 77,033,081
155,870 UCB S.A. 11,747,576
260,807 Verona Pharma plc ADR* 3,338,330
229,783 Zoetis, Inc. 34,646,681
      401,979,315
  Total Common Stocks
(cost $1,092,454,308)
  $ 1,298,256,815
 
The accompanying notes are an integral part of these financial statements.

57


The Hartford Healthcare Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value
SHORT-TERM INVESTMENTS - 1.2%
  Repurchase Agreements - 0.7%
$   9,456,479 Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $9,457,270; collateralized by U.S. Treasury Note at 2.125%, maturing 07/31/2024, with a market value of $9,645,649 $     9,456,479
  Securities Lending Collateral - 0.5%
1,014,265 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(3)      1,014,265
3,380,885 HSBC US Government Money Market Fund, 3.09%(3)      3,380,885
1,014,265 Invesco Government & Agency Portfolio, Institutional Class, 3.07%(3)      1,014,265
1,014,265 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(3)      1,014,265
      6,423,680
  Total Short-Term Investments
(cost $15,880,159)
$  15,880,159
  Total Investments
(cost $1,108,334,467)
99.7% $ 1,314,136,974
  Other Assets and Liabilities 0.3% 3,961,269
  Total Net Assets 100.0% $ 1,318,098,243
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At October 31, 2022, the aggregate value of these securities was $5,992,953, representing 0.5% of net assets.
(2) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(3) Current yield as of period end.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Biotechnology   $  178,646,063   $  155,158,842   $  23,487,221   $ —
Consumer Finance   1,106,319   1,106,319    
Health Care Distributors   7,286,215   7,286,215    
Health Care Equipment   239,920,937   221,897,121   18,023,816  
Health Care Facilities   33,842,739   33,842,739    
Health Care Services   29,868,486   29,868,486    
Health Care Supplies   7,226,600   7,226,600    
Life Sciences Tools & Services   145,472,315   140,251,541   5,220,774  
Managed Health Care   252,907,826   252,907,826    
Pharmaceuticals   401,979,315   319,223,904   82,755,411  
Short-Term Investments   15,880,159   6,423,680   9,456,479  
Total   $ 1,314,136,974   $ 1,175,193,273   $ 138,943,701   $ —
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

58


The Hartford MidCap Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 100.2%
  Automobiles & Components - 0.7%
   385,585 Visteon Corp.* $    50,307,275
  Banks - 2.6%
   701,851 First Republic Bank     84,292,305
   692,710 M&T Bank Corp.   116,631,583
      200,923,888
  Capital Goods - 13.7%
1,264,789 Axon Enterprise, Inc.* 183,950,912
978,475 Builders FirstSource, Inc.* 60,332,769
990,314 Graco, Inc. 68,906,048
690,087 IDEX Corp. 153,413,241
1,947,729 Ingersoll Rand, Inc. 98,360,314
448,207 Lennox International, Inc. 104,687,709
748,385 Lincoln Electric Holdings, Inc. 106,270,670
332,273 Middleby Corp.* 46,471,702
178,587 Nordson Corp. 40,182,075
255,707 Watsco, Inc. 69,286,369
1,205,489 Westinghouse Air Brake Technologies Corp. 112,448,014
      1,044,309,823
  Commercial & Professional Services - 2.1%
3,449,360 Dun & Bradstreet Holdings, Inc. 44,324,276
1,347,210 GFL Environmental, Inc. 36,361,198
489,708 Robert Half International, Inc. 37,443,073
649,529 TransUnion 38,497,584
      156,626,131
  Consumer Durables & Apparel - 4.1%
467,541 Carter's, Inc. 31,732,008
34,678 NVR, Inc.* 146,956,694
5,153,620 Vizio Holding Corp. Class A*(1) 57,720,544
2,307,688 YETI Holdings, Inc.* 74,030,631
      310,439,877
  Consumer Services - 3.6%
941,073 Choice Hotels International, Inc. 122,188,918
625,478 Hyatt Hotels Corp. Class A* 58,926,283
591,418 Wingstop, Inc. 93,674,697
      274,789,898
  Diversified Financials - 2.7%
291,847 Credit Acceptance Corp.*(1) 135,889,800
576,882 Hamilton Lane, Inc. Class A 34,509,081
664,169 Tradeweb Markets, Inc. Class A 36,582,429
      206,981,310
  Energy - 6.7%
3,066,594 Coterra Energy, Inc. 95,463,071
3,873,659 Marathon Oil Corp. 117,952,917
1,729,396 Ovintiv, Inc. 87,593,907
1,226,242 PDC Energy, Inc. 88,461,098
1,771,565 Targa Resources Corp. 121,121,899
      510,592,892
  Health Care Equipment & Services - 5.5%
1,832,508 Inari Medical, Inc.* 140,974,840
529,311 Insulet Corp.* 136,990,980
1,304,403 Integra LifeSciences Holdings Corp.* 65,546,251
365,223 Teleflex, Inc. 78,362,247
      421,874,318
  Insurance - 3.1%
109,004 Markel Corp.* 131,469,725
25,929 White Mountains Insurance Group Ltd. 36,719,353
862,392 WR Berkley Corp. 64,144,717
      232,333,795
  Materials - 4.3%
6,061,309 Element Solutions, Inc. 104,254,515
760,695 FMC Corp. 90,446,635
Shares or Principal Amount   Market Value†
COMMON STOCKS - 100.2% - (continued)
  Materials - 4.3% - (continued)
 2,083,264 Silgan Holdings, Inc. $    98,663,383
   381,958 Steel Dynamics, Inc.    35,923,150
      329,287,683
  Media & Entertainment - 2.2%
   101,824 Cable One, Inc.     87,510,600
 2,633,528 Cargurus, Inc.*     38,344,168
699,601 Roku, Inc.* 38,855,839
      164,710,607
  Pharmaceuticals, Biotechnology & Life Sciences - 13.6%
251,150 Alnylam Pharmaceuticals, Inc.* 52,053,349
1,206,006 Apellis Pharmaceuticals, Inc.* 72,951,303
385,121 Bio-Techne Corp. 114,095,948
1,793,781 Exact Sciences Corp.* 62,387,703
379,224 ICON plc* 75,025,676
956,006 Jazz Pharmaceuticals plc* 137,464,103
572,395 Neurocrine Biosciences, Inc.* 65,894,112
1,534,332 PTC Therapeutics, Inc.* 58,028,436
599,356 Repligen Corp.* 109,376,477
884,849 Sage Therapeutics, Inc.* 33,323,413
742,532 Syneos Health, Inc.* 37,408,762
1,665,624 Ultragenyx Pharmaceutical, Inc.* 67,391,147
627,503 United Therapeutics Corp.* 144,658,267
      1,030,058,696
  Real Estate - 1.3%
2,655,610 Host Hotels & Resorts, Inc. REIT 50,137,917
893,099 Rexford Industrial Realty, Inc. REIT 49,370,512
      99,508,429
  Retailing - 3.7%
1,040,918 CarMax, Inc.* 65,588,243
2,806,469 Chewy, Inc. Class A*(1) 108,694,545
1,106,365 Etsy, Inc.* 103,898,737
      278,181,525
  Semiconductors & Semiconductor Equipment - 2.2%
21,411 First Solar, Inc.* 3,116,799
456,843 MKS Instruments, Inc. 37,529,653
54,441 Monolithic Power Systems, Inc. 18,479,998
358,708 Silicon Laboratories, Inc.* 41,222,723
736,722 Synaptics, Inc.* 65,273,569
      165,622,742
  Software & Services - 16.2%
691,705 Datadog, Inc. Class A* 55,689,170
2,628,968 Dynatrace, Inc.* 92,644,832
119,693 Fair Isaac Corp.* 57,313,796
3,461,192 Genpact Ltd. 167,867,812
905,085 Guidewire Software, Inc.* 53,771,100
4,938,362 Informatica, Inc. Class A*(1) 95,606,688
1,376,419 LiveRamp Holdings, Inc.* 25,271,053
386,446 MongoDB, Inc. Class A* 70,731,211
3,043,490 Nuvei Corp.*(1)(2) 91,517,744
3,893,639 Olo, Inc. Class A* 34,302,960
1,817,062 Q2 Holdings, Inc.* 56,401,605
2,640,572 Shift4 Payments, Inc. Class A*(3) 121,387,095
2,108,122 Teradata Corp.* 66,595,574
409,981 VeriSign, Inc.* 82,184,791
984,550 WEX, Inc.* 161,604,037
      1,232,889,468
  Technology Hardware & Equipment - 5.3%
441,341 CDW Corp. 76,268,138
2,297,006 Coherent Corp.* 77,202,372
2,780,936 CommScope Holding Co., Inc.* 36,819,593
585,572 F5, Inc.* 83,684,094
 
The accompanying notes are an integral part of these financial statements.

59


The Hartford MidCap Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 100.2% - (continued)
  Technology Hardware & Equipment - 5.3% - (continued)
 1,926,453 Flex Ltd.* $    37,719,950
 1,237,188 Lumentum Holdings, Inc.*    92,108,646
      403,802,793
  Transportation - 5.7%
   190,193 AMERCO    109,397,112
   793,836 CH Robinson Worldwide, Inc.     77,573,654
749,088 Expeditors International of Washington, Inc. 73,298,261
550,635 J.B. Hunt Transport Services, Inc. 94,197,129
1,656,105 Knight-Swift Transportation Holdings, Inc. 79,542,723
      434,008,879
  Utilities - 0.9%
576,737 Black Hills Corp. 37,701,298
1,275,909 NiSource, Inc. 32,778,102
      70,479,400
  Total Common Stocks
(cost $6,750,049,101)
  $ 7,617,729,429
SHORT-TERM INVESTMENTS - 2.3%
  Securities Lending Collateral - 2.3%
27,353,447 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(4) $  27,353,447
91,178,156 HSBC US Government Money Market Fund, 3.09%(4) 91,178,156
27,353,447 Invesco Government & Agency Portfolio, Institutional Class, 3.07%(4) 27,353,447
27,353,447 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(4) 27,353,447
  Total Short-Term Investments
(cost $173,238,497)
$  173,238,497
  Total Investments
(cost $6,923,287,598)
102.5% $ 7,790,967,926
  Other Assets and Liabilities (2.5)% (191,624,009)
  Total Net Assets 100.0% $ 7,599,343,917
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(2) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At October 31, 2022, the aggregate value of this security was $91,517,744, representing 1.2% of net assets.
(3) Affiliated company – The Fund owns greater than 5% of the outstanding voting securities of this issuer.
(4) Current yield as of period end.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
The accompanying notes are an integral part of these financial statements.

60


The Hartford MidCap Fund
Schedule of Investments – (continued)
October 31, 2022  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components   $  50,307,275   $  50,307,275   $ —   $ —
Banks   200,923,888   200,923,888    
Capital Goods   1,044,309,823   1,044,309,823    
Commercial & Professional Services   156,626,131   156,626,131    
Consumer Durables & Apparel   310,439,877   310,439,877    
Consumer Services   274,789,898   274,789,898    
Diversified Financials   206,981,310   206,981,310    
Energy   510,592,892   510,592,892    
Health Care Equipment & Services   421,874,318   421,874,318    
Insurance   232,333,795   232,333,795    
Materials   329,287,683   329,287,683    
Media & Entertainment   164,710,607   164,710,607    
Pharmaceuticals, Biotechnology & Life Sciences   1,030,058,696   1,030,058,696    
Real Estate   99,508,429   99,508,429    
Retailing   278,181,525   278,181,525    
Semiconductors & Semiconductor Equipment   165,622,742   165,622,742    
Software & Services   1,232,889,468   1,232,889,468    
Technology Hardware & Equipment   403,802,793   403,802,793    
Transportation   434,008,879   434,008,879    
Utilities   70,479,400   70,479,400    
Short-Term Investments   173,238,497   173,238,497    
Total   $ 7,790,967,926   $ 7,790,967,926   $ —   $ —
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

61


The Hartford MidCap Value Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.3%
  Automobiles & Components - 2.2%
  380,965 Gentex Corp. $  10,091,763
   72,761 Visteon Corp.*   9,493,128
      19,584,891
  Banks - 7.8%
  453,128 Cadence Bank  12,528,989
   86,526 M&T Bank Corp.  14,568,383
113,057 SouthState Corp. 10,223,745
324,632 Synovus Financial Corp. 12,936,585
175,036 Western Alliance Bancorp 11,757,168
145,795 Zions Bancorp NA 7,572,592
      69,587,462
  Capital Goods - 16.6%
338,270 AerCap Holdings N.V.* 18,067,001
275,835 Builders FirstSource, Inc.* 17,007,986
74,906 Curtiss-Wright Corp. 12,571,474
164,870 Esab Corp. 6,149,651
335,354 Howmet Aerospace, Inc. 11,921,835
236,954 Ingersoll Rand, Inc. 11,966,177
175,604 Johnson Controls International plc 10,156,935
50,779 L3Harris Technologies, Inc. 12,515,500
96,118 Middleby Corp.* 13,443,064
406,202 Spirit AeroSystems Holdings, Inc. Class A 9,407,638
28,957 United Rentals, Inc.* 9,142,014
158,070 Westinghouse Air Brake Technologies Corp. 14,744,770
      147,094,045
  Commercial & Professional Services - 2.6%
70,516 Clean Harbors, Inc.* 8,635,389
142,138 Leidos Holdings, Inc. 14,439,800
      23,075,189
  Consumer Durables & Apparel - 3.5%
123,106 Columbia Sportswear Co. 9,171,397
186,883 Lennar Corp. Class A 15,081,458
230,160 Steven Madden Ltd. 6,874,879
      31,127,734
  Consumer Services - 0.9%
107,826 Wyndham Hotels & Resorts, Inc. 8,187,228
  Diversified Financials - 3.1%
160,732 Ares Management Corp. Class A 12,188,307
227,791 Voya Financial, Inc. 15,571,793
      27,760,100
  Energy - 6.0%
563,549 Coterra Energy, Inc. 17,543,280
129,603 Delek U.S. Holdings, Inc. 3,844,025
103,035 Diamondback Energy, Inc. 16,187,829
513,765 Marathon Oil Corp. 15,644,144
      53,219,278
  Food & Staples Retailing - 1.4%
431,393 U.S. Foods Holding Corp.* 12,838,256
  Food, Beverage & Tobacco - 1.1%
256,106 Keurig Dr Pepper, Inc. 9,947,157
  Health Care Equipment & Services - 8.2%
187,515 Centene Corp.* 15,963,152
167,045 Dentsply Sirona, Inc. 5,148,327
211,569 Encompass Health Corp. 11,517,816
98,629 Haemonetics Corp.* 8,378,534
58,687 ICU Medical, Inc.* 8,709,738
220,718 Integra LifeSciences Holdings Corp.* 11,091,079
33,107 Molina Healthcare, Inc.* 11,880,778
      72,689,424
  Insurance - 9.8%
3,215,872 Aegon N.V. 14,825,170
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.3% - (continued)
  Insurance - 9.8% - (continued)
   83,129 Arthur J Gallagher & Co. $  15,551,773
   43,231 Everest Re Group Ltd.  13,948,914
  124,613 Globe Life, Inc.  14,395,294
   72,640 Hanover Insurance Group, Inc.  10,641,034
  363,766 Kemper Corp.  17,340,725
      86,702,910
  Materials - 3.6%
92,934 Celanese Corp. Class A 8,932,816
109,808 FMC Corp. 13,056,171
50,997 Reliance Steel & Aluminum Co. 10,274,876
      32,263,863
  Media & Entertainment - 2.5%
288,802 Cargurus, Inc.* 4,204,957
104,755 Electronic Arts, Inc. 13,194,940
100,571 Match Group, Inc.* 4,344,667
      21,744,564
  Pharmaceuticals, Biotechnology & Life Sciences - 1.7%
205,217 Avantor, Inc.* 4,139,227
221,368 Syneos Health, Inc.* 11,152,520
      15,291,747
  Real Estate - 6.4%
259,825 Americold Realty Trust, Inc. REIT 6,300,756
411,466 Essential Properties Realty Trust, Inc. REIT 8,854,748
275,697 Gaming and Leisure Properties, Inc. REIT 13,817,934
116,052 Ryman Hospitality Properties, Inc. REIT 10,319,344
282,772 Welltower, Inc. REIT 17,260,403
      56,553,185
  Retailing - 4.7%
75,265 CarMax, Inc.* 4,742,448
101,876 Dollar Tree, Inc.* 16,147,346
57,555 Five Below, Inc.* 8,423,174
124,615 Ross Stores, Inc. 11,924,409
      41,237,377
  Semiconductors & Semiconductor Equipment - 3.6%
347,700 Allegro MicroSystems, Inc.* 8,835,057
70,482 Cirrus Logic, Inc.* 4,730,752
78,340 MKS Instruments, Inc. 6,435,631
123,297 ON Semiconductor Corp.* 7,574,135
53,919 Synaptics, Inc.* 4,777,223
      32,352,798
  Software & Services - 1.1%
49,942 FleetCor Technologies, Inc.* 9,295,205
  Technology Hardware & Equipment - 5.6%
151,449 Coherent Corp.* 5,090,201
74,333 F5, Inc.* 10,622,929
484,887 Flex Ltd.* 9,494,088
187,545 Lumentum Holdings, Inc.* 13,962,725
267,828 National Instruments Corp. 10,225,673
      49,395,616
  Transportation - 1.6%
626,631 JetBlue Airways Corp.* 5,038,113
184,931 Knight-Swift Transportation Holdings, Inc. 8,882,236
      13,920,349
  Utilities - 5.3%
235,604 Alliant Energy Corp. 12,291,461
109,073 Atmos Energy Corp. 11,621,728
 
The accompanying notes are an integral part of these financial statements.

62


The Hartford MidCap Value Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.3% - (continued)
  Utilities - 5.3% - (continued)
  213,725 Evergy, Inc. $  13,065,009
   68,346 Sempra Energy   10,316,145
      47,294,343
  Total Common Stocks
(cost $790,414,116)
  $ 881,162,721
SHORT-TERM INVESTMENTS - 0.4%
  Repurchase Agreements - 0.4%
$  3,479,446 Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $3,479,737; collateralized by U.S. Treasury Inflation Index Note at 0.125%, maturing 07/15/2024, with a market value of $3,549,077 $   3,479,446
  Total Short-Term Investments
(cost $3,479,446)
$  3,479,446
  Total Investments
(cost $793,893,562)
99.7% $ 884,642,167
  Other Assets and Liabilities 0.3% 2,479,970
  Total Net Assets 100.0% $ 887,122,137
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components   $  19,584,891   $  19,584,891   $  —   $ —
Banks   69,587,462   69,587,462    
Capital Goods   147,094,045   147,094,045    
Commercial & Professional Services   23,075,189   23,075,189    
Consumer Durables & Apparel   31,127,734   31,127,734    
Consumer Services   8,187,228   8,187,228    
Diversified Financials   27,760,100   27,760,100    
Energy   53,219,278   53,219,278    
Food & Staples Retailing   12,838,256   12,838,256    
Food, Beverage & Tobacco   9,947,157   9,947,157    
Health Care Equipment & Services   72,689,424   72,689,424    
Insurance   86,702,910   86,702,910    
Materials   32,263,863   32,263,863    
Media & Entertainment   21,744,564   21,744,564    
Pharmaceuticals, Biotechnology & Life Sciences   15,291,747   15,291,747    
Real Estate   56,553,185   56,553,185    
Retailing   41,237,377   41,237,377    
Semiconductors & Semiconductor Equipment   32,352,798   32,352,798    
Software & Services   9,295,205   9,295,205    
Technology Hardware & Equipment   49,395,616   49,395,616    
Transportation   13,920,349   13,920,349    
Utilities   47,294,343   47,294,343    
Short-Term Investments   3,479,446     3,479,446  
Total   $ 884,642,167   $ 881,162,721   $ 3,479,446   $ —
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

63


Hartford Quality Value Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.4%
  Banks - 7.8%
  114,274 Bank of America Corp. $   4,118,435
   56,956 Bank of Nova Scotia    2,752,114
   61,277 JP Morgan Chase & Co.    7,713,549
   27,820 PNC Financial Services Group, Inc.   4,502,110
      19,086,208
  Capital Goods - 9.2%
16,061 Curtiss-Wright Corp. 2,695,518
20,746 Honeywell International, Inc. 4,232,599
84,017 Johnson Controls International plc 4,859,543
7,534 Lockheed Martin Corp. 3,666,647
48,382 Otis Worldwide Corp. 3,417,705
39,654 Westinghouse Air Brake Technologies Corp. 3,698,925
      22,570,937
  Consumer Services - 3.2%
22,960 Hilton Worldwide Holdings, Inc. 3,105,569
17,389 McDonald's Corp. 4,741,285
      7,846,854
  Diversified Financials - 4.3%
29,964 American Express Co. 4,448,156
44,534 Charles Schwab Corp. 3,548,024
31,476 Morgan Stanley 2,586,383
      10,582,563
  Energy - 6.6%
35,447 Chevron Corp. 6,412,362
27,818 EOG Resources, Inc. 3,797,714
110,351 TotalEnergies SE ADR 6,043,924
      16,254,000
  Food & Staples Retailing - 2.4%
29,856 Sysco Corp. 2,584,335
22,406 Walmart, Inc. 3,189,046
      5,773,381
  Food, Beverage & Tobacco - 3.8%
30,283 Keurig Dr Pepper, Inc. 1,176,192
65,261 Mondelez International, Inc. Class A 4,012,246
46,172 Philip Morris International, Inc. 4,240,898
      9,429,336
  Health Care Equipment & Services - 9.8%
56,921 Baxter International, Inc. 3,093,656
19,000 Becton Dickinson and Co. 4,483,430
10,409 Elevance Health, Inc. 5,691,329
52,163 Medtronic plc 4,555,917
11,166 UnitedHealth Group, Inc. 6,198,805
      24,023,137
  Household & Personal Products - 2.1%
46,532 Colgate-Palmolive Co. 3,435,923
38,346 Unilever plc ADR 1,745,126
      5,181,049
  Insurance - 8.6%
48,503 American International Group, Inc. 2,764,671
14,037 Chubb Ltd. 3,016,411
19,430 Marsh & McLennan Cos., Inc. 3,137,751
54,592 MetLife, Inc. 3,996,680
60,307 Principal Financial Group, Inc. 5,314,856
28,093 Prudential Financial, Inc. 2,955,103
      21,185,472
  Materials - 3.6%
33,296 Celanese Corp. Class A 3,200,412
27,515 FMC Corp. 3,271,533
20,784 PPG Industries, Inc. 2,373,117
      8,845,062
Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.4% - (continued)
  Media & Entertainment - 4.3%
   33,548 Alphabet, Inc. Class A* $   3,170,622
  114,342 Comcast Corp. Class A    3,629,215
   49,960 Omnicom Group, Inc.   3,634,590
      10,434,427
  Pharmaceuticals, Biotechnology & Life Sciences - 7.5%
   79,028 AstraZeneca plc ADR    4,647,637
49,370 Merck & Co., Inc. 4,996,244
33,114 Novartis AG ADR 2,686,539
128,386 Pfizer, Inc. 5,976,368
      18,306,788
  Real Estate - 4.2%
10,685 American Tower Corp. REIT 2,213,825
144,221 Host Hotels & Resorts, Inc. REIT 2,722,892
7,656 Public Storage REIT 2,371,446
89,436 VICI Properties, Inc. REIT 2,863,741
      10,171,904
  Retailing - 2.4%
12,397 Lowe's Cos., Inc. 2,416,795
46,439 TJX Cos., Inc. 3,348,252
      5,765,047
  Semiconductors & Semiconductor Equipment - 3.3%
4,193 Broadcom, Inc. 1,971,213
59,591 Intel Corp. 1,694,172
28,163 Texas Instruments, Inc. 4,523,823
      8,189,208
  Software & Services - 4.9%
13,494 Accenture plc Class A 3,830,946
65,559 Cognizant Technology Solutions Corp. Class A 4,081,048
48,122 Fidelity National Information Services, Inc. 3,993,645
      11,905,639
  Technology Hardware & Equipment - 1.9%
101,658 Cisco Systems, Inc. 4,618,323
  Telecommunication Services - 1.7%
108,518 Verizon Communications, Inc. 4,055,318
  Transportation - 1.6%
109,207 Southwest Airlines Co.* 3,969,674
  Utilities - 5.2%
43,889 Dominion Energy, Inc. 3,070,913
32,540 Duke Energy Corp. 3,032,077
34,034 Eversource Energy 2,596,114
26,360 Sempra Energy 3,978,778
      12,677,882
  Total Common Stocks
(cost $206,259,135)
  $ 240,872,209
 
The accompanying notes are an integral part of these financial statements.

64


Hartford Quality Value Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
SHORT-TERM INVESTMENTS - 1.0%
  Repurchase Agreements - 1.0%
$  2,479,802 Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $2,480,009; collateralized by U.S. Treasury Note at 2.125%, maturing 07/31/2024, with a market value of $2,529,451 $   2,479,802
  Total Short-Term Investments
(cost $2,479,802)
$  2,479,802
  Total Investments
(cost $208,738,937)
99.4% $ 243,352,011
  Other Assets and Liabilities 0.6% 1,522,102
  Total Net Assets 100.0% $ 244,874,113
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Banks   $  19,086,208   $  19,086,208   $  —   $ —
Capital Goods   22,570,937   22,570,937    
Consumer Services   7,846,854   7,846,854    
Diversified Financials   10,582,563   10,582,563    
Energy   16,254,000   16,254,000    
Food & Staples Retailing   5,773,381   5,773,381    
Food, Beverage & Tobacco   9,429,336   9,429,336    
Health Care Equipment & Services   24,023,137   24,023,137    
Household & Personal Products   5,181,049   5,181,049    
Insurance   21,185,472   21,185,472    
Materials   8,845,062   8,845,062    
Media & Entertainment   10,434,427   10,434,427    
Pharmaceuticals, Biotechnology & Life Sciences   18,306,788   18,306,788    
Real Estate   10,171,904   10,171,904    
Retailing   5,765,047   5,765,047    
Semiconductors & Semiconductor Equipment   8,189,208   8,189,208    
Software & Services   11,905,639   11,905,639    
Technology Hardware & Equipment   4,618,323   4,618,323    
Telecommunication Services   4,055,318   4,055,318    
Transportation   3,969,674   3,969,674    
Utilities   12,677,882   12,677,882    
Short-Term Investments   2,479,802     2,479,802  
Total   $ 243,352,011   $ 240,872,209   $ 2,479,802   $ —
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

65


The Hartford Small Cap Growth Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.1%
  Automobiles & Components - 2.5%
   58,685 Fox Factory Holding Corp.* $   5,155,477
   54,942 Patrick Industries, Inc.    2,511,399
   42,304 Thor Industries, Inc.    3,446,507
   10,200 Visteon Corp.*   1,330,794
      12,444,177
  Banks - 2.9%
314,890 MGIC Investment Corp. 4,298,248
101,694 Synovus Financial Corp. 4,052,506
54,325 Triumph Bancorp, Inc.* 2,797,738
48,005 Western Alliance Bancorp 3,224,496
      14,372,988
  Capital Goods - 13.4%
63,918 Altra Industrial Motion Corp. 3,844,029
49,572 Ameresco, Inc. Class A* 2,998,115
75,346 Applied Industrial Technologies, Inc. 9,371,535
46,563 Armstrong World Industries, Inc. 3,518,766
31,493 Boise Cascade Co. 2,102,788
38,517 Chart Industries, Inc.* 8,584,669
31,348 Curtiss-Wright Corp. 5,261,135
19,266 Herc Holdings, Inc. 2,265,874
49,793 ITT, Inc. 3,803,687
51,080 John Bean Technologies Corp. 4,658,496
77,469 SPX Technologies, Inc.* 5,100,559
185,624 Stem, Inc.* 2,524,486
169,897 WillScot Mobile Mini Holdings Corp.* 7,225,719
246,624 Zurn Water Solutions Corp. 5,793,198
      67,053,056
  Commercial & Professional Services - 7.1%
63,342 ASGN, Inc.* 5,370,135
22,102 CACI International, Inc. Class A* 6,719,671
49,587 Casella Waste Systems, Inc. Class A* 4,056,712
21,721 Clean Harbors, Inc.* 2,659,954
34,595 Exponent, Inc. 3,295,520
51,475 Insperity, Inc. 6,075,080
73,946 KBR, Inc. 3,680,292
25,044 Tetra Tech, Inc. 3,538,216
      35,395,580
  Consumer Durables & Apparel - 3.0%
78,838 Crocs, Inc.* 5,577,789
14,242 Deckers Outdoor Corp.* 4,983,703
6,562 TopBuild Corp.* 1,116,459
107,156 YETI Holdings, Inc.* 3,437,564
      15,115,515
  Consumer Services - 4.5%
19,245 Churchill Downs, Inc. 4,001,228
78,987 Penn National Gaming, Inc.* 2,614,469
81,880 Texas Roadhouse, Inc. Class A 8,102,026
51,187 Wingstop, Inc. 8,107,509
      22,825,232
  Diversified Financials - 0.9%
75,280 Stifel Financial Corp. 4,657,574
  Energy - 6.4%
39,124 Chord Energy Corp. 5,989,493
99,885 Helmerich & Payne, Inc. 4,945,307
248,949 Magnolia Oil & Gas Corp. Class A 6,393,010
71,011 Ovintiv, Inc. 3,596,707
70,345 PDC Energy, Inc. 5,074,688
130,508 SM Energy Co. 5,870,250
      31,869,455
  Food & Staples Retailing - 0.8%
75,408 Performance Food Group Co.* 3,924,232
Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.1% - (continued)
  Food, Beverage & Tobacco - 4.2%
    6,060 Boston Beer Co., Inc. Class A* $   2,262,137
   42,470 Celsius Holdings, Inc.*    3,868,168
   52,061 Freshpet, Inc.*    3,068,996
   25,306 Lancaster Colony Corp.    4,562,166
   93,053 Simply Good Foods Co.*    3,563,930
  262,426 Sovos Brands, Inc.*   3,637,224
      20,962,621
  Health Care Equipment & Services - 10.3%
16,776 Amedisys, Inc.* 1,637,170
49,043 AtriCure, Inc.* 2,065,691
65,260 Glaukos Corp.* 3,659,128
79,402 Globus Medical, Inc. Class A* 5,319,934
76,906 Haemonetics Corp.* 6,533,165
100,320 Health Catalyst, Inc.* 884,822
51,984 HealthEquity, Inc.* 4,050,073
45,447 Inari Medical, Inc.* 3,496,238
82,490 Integra LifeSciences Holdings Corp.* 4,145,123
7,923 LHC Group, Inc.* 1,323,933
17,082 ModivCare, Inc.* 1,661,054
49,770 Omnicell, Inc.* 3,848,216
146,510 Owens & Minor, Inc. 2,490,670
363,137 R1 RCM, Inc.* 6,412,999
7,058 Shockwave Medical, Inc.* 2,069,053
34,879 Tandem Diabetes Care, Inc.* 1,958,456
      51,555,725
  Household & Personal Products - 0.5%
215,677 Beauty Health Co.*(1) 2,465,188
  Insurance - 0.4%
83,579 James River Group Holdings Ltd. 2,112,041
  Materials - 3.7%
197,980 Axalta Coating Systems Ltd.* 4,616,894
66,031 Cabot Corp. 4,851,958
33,354 Ingevity Corp.* 2,243,723
178,196 Livent Corp.* 5,625,648
21,799 Louisiana-Pacific Corp. 1,234,913
      18,573,136
  Media & Entertainment - 1.4%
110,061 Bumble, Inc. Class A* 2,795,550
56,906 Ziff Davis, Inc.*(1) 4,403,955
      7,199,505
  Pharmaceuticals, Biotechnology & Life Sciences - 12.2%
136,836 Aclaris Therapeutics, Inc.* 2,136,010
68,906 Apellis Pharmaceuticals, Inc.* 4,168,124
52,213 Blueprint Medicines Corp.* 2,706,722
65,310 Celldex Therapeutics, Inc.* 2,294,340
88,800 Crinetics Pharmaceuticals, Inc.* 1,639,248
67,288 Cytokinetics, Inc.* 2,937,794
84,766 Denali Therapeutics, Inc.* 2,431,089
27,568 Halozyme Therapeutics, Inc.* 1,318,026
46,087 Harmony Biosciences Holdings, Inc.* 2,396,524
366,255 ImmunoGen, Inc.* 2,175,555
73,248 Inhibrx, Inc.* 2,357,121
69,907 Intra-Cellular Therapies, Inc.* 3,192,653
18,532 Karuna Therapeutics, Inc.* 4,064,809
65,368 Kymera Therapeutics, Inc.* 1,983,265
26,939 Mirati Therapeutics, Inc.* 1,813,533
78,190 Morphic Holding, Inc.* 2,190,102
89,156 NanoString Technologies, Inc.* 932,572
54,496 Pacira BioSciences, Inc.* 2,820,713
59,673 PTC Therapeutics, Inc.* 2,256,833
94,345 Revolution Medicines, Inc.* 1,911,430
42,377 Sage Therapeutics, Inc.* 1,595,918
83,565 Stoke Therapeutics, Inc.* 1,240,940
87,736 Syndax Pharmaceuticals, Inc.* 2,014,418
 
The accompanying notes are an integral part of these financial statements.

66


The Hartford Small Cap Growth Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.1% - (continued)
  Pharmaceuticals, Biotechnology & Life Sciences - 12.2% -
(continued)
    8,279 United Therapeutics Corp.* $   1,908,558
   84,534 Vaxcyte, Inc.*    3,686,528
   67,694 Veracyte, Inc.*    1,361,326
   66,058 Zentalis Pharmaceuticals, Inc.*   1,657,395
      61,191,546
  Real Estate - 2.2%
38,654 Agree Realty Corp. REIT 2,655,530
133,598 Phillips Edison & Co., Inc. REIT 4,026,644
46,533 Ryman Hospitality Properties, Inc. REIT 4,137,714
      10,819,888
  Retailing - 1.2%
19,887 Burlington Stores, Inc.* 2,843,045
55,839 Ollie's Bargain Outlet Holdings, Inc.* 3,126,984
      5,970,029
  Semiconductors & Semiconductor Equipment - 4.0%
46,904 Axcelis Technologies, Inc.* 2,720,432
37,606 Cirrus Logic, Inc.* 2,524,115
40,183 Lattice Semiconductor Corp.* 1,949,277
26,040 MKS Instruments, Inc. 2,139,186
62,936 Power Integrations, Inc. 4,198,460
29,164 Silicon Laboratories, Inc.* 3,351,527
37,488 Synaptics, Inc.* 3,321,437
      20,204,434
  Software & Services - 12.0%
66,812 Alarm.com Holdings, Inc.* 3,931,218
56,730 Blackbaud, Inc.* 3,103,131
45,622 Ceridian HCM Holding, Inc.* 3,019,720
35,285 Concentrix Corp. 4,312,886
30,882 Consensus Cloud Solutions, Inc.* 1,733,716
42,597 DigitalOcean Holdings, Inc.*(1) 1,530,084
26,927 ExlService Holdings, Inc.* 4,896,675
28,263 Five9, Inc.* 1,703,128
39,084 Manhattan Associates, Inc.* 4,755,350
97,033 Olo, Inc. Class A* 854,861
65,725 Perficient, Inc.* 4,401,603
56,444 Rapid7, Inc.* 2,555,220
170,033 Repay Holdings Corp.* 1,035,501
77,927 Shift4 Payments, Inc. Class A* 3,582,304
59,520 Sprout Social, Inc. Class A* 3,590,842
104,604 Varonis Systems, Inc.* 2,800,249
411,065 Verra Mobility Corp. Class A* 7,016,880
12,174 WEX, Inc.* 1,998,240
41,468 Workiva, Inc.* 3,226,625
      60,048,233
  Technology Hardware & Equipment - 3.5%
52,775 Fabrinet * 6,037,460
45,715 Insight Enterprises, Inc.* 4,320,525
42,428 Lumentum Holdings, Inc.* 3,158,764
28,217 Novanta, Inc.* 3,989,884
      17,506,633
  Total Common Stocks
(cost $404,751,289)
  $ 486,266,788
Shares or Principal Amount   Market Value†
EXCHANGE-TRADED FUNDS - 2.0%
  Other Investment Pools & Funds - 2.0%
   43,860 iShares Russell 2000 Growth ETF $   9,923,764
  Total Exchange-Traded Funds
(cost $9,267,874)
  $  9,923,764
  Total Long-Term Investments
(cost $414,019,163)
  $ 496,190,552
SHORT-TERM INVESTMENTS - 1.4%
  Repurchase Agreements - 1.0%
$  4,704,763 Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $4,705,156; collateralized by U.S. Treasury Inflation Index Note at 0.125%, maturing 10/15/2024, with a market value of $4,798,881 $   4,704,763
  Securities Lending Collateral - 0.4%
  325,682 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 3.07%(2)      325,682
1,085,606 HSBC US Government Money Market Fund, 3.09%(2) 1,085,606
325,682 Invesco Government & Agency Portfolio, Institutional Class, 3.07%(2) 325,682
325,682 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.88%(2) 325,682
      2,062,652
  Total Short-Term Investments
(cost $6,767,415)
$  6,767,415
  Total Investments
(cost $420,786,578)
100.5% $ 502,957,967
  Other Assets and Liabilities (0.5)% (2,520,012)
  Total Net Assets 100.0% $ 500,437,955
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(2) Current yield as of period end.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
The accompanying notes are an integral part of these financial statements.

67


The Hartford Small Cap Growth Fund
Schedule of Investments – (continued)
October 31, 2022  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components   $  12,444,177   $  12,444,177   $  —   $ —
Banks   14,372,988   14,372,988    
Capital Goods   67,053,056   67,053,056    
Commercial & Professional Services   35,395,580   35,395,580    
Consumer Durables & Apparel   15,115,515   15,115,515    
Consumer Services   22,825,232   22,825,232    
Diversified Financials   4,657,574   4,657,574    
Energy   31,869,455   31,869,455    
Food & Staples Retailing   3,924,232   3,924,232    
Food, Beverage & Tobacco   20,962,621   20,962,621    
Health Care Equipment & Services   51,555,725   51,555,725    
Household & Personal Products   2,465,188   2,465,188    
Insurance   2,112,041   2,112,041    
Materials   18,573,136   18,573,136    
Media & Entertainment   7,199,505   7,199,505    
Pharmaceuticals, Biotechnology & Life Sciences   61,191,546   61,191,546    
Real Estate   10,819,888   10,819,888    
Retailing   5,970,029   5,970,029    
Semiconductors & Semiconductor Equipment   20,204,434   20,204,434    
Software & Services   60,048,233   60,048,233    
Technology Hardware & Equipment   17,506,633   17,506,633    
Exchange-Traded Funds   9,923,764   9,923,764    
Short-Term Investments   6,767,415   2,062,652   4,704,763  
Total   $ 502,957,967   $ 498,253,204   $ 4,704,763   $ —
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

68


Hartford Small Cap Value Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.1%
  Banks - 20.9%
   44,714 Bank OZK $   1,921,808
   70,401 Berkshire Hills Bancorp, Inc.    2,059,229
   87,420 Cadence Bank    2,417,163
   21,861 Federal Agricultural Mortgage Corp. Class C    2,518,387
   75,462 First Hawaiian, Inc.    1,930,318
   62,917 First Interstate BancSystem, Inc. Class A    2,869,644
170,282 FNB Corp. 2,460,575
114,145 Home BancShares, Inc. 2,909,556
69,972 Pacific Premier Bancorp, Inc. 2,547,681
127,955 Radian Group, Inc. 2,670,421
57,132 Sandy Spring Bancorp, Inc. 2,024,758
      26,329,540
  Capital Goods - 9.4%
53,326 Air Lease Corp. 1,881,875
30,507 EnerSys 2,022,309
72,057 Kennametal, Inc. 1,924,642
22,101 McGrath Rent Corp. 2,078,599
173,061 REV Group, Inc. 2,377,858
66,460 Spirit AeroSystems Holdings, Inc. Class A 1,539,214
      11,824,497
  Commercial & Professional Services - 8.4%
168,967 BrightView Holdings, Inc.* 1,507,186
144,151 CoreCivic, Inc. REIT* 1,509,261
65,615 Deluxe Corp. 1,206,004
81,535 Loomis AB 2,282,859
98,482 MillerKnoll Inc. 2,085,849
18,966 Science Applications International Corp. 2,054,776
      10,645,935
  Consumer Durables & Apparel - 6.1%
23,545 Carter's, Inc. 1,597,999
54,841 Kontoor Brands, Inc. 1,957,824
67,577 Steven Madden Ltd. 2,018,525
38,570 Sturm Ruger & Co., Inc. 2,164,934
      7,739,282
  Consumer Services - 4.0%
58,760 Adtalem Global Education, Inc.* 2,450,292
22,393 Cracker Barrel Old Country Store, Inc. 2,557,729
      5,008,021
  Diversified Financials - 7.1%
248,899 Greenhill & Co., Inc. 1,764,694
109,299 Navient Corp. 1,654,787
56,569 PRA Group, Inc.* 1,895,061
114,176 PROG Holdings, Inc.* 1,886,187
207,762 Rithm Capital Corp. REIT 1,751,434
      8,952,163
  Energy - 4.5%
69,124 ChampionX Corp. 1,978,329
80,533 DMC Global, Inc.* 1,742,734
180,981 TechnipFMC plc* 1,916,589
      5,637,652
  Health Care Equipment & Services - 4.9%
94,955 NextGen Healthcare, Inc.* 1,902,898
46,076 NuVasive, Inc.* 2,033,334
64,169 Premier, Inc. Class A 2,238,215
      6,174,447
  Household & Personal Products - 4.6%
54,359 Edgewell Personal Care Co. 2,130,329
68,463 Energizer Holdings, Inc. 1,977,896
14,543 Medifast, Inc. 1,701,386
      5,809,611
  Insurance - 6.5%
39,822 Kemper Corp. 1,898,315
Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.1% - (continued)
  Insurance - 6.5% - (continued)
  305,637 Lancashire Holdings Ltd. $   1,734,531
   97,292 ProAssurance Corp.    2,160,855
  371,454 Siriuspoint Ltd.*   2,384,735
      8,178,436
  Materials - 3.3%
   45,325 Compass Minerals International, Inc.    1,792,150
99,608 Mativ, Inc. 2,364,694
      4,156,844
  Media & Entertainment - 1.1%
122,131 MediaAlpha, Inc. Class A* 1,340,998
  Pharmaceuticals, Biotechnology & Life Sciences - 1.5%
37,637 Pacira BioSciences, Inc.* 1,948,091
  Real Estate - 2.8%
136,247 Pebblebrook Hotel Trust REIT 2,185,402
125,539 Piedmont Office Realty Trust, Inc. Class A, REIT 1,311,882
      3,497,284
  Retailing - 1.9%
50,834 Monro, Inc. 2,427,324
  Semiconductors & Semiconductor Equipment - 4.2%
64,957 Ichor Holdings Ltd.* 1,652,506
70,480 Rambus, Inc.* 2,125,677
27,990 Silicon Motion Technology Corp. ADR 1,497,185
      5,275,368
  Software & Services - 4.3%
230,282 Adeia, Inc. 2,574,553
43,797 InterDigital, Inc. 2,184,156
46,416 Xperi, Inc.* 648,432
      5,407,141
  Utilities - 1.6%
46,295 Portland General Electric Co. 2,080,497
  Total Common Stocks
(cost $118,757,220)
  $ 122,433,131
EXCHANGE-TRADED FUNDS - 1.9%
  Other Investment Pools & Funds - 1.9%
16,319 iShares Russell 2000 Value ETF $  2,371,477
  Total Exchange-Traded Funds
(cost $2,171,052)
  $  2,371,477
  Total Long-Term Investments
(cost $120,928,272)
  $ 124,804,608
SHORT-TERM INVESTMENTS - 1.0%
  Repurchase Agreements - 1.0%
$  1,293,076 Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $1,293,184; collateralized by U.S. Treasury Note at 2.125%, maturing 07/31/2024, with a market value of $1,319,005 $  1,293,076
  Total Short-Term Investments
(cost $1,293,076)
$  1,293,076
  Total Investments
(cost $122,221,348)
100.0% $ 126,097,684
  Other Assets and Liabilities 0.0% 20,270
  Total Net Assets 100.0% $ 126,117,954
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
 
The accompanying notes are an integral part of these financial statements.

69


Hartford Small Cap Value Fund
Schedule of Investments – (continued)
October 31, 2022  

  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
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, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Banks   $  26,329,540   $  26,329,540   $  —   $ —
Capital Goods   11,824,497   11,824,497    
Commercial & Professional Services   10,645,935   8,363,076   2,282,859  
Consumer Durables & Apparel   7,739,282   7,739,282    
Consumer Services   5,008,021   5,008,021    
Diversified Financials   8,952,163   8,952,163    
Energy   5,637,652   5,637,652    
Health Care Equipment & Services   6,174,447   6,174,447    
Household & Personal Products   5,809,611   5,809,611    
Insurance   8,178,436   6,443,905   1,734,531  
Materials   4,156,844   4,156,844    
Media & Entertainment   1,340,998   1,340,998    
Pharmaceuticals, Biotechnology & Life Sciences   1,948,091   1,948,091    
Real Estate   3,497,284   3,497,284    
Retailing   2,427,324   2,427,324    
Semiconductors & Semiconductor Equipment   5,275,368   5,275,368    
Software & Services   5,407,141   5,407,141    
Utilities   2,080,497   2,080,497    
Exchange-Traded Funds   2,371,477   2,371,477    
Short-Term Investments   1,293,076     1,293,076  
Total   $ 126,097,684   $ 120,787,218   $ 5,310,466   $ —
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

70


The Hartford Small Company Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 94.3%
  Automobiles & Components - 0.3%
    17,101 Visteon Corp.* $   2,231,168
  Banks - 3.8%
   199,289 Ameris Bancorp  10,265,377
   241,659 Cadence Bank    6,681,871
   199,618 Synovus Financial Corp.   7,954,777
      24,902,025
  Capital Goods - 16.9%
57,277 Acuity Brands, Inc. 10,514,339
81,197 Ameresco, Inc. Class A* 4,910,795
164,535 Applied Industrial Technologies, Inc. 20,464,863
301,626 AZEK Co., Inc. Class A* 5,281,471
38,229 Chart Industries, Inc.* 8,520,480
74,775 Comfort Systems USA, Inc. 9,218,262
59,464 Curtiss-Wright Corp. 9,979,843
431,197 Fluor Corp.* 13,048,021
43,013 Middleby Corp.* 6,015,798
73,878 WESCO International, Inc.* 10,178,172
183,932 WillScot Mobile Mini Holdings Corp.* 7,822,628
275,818 Zurn Water Solutions Corp. 6,478,965
      112,433,637
  Commercial & Professional Services - 2.9%
223,423 Aris Water Solution, Inc. Class A 3,804,894
86,940 Casella Waste Systems, Inc. Class A* 7,112,561
130,944 TriNet Group, Inc.* 8,508,741
      19,426,196
  Consumer Durables & Apparel - 2.2%
90,821 Crocs, Inc.* 6,425,586
144,136 Skyline Champion Corp.* 8,390,156
      14,815,742
  Consumer Services - 6.9%
133,714 Boyd Gaming Corp. 7,723,321
172,791 H&R Block, Inc. 7,110,350
323,509 PowerSchool Holdings, Inc. Class A* 6,470,180
121,488 Texas Roadhouse, Inc. Class A 12,021,237
81,201 Wingstop, Inc. 12,861,426
      46,186,514
  Diversified Financials - 0.9%
219,306 Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT 5,960,737
  Energy - 8.6%
260,619 Brigham Minerals, Inc. Class A 8,079,189
200,551 Cactus, Inc. Class A 10,372,498
80,122 Chord Energy Corp. 12,265,877
335,951 SM Energy Co. 15,111,076
342,540 Viper Energy Partners L.P. 11,423,709
      57,252,349
  Food, Beverage & Tobacco - 1.1%
78,611 Celsius Holdings, Inc.* 7,159,890
  Health Care Equipment & Services - 12.6%
110,503 Acadia Healthcare Co., Inc.* 8,983,894
244,145 Cross Country Healthcare, Inc.* 9,055,338
59,010 Enovis Corp.* 2,918,045
96,870 Globus Medical, Inc. Class A* 6,490,290
117,996 Haemonetics Corp.* 10,023,760
90,165 HealthEquity, Inc.* 7,024,755
113,319 Inari Medical, Inc.* 8,717,631
63,523 Inspire Medical Systems, Inc.* 12,383,809
226,337 Owens & Minor, Inc. 3,847,729
603,500 R1 RCM, Inc.* 10,657,810
13,415 Shockwave Medical, Inc.* 3,932,607
      84,035,668
Shares or Principal Amount   Market Value†
COMMON STOCKS - 94.3% - (continued)
  Household & Personal Products - 2.7%
   406,515 elf Beauty, Inc.* $  17,585,839
  Materials - 3.9%
   197,413 Cabot Corp.  14,505,907
   369,898 Livent Corp.*  11,677,680
      26,183,587
  Media & Entertainment - 2.4%
210,097 Cargurus, Inc.* 3,059,013
197,936 Criteo S.A. ADR* 5,047,368
98,270 Ziff Davis, Inc.* 7,605,115
      15,711,496
  Pharmaceuticals, Biotechnology & Life Sciences - 11.2%
236,997 Aclaris Therapeutics, Inc.* 3,699,523
84,623 Alkermes plc* 1,920,942
267,144 Amicus Therapeutics, Inc.* 2,671,440
75,896 Apellis Pharmaceuticals, Inc.* 4,590,949
25,515 Ascendis Pharma A/S ADR* 2,934,225
72,986 Blueprint Medicines Corp.* 3,783,594
68,105 Celldex Therapeutics, Inc.* 2,392,529
137,155 Crinetics Pharmaceuticals, Inc.* 2,531,881
134,189 Cytokinetics, Inc.* 5,858,692
73,284 Fate Therapeutics, Inc.* 1,533,101
75,759 Halozyme Therapeutics, Inc.* 3,622,038
254,460 Immatics N.V.* 2,875,398
34,738 Immunocore Holdings plc ADR* 1,984,929
60,609 Intellia Therapeutics, Inc.* 3,198,943
87,342 Intra-Cellular Therapies, Inc.* 3,988,909
26,398 Karuna Therapeutics, Inc.* 5,790,137
62,190 Kymera Therapeutics, Inc.* 1,886,845
24,634 Mirati Therapeutics, Inc.* 1,658,361
62,467 Pacira BioSciences, Inc.* 3,233,292
97,003 PTC Therapeutics, Inc.* 3,668,654
155,025 Revolution Medicines, Inc.* 3,140,807
170,988 Rocket Pharmaceuticals, Inc.* 3,190,636
84,203 Syndax Pharmaceuticals, Inc.* 1,933,301
54,140 Vaxcyte, Inc.* 2,361,045
25,844 Verona Pharma plc ADR* 330,803
      74,780,974
  Real Estate - 2.6%
247,438 Phillips Edison & Co., Inc. REIT 7,457,781
107,666 Ryman Hospitality Properties, Inc. REIT 9,573,661
      17,031,442
  Retailing - 0.1%
26,907 Tory Burch LLC*(1)(2) 812,067
  Semiconductors & Semiconductor Equipment - 1.5%
45,985 MKS Instruments, Inc. 3,777,668
72,595 Synaptics, Inc.* 6,431,917
      10,209,585
  Software & Services - 9.7%
58,588 ExlService Holdings, Inc.* 10,654,228
96,348 Five9, Inc.* 5,805,931
394,887 Jamf Holding Corp.* 9,346,975
51,726 Manhattan Associates, Inc.* 6,293,502
45,984 Perficient, Inc.* 3,079,548
150,688 Rapid7, Inc.* 6,821,646
211,136 RingCentral, Inc. Class A* 7,499,551
884,448 Verra Mobility Corp. Class A* 15,097,527
      64,598,908
  Technology Hardware & Equipment - 4.0%
227,808 Calix, Inc.* 16,775,781
 
The accompanying notes are an integral part of these financial statements.

71


The Hartford Small Company Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 94.3% - (continued)
  Technology Hardware & Equipment - 4.0% - (continued)
    95,569 Coherent Corp.* $   3,212,074
    46,888 Novanta, Inc.*    6,629,963
      26,617,818
  Total Common Stocks
(cost $615,489,706)
  $ 627,935,642
EXCHANGE-TRADED FUNDS - 2.0%
  Other Investment Pools & Funds - 2.0%
58,936 iShares Russell 2000 Growth ETF $  13,334,859
  Total Exchange-Traded Funds
(cost $12,478,676)
  $  13,334,859
  Total Long-Term Investments
(cost $627,968,382)
  $ 641,270,501
SHORT-TERM INVESTMENTS - 3.3%
  Repurchase Agreements - 3.3%
$  21,856,986 Fixed Income Clearing Corp. Repurchase Agreement dated 10/31/2022 at 3.010%, due on 11/01/2022 with a maturity value of $21,858,813; collateralized by U.S. Treasury Inflation Index Note at 0.125%, maturing 10/15/2024, with a market value of $22,294,185 $  21,856,986
  Total Short-Term Investments
(cost $21,856,986)
$  21,856,986
  Total Investments
(cost $649,825,368)
99.6% $ 663,127,487
  Other Assets and Liabilities 0.4% 2,524,088
  Total Net Assets 100.0% $ 665,651,575
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $812,067 or 0.1% of net assets.
    
Period
Acquired
  Security Name   Shares/
Par Value
  Total Cost   Market Value
11/2013   Tory Burch LLC   26,907   $ 2,108,912   $ 812,067
    
(2) Investment valued using significant unobservable inputs.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
The accompanying notes are an integral part of these financial statements.

72


The Hartford Small Company Fund
Schedule of Investments – (continued)
October 31, 2022  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components   $  2,231,168   $  2,231,168   $  —   $  —
Banks   24,902,025   24,902,025    
Capital Goods   112,433,637   112,433,637    
Commercial & Professional Services   19,426,196   19,426,196    
Consumer Durables & Apparel   14,815,742   14,815,742    
Consumer Services   46,186,514   46,186,514    
Diversified Financials   5,960,737   5,960,737    
Energy   57,252,349   57,252,349    
Food, Beverage & Tobacco   7,159,890   7,159,890    
Health Care Equipment & Services   84,035,668   84,035,668    
Household & Personal Products   17,585,839   17,585,839    
Materials   26,183,587   26,183,587    
Media & Entertainment   15,711,496   15,711,496    
Pharmaceuticals, Biotechnology & Life Sciences   74,780,974   74,780,974    
Real Estate   17,031,442   17,031,442    
Retailing   812,067       812,067
Semiconductors & Semiconductor Equipment   10,209,585   10,209,585    
Software & Services   64,598,908   64,598,908    
Technology Hardware & Equipment   26,617,818   26,617,818    
Exchange-Traded Funds   13,334,859   13,334,859    
Short-Term Investments   21,856,986     21,856,986  
Total   $ 663,127,487   $ 640,458,434   $ 21,856,986   $ 812,067
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
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, 2022 is not presented.
The accompanying notes are an integral part of these financial statements.

73


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

Currency Abbreviations:
USD United States Dollar
Other Abbreviations:
ADR American Depositary Receipt
ETF Exchange-Traded Fund
REIT Real Estate Investment Trust

74


Hartford Domestic Equity Funds
 Statements of Assets and Liabilities
October 31, 2022  

  The Hartford
Capital
Appreciation
Fund
  Hartford Core
Equity Fund
  The Hartford
Dividend and
Growth Fund
  The Hartford
Equity Income
Fund
  The Hartford
Growth
Opportunities
Fund
  The Hartford
Healthcare Fund
Assets:                      
Investments in securities, at market value(1) $ 5,612,967,713   $ 9,574,249,199   $ 15,266,541,743   $ 4,960,975,904   $ 4,157,795,904   $ 1,304,680,495
Repurchase agreements 63,260,761   70,499,034   277,160,322   111,912,401   54,681,335   9,456,479
Cash 14,958,966   16,373,432   64,318,708   25,911,539   12,688,873   2,281,461
Cash collateral held for securities on loan 831,440       3,010,112   1,212,565   338,088
Foreign currency 1,215       647,200     369,233
Receivables:                      
Investment securities sold 84,178,011   1,147,790     17,728,994   56,937,232   18,756,606
Fund shares sold 719,840   11,886,466   24,689,558   7,861,893   3,420,104   455,518
Dividends and interest 2,993,698   7,139,087   16,563,456   3,520,026   619,656   885,028
Securities lending income 4,072     210   21,283   7,174   583
Variation margin on futures contracts 3,670,462          
Tax reclaims 476,372     4,220,868   2,535,156   55,282   306,637
Other assets 98,933   137,311   314,249   167,979   95,124   51,517
Total assets 5,784,161,483   9,681,432,319   15,653,809,114   5,134,292,487   4,287,513,249   1,337,581,645
Liabilities:                      
Obligation to return securities lending collateral 16,628,793       60,202,236   24,251,300   6,761,768
Payables:                      
Investment securities purchased 35,323,757   2,853,980     36,876,242   45,114,947   10,571,586
Fund shares redeemed 4,514,394   9,481,372   15,864,393   7,112,677   5,882,285   823,171
Investment management fees 3,106,863   2,635,299   7,506,642   2,484,837   2,471,417   924,135
Transfer agent fees 962,874   1,113,588   1,527,766   570,529   738,167   245,054
Accounting services fees 153,533   258,522   387,663   125,430   120,954   36,621
Board of Directors' fees 21,298   36,099   52,139   16,460   17,487   4,653
Distribution fees 185,343   139,390   215,815   101,071   105,074   44,667
Accrued expenses 157,857   191,587   249,366   106,592   142,734   71,747
Total liabilities 61,054,712   16,709,837   25,803,784   107,596,074   78,844,365   19,483,402
Net assets $ 5,723,106,771   $ 9,664,722,482   $ 15,628,005,330   $ 5,026,696,413   $ 4,208,668,884   $ 1,318,098,243
Summary of Net Assets:                      
Capital stock and paid-in-capital $ 5,126,819,841   $ 6,737,928,244   $ 11,171,428,879   $ 3,536,445,504   $ 5,273,001,606   $ 1,104,791,354
Distributable earnings (loss) 596,286,930   2,926,794,238   4,456,576,451   1,490,250,909   (1,064,332,722)   213,306,889
Net assets $ 5,723,106,771   $ 9,664,722,482   $ 15,628,005,330   $ 5,026,696,413   $ 4,208,668,884   $ 1,318,098,243
Shares authorized 1,540,000,000   825,000,000   1,270,000,000   675,000,000   19,850,000,000   485,000,000
Par value $  0.0010   $  0.0010   $  0.0010   $  0.0010   $  0.0001   $  0.0010
Class A: Net asset value per share $  34.53   $  40.38   $  30.41   $  21.83   $  30.49   $  34.67
Maximum offering price per share 36.54   42.73   32.18   23.10   32.26   36.69
Shares outstanding 122,729,905   36,056,289   144,923,149   85,975,186   64,987,604   20,484,794
Net Assets $ 4,238,196,694   $ 1,456,043,738   $  4,407,511,362   $ 1,876,671,511   $ 1,981,664,547   $  710,176,261
Class C: Net asset value per share $  22.26   $  36.27   $  29.11   $  21.71   $  7.68   $  24.39
Shares outstanding 3,946,921   11,905,039   6,436,520   6,160,738   17,005,554   3,469,084
Net Assets $  87,852,034   $  431,852,301   $  187,341,634   $  133,760,615   $  130,590,086   $  84,595,200
Class I: Net asset value per share $  34.84   $  40.55   $  30.23   $  21.67   $  33.77   $  37.68
Shares outstanding 14,742,412   87,053,611   128,477,907   71,371,107   27,870,521   8,756,194
Net Assets $  513,601,338   $ 3,529,589,467   $  3,883,536,378   $ 1,546,286,586   $  941,201,983   $  329,896,468
Class R3: Net asset value per share $  39.62   $  40.90   $  30.95   $  21.88   $  30.04   $  35.46
Shares outstanding 758,999   1,329,879   1,762,963   1,294,952   982,800   700,723
Net Assets $  30,073,782   $  54,393,233   $  54,564,826   $  28,332,483   $  29,520,391   $  24,848,933
Class R4: Net asset value per share $  41.74   $  41.74   $  31.22   $  21.91   $  33.76   $  38.59
Shares outstanding 646,453   3,775,905   3,006,726   1,788,334   1,255,597   414,723
Net Assets $  26,983,632   $  157,597,021   $  93,864,015   $  39,191,273   $  42,391,285   $  16,006,192
Class R5: Net asset value per share $  42.91   $  40.89   $  31.37   $  22.05   $  37.13   $  41.63
Shares outstanding 650,583   3,587,047   7,439,828   3,350,500   371,197   242,678
Net Assets $  27,917,270   $  146,672,264   $  233,376,811   $  73,875,981   $  13,784,243   $  10,101,726
The accompanying notes are an integral part of these financial statements.

75


Hartford Domestic Equity Funds
 Statements of Assets and Liabilities – (continued)
October 31, 2022  

  The Hartford
Capital
Appreciation
Fund
  Hartford Core
Equity Fund
  The Hartford
Dividend and
Growth Fund
  The Hartford
Equity Income
Fund
  The Hartford
Growth
Opportunities
Fund
  The Hartford
Healthcare Fund
Class R6: Net asset value per share $  43.28   $  41.10   $  31.37   $  22.12   $  38.28   $  42.53
Shares outstanding 638,760   25,781,942   20,177,389   4,460,626   1,032,035   1,302,424
Net Assets $  27,643,975   $ 1,059,701,739   $  632,954,176   $  98,651,510   $  39,511,422   $  55,391,943
Class Y: Net asset value per share $  43.22   $  41.07   $  31.38   $  22.12   $  38.16   $  42.40
Shares outstanding 1,720,441   12,881,593   22,781,177   5,589,376   8,733,532   1,230,417
Net Assets $  74,365,198   $  529,017,029   $  714,793,422   $  123,645,420   $  333,298,688   $  52,172,348
Class F: Net asset value per share $  34.85   $  40.60   $  30.20   $  21.66   $  34.05   $  37.93
Shares outstanding 19,986,513   56,647,418   179,462,742   51,065,240   20,460,918   920,260
Net Assets $  696,472,848   $ 2,299,855,690   $  5,420,062,706   $ 1,106,281,034   $  696,706,239   $  34,909,172
Cost of investments $ 5,326,903,734   $ 7,055,021,952   $ 11,811,290,933   $ 4,099,033,500   $ 4,640,675,754   $ 1,108,334,467
Cost of foreign currency $  1,220   $  —   $  —   $  648,006   $  —   $  360,114
(1) Includes Investment in securities on loan, at market value $  16,267,500   $  —   $  —   $  60,047,216   $  24,720,680   $ 6,393,818
The accompanying notes are an integral part of these financial statements.

76


Hartford Domestic Equity Funds
 Statements of Assets and Liabilities – (continued)
October 31, 2022  

  The Hartford
MidCap Fund
  The Hartford
MidCap Value
Fund
  Hartford Quality
Value Fund
  The Hartford
Small Cap
Growth Fund
  Hartford
Small Cap
Value Fund
  The Hartford
Small Company
Fund
Assets:                      
Investments in securities, at market value(1) $ 7,669,580,831   $ 881,162,721   $  240,872,209   $  498,253,204   $ 124,804,608   $ 641,270,501
Repurchase agreements   3,479,446   2,479,802   4,704,763   1,293,076   21,856,986
Investments in affiliated investments, at market value 121,387,095          
Cash   728,984   615,707   1,109,116   300,085   5,058,880
Cash collateral held for securities on loan 9,117,816       108,561    
Receivables:                      
From affiliates     3,452     4,100  
Investment securities sold 30,842,442   19,378,952     2,924,255    
Fund shares sold 6,736,517   1,991,317   1,211,032   511,592   25,112   748,846
Dividends and interest 1,323,366   269,128   272,414   70,451   76,160   82,752
Securities lending income 37,789       211   21   248
Tax reclaims     53,818      
Other assets 117,915   72,886   40,528   47,814   50,480   55,590
Total assets 7,839,143,771   907,083,434   245,548,962   507,729,967   126,553,642   669,073,803
Liabilities:                      
Due to custodian 7,099,021          
Obligation to return securities lending collateral 182,356,313       2,171,213    
Payables:                      
Investment securities purchased 15,641,552   18,271,886     3,884,407     2,203,073
Fund shares redeemed 28,325,914   966,839   486,615   748,109   305,696   561,588
Investment management fees 4,474,980   504,269   87,732   314,032   70,738   436,495
Transfer agent fees 1,199,943   106,946   55,976   113,252   25,200   112,600
Accounting services fees 214,956   25,601   7,574   16,801   3,842   20,219
Board of Directors' fees 32,172   3,072   825   1,939   446   2,407
Distribution fees 134,128   16,673   7,656   7,676   2,193   14,517
Accrued expenses 320,875   66,011   28,471   34,583   27,573   71,329
Total liabilities 239,799,854   19,961,297   674,849   7,292,012   435,688   3,422,228
Net assets $ 7,599,343,917   $ 887,122,137   $  244,874,113   $  500,437,955   $ 126,117,954   $ 665,651,575
Summary of Net Assets:                      
Capital stock and paid-in-capital $ 6,235,676,687   $ 729,135,558   $  195,288,714   $  454,643,208   $ 115,905,837   $ 782,520,149
Distributable earnings (loss) 1,363,667,230   157,986,579   49,585,399   45,794,747   10,212,117   (116,868,574)
Net assets $ 7,599,343,917   $ 887,122,137   $  244,874,113   $  500,437,955   $ 126,117,954   $ 665,651,575
Shares authorized 1,105,000,000   485,000,000   22,110,000,000   22,100,000,000   860,000,000   525,000,000
Par value $  0.0050   $  0.0010   $  0.0001   $  0.0001   $  0.0010   $  0.0010
Class A: Net asset value per share $  24.51   $  16.14   $  23.65   $  37.07   $  11.40   $  16.30
Maximum offering price per share 25.94   17.08   25.03   39.23   12.06   17.25
Shares outstanding 93,974,881   22,797,597   7,330,260   4,404,849   4,511,632   19,635,266
Net Assets $ 2,303,789,688   $ 368,039,964   $  173,357,836   $  163,292,965   $  51,421,656   $ 319,970,670
Class C: Net asset value per share $  13.88   $  12.36   $  19.79   $  20.14   $  9.69   $  7.45
Shares outstanding 15,053,771   569,650   173,763   109,116   198,471   628,214
Net Assets $  208,962,720   $  7,040,809   $  3,439,467   $  2,197,307   $  1,922,202   $  4,678,095
Class I: Net asset value per share $  25.85   $  16.36   $  23.32   $  40.17   $  11.44   $  18.06
Shares outstanding 66,227,100   2,296,646   1,312,171   1,646,670   1,871,558   1,761,801
Net Assets $ 1,712,200,911   $  37,582,269   $  30,598,002   $  66,149,935   $  21,401,908   $  31,818,643
Class R3: Net asset value per share $  28.24   $  17.10   $  24.07   $  35.99   $  11.90   $  18.45
Shares outstanding 2,162,666   357,270   39,026   169,709   63,830   555,580
Net Assets $  61,073,222   $  6,107,826   $  939,175   $  6,107,530   $  759,532   $  10,249,683
Class R4: Net asset value per share $  30.20   $  17.59   $  24.36   $  39.30   $  12.10   $  20.59
Shares outstanding 2,850,881   518,575   209,779   297,302   3,442   439,126
Net Assets $  86,083,151   $  9,121,406   $  5,111,196   $  11,683,847   $  41,643   $  9,039,759
Class R5: Net asset value per share $  31.72   $  17.91   $  24.64   $  42.94   $  12.08   $  22.66
Shares outstanding 2,932,351   112,740   13,667   479,546   145,446   203,158
Net Assets $  93,004,572   $  2,019,468   $  336,736   $  20,590,865   $  1,756,280   $  4,603,283
The accompanying notes are an integral part of these financial statements.

77


Hartford Domestic Equity Funds
 Statements of Assets and Liabilities – (continued)
October 31, 2022  

  The Hartford
MidCap Fund
  The Hartford
MidCap Value
Fund
  Hartford Quality
Value Fund
  The Hartford
Small Cap
Growth Fund
  Hartford
Small Cap
Value Fund
  The Hartford
Small Company
Fund
Class R6: Net asset value per share $  32.27   $  16.37   $  24.72   $  43.99   $  12.07   $  23.44
Shares outstanding 23,505,613   650   478,768   1,313,975   647,881   280,780
Net Assets $  758,617,322   $  10,642   $  11,833,627   $  57,806,599   $  7,821,411   $  6,580,356
Class Y: Net asset value per share $  32.19   $  17.96   $  24.67   $  43.94   $  12.05   $  23.34
Shares outstanding 13,626,214   435,218   274,142   3,300,762   239,613   1,676,408
Net Assets $  438,594,894   $  7,814,387   $  6,762,575   $  145,027,048   $  2,887,342   $  39,131,465
Class F: Net asset value per share $  26.02   $  16.37   $  23.22   $  40.50   $  11.43   $  18.27
Shares outstanding 74,431,076   27,451,969   538,025   681,102   3,333,210   13,114,167
Net Assets $ 1,937,017,437   $ 449,385,366   $  12,495,499   $  27,581,859   $  38,105,980   $ 239,579,621
Cost of investments $ 6,778,722,359   $ 793,893,562   $  208,738,937   $  420,786,578   $ 122,221,348   $ 649,825,368
Cost of investments in affiliated investments $  144,565,239   $  —   $  —   $  —   $  —   $  —
Cost of foreign currency $  —   $  —   $  —   $  —   $  —   $  —
(1) Includes Investment in securities on loan, at market value $  179,370,461   $  —   $  —   $  2,045,606   $  —   $ —
The accompanying notes are an integral part of these financial statements.

78


Hartford Domestic Equity Funds
 Statements of Operations
For the Year Ended October 31, 2022 

  The Hartford
Capital
Appreciation
Fund
  Hartford Core
Equity Fund
  The Hartford
Dividend and
Growth Fund
  The Hartford
Equity Income
Fund
  The Hartford
Growth
Opportunities
Fund
  The Hartford
Healthcare Fund
Investment Income:                      
Dividends $  88,151,648   $  160,810,566   $  327,262,765   $ 139,217,427   $  15,377,363   $  14,248,290
Interest 1,197,187   487,509   4,624,204   1,576,297   703,343   197,498
Securities lending 107,188   38   332   87,977   107,622   231,937
Less: Foreign tax withheld (467,436)     (2,686,659)   (1,168,464)   (68,571)   (348,597)
Total investment income, net 88,988,587   161,298,113   329,200,642   139,713,237   16,119,757   14,329,128
Expenses:                      
Investment management fees 43,744,020   36,928,848   91,787,234   30,000,402   39,918,112   12,324,123
Transfer agent fees                      
Class A 5,099,389   1,449,512   3,962,825   1,485,216   2,633,941   900,498
Class C 161,918   453,890   207,896   148,521   231,743   143,982
Class I 518,060   4,023,301   3,331,226   1,379,446   1,414,063   388,778
Class R3 80,837   140,341   129,979   64,303   81,683   58,283
Class R4 50,468   292,166   163,192   71,117   84,431   32,669
Class R5 32,608   189,605   268,715   81,401   19,866   12,615
Class R6 1,213   29,322   22,126   3,535   2,093   448
Class Y 108,781   659,450   896,509   109,922   427,927   107,253
Class F 3,699   28,389   31,185   8,908   6,611   536
Distribution fees                      
Class A 12,125,918   3,916,123   11,507,280   4,641,967   6,510,873   1,898,516
Class C 1,134,779   5,053,784   1,845,813   1,442,668   1,974,061   1,054,159
Class R3 184,544   319,739   302,132   150,630   190,750   134,573
Class R4 77,901   486,272   249,921   104,979   136,293   51,466
Custodian fees 25,342   40,598   62,782   18,376   65,115   40,653
Registration and filing fees 183,164   369,055   630,750   229,818   306,894   147,165
Accounting services fees 935,628   1,577,937   2,171,799   697,537   808,772   218,016
Board of Directors' fees 167,266   289,046   413,867   129,130   140,250   36,935
Audit and tax fees 54,279   20,951   21,109   21,158   36,443   24,450
Other expenses 487,190   794,905   1,114,837   377,491   449,731   147,909
Total expenses (before waivers, reimbursements and fees paid indirectly) 65,177,004   57,063,234   119,121,177   41,166,525   55,439,652   17,723,027
Transfer agent fee waivers   (52,063)   (452,170)      
Distribution fee reimbursements (214,779)   (86,054)   (116,973)   (16,927)   (201,171)   (25,691)
Commission recapture (64,181)   (8,389)   (46,074)   (26,552)   (142,150)   (6,241)
Total waivers, reimbursements and fees paid indirectly (278,960)   (146,506)   (615,217)   (43,479)   (343,321)   (31,932)
Total expenses 64,898,044   56,916,728   118,505,960   41,123,046   55,096,331   17,691,095
Net Investment Income (Loss) 24,090,543   104,381,385   210,694,682   98,590,191   (38,976,574)   (3,361,967)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:                      
Investments 323,158,296   261,921,622   694,901,386   529,616,656   (609,174,897)   12,441,669
Futures contracts (36,942,270)          
Foreign currency contracts           (123)
Other foreign currency transactions (63,023)       8,745   (35,639)   (66,490)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions 286,153,003   261,921,622   694,901,386   529,625,401   (609,210,536)   12,375,056
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:                      
Investments (1,609,628,075)   (2,322,465,638)   (1,873,667,525)   (612,837,533)   (2,276,283,476)   (233,110,398)
Futures contracts (10,490,121)          
Translation of other assets and liabilities in foreign currencies (43,707)       (202,181)   (2,777)   (12,261)
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions (1,620,161,903)   (2,322,465,638)   (1,873,667,525)   (613,039,714)   (2,276,286,253)   (233,122,659)
The accompanying notes are an integral part of these financial statements.

79


Hartford Domestic Equity Funds
 Statements of Operations – (continued)
For the Year Ended October 31, 2022 

  The Hartford
Capital
Appreciation
Fund
  Hartford Core
Equity Fund
  The Hartford
Dividend and
Growth Fund
  The Hartford
Equity Income
Fund
  The Hartford
Growth
Opportunities
Fund
  The Hartford
Healthcare Fund
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions (1,334,008,900)   (2,060,544,016)   (1,178,766,139)   (83,414,313)   (2,885,496,789)   (220,747,603)
Net Increase (Decrease) in Net Assets Resulting from Operations $ (1,309,918,357)   $ (1,956,162,631)   $ (968,071,457)   $  15,175,878   $ (2,924,473,363)   $ (224,109,570)
The accompanying notes are an integral part of these financial statements.

80


Hartford Domestic Equity Funds
 Statements of Operations – (continued)
For the Year Ended October 31, 2022 

  The Hartford
MidCap Fund
  The Hartford
MidCap Value
Fund
  Hartford Quality
Value Fund
  The Hartford
Small Cap
Growth Fund
  Hartford
Small Cap
Value Fund
  The Hartford
Small Company
Fund
Investment Income:                      
Dividends $  73,536,118   $  12,820,495   $  6,066,284   $  3,210,156   $  3,431,895   $  4,107,779
Interest 69,899   65,034   53,735   48,543   5,799   145,467
Securities lending 614,164   7,652     14,357   3,741   55,988
Less: Foreign tax withheld (17,336)   (96,276)   (67,755)     (11,983)  
Total investment income, net 74,202,845   12,796,905   6,052,264   3,273,056   3,429,452   4,309,234
Expenses:                      
Investment management fees 72,260,680   6,271,942   1,074,105   4,676,358   1,029,469   6,030,361
Transfer agent fees                      
Class A 2,940,338   547,112   274,405   387,933   108,132   580,437
Class C 340,708   14,863   8,515   7,286   6,292   14,520
Class I 3,512,781   29,244   26,130   75,048   39,866   51,743
Class R3 167,712   14,339   2,245   14,842   2,094   26,274
Class R4 215,166   16,390   7,491   24,488   269   18,028
Class R5 197,346   2,435   575   50,665   1,708   6,377
Class R6 29,638     278   2,802   268   226
Class Y 692,537   13,663   3,722   191,800   2,915   24,768
Class F 47,346   5,773   206   398   291   3,810
Distribution fees                      
Class A 6,964,577   920,733   451,044   484,287   139,947   948,794
Class C 2,808,476   80,616   36,287   40,925   25,311   62,590
Class R3 382,494   32,638   5,116   33,972   4,760   59,819
Class R4 319,564   24,397   11,916   37,161   403   26,553
Custodian fees 102,524   4,225   2,007   6,504   6,484   23,034
Registration and filing fees 251,850   147,000   119,847   127,803   128,185   170,609
Accounting services fees 1,435,389   142,032   47,581   105,052   29,313   122,441
Board of Directors' fees 241,893   23,434   6,318   15,110   3,720   18,774
Audit and tax fees 21,007   25,375   21,065   20,996   21,263   29,834
Other expenses 959,870   184,136   35,208   54,423   26,982   154,042
Total expenses (before waivers, reimbursements and fees paid indirectly) 93,891,896   8,500,347   2,134,061   6,357,853   1,577,672   8,373,034
Expense waivers     (26,593)     (30,962)  
Transfer agent fee waivers (635,243)       (75,079)    
Distribution fee reimbursements (89,197)   (8,145)   (10,227)   (18,327)   (5,898)   (18,871)
Commission recapture (102,352)   (16,317)   (560)   (7,578)   (1,908)   (23,601)
Total waivers, reimbursements and fees paid indirectly (826,792)   (24,462)   (37,380)   (100,984)   (38,768)   (42,472)
Total expenses 93,065,104   8,475,885   2,096,681   6,256,869   1,538,904   8,330,562
Net Investment Income (Loss) (18,862,259)   4,321,020   3,955,583   (2,983,813)   1,890,548   (4,021,328)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:                      
Investments 683,964,438   73,489,920   11,495,734   (32,221,344)   8,029,836   (125,644,852)
Investments in affiliated investments (9,968,362)          
Other foreign currency transactions     (145)     (198)  
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions 673,996,076   73,489,920   11,495,589   (32,221,344)   8,029,638   (125,644,852)
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:                      
Investments (3,609,217,257)   (114,419,726)   (26,414,806)   (197,748,237)   (22,441,354)   (162,580,738)
Investments in affiliated investments (30,190,021)          
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions (3,639,407,278)   (114,419,726)   (26,414,806)   (197,748,237)   (22,441,354)   (162,580,738)
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions (2,965,411,202)   (40,929,806)   (14,919,217)   (229,969,581)   (14,411,716)   (288,225,590)
Net Increase (Decrease) in Net Assets Resulting from Operations $ (2,984,273,461)   $ (36,608,786)   $ (10,963,634)   $ (232,953,394)   $ (12,521,168)   $ (292,246,918)
The accompanying notes are an integral part of these financial statements.

81


Hartford Domestic Equity Funds
 Statements of Changes in Net Assets
 

  The Hartford
Capital Appreciation Fund
  Hartford
Core Equity Fund
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
Operations:              
Net investment income (loss) $  24,090,543   $  12,609,296   $  104,381,385   $  79,881,660
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions 286,153,003   1,117,743,666   261,921,622   366,960,795
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions (1,620,161,903)   961,196,796   (2,322,465,638)   2,963,652,462
Net Increase (Decrease) in Net Assets Resulting from Operations (1,309,918,357)   2,091,549,758   (1,956,162,631)   3,410,494,917
Distributions to Shareholders:              
Class A (796,677,684)   (256,624,217)   (51,017,295)   (7,166,565)
Class C (29,128,173)   (12,630,524)   (16,212,320)  
Class I (102,158,238)   (33,651,291)   (152,148,957)   (26,510,048)
Class R3 (5,487,633)   (1,911,571)   (1,879,952)   (145,253)
Class R4 (4,376,163)   (1,459,215)   (6,771,984)   (972,045)
Class R5 (4,206,771)   (1,629,937)   (6,967,996)   (1,462,901)
Class R6 (4,348,041)   (638,212)   (34,560,184)   (6,940,312)
Class Y (14,390,368)   (4,992,537)   (28,782,055)   (5,937,551)
Class F (127,204,207)   (42,410,229)   (106,456,492)   (21,751,271)
Total distributions (1,087,977,278)   (355,947,733)   (404,797,235)   (70,885,946)
Capital Share Transactions:              
Sold 311,222,644   338,608,621   2,598,490,371   3,592,112,670
Issued on reinvestment of distributions 1,052,622,491   343,956,936   386,652,441   67,490,064
Redeemed (978,028,941)   (1,039,938,487)   (3,624,085,413)   (2,927,339,187)
Net increase (decrease) from capital share transactions 385,816,194   (357,372,930)   (638,942,601)   732,263,547
Net Increase (Decrease) in Net Assets (2,012,079,441)   1,378,229,095   (2,999,902,467)   4,071,872,518
Net Assets:              
Beginning of period 7,735,186,212   6,356,957,117   12,664,624,949   8,592,752,431
End of period $ 5,723,106,771   $ 7,735,186,212   $ 9,664,722,482   $ 12,664,624,949
The accompanying notes are an integral part of these financial statements.

82


Hartford Domestic Equity Funds
 Statements of Changes in Net Assets – (continued)
 

  The Hartford
Dividend and Growth Fund
  The Hartford
Equity Income Fund
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
Operations:              
Net investment income (loss) $  210,694,682   $  153,413,163   $  98,590,191   $  77,254,659
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions 694,901,386   700,951,873   529,625,401   364,677,577
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions (1,873,667,525)   3,492,438,056   (613,039,714)   993,091,679
Net Increase (Decrease) in Net Assets Resulting from Operations (968,071,457)   4,346,803,092   15,175,878   1,435,023,915
Distributions to Shareholders:              
Class A (269,880,132)   (124,272,767)   (162,568,145)   (41,652,685)
Class C (9,041,795)   (3,956,164)   (12,492,883)   (3,698,845)
Class I (200,183,734)   (71,985,276)   (124,787,388)   (33,459,498)
Class R3 (3,403,765)   (1,696,101)   (2,733,877)   (781,704)
Class R4 (5,762,217)   (2,690,217)   (3,872,094)   (1,147,861)
Class R5 (15,325,417)   (6,848,052)   (7,100,587)   (2,137,950)
Class R6 (29,887,062)   (9,408,231)   (7,472,847)   (2,007,112)
Class Y (53,664,884)   (30,895,801)   (10,565,778)   (2,882,683)
Class F (301,110,451)   (117,659,277)   (103,493,641)   (30,248,716)
Total distributions (888,259,457)   (369,411,886)   (435,087,240)   (118,017,054)
Capital Share Transactions:              
Sold 5,411,538,165   4,029,585,831   1,130,238,868   771,725,035
Issued on reinvestment of distributions 846,009,458   354,750,045   420,406,777   113,763,031
Redeemed (3,440,313,459)   (2,883,515,258)   (999,150,768)   (999,427,216)
Net increase (decrease) from capital share transactions 2,817,234,164   1,500,820,618   551,494,877   (113,939,150)
Net Increase (Decrease) in Net Assets 960,903,250   5,478,211,824   131,583,515   1,203,067,711
Net Assets:              
Beginning of period 14,667,102,080   9,188,890,256   4,895,112,898   3,692,045,187
End of period $ 15,628,005,330   $ 14,667,102,080   $ 5,026,696,413   $ 4,895,112,898
The accompanying notes are an integral part of these financial statements.

83


Hartford Domestic Equity Funds
 Statements of Changes in Net Assets – (continued)
 

  The Hartford
Growth Opportunities Fund
  The Hartford
Healthcare Fund
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
Operations:              
Net investment income (loss) $  (38,976,574)   $  (54,382,771)   $  (3,361,967)   $  (5,610,496)
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions (609,210,536)   1,724,280,446   12,375,056   183,832,310
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions (2,276,286,253)   264,840,372   (233,122,659)   154,285,853
Net Increase (Decrease) in Net Assets Resulting from Operations (2,924,473,363)   1,934,738,047   (224,109,570)   332,507,667
Distributions to Shareholders:              
Class A (697,296,082)   (423,673,541)   (86,099,036)   (93,880,300)
Class C (147,140,068)   (94,842,287)   (17,656,083)   (22,672,232)
Class I (370,501,893)   (234,064,363)   (41,655,813)   (44,908,247)
Class R3 (10,091,141)   (7,102,825)   (3,035,400)   (3,747,674)
Class R4 (13,268,156)   (9,398,654)   (2,247,542)   (2,881,694)
Class R5 (4,087,401)   (2,988,257)   (1,042,154)   (1,201,964)
Class R6 (11,501,636)   (5,296,402)   (497,706)   (438,736)
Class Y (90,278,847)   (53,966,607)   (9,938,908)   (10,597,239)
Class F (210,961,202)   (109,670,067)   (4,255,546)   (4,009,747)
Total distributions (1,555,126,426)   (941,003,003)   (166,428,188)   (184,337,833)
Capital Share Transactions:              
Sold 858,424,489   1,412,684,010   186,449,080   254,406,423
Issued on reinvestment of distributions 1,448,388,944   867,858,722   157,999,398   175,117,607
Redeemed (1,702,013,695)   (1,585,916,069)   (364,441,921)   (314,733,008)
Net increase (decrease) from capital share transactions 604,799,738   694,626,663   (19,993,443)   114,791,022
Net Increase (Decrease) in Net Assets (3,874,800,051)   1,688,361,707   (410,531,201)   262,960,856
Net Assets:              
Beginning of period 8,083,468,935   6,395,107,228   1,728,629,444   1,465,668,588
End of period $ 4,208,668,884   $ 8,083,468,935   $ 1,318,098,243   $ 1,728,629,444
The accompanying notes are an integral part of these financial statements.

84


Hartford Domestic Equity Funds
 Statements of Changes in Net Assets – (continued)
 

  The Hartford
MidCap Fund
  The Hartford
MidCap Value Fund
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
Operations:              
Net investment income (loss) $  (18,862,259)   $  68,229,033   $  4,321,020   $  1,874,621
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions 673,996,076   1,707,213,123   73,489,920   100,036,552
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions (3,639,407,278)   2,690,020,087   (114,419,726)   189,407,923
Net Increase (Decrease) in Net Assets Resulting from Operations (2,984,273,461)   4,465,462,243   (36,608,786)   291,319,096
Distributions to Shareholders:              
Class A (400,817,525)   (347,506,316)   (25,970,524)   (837,738)
Class C (68,607,269)   (72,065,078)   (795,151)  
Class I (448,017,894)   (475,898,575)   (1,896,364)   (113,371)
Class R3 (9,696,452)   (10,341,121)   (473,508)  
Class R4 (17,297,892)   (21,473,620)   (688,694)   (19,877)
Class R5 (27,009,142)   (36,606,303)   (143,466)   (9,446)
Class R6 (146,841,604)   (171,635,482)    
Class Y (87,412,620)   (114,448,304)   (1,035,457)   (91,721)
Class F (329,341,310)   (294,576,639)   (32,934,199)   (2,424,869)
Total distributions (1,535,041,708)   (1,544,551,438)   (63,937,363)   (3,497,022)
Capital Share Transactions:              
Sold 1,224,843,197   2,014,553,894   201,258,916   146,817,585
Issued on reinvestment of distributions 1,475,446,801   1,483,163,109   63,651,091   3,487,144
Redeemed (4,507,922,919)   (5,460,496,113)   (152,585,797)   (162,560,509)
Net increase (decrease) from capital share transactions (1,807,632,921)   (1,962,779,110)   112,324,210   (12,255,780)
Net Increase (Decrease) in Net Assets (6,326,948,090)   958,131,695   11,778,061   275,566,294
Net Assets:              
Beginning of period 13,926,292,007   12,968,160,312   875,344,076   599,777,782
End of period $ 7,599,343,917   $ 13,926,292,007   $ 887,122,137   $ 875,344,076
The accompanying notes are an integral part of these financial statements.

85


Hartford Domestic Equity Funds
 Statements of Changes in Net Assets – (continued)
 

  Hartford
Quality Value Fund
  The Hartford
Small Cap Growth Fund
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
Operations:              
Net investment income (loss) $  3,955,583   $  3,150,999   $  (2,983,813)   $  (4,024,977)
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions 11,495,589   13,598,905   (32,221,344)   174,617,463
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions (26,414,806)   56,452,184   (197,748,237)   106,905,409
Net Increase (Decrease) in Net Assets Resulting from Operations (10,963,634)   73,202,088   (232,953,394)   277,497,895
Distributions to Shareholders:              
Class A (11,405,295)   (3,241,327)   (47,491,758)   (16,552,797)
Class C (212,434)   (63,247)   (2,240,437)   (1,531,478)
Class I (1,405,148)   (300,872)   (21,579,489)   (7,507,522)
Class R3 (64,011)   (17,729)   (1,607,651)   (683,476)
Class R4 (276,389)   (91,734)   (3,548,265)   (2,012,020)
Class R5 (19,958)   (5,775)   (12,344,930)   (5,481,575)
Class R6 (16,459)   (13,682)   (13,516,765)   (6,037,686)
Class Y (108,987)   (10,318)   (42,116,476)   (17,719,809)
Class F (807,377)   (258,522)   (6,354,143)   (3,391,955)
Total distributions (14,316,058)   (4,003,206)   (150,799,914)   (60,918,318)
Capital Share Transactions:              
Sold 57,551,280   21,527,878   121,488,714   158,407,323
Issued on reinvestment of distributions 14,094,650   3,936,286   143,128,875   58,369,869
Redeemed (33,771,339)   (31,941,068)   (271,010,011)   (342,794,035)
Net increase (decrease) from capital share transactions 37,874,591   (6,476,904)   (6,392,422)   (126,016,843)
Net Increase (Decrease) in Net Assets 12,594,899   62,721,978   (390,145,730)   90,562,734
Net Assets:              
Beginning of period 232,279,214   169,557,236   890,583,685   800,020,951
End of period $ 244,874,113   $ 232,279,214   $ 500,437,955   $ 890,583,685
The accompanying notes are an integral part of these financial statements.

86


Hartford Domestic Equity Funds
 Statements of Changes in Net Assets – (continued)
 

  Hartford
Small Cap Value Fund
  The Hartford
Small Company Fund
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
Operations:              
Net investment income (loss) $  1,890,548   $  1,454,248   $  (4,021,328)   $  (8,422,124)
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions 8,029,638   17,243,277   (125,644,852)   219,723,239
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions (22,441,354)   29,174,321   (162,580,738)   8,069,059
Net Increase (Decrease) in Net Assets Resulting from Operations (12,521,168)   47,871,846   (292,246,918)   219,370,174
Distributions to Shareholders:              
Class A (3,964,811)   (363,877)   (107,539,494)   (42,313,500)
Class C (206,679)   (3,950)   (3,410,978)   (1,604,568)
Class I (2,259,354)   (54,057)   (11,875,080)   (3,566,682)
Class R3 (57,161)   (3,498)   (2,994,326)   (1,394,856)
Class R4 (3,408)   (362)   (2,607,622)   (1,251,522)
Class R5 (1,609)   (148)   (1,072,566)   (377,954)
Class R6 (216,927)   (3,866)   (945,537)   (128,962)
Class Y (122,885)   (3,913)   (7,555,025)   (1,778,231)
Class F (5,116,335)   (666,330)   (66,272,191)   (24,289,826)
Total distributions (11,949,169)   (1,100,001)   (204,272,819)   (76,706,101)
Capital Share Transactions:              
Sold 40,824,744   82,135,100   174,178,611   307,799,887
Issued on reinvestment of distributions 11,837,402   1,094,882   202,875,469   76,133,999
Redeemed (78,738,919)   (32,701,037)   (208,785,813)   (262,911,327)
Net increase (decrease) from capital share transactions (26,076,773)   50,528,945   168,268,267   121,022,559
Net Increase (Decrease) in Net Assets (50,547,110)   97,300,790   (328,251,470)   263,686,632
Net Assets:              
Beginning of period 176,665,064   79,364,274   993,903,045   730,216,413
End of period $ 126,117,954   $ 176,665,064   $ 665,651,575   $ 993,903,045
The accompanying notes are an integral part of these financial statements.

87


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, 2022
A   $ 48.89   $  0.12   $  (7.60)   $  (7.48)   $ (0.05)   $  (6.83)   $  (6.88)   $ 34.53   (17.73)%   $ 4,238,197   1.05%   1.04%   0.31%   82%
C   34.14   (0.12)   (4.93)   (5.05)     (6.83)   (6.83)   22.26   (18.35)   87,852   1.84   1.84   (0.49)   82
I   49.25   0.22   (7.64)   (7.42)   (0.16)   (6.83)   (6.99)   34.84   (17.49)   513,601   0.78   0.78   0.57   82
R3   55.21   (0.03)   (8.73)   (8.76)     (6.83)   (6.83)   39.62   (18.03)   30,074   1.41   1.41   (0.06)   82
R4   57.63   0.12   (9.18)   (9.06)     (6.83)   (6.83)   41.74   (17.77)   26,984   1.10   1.10   0.25   82
R5   59.02   0.26   (9.41)   (9.15)   (0.13)   (6.83)   (6.96)   42.91   (17.51)   27,917   0.80   0.80   0.56   82
R6   59.48   0.31   (9.49)   (9.18)   (0.19)   (6.83)   (7.02)   43.28   (17.44)   27,644   0.70   0.70   0.66   82
Y   59.41   0.26   (9.48)   (9.22)   (0.14)   (6.83)   (6.97)   43.22   (17.52)   74,365   0.80   0.80   0.54   82
F   49.26   0.25   (7.64)   (7.39)   (0.19)   (6.83)   (7.02)   34.85   (17.42)   696,473   0.69   0.69   0.66   82
For the Year Ended October 31, 2021
A   $ 38.39   $  0.05   $  12.59   $  12.64   $ (0.15)   $  (1.99)   $  (2.14)   $ 48.89   33.83%   $ 5,710,869   1.04%   1.04%   0.12%   62%
C   27.45   (0.21)   8.89   8.68     (1.99)   (1.99)   34.14   32.74   148,862   1.83   1.83   (0.66)   62
I   38.66   0.18   12.66 (4)   12.84 (4)   (0.26)   (1.99)   (2.25)   49.25   34.15   721,608   0.77   0.77   0.38   62
R3   43.14   (0.13)   14.19   14.06     (1.99)   (1.99)   55.21   33.32   45,054   1.41   1.41   (0.25)   62
R4   44.91   0.03   14.78 (4)   14.81 (4)   (0.10)   (1.99)   (2.09)   57.63   33.72   36,750   1.10   1.10   0.06   62
R5   45.94   0.20   15.11 (4)   15.31 (4)   (0.24)   (1.99)   (2.23)   59.02   34.11   36,529   0.80   0.80   0.36   62
R6   46.27   0.26   15.22   15.48   (0.28)   (1.99)   (2.27)   59.48   34.27   19,261   0.69   0.69   0.46   62
Y   46.24   0.21   15.21   15.42   (0.26)   (1.99)   (2.25)   59.41   34.14   122,539   0.80   0.79   0.37   62
F   38.66   0.21   12.67   12.88   (0.29)   (1.99)   (2.28)   49.26   34.28   893,713   0.69   0.69   0.47   62
For the Year Ended October 31, 2020
A   $ 37.12   $  0.18   $  2.90   $  3.08   $ (0.17)   $  (1.64)   $  (1.81)   $ 38.39   8.57%   $ 4,645,677   1.07%   1.07%   0.48%   84%
C   27.08   (0.07)   2.08   2.01     (1.64)   (1.64)   27.45   7.78   177,309   1.85   1.85   (0.27)   84
I   37.36   0.28   2.93   3.21   (0.27)   (1.64)   (1.91)   38.66   8.88   584,048   0.79   0.79   0.77   84
R3   41.47   0.06   3.25   3.31     (1.64)   (1.64)   43.14   8.25   42,449   1.42   1.42   0.14   84
R4   43.06   0.20   3.39   3.59   (0.10)   (1.64)   (1.74)   44.91   8.59   32,732   1.10   1.10   0.46   84
R5   44.04   0.33   3.47   3.80   (0.26)   (1.64)   (1.90)   45.94   8.88   34,188   0.81   0.81   0.75   84
R6   44.34   0.43   3.44   3.87   (0.30)   (1.64)   (1.94)   46.27   9.03   12,531   0.70   0.70   1.00   84
Y   44.32   0.36   3.49   3.85   (0.29)   (1.64)   (1.93)   46.24   8.97   103,152   0.80   0.75   0.83   84
F   37.36   0.31   2.93   3.24   (0.30)   (1.64)   (1.94)   38.66   9.00   724,872   0.70   0.70   0.85   84
For the Year Ended October 31, 2019
A   $ 37.88   $  0.15   $  4.81   $  4.96   $ (0.11)   $  (5.61)   $  (5.72)   $ 37.12   16.32%   $ 4,831,749   1.07%   1.07%   0.42%   68%
C   29.30   (0.09)   3.48   3.39     (5.61)   (5.61)   27.08   15.45   278,394   1.83   1.83   (0.33)   68
I   38.08   0.25   4.84   5.09   (0.20)   (5.61)   (5.81)   37.36   16.66   658,302   0.79   0.79   0.70   68
R3   41.62   0.03   5.43   5.46     (5.61)   (5.61)   41.47   15.91   50,957   1.42   1.42   0.07   68
R4   42.94   0.16   5.63   5.79   (0.06)   (5.61)   (5.67)   43.06   16.27   38,634   1.11   1.11   0.39   68
R5   43.80   0.28   5.75   6.03   (0.18)   (5.61)   (5.79)   44.04   16.64   38,808   0.80   0.80   0.68   68
R6   44.07   0.33   5.78   6.11   (0.23)   (5.61)   (5.84)   44.34   16.74   80,535   0.70   0.70   0.78   68
Y   44.06   0.32   5.77   6.09   (0.22)   (5.61)   (5.83)   44.32   16.71   187,754   0.78   0.74   0.75   68
F   38.09   0.28   4.83   5.11   (0.23)   (5.61)   (5.84)   37.36   16.75   776,505   0.70   0.70   0.79   68
The accompanying notes are an integral part of these financial statements.

88


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, 2018
A   $ 41.86   $  0.15   $  1.45   $  1.60   $ (0.26)   $  (5.32)   $  (5.58)   $ 37.88   3.92%   $ 4,742,846   1.07%   1.06%   0.38%   108%
C   33.62   (0.11)   1.16   1.05   (0.05)   (5.32)   (5.37)   29.30   3.15   426,256   1.81   1.81   (0.34)   108
I   42.04   0.26   1.44   1.70   (0.34)   (5.32)   (5.66)   38.08   4.19   734,580   0.78   0.78   0.66   108
R3   45.39   0.02   1.56   1.58   (0.03)   (5.32)   (5.35)   41.62   3.57   61,882   1.42   1.41   0.04   108
R4   46.69   0.15   1.62   1.77   (0.20)   (5.32)   (5.52)   42.94   3.87   51,635   1.10   1.10   0.34   108
R5   47.54   0.30   1.63   1.93   (0.35)   (5.32)   (5.67)   43.80   4.18   34,288   0.80   0.80   0.65   108
R6   47.80   0.35   1.64   1.99   (0.40)   (5.32)   (5.72)   44.07   4.29   70,935   0.70   0.70   0.75   108
Y   47.78   0.34   1.64   1.98   (0.38)   (5.32)   (5.70)   44.06   4.28   175,731   0.71   0.71   0.74   108
F   42.06   0.30   1.45   1.75   (0.40)   (5.32)   (5.72)   38.09   4.28   880,110   0.70   0.70   0.75   108
Hartford Core Equity Fund
For the Year Ended October 31, 2022
A   $ 49.41   $  0.33   $  (7.87)   $  (7.54)   $ (0.24)   $  (1.25)   $  (1.49)   $ 40.38   (15.79)%   $ 1,456,044   0.70%   0.70%   0.75%   15%
C   44.63   (0.00) (5)   (7.11)   (7.11)     (1.25)   (1.25)   36.27   (16.43)   431,852   1.45   1.45   (0.00) (6)   15
I   49.59   0.45   (7.89)   (7.44)   (0.35)   (1.25)   (1.60)   40.55   (15.57)   3,529,589   0.46   0.46   0.99   15
R3   50.06   0.17   (8.00)   (7.83)   (0.08)   (1.25)   (1.33)   40.90   (16.11)   54,393   1.08   1.07   0.37   15
R4   51.01   0.34   (8.14)   (7.80)   (0.22)   (1.25)   (1.47)   41.74   (15.80)   157,597   0.76   0.73   0.71   15
R5   49.99   0.44   (7.95)   (7.51)   (0.34)   (1.25)   (1.59)   40.89   (15.58)   146,672   0.46   0.46   0.98   15
R6   50.24   0.50   (8.00)   (7.50)   (0.39)   (1.25)   (1.64)   41.10   (15.51)   1,059,702   0.36   0.36   1.10   15
Y   50.20   0.45   (7.98)   (7.53)   (0.35)   (1.25)   (1.60)   41.07   (15.56)   529,017   0.45   0.44   1.00   15
F   49.65   0.49   (7.90)   (7.41)   (0.39)   (1.25)   (1.64)   40.60   (15.51)   2,299,856   0.36   0.36   1.08   15
For the Year Ended October 31, 2021
A   $ 36.04   $  0.23   $  13.36   $  13.59   $ (0.22)   $  —   $  (0.22)   $ 49.41   37.85%   $ 1,681,155   0.70%   0.70%   0.52%   13%
C   32.62   (0.09)   12.10   12.01         44.63   36.82   583,876   1.45   1.45   (0.23)   13
I   36.16   0.34   13.40   13.74   (0.31)     (0.31)   49.59   38.19   4,700,782   0.45   0.45   0.77   13
R3   36.54   0.07   13.56   13.63   (0.11)     (0.11)   50.06   37.38   71,617   1.07   1.06   0.16   13
R4   37.20   0.23   13.79   14.02   (0.21)     (0.21)   51.01   37.82   239,198   0.76   0.72   0.50   13
R5   36.44   0.34   13.51   13.85   (0.30)     (0.30)   49.99   38.17   225,017   0.46   0.46   0.76   13
R6   36.62   0.39   13.57   13.96   (0.34)     (0.34)   50.24   38.31   1,045,661   0.36   0.36   0.86   13
Y   36.60   0.35   13.56   13.91   (0.31)     (0.31)   50.20   38.20   903,952   0.46   0.44   0.78   13
F   36.19   0.38   13.42   13.80   (0.34)     (0.34)   49.65   38.33   3,213,368   0.36   0.36   0.86   13
For the Year Ended October 31, 2020
A   $ 33.40   $  0.26   $  3.23   $  3.49   $ (0.23)   $  (0.62)   $  (0.85)   $ 36.04   10.58%   $ 1,140,994   0.73%   0.72%   0.77%   22%
C   30.35   0.01   2.92   2.93   (0.04)   (0.62)   (0.66)   32.62   9.74   443,989   1.47   1.47   0.03   22
I   33.50   0.35   3.24   3.59   (0.31)   (0.62)   (0.93)   36.16   10.87   2,936,718   0.46   0.46   1.03   22
R3   33.86   0.15   3.26   3.41   (0.11)   (0.62)   (0.73)   36.54   10.17   46,674   1.07   1.07   0.43   22
R4   34.44   0.27   3.33   3.60   (0.22)   (0.62)   (0.84)   37.20   10.58   169,267   0.78   0.73   0.77   22
R5   33.75   0.36   3.25   3.61   (0.30)   (0.62)   (0.92)   36.44   10.85   188,738   0.47   0.47   1.04   22
R6   33.91   0.38   3.29   3.67   (0.34)   (0.62)   (0.96)   36.62   10.96   746,018   0.38   0.38   1.10   22
Y   33.90   0.36   3.28   3.64   (0.32)   (0.62)   (0.94)   36.60   10.89   668,655   0.47   0.45   1.05   22
F   33.52   0.38   3.25   3.63   (0.34)   (0.62)   (0.96)   36.19   10.97   2,251,700   0.38   0.38   1.12   22
The accompanying notes are an integral part of these financial statements.

89


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, 2019
A   $ 30.17   $  0.27   $  4.40   $  4.67   $ (0.21)   $  (1.23)   $  (1.44)   $ 33.40   16.60%   $  881,587   0.74%   0.73%   0.88%   15%
C   27.53   0.04   4.01   4.05     (1.23)   (1.23)   30.35   15.71   366,553   1.47   1.47   0.14   15
I   30.26   0.35   4.40   4.75   (0.28)   (1.23)   (1.51)   33.50   16.91   1,740,669   0.47   0.47   1.14   15
R3   30.52   0.16   4.48   4.64   (0.07)   (1.23)   (1.30)   33.86   16.18   34,158   1.10   1.10   0.52   15
R4   31.03   0.28   4.54   4.82   (0.18)   (1.23)   (1.41)   34.44   16.59   150,159   0.77   0.74   0.88   15
R5   30.47   0.35   4.44   4.79   (0.28)   (1.23)   (1.51)   33.75   16.90   231,879   0.49   0.49   1.13   15
R6   30.61   0.38   4.46   4.84   (0.31)   (1.23)   (1.54)   33.91   17.01   259,706   0.38   0.38   1.22   15
Y   30.61   0.37   4.45   4.82   (0.30)   (1.23)   (1.53)   33.90   16.94   371,580   0.46   0.43   1.18   15
F   30.28   0.38   4.40   4.78   (0.31)   (1.23)   (1.54)   33.52   17.00   1,655,619   0.38   0.38   1.21   15
For the Year Ended October 31, 2018
A   $ 28.53   $  0.22   $  2.42   $  2.64   $ (0.25)   $  (0.75)   $  (1.00)   $ 30.17   9.41%   $  666,354   0.74%   0.74%   0.73%   22%
C   26.13     2.22   2.22   (0.07)   (0.75)   (0.82)   27.53   8.61   293,064   1.48   1.48     22
I   28.60   0.30   2.43   2.73   (0.32)   (0.75)   (1.07)   30.26   9.72   1,130,600   0.47   0.47   1.00   22
R3   28.85   0.12   2.44   2.56   (0.14)   (0.75)   (0.89)   30.52   9.02   34,765   1.10   1.10   0.38   22
R4   29.32   0.22   2.48   2.70   (0.24)   (0.75)   (0.99)   31.03   9.37   144,866   0.79   0.76   0.72   22
R5   28.81   0.30   2.44   2.74   (0.33)   (0.75)   (1.08)   30.47   9.69   201,510   0.49   0.49   0.99   22
R6   28.93   0.33   2.45   2.78   (0.35)   (0.75)   (1.10)   30.61   9.80   146,643   0.39   0.39   1.08   22
Y   28.93   0.32   2.45   2.77   (0.34)   (0.75)   (1.09)   30.61   9.77   216,788   0.42   0.42   1.06   22
F   28.63   0.33   2.42   2.75   (0.35)   (0.75)   (1.10)   30.28   9.80   635,245   0.39   0.39   1.09   22
The Hartford Dividend and Growth Fund
For the Year Ended October 31, 2022
A   $ 34.32   $  0.38   $  (2.34)   $  (1.96)   $ (0.33)   $  (1.62)   $  (1.95)   $ 30.41   (6.11)%   $ 4,407,511   0.96%   0.96%   1.18%   18%
C   32.94   0.13   (2.23)   (2.10)   (0.11)   (1.62)   (1.73)   29.11   (6.82)   187,342   1.74   1.74   0.41   18
I   34.12   0.45   (2.31)   (1.86)   (0.41)   (1.62)   (2.03)   30.23   (5.86)   3,883,536   0.72   0.72   1.43   18
R3   34.88   0.26   (2.37)   (2.11)   (0.20)   (1.62)   (1.82)   30.95   (6.45)   54,565   1.34   1.34   0.79   18
R4   35.17   0.36   (2.39)   (2.03)   (0.30)   (1.62)   (1.92)   31.22   (6.16)   93,864   1.04   1.04   1.10   18
R5   35.33   0.46   (2.40)   (1.94)   (0.40)   (1.62)   (2.02)   31.37   (5.88)   233,377   0.73   0.73   1.40   18
R6   35.34   0.50   (2.41)   (1.91)   (0.44)   (1.62)   (2.06)   31.37   (5.80)   632,954   0.63   0.63   1.52   18
Y   35.34   0.48   (2.40)   (1.92)   (0.42)   (1.62)   (2.04)   31.38   (5.82)   714,793   0.73   0.68   1.45   18
F   34.10   0.48   (2.32)   (1.84)   (0.44)   (1.62)   (2.06)   30.20   (5.80)   5,420,063   0.63   0.63   1.52   18
For the Year Ended October 31, 2021
A   $ 24.26   $  0.33   $  10.63   $  10.96   $ (0.33)   $  (0.57)   $  (0.90)   $ 34.32   46.01%   $ 4,733,858   0.97%   0.97%   1.07%   18%
C   23.31   0.09   10.22   10.31   (0.11)   (0.57)   (0.68)   32.94   44.92   169,569   1.75   1.75   0.30   18
I   24.12   0.40   10.58   10.98   (0.41)   (0.57)   (0.98)   34.12   46.39   3,178,645   0.71   0.71   1.30   18
R3   24.65   0.22   10.80   11.02   (0.22)   (0.57)   (0.79)   34.88   45.43   66,751   1.35   1.35   0.70   18
R4   24.84   0.32   10.89   11.21   (0.31)   (0.57)   (0.88)   35.17   45.92   106,561   1.03   1.03   1.01   18
R5   24.95   0.41   10.95   11.36   (0.41)   (0.57)   (0.98)   35.33   46.35   265,832   0.73   0.73   1.30   18
R6   24.95   0.44   10.96   11.40   (0.44)   (0.57)   (1.01)   35.34   46.52   470,425   0.63   0.63   1.37   18
Y   24.95   0.44   10.94   11.38   (0.42)   (0.57)   (0.99)   35.34   46.47   929,283   0.74   0.67   1.38   18
F   24.10   0.43   10.58   11.01   (0.44)   (0.57)   (1.01)   34.10   46.55   4,746,178   0.63   0.63   1.40   18
The accompanying notes are an integral part of these financial statements.

90


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, 2020
A   $ 25.93   $  0.39   $  (0.94)   $  (0.55)   $ (0.37)   $  (0.75)   $  (1.12)   $ 24.26   (2.20)%   $ 3,385,907   1.00%   1.00%   1.61%   28%
C   24.96   0.20   (0.92)   (0.72)   (0.18)   (0.75)   (0.93)   23.31   (3.01)   138,431   1.78   1.78   0.84   28
I   25.80   0.45   (0.94)   (0.49)   (0.44)   (0.75)   (1.19)   24.12   (1.97)   1,681,761   0.73   0.73   1.86   28
R3   26.32   0.31   (0.95)   (0.64)   (0.28)   (0.75)   (1.03)   24.65   (2.54)   54,642   1.35   1.35   1.26   28
R4   26.52   0.39   (0.97)   (0.58)   (0.35)   (0.75)   (1.10)   24.84   (2.26)   82,299   1.05   1.05   1.56   28
R5   26.64   0.47   (0.98)   (0.51)   (0.43)   (0.75)   (1.18)   24.95   (1.97)   177,851   0.74   0.74   1.86   28
R6   26.64   0.49   (0.97)   (0.48)   (0.46)   (0.75)   (1.21)   24.95   (1.87)   196,065   0.65   0.65   1.94   28
Y   26.64   0.48   (0.97)   (0.49)   (0.45)   (0.75)   (1.20)   24.95   (1.91)   735,618   0.73   0.68   1.92   28
F   25.78   0.48   (0.95)   (0.47)   (0.46)   (0.75)   (1.21)   24.10   (1.89)   2,736,317   0.64   0.64   1.96   28
For the Year Ended October 31, 2019
A   $ 25.63   $  0.40   $  2.63   $  3.03   $ (0.38)   $  (2.35)   $  (2.73)   $ 25.93   13.75%   $ 3,739,696   1.00%   0.99%   1.65%   22%
C   24.75   0.21   2.53   2.74   (0.18)   (2.35)   (2.53)   24.96   12.92   192,715   1.77   1.77   0.89   22
I   25.51   0.46   2.63   3.09   (0.45)   (2.35)   (2.80)   25.80   14.08   1,079,962   0.73   0.73   1.89   22
R3   25.97   0.32   2.67   2.99   (0.29)   (2.35)   (2.64)   26.32   13.33   66,115   1.36   1.35   1.30   22
R4   26.14   0.40   2.69   3.09   (0.36)   (2.35)   (2.71)   26.52   13.71   111,451   1.04   1.04   1.61   22
R5   26.25   0.47   2.71   3.18   (0.44)   (2.35)   (2.79)   26.64   14.05   193,707   0.74   0.74   1.89   22
R6   26.25   0.50   2.71   3.21   (0.47)   (2.35)   (2.82)   26.64   14.16   119,159   0.64   0.64   1.98   22
Y   26.25   0.49   2.70   3.19   (0.45)   (2.35)   (2.80)   26.64   14.10   696,309   0.71   0.68   1.96   22
F   25.50   0.49   2.61   3.10   (0.47)   (2.35)   (2.82)   25.78   14.15   2,844,206   0.64   0.64   2.00   22
For the Year Ended October 31, 2018
A   $ 27.46   $  0.39   $  0.80   $  1.19   $ (0.38)   $  (2.64)   $  (3.02)   $ 25.63   4.38%   $ 3,521,062   0.99%   0.99%   1.49%   31%
C   26.62   0.19   0.77   0.96   (0.19)   (2.64)   (2.83)   24.75   3.58   228,076   1.76   1.75   0.76   31
I   27.35   0.46   0.79   1.25   (0.45)   (2.64)   (3.09)   25.51   4.68   847,646   0.73   0.73   1.75   31
R3   27.78   0.30   0.81   1.11   (0.28)   (2.64)   (2.92)   25.97   4.03   72,723   1.35   1.35   1.13   31
R4   27.95   0.39   0.80   1.19   (0.36)   (2.64)   (3.00)   26.14   4.32   131,649   1.04   1.04   1.44   31
R5   28.05   0.47   0.82   1.29   (0.45)   (2.64)   (3.09)   26.25   4.65   146,918   0.74   0.74   1.74   31
R6   28.05   0.49   0.82   1.31   (0.47)   (2.64)   (3.11)   26.25   4.76   74,795   0.64   0.64   1.84   31
Y   28.05   0.49   0.81   1.30   (0.46)   (2.64)   (3.10)   26.25   4.72   616,454   0.68   0.68   1.80   31
F   27.33   0.48   0.80   1.28   (0.47)   (2.64)   (3.11)   25.50   4.77   2,591,584   0.64   0.64   1.84   31
The Hartford Equity Income Fund
For the Year Ended October 31, 2022
A   $ 23.85   $  0.42   $  (0.38)   $  0.04   $ (0.40)   $  (1.66)   $  (2.06)   $ 21.83   0.12%   $ 1,876,672   0.97%   0.97%   1.88%   42%
C   23.72   0.24   (0.37)   (0.13)   (0.22)   (1.66)   (1.88)   21.71   (0.64)   133,761   1.75   1.75   1.10   42
I   23.68   0.47   (0.37)   0.10   (0.45)   (1.66)   (2.11)   21.67   0.40   1,546,287   0.74   0.74   2.12   42
R3   23.89   0.34   (0.38)   (0.04)   (0.31)   (1.66)   (1.97)   21.88   (0.25)   28,332   1.36   1.35   1.50   42
R4   23.93   0.41   (0.39)   0.02   (0.38)   (1.66)   (2.04)   21.91   0.02   39,191   1.06   1.06   1.78   42
R5   24.07   0.48   (0.39)   0.09   (0.45)   (1.66)   (2.11)   22.05   0.34   73,876   0.75   0.75   2.10   42
R6   24.13   0.50   (0.38)   0.12   (0.47)   (1.66)   (2.13)   22.12   0.49   98,652   0.65   0.65   2.21   42
Y   24.14   0.48   (0.39)   0.09   (0.45)   (1.66)   (2.11)   22.12   0.36   123,645   0.73   0.73   2.12   42
F   23.68   0.49   (0.38)   0.11   (0.47)   (1.66)   (2.13)   21.66   0.46   1,106,281   0.64   0.64   2.21   42
The accompanying notes are an integral part of these financial statements.

91


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, 2021
A   $ 17.55   $  0.34   $  6.50   $  6.84   $ (0.34)   $  (0.20)   $  (0.54)   $ 23.85   39.45%   $ 1,864,492   0.98%   0.98%   1.57%   24%
C   17.46   0.18   6.44   6.62   (0.16)   (0.20)   (0.36)   23.72   38.31   162,393   1.75   1.75   0.85   24
I   17.44   0.39   6.44   6.83   (0.39)   (0.20)   (0.59)   23.68   39.69   1,360,339   0.74   0.74   1.81   24
R3   17.59   0.26   6.50   6.76   (0.26)   (0.20)   (0.46)   23.89   38.83   33,485   1.36   1.35   1.21   24
R4   17.62   0.33   6.50   6.83   (0.32)   (0.20)   (0.52)   23.93   39.25   49,923   1.05   1.05   1.52   24
R5   17.71   0.40   6.55   6.95   (0.39)   (0.20)   (0.59)   24.07   39.75   80,991   0.75   0.75   1.80   24
R6   17.76   0.42   6.56   6.98   (0.41)   (0.20)   (0.61)   24.13   39.82   81,643   0.65   0.65   1.90   24
Y   17.76   0.40   6.57   6.97   (0.39)   (0.20)   (0.59)   24.14   39.77   120,502   0.74   0.73   1.81   24
F   17.44   0.41   6.44   6.85   (0.41)   (0.20)   (0.61)   23.68   39.81   1,141,345   0.65   0.65   1.92   24
For the Year Ended October 31, 2020
A   $ 19.99   $  0.34   $  (1.21)   $  (0.87)   $ (0.31)   $  (1.26)   $  (1.57)   $ 17.55   (4.68)%   $ 1,365,895   1.00%   1.00%   1.89%   31%
C   19.88   0.21   (1.20)   (0.99)   (0.17)   (1.26)   (1.43)   17.46   (5.38)   191,917   1.76   1.76   1.15   31
I   19.88   0.38   (1.20)   (0.82)   (0.36)   (1.26)   (1.62)   17.44   (4.44)   977,950   0.74   0.74   2.13   31
R3   20.02   0.28   (1.20)   (0.92)   (0.25)   (1.26)   (1.51)   17.59   (4.97)   31,778   1.36   1.36   1.55   31
R4   20.06   0.33   (1.21)   (0.88)   (0.30)   (1.26)   (1.56)   17.62   (4.72)   41,386   1.05   1.05   1.85   31
R5   20.16   0.39   (1.22)   (0.83)   (0.36)   (1.26)   (1.62)   17.71   (4.46)   56,329   0.77   0.77   2.14   31
R6   20.21   0.40   (1.21)   (0.81)   (0.38)   (1.26)   (1.64)   17.76   (4.34)   55,448   0.66   0.66   2.22   31
Y   20.22   0.40   (1.23)   (0.83)   (0.37)   (1.26)   (1.63)   17.76   (4.40)   81,615   0.76   0.71   2.20   31
F   19.87   0.40   (1.19)   (0.79)   (0.38)   (1.26)   (1.64)   17.44   (4.31)   889,727   0.66   0.66   2.23   31
For the Year Ended October 31, 2019
A   $ 19.39   $  0.38   $  2.02   $  2.40   $ (0.36)   $  (1.44)   $  (1.80)   $ 19.99   13.88%   $ 1,565,663   1.00%   1.00%   2.01%   21%
C   19.29   0.24   2.00   2.24   (0.21)   (1.44)   (1.65)   19.88   13.00   292,388   1.76   1.76   1.27   21
I   19.29   0.43   2.01   2.44   (0.41)   (1.44)   (1.85)   19.88   14.17   959,142   0.75   0.75   2.26   21
R3   19.41   0.32   2.02   2.34   (0.29)   (1.44)   (1.73)   20.02   13.48   43,474   1.36   1.36   1.66   21
R4   19.44   0.37   2.04   2.41   (0.35)   (1.44)   (1.79)   20.06   13.85   53,957   1.07   1.07   1.96   21
R5   19.54   0.43   2.04   2.47   (0.41)   (1.44)   (1.85)   20.16   14.14   81,758   0.76   0.76   2.25   21
R6   19.58   0.45   2.05   2.50   (0.43)   (1.44)   (1.87)   20.21   14.29   52,201   0.66   0.66   2.33   21
Y   19.58   0.45   2.05   2.50   (0.42)   (1.44)   (1.86)   20.22   14.21   105,015   0.73   0.71   2.34   21
F   19.29   0.44   2.01   2.45   (0.43)   (1.44)   (1.87)   19.87   14.24   922,012   0.66   0.66   2.34   21
For the Year Ended October 31, 2018
A   $ 20.64   $  0.38   $  (0.24)   $  0.14   $ (0.35)   $  (1.04)   $  (1.39)   $ 19.39   0.49%   $ 1,508,580   1.00%   1.00%   1.90%   22%
C   20.53   0.23   (0.23)     (0.20)   (1.04)   (1.24)   19.29   (0.22)   330,741   1.75   1.75   1.16   22
I   20.54   0.43   (0.24)   0.19   (0.40)   (1.04)   (1.44)   19.29   0.77   1,157,708   0.74   0.74   2.14   22
R3   20.66   0.31   (0.25)   0.06   (0.27)   (1.04)   (1.31)   19.41   0.12   46,820   1.36   1.36   1.53   22
R4   20.69   0.37   (0.24)   0.13   (0.34)   (1.04)   (1.38)   19.44   0.43   70,446   1.06   1.06   1.83   22
R5   20.78   0.43   (0.23)   0.20   (0.40)   (1.04)   (1.44)   19.54   0.78   79,557   0.76   0.76   2.13   22
R6   20.83   0.45   (0.24)   0.21   (0.42)   (1.04)   (1.46)   19.58   0.83   34,957   0.66   0.66   2.22   22
Y   20.83   0.45   (0.25)   0.20   (0.41)   (1.04)   (1.45)   19.58   0.79   140,057   0.70   0.70   2.19   22
F   20.54   0.45   (0.24)   0.21   (0.42)   (1.04)   (1.46)   19.29   0.85   774,529   0.65   0.65   2.23   22
The accompanying notes are an integral part of these financial statements.

92


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, 2022
A   $ 62.10   $ (0.31)   $ (19.34)   $ (19.65)   $  —   $ (11.96)   $ (11.96)   $ 30.49   (38.47)%   $ 1,981,665   1.09%   1.08%   (0.79)%   95%
C   25.14   (0.16)   (5.34)   (5.50)     (11.96)   (11.96)   7.68   (38.93)   130,590   1.85   1.85   (1.58)   95
I   67.29   (0.24)   (21.32)   (21.56)     (11.96)   (11.96)   33.77   (38.31)   941,202   0.84   0.84   (0.56)   95
R3   61.55   (0.44)   (19.11)   (19.55)     (11.96)   (11.96)   30.04   (38.69)   29,520   1.45   1.45   (1.16)   95
R4   67.45   (0.36)   (21.37)   (21.73)     (11.96)   (11.96)   33.76   (38.50)   42,391   1.14   1.14   (0.85)   95
R5   72.75   (0.26)   (23.40)   (23.66)     (11.96)   (11.96)   37.13   (38.33)   13,784   0.85   0.85   (0.56)   95
R6   74.55   (0.22)   (24.09)   (24.31)     (11.96)   (11.96)   38.28   (38.26)   39,511   0.74   0.74   (0.45)   95
Y   74.41   (0.26)   (24.03)   (24.29)     (11.96)   (11.96)   38.16   (38.32)   333,299   0.84   0.84   (0.54)   95
F   67.69   (0.19)   (21.49)   (21.68)     (11.96)   (11.96)   34.05   (38.25)   696,706   0.74   0.74   (0.44)   95
For the Year Ended October 31, 2021
A   $ 54.65   $ (0.47)   $  15.83   $  15.36   $  —   $  (7.91)   $  (7.91)   $ 62.10   30.45%   $ 3,650,083   1.07%   1.06%   (0.80)%   87%
C   26.47   (0.38)   6.96   6.58     (7.91)   (7.91)   25.14   29.47   321,097   1.83   1.83   (1.57)   87
I   58.51   (0.36)   17.05   16.69     (7.91)   (7.91)   67.29   30.75   2,124,160   0.82   0.82   (0.56)   87
R3   54.41   (0.68)   15.73   15.05     (7.91)   (7.91)   61.55   29.96   51,824   1.45   1.44   (1.18)   87
R4   58.79   (0.56)   17.13   16.57     (7.91)   (7.91)   67.45   30.36   76,404   1.14   1.14   (0.88)   87
R5   62.69   (0.39)   18.36   17.97     (7.91)   (7.91)   72.75   30.74   25,000   0.84   0.84   (0.58)   87
R6   64.01   (0.34)   18.79   18.45     (7.91)   (7.91)   74.55   30.87   72,428   0.74   0.74   (0.49)   87
Y   63.96   (0.40)   18.76   18.36     (7.91)   (7.91)   74.41   30.74   565,204   0.84   0.83   (0.57)   87
F   58.77   (0.31)   17.14   16.83     (7.91)   (7.91)   67.69   30.87   1,197,268   0.73   0.73   (0.48)   87
For the Year Ended October 31, 2020
A   $ 39.45   $ (0.30)   $  18.03   $  17.73   $  —   $  (2.53)   $  (2.53)   $ 54.65   47.69%   $ 2,939,376   1.10%   1.09%   (0.66)%   118%
C   20.50   (0.31)   8.81   8.50     (2.53)   (2.53)   26.47   46.64   322,226   1.85   1.85   (1.41)   118
I   41.95   (0.19)   19.28   19.09     (2.53)   (2.53)   58.51   48.12   1,722,100   0.83   0.83   (0.39)   118
R3   39.41   (0.44)   17.97   17.53     (2.53)   (2.53)   54.41   47.21   47,880   1.44   1.43   (0.99)   118
R4   42.26   (0.33)   19.39   19.06     (2.53)   (2.53)   58.79   47.67   70,918   1.13   1.13   (0.69)   118
R5   44.78   (0.20)   20.64   20.44     (2.53)   (2.53)   62.69   48.09   23,170   0.85   0.85   (0.40)   118
R6   45.63   (0.17)   21.08   20.91     (2.53)   (2.53)   64.01   48.23   40,559   0.74   0.74   (0.31)   118
Y   45.62   (0.20)   21.07   20.87     (2.53)   (2.53)   63.96   48.15   433,672   0.83   0.78   (0.38)   118
F   42.09   (0.15)   19.36   19.21     (2.53)   (2.53)   58.77   48.25   795,206   0.74   0.74   (0.31)   118
For the Year Ended October 31, 2019
A   $ 45.89   $ (0.25)   $  4.35   $  4.10   $  —   $ (10.54)   $ (10.54)   $ 39.45   13.64%   $ 2,089,246   1.12%   1.11%   (0.64)%   66%
C   29.36   (0.29)   1.97   1.68     (10.54)   (10.54)   20.50   12.79   281,545   1.86   1.86   (1.39)   66
I   47.99   (0.16)   4.66   4.50     (10.54)   (10.54)   41.95   13.94   1,500,756   0.85   0.85   (0.38)   66
R3   45.98   (0.39)   4.36   3.97     (10.54)   (10.54)   39.41   13.25   44,757   1.47   1.46   (1.00)   66
R4   48.38   (0.29)   4.71   4.42     (10.54)   (10.54)   42.26   13.57   67,104   1.15   1.15   (0.69)   66
R5   50.48   (0.17)   5.01   4.84     (10.54)   (10.54)   44.78   13.92   25,396   0.85   0.85   (0.39)   66
R6   51.18   (0.13)   5.12   4.99     (10.54)   (10.54)   45.63   14.03   22,765   0.75   0.75   (0.29)   66
Y   51.18   (0.15)   5.13   4.98     (10.54)   (10.54)   45.62   14.00   164,390   0.83   0.79   (0.33)   66
F   48.07   (0.12)   4.68   4.56     (10.54)   (10.54)   42.09   14.07   526,379   0.74   0.74   (0.28)   66
The accompanying notes are an integral part of these financial statements.

93


Hartford Domestic Equity Funds
Financial Highlights – (continued)

    — Selected Per-Share Data(1)   — Ratios and Supplemental Data —
Class   Net
Asset
Value at
Beginning
of Period
  Net
Investment
Income
(Loss)
  Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
  Total from
Investment
Operations
  Dividends
from Net
Investment
Income
  Distributions
from
Capital
Gains
  Total
Dividends
and
Distributions
  Net
Asset
Value at
End of
Period
  Total
Return(2)
  Net
Assets
at End
of Period
(000s)
  Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
  Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
  Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
  Portfolio
Turnover
The Hartford Growth Opportunities Fund – (continued)
For the Year Ended October 31, 2018
A   $ 46.20   $ (0.29)   $  3.86   $  3.57   $  —   $  (3.88)   $  (3.88)   $ 45.89   8.31%   $ 2,013,200   1.11%   1.11%   (0.61)%   122%
C   31.15   (0.41)   2.50   2.09     (3.88)   (3.88)   29.36   7.49   321,653   1.85   1.85   (1.35)   122
I   48.01   (0.17)   4.03   3.86     (3.88)   (3.88)   47.99   8.62   1,674,141   0.84   0.84   (0.34)   122
R3   46.43   (0.45)   3.88   3.43     (3.88)   (3.88)   45.98   7.94   47,707   1.46   1.45   (0.95)   122
R4   48.52   (0.32)   4.06   3.74     (3.88)   (3.88)   48.38   8.28   79,229   1.15   1.15   (0.65)   122
R5   50.31   (0.18)   4.23   4.05     (3.88)   (3.88)   50.48   8.60   19,708   0.86   0.86   (0.35)   122
R6   50.91   (0.14)   4.29   4.15     (3.88)   (3.88)   51.18   8.71   12,061   0.75   0.75   (0.26)   122
Y   50.92   (0.15)   4.29   4.14     (3.88)   (3.88)   51.18   8.68   127,721   0.78   0.78   (0.28)   122
F   48.05   (0.12)   4.02   3.90     (3.88)   (3.88)   48.07   8.71   401,565   0.75   0.75   (0.25)   122
The Hartford Healthcare Fund
For the Year Ended October 31, 2022
A   $ 44.57   $ (0.10)   $  (5.43)   $  (5.53)   $  —   $  (4.37)   $  (4.37)   $ 34.67   (13.39)%   $  710,176   1.26%   1.26%   (0.27)%   33%
C   32.92   (0.27)   (3.89)   (4.16)     (4.37)   (4.37)   24.39   (14.05)   84,595   2.03   2.03   (1.04)   33
I   47.93   (0.00) (5)   (5.88)   (5.88)     (4.37)   (4.37)   37.68   (13.16)   329,897   1.00   1.00   (0.01)   33
R3   45.63   (0.23)   (5.57)   (5.80)     (4.37)   (4.37)   35.46   (13.70)   24,849   1.61   1.61   (0.62)   33
R4   49.12   (0.13)   (6.03)   (6.16)     (4.37)   (4.37)   38.59   (13.44)   16,006   1.30   1.30   (0.31)   33
R5   52.49   (0.01)   (6.48)   (6.49)     (4.37)   (4.37)   41.63   (13.18)   10,102   1.01   1.01   (0.02)   33
R6   53.47   (0.02)   (6.55)   (6.57)     (4.37)   (4.37)   42.53   (13.08)   55,392   0.90   0.90   (0.05)   33
Y   53.38   0.00 (5)   (6.61)   (6.61)     (4.37)   (4.37)   42.40   (13.19)   52,172   1.00   1.00   0.01   33
F   48.18   0.04   (5.92)   (5.88)     (4.37)   (4.37)   37.93   (13.09)   34,909   0.90   0.90   0.09   33
For the Year Ended October 31, 2021
A   $ 40.91   $ (0.15)   $  8.98   $  8.83   $  —   $  (5.17)   $  (5.17)   $ 44.57   22.88%   $  883,719   1.25%   1.24%   (0.36)%   51%
C   31.63   (0.36)   6.82   6.46     (5.17)   (5.17)   32.92   21.98   134,574   2.01   2.01   (1.12)   51
I   43.53   (0.04)   9.61   9.57     (5.17)   (5.17)   47.93   23.23   463,673   0.98   0.98   (0.10)   51
R3   41.90   (0.31)   9.21   8.90     (5.17)   (5.17)   45.63   22.46   32,550   1.59   1.59   (0.70)   51
R4   44.63   (0.19)   9.85   9.66     (5.17)   (5.17)   49.12   22.83   25,818   1.29   1.29   (0.40)   51
R5   47.24   (0.06)   10.48   10.42     (5.17)   (5.17)   52.49   23.21   12,933   1.00   1.00   (0.11)   51
R6   47.99   (0.00) (5)   10.65   10.65     (5.17)   (5.17)   53.47   23.33   6,091   0.89   0.89   (0.00) (6)   51
Y   47.95   (0.05)   10.65   10.60     (5.17)   (5.17)   53.38   23.24   122,793   0.99   0.98   (0.09)   51
F   43.70   (0.00) (5)   9.65   9.65     (5.17)   (5.17)   48.18   23.34   46,477   0.89   0.89   (0.00) (6)   51
For the Year Ended October 31, 2020
A   $ 35.63   $ (0.13)   $  7.77   $  7.64   $  —   $  (2.36)   $  (2.36)   $ 40.91   22.17%   $  746,242   1.28%   1.28%   (0.33)%   49%
C   28.24   (0.33)   6.08   5.75     (2.36)   (2.36)   31.63   21.21   139,847   2.04   2.04   (1.09)   49
I   37.68   (0.02)   8.23   8.21     (2.36)   (2.36)   43.53   22.49   376,518   0.99   0.99   (0.05)   49
R3   36.56   (0.26)   7.96   7.70     (2.36)   (2.36)   41.90   21.74   31,090   1.61   1.61   (0.65)   49
R4   38.69   (0.15)   8.45   8.30     (2.36)   (2.36)   44.63   22.12   25,078   1.30   1.30   (0.35)   49
R5   40.71   (0.03)   8.92   8.89     (2.36)   (2.36)   47.24   22.48   10,937   1.01   1.01   (0.07)   49
R6   41.28   0.02   9.05   9.07     (2.36)   (2.36)   47.99   22.61   3,885   0.90   0.90   0.04   49
Y   41.27   (0.01)   9.05   9.04     (2.36)   (2.36)   47.95   22.55   97,263   1.00   0.95   (0.01)   49
F   37.79   0.02   8.25   8.27     (2.36)   (2.36)   43.70   22.59   34,808   0.90   0.90   0.04   49
The accompanying notes are an integral part of these financial statements.

94


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, 2019
A   $ 34.38   $ (0.10)   $  3.83   $  3.73   $  —   $  (2.48)   $  (2.48)   $ 35.63   12.02%   $  666,181   1.30%   1.30%   (0.30)%   35%
C   27.98   (0.28)   3.02   2.74     (2.48)   (2.48)   28.24   11.17   138,539   2.05   2.05   (1.06)   35
I   36.11   0.00 (5)   4.05   4.05     (2.48)   (2.48)   37.68   12.36   297,000   1.01   1.01   (0.01)   35
R3   35.32   (0.21)   3.93   3.72     (2.48)   (2.48)   36.56   11.66   33,948   1.62   1.62   (0.62)   35
R4   37.12   (0.12)   4.17   4.05     (2.48)   (2.48)   38.69   12.00   26,699   1.32   1.32   (0.32)   35
R5   38.82   (0.01)   4.38   4.37     (2.48)   (2.48)   40.71   12.32   6,170   1.02   1.02   (0.04)   35
R6 (7)   39.22   0.02   2.04   2.06         41.28   5.25 (8)   1,341   0.91 (9)   0.91 (9)   0.06 (9)   35
Y   39.29   0.01   4.45   4.46     (2.48)   (2.48)   41.27   12.40   72,515   0.97   0.96   0.03   35
F   36.17   0.02   4.08   4.10     (2.48)   (2.48)   37.79   12.48   29,108   0.91   0.91   0.06   35
For the Year Ended October 31, 2018
A   $ 34.86   $ (0.14)   $  1.45   $  1.31   $  —   $  (1.79)   $  (1.79)   $ 34.38   3.86%   $  682,175   1.28%   1.28%   (0.40)%   27%
C   28.90   (0.33)   1.20   0.87     (1.79)   (1.79)   27.98   3.10   160,084   2.03   2.02   (1.13)   27
I   36.43   (0.04)   1.51   1.47     (1.79)   (1.79)   36.11   4.15   379,392   1.00   1.00   (0.11)   27
R3   35.87   (0.26)   1.50   1.24     (1.79)   (1.79)   35.32   3.55   38,412   1.61   1.61   (0.72)   27
R4   37.50   (0.16)   1.57   1.41     (1.79)   (1.79)   37.12   3.86   32,373   1.30   1.30   (0.42)   27
R5   39.03   (0.05)   1.63   1.58     (1.79)   (1.79)   38.82   4.15   7,757   1.02   1.02   (0.13)   27
Y   39.45   (0.01)   1.64   1.63     (1.79)   (1.79)   39.29   4.24   52,896   0.92   0.92   (0.03)   27
F   36.45     1.51   1.51     (1.79)   (1.79)   36.17   4.26   76,003   0.90   0.90   (0.01)   27
The Hartford MidCap Fund
For the Year Ended October 31, 2022
A   $ 37.01   $ (0.10)   $  (8.08)   $  (8.18)   $ (0.16)   $  (4.16)   $  (4.32)   $ 24.51   (24.83)%   $ 2,303,790   1.09%   1.09%   (0.35)%   44%
C   22.89   (0.19)   (4.62)   (4.81)   (0.04)   (4.16)   (4.20)   13.88   (25.38)   208,963   1.86   1.86   (1.14)   44
I   38.77   (0.04)   (8.49)   (8.53)   (0.23)   (4.16)   (4.39)   25.85   (24.63)   1,712,201   0.87   0.86   (0.12)   44
R3   41.94   (0.23)   (9.31)   (9.54)     (4.16)   (4.16)   28.24   (25.08)   61,073   1.46   1.45   (0.71)   44
R4   44.51   (0.15)   (9.91)   (10.06)   (0.09)   (4.16)   (4.25)   30.20   (24.83)   86,083   1.16   1.14   (0.42)   44
R5   46.54   (0.06)   (10.38)   (10.44)   (0.22)   (4.16)   (4.38)   31.72   (24.62)   93,005   0.86   0.86   (0.15)   44
R6   47.29   (0.03)   (10.55)   (10.58)   (0.28)   (4.16)   (4.44)   32.27   (24.56)   758,617   0.74   0.74   (0.08)   44
Y   47.18   (0.04)   (10.53)   (10.57)   (0.26)   (4.16)   (4.42)   32.19   (24.58)   438,595   0.84   0.79   (0.10)   44
F   39.01   (0.00) (5)   (8.55)   (8.55)   (0.28)   (4.16)   (4.44)   26.02   (24.56)   1,937,017   0.74   0.74   (0.00) (6)   44
For the Year Ended October 31, 2021
A   $ 30.63   $  0.10   $  10.24   $  10.34   $  —   $  (3.96)   $  (3.96)   $ 37.01   35.51%   $ 3,446,674   1.08%   1.08%   0.28%   28%
C   20.34   (0.12)   6.63   6.51     (3.96)   (3.96)   22.89   34.49   381,566   1.84   1.84   (0.52)   28
I   31.87   0.20   10.66   10.86     (3.96)   (3.96)   38.77   35.79   3,960,713   0.86   0.85   0.53   28
R3   34.38   (0.05)   11.57   11.52     (3.96)   (3.96)   41.94   35.03   100,113   1.45   1.45   (0.12)   28
R4   36.18   0.08   12.21   12.29     (3.96)   (3.96)   44.51   35.45   189,348   1.15   1.13   0.18   28
R5   37.58   0.23   12.69   12.92     (3.96)   (3.96)   46.54   35.84   319,470   0.83   0.83   0.52   28
R6   38.09   0.26   12.90   13.16     (3.96)   (3.96)   47.29   36.00   1,659,582   0.74   0.74   0.57   28
Y   38.02   0.24   12.88   13.12     (3.96)   (3.96)   47.18   35.96   970,296   0.84   0.77   0.52   28
F   32.00   0.23   10.74   10.97     (3.96)   (3.96)   39.01   36.01   2,898,529   0.74   0.74   0.61   28
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 MidCap Fund – (continued)
For the Year Ended October 31, 2020
A   $ 30.34   $ (0.08)   $  2.00   $  1.92   $  —   $  (1.63)   $  (1.63)   $ 30.63   6.48%   $ 2,724,316   1.11%   1.11%   (0.27)%   45%
C   20.83   (0.20)   1.34   1.14     (1.63)   (1.63)   20.34   5.63   380,033   1.87   1.87   (1.02)   45
I   31.43   (0.01)   2.08   2.07     (1.63)   (1.63)   31.87   6.74   3,867,925   0.88   0.87   (0.04)   45
R3   33.98   (0.21)   2.24   2.03     (1.63)   (1.63)   34.38   6.09   92,023   1.47   1.47   (0.63)   45
R4   35.57   (0.10)   2.34   2.24     (1.63)   (1.63)   36.18   6.42   205,114   1.16   1.14   (0.30)   45
R5   36.77   0.00 (5)   2.44   2.44     (1.63)   (1.63)   37.58   6.77   371,791   0.85   0.85   0.00 (6)   45
R6   37.22   0.03   2.47   2.50     (1.63)   (1.63)   38.09   6.85   1,759,581   0.75   0.75   0.08   45
Y   37.17   0.02   2.46   2.48     (1.63)   (1.63)   38.02   6.81   1,144,624   0.85   0.79   0.06   45
F   31.52   0.03   2.08   2.11     (1.63)   (1.63)   32.00   6.85   2,422,752   0.75   0.75   0.09   45
For the Year Ended October 31, 2019
A   $ 30.03   $ (0.09)   $  3.80   $  3.71   $  —   $  (3.40)   $  (3.40)   $ 30.34   14.93%   $ 2,820,971   1.11%   1.10%   (0.32)%   31%
C   21.90   (0.22)   2.55   2.33     (3.40)   (3.40)   20.83   14.10   498,057   1.86   1.86   (1.08)   31
I   30.91   (0.02)   3.94   3.92     (3.40)   (3.40)   31.43   15.25   4,168,592   0.85   0.85   (0.06)   31
R3   33.31   (0.22)   4.29   4.07     (3.40)   (3.40)   33.98   14.54   96,409   1.45   1.45   (0.67)   31
R4   34.59   (0.12)   4.50   4.38     (3.40)   (3.40)   35.57   14.89   266,390   1.16   1.14   (0.36)   31
R5   35.55   (0.02)   4.64   4.62     (3.40)   (3.40)   36.77   15.23   497,712   0.84   0.84   (0.07)   31
R6   35.90   0.02   4.70   4.72     (3.40)   (3.40)   37.22   15.37   1,731,890   0.74   0.74   0.04   31
Y   35.87   0.00 (5)   4.70   4.70     (3.40)   (3.40)   37.17   15.32   1,571,851   0.82   0.78   0.01   31
F   30.96   0.01   3.95   3.96     (3.40)   (3.40)   31.52   15.36   2,259,594   0.74   0.74   0.04   31
For the Year Ended October 31, 2018
A   $ 30.36   $ (0.12)   $  1.20   $  1.08   $  —   $  (1.41)   $  (1.41)   $ 30.03   3.63%   $ 2,592,610   1.11%   1.10%   (0.39)%   37%
C   22.67   (0.27)   0.91   0.64     (1.41)   (1.41)   21.90   2.84   580,708   1.85   1.85   (1.14)   37
I   31.12   (0.03)   1.23   1.20     (1.41)   (1.41)   30.91   3.91   3,666,464   0.82   0.82   (0.11)   37
R3   33.64   (0.26)   1.34   1.08     (1.41)   (1.41)   33.31   3.23   102,632   1.46   1.46   (0.75)   37
R4   34.78   (0.16)   1.38   1.22     (1.41)   (1.41)   34.59   3.57   289,049   1.16   1.15   (0.43)   37
R5   35.59   (0.05)   1.42   1.37     (1.41)   (1.41)   35.55   3.89   468,146   0.85   0.85   (0.13)   37
R6   35.90   (0.01)   1.42   1.41     (1.41)   (1.41)   35.90   3.97   1,014,518   0.75   0.75   (0.04)   37
Y   35.88   (0.02)   1.42   1.40     (1.41)   (1.41)   35.87   3.95   1,934,520   0.78   0.78   (0.06)   37
F   31.15   (0.01)   1.23   1.22     (1.41)   (1.41)   30.96   3.97   1,648,425   0.75   0.75   (0.03)   37
The Hartford MidCap Value Fund
For the Year Ended October 31, 2022
A   $ 18.14   $  0.05   $  (0.75)   $  (0.70)   $ (0.01)   $  (1.29)   $  (1.30)   $ 16.14   (4.34)%   $  368,040   1.16%   1.16%   0.28%   85%
C   14.28   (0.07)   (0.56)   (0.63)     (1.29)   (1.29)   12.36   (5.07)   7,041   1.95   1.95   (0.51)   85
I   18.36   0.10   (0.75)   (0.65)   (0.06)   (1.29)   (1.35)   16.36   (4.01)   37,582   0.86   0.86   0.61   85
R3   19.18   (0.01)   (0.78)   (0.79)     (1.29)   (1.29)   17.10   (4.58)   6,108   1.49   1.48   (0.04)   85
R4   19.64   0.05   (0.81)   (0.76)     (1.29)   (1.29)   17.59   (4.31)   9,121   1.18   1.18   0.26   85
R5   19.97   0.10   (0.82)   (0.72)   (0.05)   (1.29)   (1.34)   17.91   (4.03)   2,020   0.89   0.89   0.55   85
R6 (10)   15.38   0.03   0.96 (11)   0.99         16.37   6.47 (8)   11   0.77 (9)   0.77 (9)   0.50 (9)   85
Y   20.02   0.11   (0.83)   (0.72)   (0.05)   (1.29)   (1.34)   17.96   (4.03)   7,814   0.87   0.87   0.55   85
F   18.37   0.11   (0.75)   (0.64)   (0.07)   (1.29)   (1.36)   16.37   (3.94)   449,385   0.77   0.77   0.68   85
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
The Hartford MidCap Value Fund – (continued)
For the Year Ended October 31, 2021
A   $ 12.21   $ (0.00) (5)   $  5.97   $  5.97   $ (0.04)   $  —   $  (0.04)   $ 18.14   48.99%   $  363,955   1.18%   1.18%   0.03%   57%
C   9.66   (0.09)   4.71   4.62         14.28   47.83   8,931   1.96   1.96   (0.73)   57
I   12.36   0.06   6.02   6.08   (0.08)     (0.08)   18.36   49.39   25,307   0.85   0.85   0.36   57
R3   12.91   (0.05)   6.32   6.27         19.18   48.57   6,973   1.49   1.49   (0.28)   57
R4   13.21   (0.00) (5)   6.46   6.46   (0.03)     (0.03)   19.64   48.99   10,502   1.19   1.19   0.02   57
R5   13.44   0.06   6.56   6.62   (0.09)     (0.09)   19.97   49.39   2,142   0.89   0.89   0.31   57
Y   13.47   0.06   6.58   6.64   (0.09)     (0.09)   20.02   49.49   15,307   0.88   0.88   0.32   57
F   12.36   0.07   6.04   6.11   (0.10)     (0.10)   18.37   49.64   442,227   0.77   0.77   0.43   57
For the Year Ended October 31, 2020
A   $ 14.43   $  0.07   $  (1.86)   $  (1.79)   $ (0.09)   $  (0.34)   $  (0.43)   $ 12.21   (12.86)%   $  245,112   1.25%   1.25%   0.56%   61%
C   11.51   (0.02)   (1.49)   (1.51)   (0.00) (5)   (0.34)   (0.34)   9.66   (13.55)   9,533   2.03   2.03   (0.20)   61
I   14.60   0.12   (1.88)   (1.76)   (0.14)   (0.34)   (0.48)   12.36   (12.58)   19,722   0.91   0.91   0.91   61
R3   15.22   0.04   (1.98)   (1.94)   (0.03)   (0.34)   (0.37)   12.91   (13.12)   5,317   1.53   1.53   0.30   61
R4   15.58   0.08   (2.02)   (1.94)   (0.09)   (0.34)   (0.43)   13.21   (12.88)   8,857   1.23   1.23   0.58   61
R5   15.82   0.12   (2.04)   (1.92)   (0.12)   (0.34)   (0.46)   13.44   (12.60)   1,423   0.92   0.92   0.88   61
Y   15.87   0.13   (2.05)   (1.92)   (0.14)   (0.34)   (0.48)   13.47   (12.55)   10,009   0.92   0.88   0.93   61
F   14.60   0.13   (1.88)   (1.75)   (0.15)   (0.34)   (0.49)   12.36   (12.51)   299,805   0.82   0.82   0.98   61
For the Year Ended October 31, 2019
A   $ 14.54   $  0.08   $  1.44   $  1.52   $ (0.04)   $  (1.59)   $  (1.63)   $ 14.43   12.74%   $  309,996   1.23%   1.23%   0.61%   55%
C   11.97   (0.02)   1.15   1.13     (1.59)   (1.59)   11.51   11.99   15,910   1.99   1.99   (0.14)   55
I   14.68   0.13   1.46   1.59   (0.08)   (1.59)   (1.67)   14.60   13.20   31,173   0.89   0.89   0.95   55
R3   15.23   0.05   1.53   1.58     (1.59)   (1.59)   15.22   12.42   8,034   1.52   1.52   0.33   55
R4   15.55   0.09   1.57   1.66   (0.04)   (1.59)   (1.63)   15.58   12.77   11,865   1.21   1.21   0.64   55
R5   15.76   0.16   1.57   1.73   (0.08)   (1.59)   (1.67)   15.82   13.14   1,592   0.92   0.92   1.06   55
Y   15.80   0.15   1.60   1.75   (0.09)   (1.59)   (1.68)   15.87   13.23   12,624   0.89   0.85   0.98   55
F   14.69   0.14   1.46   1.60   (0.10)   (1.59)   (1.69)   14.60   13.27   314,566   0.80   0.80   1.03   55
For the Year Ended October 31, 2018
A   $ 15.62   $  0.03   $  (0.72)   $  (0.69)   $  —   $  (0.39)   $  (0.39)   $ 14.54   (4.56)%   $  284,646   1.22%   1.22%   0.18%   49%
C   13.03   (0.07)   (0.60)   (0.67)     (0.39)   (0.39)   11.97   (5.26)   17,909   1.98   1.97   (0.57)   49
I   15.72   0.08   (0.73)   (0.65)     (0.39)   (0.39)   14.68   (4.27)   34,656   0.90   0.90   0.50   49
R3   16.39   (0.02)   (0.75)   (0.77)     (0.39)   (0.39)   15.23   (4.84)   9,555   1.52   1.52   (0.13)   49
R4   16.68   0.03   (0.77)   (0.74)     (0.39)   (0.39)   15.55   (4.52)   11,639   1.22   1.22   0.18   49
R5   16.88   0.08   (0.78)   (0.70)   (0.03)   (0.39)   (0.42)   15.76   (4.32)   8,087   0.91   0.91   0.48   49
Y   16.93   0.09   (0.79)   (0.70)   (0.04)   (0.39)   (0.43)   15.80   (4.23)   11,371   0.86   0.86   0.52   49
F   15.76   0.10   (0.73)   (0.63)   (0.05)   (0.39)   (0.44)   14.69   (4.18)   252,917   0.80   0.80   0.61   49
Hartford Quality Value Fund
For the Year Ended October 31, 2022
A   $ 26.27   $  0.39   $  (1.41)   $  (1.02)   $ (0.35)   $  (1.25)   $  (1.60)   $ 23.65   (4.19)%   $  173,358   0.95%   0.94%   1.59%   24%
C   22.22   0.17   (1.20)   (1.03)   (0.15)   (1.25)   (1.40)   19.79   (4.95)   3,439   1.78   1.71   0.82   24
I   25.93   0.46   (1.40)   (0.94)   (0.42)   (1.25)   (1.67)   23.32   (3.92)   30,598   0.65   0.65   1.91   24
R3   26.71   0.34   (1.44)   (1.10)   (0.29)   (1.25)   (1.54)   24.07   (4.41)   939   1.27   1.18   1.35   24
R4   27.02   0.42   (1.46)   (1.04)   (0.37)   (1.25)   (1.62)   24.36   (4.15)   5,111   0.95   0.88   1.67   24
R5   27.30   0.50   (1.48)   (0.98)   (0.43)   (1.25)   (1.68)   24.64   (3.88)   337   0.67   0.63   1.99   24
R6   27.38   0.53   (1.47)   (0.94)   (0.47)   (1.25)   (1.72)   24.72   (3.71)   11,834   0.55   0.46   2.13   24
Y   27.34   0.50   (1.47)   (0.97)   (0.45)   (1.25)   (1.70)   24.67   (3.85)   6,763   0.66   0.57   2.03   24
F   25.84   0.49   (1.39)   (0.90)   (0.47)   (1.25)   (1.72)   23.22   (3.78)   12,495   0.55   0.46   2.07   24
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
Hartford Quality Value Fund – (continued)
For the Year Ended October 31, 2021
A   $ 18.61   $  0.34   $  7.76   $  8.10   $ (0.44)   $  —   $  (0.44)   $ 26.27   44.08%   $  188,344   0.97%   0.94%   1.44%   21%
C   15.78   0.14   6.57   6.71   (0.27)     (0.27)   22.22   42.97   3,397   1.80   1.71   0.71   21
I   18.37   0.41   7.65   8.06   (0.50)     (0.50)   25.93   44.56   20,153   0.65   0.63   1.73   21
R3   18.92   0.29   7.89   8.18   (0.39)     (0.39)   26.71   43.73   1,098   1.27   1.17   1.22   21
R4   19.13   0.37   7.97   8.34   (0.45)     (0.45)   27.02   44.20   4,775   0.97   0.88   1.50   21
R5   19.32   0.43   8.06   8.49   (0.51)     (0.51)   27.30   44.59   320   0.67   0.62   1.76   21
R6   19.38   0.48   8.06   8.54   (0.54)     (0.54)   27.38   44.79   257   0.56   0.46   1.95   21
Y   19.35   0.44   8.07   8.51   (0.52)     (0.52)   27.34   44.65   1,753   0.66   0.57   1.74   21
F   18.31   0.45   7.62   8.07   (0.54)     (0.54)   25.84   44.84   12,182   0.56   0.46   1.92   21
For the Year Ended October 31, 2020
A   $ 21.11   $  0.42   $  (1.85)   $  (1.43)   $ (0.48)   $  (0.59)   $  (1.07)   $ 18.61   (7.34)%   $  140,154   1.03%   0.91%   2.19%   26%
C   18.05   0.23   (1.59)   (1.36)   (0.32)   (0.59)   (0.91)   15.78   (8.09)   3,673   1.82   1.71   1.38   26
I   20.85   0.48   (1.82)   (1.34)   (0.55)   (0.59)   (1.14)   18.37   (7.02)   10,927   0.67   0.56   2.53   26
R3   21.45   0.38   (1.89)   (1.51)   (0.43)   (0.59)   (1.02)   18.92   (7.56)   855   1.29   1.16   1.91   26
R4   21.68   0.44   (1.91)   (1.47)   (0.49)   (0.59)   (1.08)   19.13   (7.34)   3,887   0.98   0.87   2.21   26
R5   21.87   0.50   (1.92)   (1.42)   (0.54)   (0.59)   (1.13)   19.32   (7.05)   220   0.69   0.58   2.53   26
R6   21.93   0.50   (1.89)   (1.39)   (0.57)   (0.59)   (1.16)   19.38   (6.92)   485   0.58   0.46   2.53   26
Y   21.91   0.51   (1.93)   (1.42)   (0.55)   (0.59)   (1.14)   19.35   (7.05)   382   0.68   0.57   2.53   26
F   20.83   0.50   (1.82)   (1.32)   (0.61)   (0.59)   (1.20)   18.31   (6.94)   8,975   0.58   0.46   2.64   26
For the Year Ended October 31, 2019
A   $ 20.00   $  0.38   $  1.99   $  2.37   $ (0.28)   $  (0.98)   $  (1.26)   $ 21.11   13.10%   $  169,771   1.00%   0.90%   1.95%   23%
C   17.12   0.20   1.71   1.91     (0.98)   (0.98)   18.05   12.23   6,834   1.76   1.67   1.21   23
I   19.78   0.45   1.94   2.39   (0.34)   (0.98)   (1.32)   20.85   13.49   12,796   0.65   0.56   2.30   23
R3   20.29   0.34   2.01   2.35   (0.21)   (0.98)   (1.19)   21.45   12.78   1,240   1.27   1.16   1.69   23
R4   20.49   0.40   2.04   2.44   (0.27)   (0.98)   (1.25)   21.68   13.17   6,014   0.95   0.86   1.99   23
R5   20.67   0.47   2.04   2.51   (0.33)   (0.98)   (1.31)   21.87   13.46   230   0.67   0.58   2.33   23
R6   20.74   0.47   2.06   2.53   (0.36)   (0.98)   (1.34)   21.93   13.57   34   0.56   0.46   2.26   23
Y   20.72   0.47   2.05   2.52   (0.35)   (0.98)   (1.33)   21.91   13.50   622   0.64   0.55   2.29   23
F   19.77   0.48   1.92   2.40   (0.36)   (0.98)   (1.34)   20.83   13.58   11,040   0.55   0.46   2.52   23
For the Year Ended October 31, 2018
A   $ 20.49   $  0.31   $  0.16   $  0.47   $ (0.20)   $  (0.76)   $  (0.96)   $ 20.00   2.25%   $  164,325   1.06%   1.04%   1.52%   85%
C   17.67   0.14   0.15   0.29   (0.08)   (0.76)   (0.84)   17.12   1.53   9,082   1.81   1.79   0.80   85
I   20.25   0.38   0.16   0.54   (0.25)   (0.76)   (1.01)   19.78   2.60   12,974   0.71   0.69   1.87   85
R3   20.70   0.26   0.17   0.43   (0.08)   (0.76)   (0.84)   20.29   2.03   1,075   1.34   1.30   1.26   85
R4   20.95   0.33   0.16   0.49   (0.19)   (0.76)   (0.95)   20.49   2.29   6,014   1.04   1.01   1.55   85
R5   21.13   0.38   0.17   0.55   (0.25)   (0.76)   (1.01)   20.67   2.57   504   0.74   0.72   1.76   85
R6 (12)   20.99   0.28   (0.53) (11)   (0.25)         20.74   (1.19) (8)   10   0.61 (9)   0.59 (9)   1.95 (9)   85
Y   21.19   0.40   0.17   0.57   (0.28)   (0.76)   (1.04)   20.72   2.65   601   0.68   0.66   1.90   85
F   20.26   0.39   0.17   0.56   (0.29)   (0.76)   (1.05)   19.77   2.71   88,336   0.62   0.60   1.94   85
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 Small Cap Growth Fund
For the Year Ended October 31, 2022
A   $ 64.88   $ (0.30)   $ (15.38)   $ (15.68)   $  —   $ (12.13)   $ (12.13)   $ 37.07   (28.75)%   $  163,293   1.25%   1.24%   (0.72)%   42%
C   41.34   (0.36)   (8.71)   (9.07)     (12.13)   (12.13)   20.14   (29.27)   2,197   1.98   1.98   (1.44)   42
I   69.03   (0.17)   (16.56)   (16.73)     (12.13)   (12.13)   40.17   (28.50)   66,150   0.89   0.89   (0.36)   42
R3   63.50   (0.41)   (14.97)   (15.38)     (12.13)   (12.13)   35.99   (28.93)   6,107   1.52   1.51   (0.99)   42
R4   67.99   (0.31)   (16.25)   (16.56)     (12.13)   (12.13)   39.30   (28.72)   11,684   1.21   1.21   (0.69)   42
R5   72.91   (0.20)   (17.64)   (17.84)     (12.13)   (12.13)   42.94   (28.51)   20,591   0.91   0.91   (0.39)   42
R6   74.32   (0.14)   (18.06)   (18.20)     (12.13)   (12.13)   43.99   (28.44)   57,807   0.80   0.80   (0.28)   42
Y   74.28   (0.17)   (18.04)   (18.21)     (12.13)   (12.13)   43.94   (28.47)   145,027   0.91   0.86   (0.34)   42
F   69.43   (0.13)   (16.67)   (16.80)     (12.13)   (12.13)   40.50   (28.42)   27,582   0.80   0.80   (0.28)   42
For the Year Ended October 31, 2021
A   $ 51.35   $ (0.42)   $  18.27   $  17.85   $  —   $  (4.32)   $  (4.32)   $ 64.88   35.73%   $  256,061   1.18%   1.18%   (0.67)%   48%
C   34.22   (0.55)   11.99   11.44     (4.32)   (4.32)   41.34   34.80   8,102   1.89   1.89   (1.37)   48
I   54.23   (0.22)   19.34   19.12     (4.32)   (4.32)   69.03   36.21   120,135   0.83   0.83   (0.33)   48
R3   50.47   (0.59)   17.94   17.35     (4.32)   (4.32)   63.50   35.34   8,637   1.48   1.47   (0.97)   48
R4   53.64   (0.42)   19.09   18.67     (4.32)   (4.32)   67.99   35.74   21,098   1.17   1.17   (0.64)   48
R5   57.10   (0.25)   20.38   20.13     (4.32)   (4.32)   72.91   36.15   86,788   0.87   0.87   (0.36)   48
R6   58.07   (0.18)   20.75   20.57     (4.32)   (4.32)   74.32   36.31   84,908   0.76   0.76   (0.25)   48
Y   58.07   (0.22)   20.75   20.53     (4.32)   (4.32)   74.28   36.24   268,416   0.87   0.81   (0.31)   48
F   54.48   (0.15)   19.42   19.27     (4.32)   (4.32)   69.43   36.32   36,439   0.76   0.76   (0.23)   48
For the Year Ended October 31, 2020
A   $ 45.71   $ (0.28)   $  6.67   $  6.39   $  —   $  (0.75)   $  (0.75)   $ 51.35   14.06%   $  198,430   1.26%   1.25%   (0.60)%   58%
C   30.90   (0.39)   4.46   4.07     (0.75)   (0.75)   34.22   13.31   12,323   1.91   1.91   (1.25)   58
I   48.05   (0.09)   7.02   6.93     (0.75)   (0.75)   54.23   14.50   98,673   0.85   0.85   (0.19)   58
R3   45.05   (0.38)   6.55   6.17     (0.75)   (0.75)   50.47   13.80   7,485   1.49   1.49   (0.83)   58
R4   47.69   (0.26)   6.96   6.70     (0.75)   (0.75)   53.64   14.13   31,169   1.19   1.19   (0.52)   58
R5   50.57   (0.12)   7.40   7.28     (0.75)   (0.75)   57.10   14.47   71,754   0.89   0.89   (0.23)   58
R6   51.36   (0.06)   7.52   7.46     (0.75)   (0.75)   58.07   14.62   80,327   0.78   0.78   (0.12)   58
Y   51.39   (0.08)   7.51   7.43     (0.75)   (0.75)   58.07   14.58   255,484   0.88   0.81   (0.16)   58
F   48.23   (0.06)   7.06   7.00     (0.75)   (0.75)   54.48   14.62   44,376   0.78   0.78   (0.13)   58
For the Year Ended October 31, 2019
A   $ 55.20   $ (0.21)   $  2.62   $  2.41   $  —   $ (11.90)   $ (11.90)   $ 45.71   8.99%   $  195,314   1.24%   1.24%   (0.46)%   48%
C   41.81   (0.34)   1.33   0.99     (11.90)   (11.90)   30.90   8.27   15,722   1.89   1.89   (1.11)   48
I   57.17   (0.02)   2.80   2.78     (11.90)   (11.90)   48.05   9.41   191,482   0.83   0.83   (0.05)   48
R3   54.70   (0.31)   2.56   2.25     (11.90)   (11.90)   45.05   8.72   10,036   1.47   1.47   (0.69)   48
R4   56.99   (0.18)   2.78   2.60     (11.90)   (11.90)   47.69   9.05   42,296   1.17   1.17   (0.39)   48
R5   59.48   (0.03)   3.02   2.99     (11.90)   (11.90)   50.57   9.40   82,624   0.85   0.85   (0.07)   48
R6   60.16   (0.00) (5)   3.10   3.10     (11.90)   (11.90)   51.36   9.49   66,260   0.76   0.76   0.01   48
Y   60.20   (0.01)   3.10   3.09     (11.90)   (11.90)   51.39   9.44   365,867   0.82   0.80   (0.01)   48
F   57.30   0.01   2.82   2.83     (11.90)   (11.90)   48.23   9.49   46,533   0.76   0.76   0.02   48
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 Small Cap Growth Fund – (continued)
For the Year Ended October 31, 2018
A   $ 57.24   $ (0.33)   $  1.03   $  0.70   $  —   $  (2.74)   $  (2.74)   $ 55.20   1.20%   $  203,297   1.21%   1.20%   (0.56)%   66%
C   44.29   (0.55)   0.81   0.26     (2.74)   (2.74)   41.81   0.53   23,212   1.88   1.88   (1.22)   66
I   58.97   (0.10)   1.04   0.94     (2.74)   (2.74)   57.17   1.59   243,340   0.82   0.82   (0.16)   66
R3   56.89   (0.48)   1.03   0.55     (2.74)   (2.74)   54.70   0.94   13,210   1.47   1.47   (0.82)   66
R4   58.98   (0.31)   1.06   0.75     (2.74)   (2.74)   56.99   1.26   69,097   1.15   1.15   (0.50)   66
R5   61.26   (0.12)   1.08   0.96     (2.74)   (2.74)   59.48   1.56   94,887   0.85   0.85   (0.20)   66
R6   61.87   (0.09)   1.12   1.03     (2.74)   (2.74)   60.16   1.66   44,278   0.75   0.75   (0.14)   66
Y   61.93   (0.09)   1.10   1.01     (2.74)   (2.74)   60.20   1.63   358,049   0.79   0.79   (0.14)   66
F   59.06   (0.06)   1.04   0.98     (2.74)   (2.74)   57.30   1.66   47,999   0.75   0.75   (0.10)   66
Hartford Small Cap Value Fund
For the Year Ended October 31, 2022
A   $ 13.36   $  0.13   $  (1.22)   $  (1.09)   $ (0.09)   $  (0.78)   $  (0.87)   $ 11.40   (8.86)%   $  51,422   1.29%   1.28%   1.05%   59%
C   11.48   0.03   (1.04)   (1.01)     (0.78)   (0.78)   9.69   (9.54)   1,922   2.10   2.05   0.29   59
I   13.40   0.16   (1.22)   (1.06)   (0.12)   (0.78)   (0.90)   11.44   (8.56)   21,402   0.98   0.98   1.35   59
R3   13.91   0.11   (1.28)   (1.17)   (0.06)   (0.78)   (0.84)   11.90   (9.05)   760   1.57   1.45   0.90   59
R4   14.13   0.16   (1.31)   (1.15)   (0.10)   (0.78)   (0.88)   12.10   (8.79)   42   1.26   1.20   1.29   59
R5   14.10   0.17   (1.27)   (1.10)   (0.14)   (0.78)   (0.92)   12.08   (8.48)   1,756   0.97   0.90   1.36   59
R6   14.10   0.18   (1.28)   (1.10)   (0.15)   (0.78)   (0.93)   12.07   (8.46)   7,821   0.85   0.80   1.48   59
Y   14.07   0.18   (1.28)   (1.10)   (0.14)   (0.78)   (0.92)   12.05   (8.46)   2,887   0.96   0.85   1.53   59
F   13.40   0.19   (1.23)   (1.04)   (0.15)   (0.78)   (0.93)   11.43   (8.46)   38,106   0.85   0.80   1.54   59
For the Year Ended October 31, 2021
A   $ 8.29   $  0.10   $  5.06   $  5.16   $ (0.09)   $  —   $  (0.09)   $ 13.36   62.61%   $  59,496   1.30%   1.28%   0.78%   60%
C   7.12   (0.00) (5)   4.37   4.37   (0.01)     (0.01)   11.48   61.49   3,098   2.09   2.04   0.01   60
I   8.31   0.15   5.06   5.21   (0.12)     (0.12)   13.40   63.20   32,905   0.97   0.96   1.12   60
R3   8.62   0.09   5.27   5.36   (0.07)     (0.07)   13.91   62.45   931   1.56   1.39   0.69   60
R4   8.76   0.12   5.35   5.47   (0.10)     (0.10)   14.13   62.83   53   1.26   1.20   0.88   60
R5   8.74   0.15   5.34   5.49   (0.13)     (0.13)   14.10   63.34   24   0.96   0.90   1.12   60
R6   8.74   0.16   5.35   5.51   (0.15)     (0.15)   14.10   63.49   1,508   0.85   0.80   1.24   60
Y   8.73   0.17   5.31   5.48   (0.14)     (0.14)   14.07   63.26   1,947   0.95   0.85   1.22   60
F   8.31   0.16   5.08   5.24   (0.15)     (0.15)   13.40   63.53   76,702   0.84   0.80   1.26   60
For the Year Ended October 31, 2020
A   $ 10.35   $  0.09   $  (1.49)   $  (1.40)   $ (0.08)   $  (0.58)   $  (0.66)   $  8.29   (14.57)%   $  32,996   1.41%   1.29%   1.04%   62%
C   8.96   0.02   (1.28)   (1.26)   (0.00) (5)   (0.58)   (0.58)   7.12   (15.15)   2,020   2.15   2.04   0.29   62
I   10.37   0.12   (1.48)   (1.36)   (0.12)   (0.58)   (0.70)   8.31   (14.22)   2,915   1.04   0.93   1.43   62
R3   10.73   0.08   (1.54)   (1.46)   (0.07)   (0.58)   (0.65)   8.62   (14.62)   457   1.63   1.42   0.92   62
R4   10.89   0.10   (1.56)   (1.46)   (0.09)   (0.58)   (0.67)   8.76   (14.46)   30   1.33   1.20   1.10   62
R5   10.87   0.13   (1.56)   (1.43)   (0.12)   (0.58)   (0.70)   8.74   (14.21)   10   1.03   0.90   1.51   62
R6   10.87   0.12   (1.54)   (1.42)   (0.13)   (0.58)   (0.71)   8.74   (14.17)   240   0.92   0.80   1.42   62
Y   10.86   0.13   (1.55)   (1.42)   (0.13)   (0.58)   (0.71)   8.73   (14.18)   250   1.02   0.85   1.50   62
F   10.38   0.13   (1.49)   (1.36)   (0.13)   (0.58)   (0.71)   8.31   (14.22)   40,447   0.91   0.80   1.53   62
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
Hartford Small Cap Value Fund – (continued)
For the Year Ended October 31, 2019
A   $ 13.65   $  0.10   $  (0.04)   $  0.06   $ (0.03)   $  (3.33)   $  (3.36)   $ 10.35   3.46%   $  47,037   1.37%   1.27%   0.98%   140%
C   12.35   0.02   (0.08)   (0.06)     (3.33)   (3.33)   8.96   2.60   3,719   2.14   2.04   0.26   140
I   13.68   0.14   (0.05)   0.09   (0.07)   (3.33)   (3.40)   10.37   3.77   4,354   1.00   0.90   1.34   140
R3   14.02   0.09   (0.03)   0.06   (0.02)   (3.33)   (3.35)   10.73   3.31   609   1.62   1.42   0.82   140
R4   14.16   0.11   (0.03)   0.08   (0.02)   (3.33)   (3.35)   10.89   3.52   69   1.31   1.20   1.01   140
R5   14.16   0.16   (0.05)   0.11   (0.07)   (3.33)   (3.40)   10.87   3.82   11   1.01   0.90   1.44   140
R6   14.15   0.15   (0.02)   0.13   (0.08)   (3.33)   (3.41)   10.87   3.99   103   0.89   0.80   1.39   140
Y   14.15   0.16   (0.04)   0.12   (0.08)   (3.33)   (3.41)   10.86   3.94   572   0.97   0.85   1.43   140
F   13.68   0.15   (0.04)   0.11   (0.08)   (3.33)   (3.41)   10.38   3.99   48,425   0.89   0.80   1.43   140
For the Year Ended October 31, 2018
A   $ 14.13   $  0.04   $  0.10   $  0.14   $ (0.02)   $  (0.60)   $  (0.62)   $ 13.65   1.00%   $  52,406   1.35%   1.29%   0.28%   68%
C   12.91   (0.06)   0.10   0.04     (0.60)   (0.60)   12.35   0.27   6,444   2.13   2.04   (0.44)   68
I   14.15   0.09   0.10   0.19   (0.06)   (0.60)   (0.66)   13.68   1.33   3,756   1.02   0.95   0.62   68
R3   14.50   0.03   0.09   0.12     (0.60)   (0.60)   14.02   0.82   529   1.62   1.43   0.18   68
R4   14.61   0.06   0.10   0.16   (0.01)   (0.60)   (0.61)   14.16   1.07   48   1.32   1.20   0.41   68
R5   14.63   0.10   0.10   0.20   (0.07)   (0.60)   (0.67)   14.16   1.39   36   1.02   0.90   0.71   68
R6 (12)   13.99   0.05   0.11   0.16         14.15   1.14 (8)   10   0.91 (9)   0.84 (9)   0.47 (9)   68
Y   14.66   0.11   0.10   0.21   (0.12)   (0.60)   (0.72)   14.15   1.42   646   0.96   0.85   0.74   68
F   14.16   0.11   0.09   0.20   (0.08)   (0.60)   (0.68)   13.68   1.42   38,087   0.90   0.84   0.80   68
The Hartford Small Company Fund
For the Year Ended October 31, 2022
A   $ 30.24   $ (0.13)   $  (7.28)   $  (7.41)   $  —   $  (6.53)   $  (6.53)   $ 16.30   (30.20)%   $  319,971   1.27%   1.26%   (0.69)%   90%
C   17.65   (0.14)   (3.53)   (3.67)     (6.53)   (6.53)   7.45   (30.76)   4,678   2.10   2.10   (1.54)   90
I   32.69   (0.09)   (8.01)   (8.10)     (6.53)   (6.53)   18.06   (30.01)   31,819   0.99   0.99   (0.42)   90
R3   33.41   (0.22)   (8.21)   (8.43)     (6.53)   (6.53)   18.45   (30.43)   10,250   1.59   1.59   (1.01)   90
R4   36.39   (0.17)   (9.10)   (9.27)     (6.53)   (6.53)   20.59   (30.21)   9,040   1.29   1.29   (0.72)   90
R5   39.26   (0.11)   (9.96)   (10.07)     (6.53)   (6.53)   22.66   (30.01)   4,603   0.99   0.99   (0.41)   90
R6   40.33   (0.07)   (10.29)   (10.36)     (6.53)   (6.53)   23.44   (29.92)   6,580   0.87   0.87   (0.27)   90
Y   40.25   (0.10)   (10.28)   (10.38)     (6.53)   (6.53)   23.34   (30.05)   39,131   0.95   0.95   (0.36)   90
F   32.96   (0.06)   (8.10)   (8.16)     (6.53)   (6.53)   18.27   (29.93)   239,580   0.87   0.87   (0.29)   90
For the Year Ended October 31, 2021
A   $ 25.50   $ (0.30)   $  7.82   $  7.52   $  —   $  (2.78)   $  (2.78)   $ 30.24   30.50%   $  502,923   1.23%   1.22%   (1.02)%   123%
C   15.97   (0.33)   4.79   4.46     (2.78)   (2.78)   17.65   29.39   9,324   2.05   2.05   (1.85)   123
I   27.31   (0.25)   8.41   8.16     (2.78)   (2.78)   32.69   30.84   59,421   0.95   0.95   (0.77)   123
R3   28.02   (0.45)   8.62   8.17     (2.78)   (2.78)   33.41   30.04   15,527   1.57   1.57   (1.37)   123
R4   30.22   (0.38)   9.33   8.95     (2.78)   (2.78)   36.39   30.46   15,320   1.26   1.26   (1.06)   123
R5   32.33   (0.30)   10.01   9.71     (2.78)   (2.78)   39.26   30.85   6,782   0.97   0.97   (0.78)   123
R6   33.12   (0.28)   10.27   9.99     (2.78)   (2.78)   40.33   30.97   5,954   0.85   0.85   (0.69)   123
Y   33.07   (0.29)   10.25   9.96     (2.78)   (2.78)   40.25   30.92   45,590   0.91   0.91   (0.72)   123
F   27.49   (0.21)   8.46   8.25     (2.78)   (2.78)   32.96   30.98   333,061   0.85   0.85   (0.65)   123
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 Small Company Fund – (continued)
For the Year Ended October 31, 2020
A   $ 20.35   $ (0.14)   $  6.57   $  6.43   $  —   $  (1.28)   $  (1.28)   $ 25.50   33.21%   $  389,496   1.32%   1.31%   (0.66)%   104%
C   13.30   (0.20)   4.15   3.95     (1.28)   (1.28)   15.97   32.08   9,058   2.14   2.14   (1.50)   104
I   21.65   (0.08)   7.02   6.94     (1.28)   (1.28)   27.31   33.59   35,806   1.00   1.00   (0.35)   104
R3   22.29   (0.21)   7.22   7.01     (1.28)   (1.28)   28.02   32.91   14,013   1.61   1.55   (0.90)   104
R4   23.88   (0.15)   7.77   7.62     (1.28)   (1.28)   30.22   33.29   13,363   1.30   1.25   (0.60)   104
R5   25.40   (0.08)   8.29   8.21     (1.28)   (1.28)   32.33   33.64   3,936   1.01   0.95   (0.30)   104
R6   25.97   (0.13)   8.56   8.43     (1.28)   (1.28)   33.12   33.75   1,530   0.90   0.90   (0.42)   104
Y   25.95   (0.08)   8.48   8.40     (1.28)   (1.28)   33.07   33.65   19,956   0.96   0.95   (0.29)   104
F   21.76   (0.06)   7.07   7.01     (1.28)   (1.28)   27.49   33.75   243,057   0.90   0.90   (0.24)   104
For the Year Ended October 31, 2019
A   $ 22.20   $ (0.13)   $  2.28   $  2.15   $  —   $  (4.00)   $  (4.00)   $ 20.35   14.08%   $  311,742   1.33%   1.32%   (0.66)%   91%
C   16.11   (0.19)   1.38   1.19     (4.00)   (4.00)   13.30   13.24   9,929   2.14   2.13   (1.46)   91
I   23.28   (0.08)   2.45   2.37     (4.00)   (4.00)   21.65   14.48   26,939   1.04   1.03   (0.37)   91
R3   23.95   (0.19)   2.53   2.34     (4.00)   (4.00)   22.29   13.84   14,142   1.62   1.55   (0.89)   91
R4   25.28   (0.14)   2.74   2.60     (4.00)   (4.00)   23.88   14.20   14,261   1.32   1.25   (0.59)   91
R5   26.53   (0.07)   2.94   2.87     (4.00)   (4.00)   25.40   14.56   3,239   1.02   0.95   (0.29)   91
R6   27.02   (0.06)   3.01   2.95     (4.00)   (4.00)   25.97   14.60   206   0.90   0.90   (0.23)   91
Y   27.01   (0.06)   3.00   2.94     (4.00)   (4.00)   25.95   14.56   32,472   0.94   0.93   (0.26)   91
F   23.35   (0.05)   2.46   2.41     (4.00)   (4.00)   21.76   14.63   193,242   0.90   0.90   (0.23)   91
For the Year Ended October 31, 2018
A   $ 20.34   $ (0.20)   $  2.06   $  1.86   $  —   $  —   $  —   $ 22.20   9.20%   $  283,912   1.34%   1.33%   (0.87)%   104%
C   14.87   (0.27)   1.51   1.24         16.11   8.34   11,729   2.12   2.10   (1.64)   104
I   21.27   (0.14)   2.15   2.01         23.28   9.45   28,540   1.07   1.05   (0.60)   104
R3   21.98   (0.27)   2.24   1.97         23.95   8.92   16,386   1.63   1.55   (1.09)   104
R4   23.14   (0.20)   2.34   2.14         25.28   9.25   15,295   1.32   1.25   (0.79)   104
R5   24.21   (0.14)   2.46   2.32         26.53   9.58   2,678   1.03   0.95   (0.51)   104
R6   24.64   (0.12)   2.50   2.38         27.02   9.66   144   0.91   0.90   (0.42)   104
Y   24.64   (0.12)   2.49   2.37         27.01   9.66   35,351   0.92   0.90   (0.44)   104
F   21.30   (0.11)   2.16   2.05         23.35   9.63   115,365   0.91   0.90   (0.45)   104
    
FINANCIAL HIGHLIGHTS FOOTNOTES
(1) Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2) Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(3) Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(4) The “Net Realized and Unrealized Gain (Loss) on Investments” and “Total from Net Investment Income” for Classes I, R4 and R5 shares have been updated since the October 31, 2021 Annual Report to reflect a non-material change of $0.01 to these amounts.
(5) Amount is less than $0.01 per share.
(6) Amount is less than 0.01%.
(7) Commenced operations on February 28, 2019.
(8) Not annualized.
(9) Annualized.
(10) Commenced operations on June 22, 2022.
(11) Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.
(12) Commenced operations on February 28, 2018.
The accompanying notes are an integral part of these financial statements.

102


Hartford Domestic Equity Funds
 Notes to Financial Statements
 October 31, 2022

1. Organization:
  The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each, a "Company" and collectively, the "Companies") are each an open-end registered management investment company comprised of thirty-seven and sixteen series, respectively, as of October 31, 2022. Financial statements for the series of each Company listed below (each, a "Fund" and collectively, the "Funds") are included in this report.
   
The Hartford Mutual Funds, Inc.:
The Hartford Capital Appreciation Fund (the "Capital Appreciation Fund")
Hartford Core Equity Fund (the "Core Equity Fund")
The Hartford Dividend and Growth Fund (the "Dividend and Growth Fund")
The Hartford Equity Income Fund (the "Equity Income Fund")
The Hartford Healthcare Fund (the "Healthcare Fund")
The Hartford MidCap Fund (the "MidCap Fund")
The Hartford MidCap Value Fund (the "MidCap Value Fund")
Hartford Small Cap Value Fund (the "Small Cap Value Fund")
The Hartford Small Company Fund (the "Small Company Fund")
    
The Hartford Mutual Funds II, Inc.:
The Hartford Growth Opportunities Fund (the "Growth Opportunities Fund")
Hartford Quality Value Fund (the "Quality Value Fund")
The Hartford Small Cap Growth Fund (the "Small Cap Growth Fund")
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 U.S. 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 R6, Class Y and Class F shares. Class A shares of each Fund are sold with a front-end sales charge of up to 5.50%. 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. 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.

103


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.
  With respect to a Fund's investments that do not have readily available market prices, each Company's Board of Directors (the "Board") has designated Hartford Funds Management Company, LLC (the "Investment Manager") as its valuation designee to perform fair valuations pursuant to Rule 2a-5 under the 1940 Act (the "Valuation Designee").
  If market prices are not readily available or deemed unreliable, the Valuation Designee determines the fair value of the security or other instrument in good faith under policies and procedures approved by and under the supervision of the Board ("Valuation Procedures").
  The Valuation Designee has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all available relevant factors in determining an investment’s fair value. The Valuation Designee reports fair value matters to the Audit Committee of the Board.
  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase, redeem or exchange shares of the Fund.
  Fixed income investments (other than short-term obligations) and non-exchange traded derivatives held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost, which approximates fair value.
  Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange ("Exchange Close"). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.
  Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.
  Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.
  Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Investments in investment companies that are not listed or traded on an exchange ("Non-Traded Funds"), if any, are valued at the respective NAV of each Non-Traded Fund on the Valuation Date. Such Non-Traded Funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.
  Financial instruments for which prices are not available from an independent pricing service may be valued using quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.
  U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:
Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.
Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order

104


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  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.
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 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.

105


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  Orders for the purchase of a Fund's shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.
  Dividends are declared pursuant to a policy adopted by the respective Company's Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund, except Dividend and Growth Fund and Equity Income Fund, is to pay dividends from net investment income and realized gains, if any, at least once a year. The policy of Dividend and Growth Fund and Equity Income Fund is to pay dividends from net investment income, if any, quarterly and realized gains, if any, at least once a year.
  Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).
3. Securities and Other Investments:
a) Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund's Schedule of Investments.
b) Repurchase Agreements – A repurchase agreement is an agreement between two parties whereby one party sells the other a security at a specified price with a commitment to repurchase the security later at an agreed-upon price, date and interest payment. Each Fund is permitted to enter into fully collateralized repurchase agreements. Each Company's Board of Directors has delegated to the sub-adviser(s), as applicable, the responsibility of evaluating the creditworthiness of the banks and securities dealers with which the Funds will engage in repurchase agreements. The sub-adviser(s) will monitor such transactions to ensure that the value of underlying collateral will be at least equal to the total amount of the repurchase obligation as required by the valuation provision of the repurchase agreement, including the accrued interest. Repurchase agreements carry the risk that the market value of the securities declines below the repurchase price. A Fund could also lose money if it is unable to recover the securities and the value of any collateral held. In the event the borrower commences bankruptcy proceedings, a court may characterize the transaction as a loan. If a Fund has not perfected a security interest in the underlying collateral, the Fund may be required to return the underlying collateral to the borrower’s estate and be treated as an unsecured creditor. As an unsecured creditor, the Fund could lose some or all of the principal and interest involved in the transaction. See each Fund's Schedule of Investments, if applicable, for repurchase agreements as of October 31, 2022.
4. Financial Derivative Instruments:
  The following disclosures contain information on the derivative instruments used by a Fund during the period, the credit-risk-related contingent features in certain derivative instruments, and how such derivative instruments affect the financial position and results of operations of the applicable Fund. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.
a) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant ("FCM") an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value ("variation margin") is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.
During the year ended October 31, 2022, the Capital Appreciation Fund had used futures contracts.
b) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts

106


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.
  Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.
During the year ended October 31, 2022, the Healthcare Fund had used Foreign Currency Contracts.
c) Additional Derivative Instrument Information:
  Capital Appreciation Fund
   
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of October 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Liabilities:                      
Unrealized depreciation on futures contracts(1) $ —   $ —   $ —   $ 3,889,068   $ —   $ 3,889,068
Total $ —   $ —   $ —   $ 3,889,068   $ —   $ 3,889,068
    
(1) Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
    
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $ —   $ —   $ —   $ (36,942,270)   $ —   $ (36,942,270)
Total $ —   $ —   $ —   $ (36,942,270)   $ —   $ (36,942,270)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of futures contracts $ —   $ —   $ —   $ (10,490,121)   $ —   $ (10,490,121)
Total $ —   $ —   $ —   $ (10,490,121)   $ —   $ (10,490,121)
For the year ended October 31, 2022, 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   444
Healthcare Fund
The Effect of Derivative Instruments on the Statement of Operations for the year ended October 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts
  Foreign
Currency
Contracts
  Credit
Contracts
  Equity
Contracts
  Commodity
Contracts
  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on foreign currency contracts $ —   $ (123)   $ —   $ —   $ —   $ (123)
Total $ —   $ (123)   $ —   $ —   $ —   $ (123)

107


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

Healthcare Fund – (continued)
 
For the year ended October 31, 2022, 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
Foreign Currency Contracts Sold at Contract Amount   $ 22,792
d) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund's custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to a Fund, against any liabilities or payment obligations of a Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund's custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.
  The following tables present a Fund's derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement ("MNA") and net of the related collateral received/pledged by a Fund as of October 31, 2022:
   
Capital Appreciation Fund        
Derivative Financial Instruments:   Assets   Liabilities
Futures contracts   $ —   $ (3,889,068)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities     (3,889,068)
Derivatives not subject to a MNA     3,889,068
Total gross amount of assets and liabilities subject to MNA or similar agreements   $ —   $  —
5. Principal Risks:
  A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.
  The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.
  A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance. The outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, created supply chain disruptions and labor shortages, and impacted the financial health of individual companies and the market in significant and unforeseen ways. The future impact of COVID-19 remains unclear. The effects to public health, business and market conditions resulting from COVID-19 pandemic may have a significant negative impact on the performance of a Fund’s investments, including exacerbating other pre-existing political, social and economic risks.
  Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and

108


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets.
  Securities lending involves the risk that a Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. A Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for a Fund that lends its holdings.
6. Federal Income Taxes:
a) Each Fund intends to continue to qualify as a Regulated Investment Company ("RIC") under Subchapter M of the Internal Revenue Code ("IRC") by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2022. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.
b) Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to Passive Foreign Investment Companies ("PFICs"), Real Estate Investment Trusts ("REITs"), RICs, certain derivatives and partnerships. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by each Fund.
c) Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the years ended October 31, 2022 and October 31, 2021 are as follows:
   
    For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
Fund   Ordinary
Income
  Long-Term
Capital Gains(1)
  Ordinary
Income
  Long-Term
Capital Gains(1)
Capital Appreciation Fund   $ 279,895,853   $ 808,081,425   $ 29,401,051   $ 326,546,682
Core Equity Fund   128,007,129   276,790,106   70,885,946  
Dividend and Growth Fund   237,541,713   650,717,744   154,554,069   214,857,817
Equity Income Fund   107,328,916   327,758,324   75,881,176   42,135,878
Growth Opportunities Fund   625,141,034   929,985,392   361,398,386   579,604,617
Healthcare Fund   8,784,435   157,643,753   27,136,342   157,201,491
MidCap Fund   82,760,021   1,452,281,687     1,544,551,438
MidCap Value Fund   23,089,873   40,847,490   3,497,022  
Quality Value Fund   3,291,556   11,024,502   4,003,206  
Small Cap Growth Fund     150,799,914   14,305,053   46,613,265
Small Cap Value Fund   6,584,761   5,364,408   1,100,001  
Small Company Fund   50,480,239   153,792,580   37,854,022   38,852,079
    
(1) The Funds designate these distributions as long-term capital gains dividends pursuant to IRC Sec 852(b)(3)(c).

109


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

As of October 31, 2022, 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
  Accumulated
Capital and
Other Losses
  Unrealized
Appreciation
(Depreciation)
on Investments(1)
  Total
Accumulated
Earnings
(Deficit)
Capital Appreciation Fund   $ 15,126,866   $ 305,332,005   $  —   $ 275,828,059   $  596,286,930
Core Equity Fund   85,375,175   263,608,899     2,577,810,164   2,926,794,238
Dividend and Growth Fund   84,331,092   654,558,850     3,717,686,509   4,456,576,451
Equity Income Fund   14,368,872   497,983,403     977,898,634   1,490,250,909
Growth Opportunities Fund       (624,923,076)   (439,409,646)   (1,064,332,722)
Healthcare Fund     13,370,314   (2,429,134)   202,365,709   213,306,889
MidCap Fund     639,356,531   (15,748,050)   740,058,749   1,363,667,230
MidCap Value Fund   3,954,072   85,431,628     68,600,879   157,986,579
Quality Value Fund   3,960,355   11,588,415     34,036,629   49,585,399
Small Cap Growth Fund       (33,352,947)   79,147,694   45,794,747
Small Cap Value Fund   1,580,866   9,135,933     (504,682)   10,212,117
Small Company Fund       (123,629,269)   6,760,695   (116,868,574)
    
(1) Differences between book-basis and tax basis unrealized appreciation (depreciation) may be attributable to the losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to PFICs, REITS, certain derivatives and partnerships.
d) Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are the result of permanent differences between U.S. GAAP and tax accounting for such items as earnings and profits distributed to shareholders on the redemption of shares, net operating loss, and adjustments to prior year accumulated balances. Adjustments are made to reflect the impact these items have on current and future earnings distributions to shareholders. Therefore, the source of the Funds' distributions may be shown in the accompanying Statements of Changes in Net Assets as from distributable earnings or from capital depending on the type of book and tax differences that exist. For the year ended October 31, 2022, the Funds recorded reclassifications to increase (decrease) the accounts listed below:
   
Fund   Paid-in-Capital   Distributable
Earnings (Loss)
Capital Appreciation Fund   $ 4,829,311   $ (4,829,311)
Equity Income Fund   34,715,897   (34,715,897)
Growth Opportunities Fund   (11,053,137)   11,053,137
Healthcare Fund   (405,037)   405,037
MidCap Fund   74,037,960   (74,037,960)
MidCap Value Fund   5,194,002   (5,194,002)
Small Cap Growth Fund   (244,068)   244,068
Small Cap Value Fund   768,576   (768,576)
Small Company Fund   (1,177,238)   1,177,238
e) Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period.
  At October 31, 2022 (tax year end), each Fund's capital loss carryforwards for U.S. federal income tax purposes were as follows:
   
Fund   Short-Term
Capital Loss
Carryforward with
No Expiration
  Long-Term
Capital Loss
Carryforward with
No Expiration
Growth Opportunities Fund   $ 595,028,032   $ —
Small Cap Growth Fund   30,958,156  
Small Company Fund   120,498,544  
The Capital Appreciation Fund, Core Equity Fund, Dividend and Growth Fund, Equity Income Fund, Healthcare Fund, MidCap Fund, MidCap Value Fund, Quality Value Fund and Small Cap Value Fund had no capital loss carryforwards for U.S. federal tax purposes as of October 31, 2022.
During the year ended October 31, 2022 Growth Opportunities Fund deferred $29,895,044, Healthcare Fund deferred $2,429,134, MidCap Fund deferred $15,748,050, Small Cap Growth Fund deferred $2,394,791 and Small Company Fund deferred $3,130,725 late year ordinary losses.
f) Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at October 31, 2022 is different from book purposes primarily due to wash sale loss deferrals, passive foreign investment company (PFIC) mark to market adjustments, partnerships

110


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  and non-taxable distributions from underlying investments. The net unrealized appreciation/(depreciation) on investments for tax purposes, which consists of gross unrealized appreciation and depreciation, was also different from book purposes primarily due to wash sale loss deferrals and mark-to-market adjustments on futures, PFICs, partnership adjustments and non-taxable distributions from underlying investments. Both the cost and unrealized appreciation and depreciation for federal income tax purposes are disclosed below:
   
Fund   Tax Cost   Gross Unrealized
Appreciation
  Gross Unrealized
(Depreciation)
  Net Unrealized
Appreciation
(Depreciation)
Capital Appreciation Fund   $ 5,400,282,629   $ 785,311,585   $ (509,365,740)   $ 275,945,845
Core Equity Fund   7,066,938,069   2,963,528,534   (385,718,370)   2,577,810,164
Dividend and Growth Fund   11,826,015,556   4,205,126,681   (487,440,172)   3,717,686,509
Equity Income Fund   4,094,909,090   1,117,062,645   (139,083,430)   977,979,215
Growth Opportunities Fund   4,651,886,885   300,654,462   (740,064,108)   (439,409,646)
Healthcare Fund   1,111,749,502   370,297,443   (167,909,971)   202,387,472
MidCap Fund   7,050,909,177   1,555,302,586   (815,243,837)   740,058,749
MidCap Value Fund   816,041,288   127,699,894   (59,099,015)   68,600,879
Quality Value Fund   209,315,382   45,396,213   (11,359,584)   34,036,629
Small Cap Growth Fund   423,810,273   114,360,105   (35,212,411)   79,147,694
Small Cap Value Fund   126,602,366   15,469,770   (15,974,452)   (504,682)
Small Company Fund   656,366,792   81,469,282   (74,708,587)   6,760,695
g) Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, Hartford Funds Management Company, LLC ("HFMC" or the "Investment Manager") reviews each Fund’s tax positions for all open tax years. As of October 31, 2022, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund’s U.S. tax returns remains open for three years, no examination is currently in progress. The Funds recognize interest and penalties, if any, related to unrecognized tax benefits as income tax expense on the Statements of Operations. During the year ended October 31, 2022, the Funds did not incur any interest or penalties. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months.
7. Expenses:
a) Investment Management Agreement – HFMC serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. ("The Hartford"). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP ("Wellington Management") under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC. HFMC pays a sub-advisory fee to Wellington Management out of its management fee.
  The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of October 31, 2022; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:
   
Fund   Management Fee Rates
Capital Appreciation Fund   0.8000% on first $500 million and;
    0.7000% on next $500 million and;
    0.6500% on next $4 billion and;
    0.6475% on next $5 billion and;
    0.6450% over $10 billion
Core Equity Fund   0.4500% on first $500 million and;
    0.3500% on next $500 million and;
    0.3300% on next $1.5 billion and;
    0.3250% on next $2.5 billion and;
    0.3225% over $5 billion
Dividend and Growth Fund   0.7500% on first $500 million and;
    0.6500% on next $500 million and;
    0.6000% on next $1.5 billion and;
    0.5950% on next $2.5 billion and;
    0.5900% on next $5 billion and;
    0.5850% over $10 billion

111


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

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

112


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

c) Operating Expenses – Allocable expenses incurred by each Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of October 31, 2022, HFMC contractually agreed to limit the total annual fund operating expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses, and extraordinary expenses), through February 28, 2023 (unless the applicable Board of Directors approves its earlier termination) as follows for each of the following Funds:
   
    Expense Limit as a Percentage of Average Daily Net Assets
Fund   Class A   Class C   Class I   Class R3   Class R4   Class R5   Class R6   Class Y   Class F
Quality Value Fund   0.96%   1.71%   0.66%   1.18%   0.88%   0.63%   0.46%   0.57%   0.46%
Small Cap Value Fund   1.30%   2.05%   1.00%   1.50%   1.20%   0.90%   0.80%   0.85%   0.80%
d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund's expenses. For the year ended October 31, 2022, these amounts, if any, are included in the Statements of Operations.
  The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:
   
Fund   Class A   Class C   Class I   Class R3   Class R4   Class R5   Class R6   Class Y   Class F
Capital Appreciation Fund   1.04%   1.83%   0.78%   1.41%   1.10%   0.80%   0.70%   0.80%   0.69%
Core Equity Fund   0.70%   1.45%   0.46%   1.07%   0.73%   0.46%   0.36%   0.44%   0.36%
Dividend and Growth Fund   0.96%   1.74%   0.72%   1.34%   1.04%   0.73%   0.63%   0.68%   0.63%
Equity Income Fund   0.97%   1.74%   0.74%   1.35%   1.06%   0.75%   0.65%   0.73%   0.64%
Growth Opportunities Fund   1.08%   1.85%   0.83%   1.44%   1.14%   0.85%   0.74%   0.83%   0.73%
Healthcare Fund   1.26%   2.03%   1.00%   1.61%   1.30%   1.01%   0.90%   1.00%   0.90%
MidCap Fund   1.09%   1.86%   0.86%   1.45%   1.14%   0.85%   0.74%   0.79%   0.74%
MidCap Value Fund   1.16%   1.95%   0.86%   1.48%   1.18%   0.88%   0.77%   0.87%   0.77%
Quality Value Fund   0.94%   1.71%   0.65%   1.18%   0.88%   0.63%   0.46%   0.57%   0.46%
Small Cap Growth Fund   1.24%   1.97%   0.89%   1.51%   1.21%   0.91%   0.80%   0.86%   0.80%
Small Cap Value Fund   1.28%   2.05%   0.98%   1.44%   1.20%   0.90%   0.80%   0.85%   0.80%
Small Company Fund   1.26%   2.10%   0.98%   1.58%   1.28%   0.98%   0.87%   0.95%   0.87%
e) Sales Charges and Distribution and Service Plan for Class A, C, R3 and R4 Shares – Hartford Funds Distributors, LLC ("HFD"), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the year ended October 31, 2022, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:
   
Fund   Front-End
Sales Charges
  Contingent Deferred
Sales Charges
Capital Appreciation Fund   $ 1,336,334   $ 9,389
Core Equity Fund   2,110,859   47,294
Dividend and Growth Fund   4,212,252   71,242
Equity Income Fund   1,431,620   18,638
Growth Opportunities Fund   1,754,992   44,158
Healthcare Fund   456,553   5,740
MidCap Fund   1,348,830   16,004
MidCap Value Fund   502,787   3,277
Quality Value Fund   111,711   3,098
Small Cap Growth Fund   51,469   373
Small Cap Value Fund   43,739   589
Small Company Fund   359,633   3,310
The Board of Directors of each Company has approved the adoption of a separate distribution plan (each a "Plan") pursuant to Rule 12b-1 under the 1940 Act for each of Class A, C, R3 and R4 shares. Under a Plan, Class A, Class 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 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.

113


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

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, 2022, a portion of each Company’s Chief Compliance Officer’s ("CCO") compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in "Other expenses" on the Statements of Operations, is outlined in the table below.
   
Fund   CCO Compensation
Paid by Fund
Capital Appreciation Fund   $ 14,432
Core Equity Fund   24,365
Dividend and Growth Fund   35,274
Equity Income Fund   11,190
Growth Opportunities Fund   11,626
Healthcare Fund   3,233
MidCap Fund   21,283
MidCap Value Fund   2,039
Quality Value Fund   550
Small Cap Growth Fund   1,317
Small Cap Value Fund   314
Small Company Fund   1,563
g) Hartford Administrative Services Company ("HASCO"), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund plus a target profit margin or (ii) a Specified Amount (as defined in the table below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. ("DST") (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the applicable Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.
   
Share Class   Specified Amount
(as a percentage
average daily
net assets)
Class A   0.25%
Class C   0.25%
Class I   0.20%
Class R3   0.22%
Class R4   0.17%
Class R5   0.12%
Class R6   0.004%
Class Y   0.11%
Class F   0.004%
Effective March 1, 2022, HASCO has contractually agreed to waive its transfer agency fee and/or reimburse transfer agency-related expenses to the extent necessary to limit the transfer agency fee for the share classes of the Funds listed below through February 28, 2023, unless the Board of Directors approves its earlier termination.
Fund   Class I   Class Y
Dividend and Growth Fund   N/A   0.06%
MidCap Fund   0.12%   0.06%
Small Cap Growth Fund   N/A   0.07%

114


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

From November 1, 2021 through February 28, 2022, 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
Core Equity Fund   N/A   0.06%
Dividend and Growth Fund   N/A   0.04%
MidCap Fund   0.12%   0.04%
Small Cap Growth Fund   N/A   0.07%
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, 2022, 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   0.11%   0.14%   0.09%   0.22%   0.16%   0.10%   0.00% *   0.11%   0.00% *
Core Equity Fund   0.09%   0.09%   0.10%   0.22%   0.15%   0.10%   0.00% *   0.08%   0.00% *
Dividend and Growth Fund   0.09%   0.11%   0.09%   0.22%   0.16%   0.11%   0.00% *   0.05%   0.00% *
Equity Income Fund   0.08%   0.10%   0.10%   0.21%   0.17%   0.11%   0.00% *   0.09%   0.00% *
Growth Opportunities Fund   0.10%   0.12%   0.10%   0.21%   0.15%   0.11%   0.00% *   0.10%   0.00% *
Healthcare Fund   0.12%   0.14%   0.10%   0.22%   0.16%   0.12%   0.00% *   0.11%   0.00% *
MidCap Fund   0.11%   0.12%   0.12%   0.22%   0.17%   0.12%   0.00% *   0.05%   0.00% *
MidCap Value Fund   0.15%   0.18%   0.09%   0.22%   0.17%   0.12%   0.00%   0.11%   0.00% *
Quality Value Fund   0.15%   0.23%   0.10%   0.22%   0.16%   0.12%   0.00% *   0.11%   0.00% *
Small Cap Growth Fund   0.20%   0.18%   0.09%   0.22%   0.16%   0.11%   0.00% *   0.07%   0.00% *
Small Cap Value Fund   0.19%   0.25%   0.14%   0.22%   0.17%   0.12%   0.00% *   0.11%   0.00% *
Small Company Fund   0.15%   0.23%   0.12%   0.22%   0.17%   0.12%   0.00% *   0.08%   0.00% *
    
* Amount rounds to 0.00%.
8. Securities Lending:
  Each Company has entered into a securities lending agency agreement ("lending agreement") with Citibank, N.A. ("Citibank"). A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. A Fund may lend portfolio securities, provided that the borrower provides collateral that is maintained in an amount at least equal to the current market value of the securities loaned. Cash collateral is invested for the benefit of a Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned. The contractual maturities of the securities lending transactions are considered overnight and continuous.
  A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective; and (vii) operational risks (i.e., the risk of losses resulting from problems in the settlement and accounting process especially so in certain international markets). These events could also trigger adverse tax consequences for the Fund.
  A Fund retains loan fees and the interest on cash collateral investments but is required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the applicable Fund). Upon termination of a loan, a Fund is required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers.
  The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statements of Operations as Investment Income from securities lending. A Fund also receives payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations.

115


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  The following table presents for each Fund that lends its portfolio securities the market value of the securities on loan and the cash and non-cash collateral posted by the borrower as of October 31, 2022.
   
Fund   Investment Securities on Loan, at market value,
Presented on the Statements of Assets and Liabilities
  Cash
Collateral(1)
  Non-Cash
Collateral(1)
Capital Appreciation Fund   $ 16,267,500   $ 16,628,793   $  —
Core Equity Fund      
Dividend and Growth Fund      
Equity Income Fund   60,047,216   60,202,236   1,077,732
Growth Opportunities Fund   24,720,680   24,251,300  
Healthcare Fund   6,393,818   6,761,768   2,454
MidCap Fund   179,370,461   182,356,313   3,929,094
MidCap Value Fund      
Quality Value Fund      
Small Cap Growth Fund   2,045,606   2,171,213  
Small Cap Value Fund      
Small Company Fund      
    
(1) It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract due to timing. Pursuant to the lending agreement, the borrower will provide collateral in an amount at least equal to the current market value of securities loaned.
9. Affiliated Security Transactions:
  If a Fund owns 5% or more of the outstanding voting securities, either directly or indirectly, of a particular issuer, the 1940 Act deems such an issuer to be an "affiliate" of the Fund. As of and during the year ended October 31, 2022, the MidCap Fund and Small Company Fund owned 5% or more of the outstanding voting securities of the issuers identified in the table below.
  A summary of affiliated security transactions for the year ended October 31, 2022 follows:
   
Affiliated Investments   Beginning
Value as of
November 1, 2021
  Purchases
at Cost
  Proceeds
from Sales
  Net
Realized
Gain/(Loss)
on Sales
  Return of
Capital
  Change in
Unrealized
Appreciation/
(Depreciation)
  Ending
Value as of
October 31,
2022
  Shares as of
October 31,
2022
  Dividend
Income
  Capital Gains
Distribution
MidCap Fund
CommScope Holding Co., Inc.*   $ 109,463,815   $ 16,372,504   $ 80,856,839   $ (16,122,473)   $ —   $ 7,962,586   $ 36,819,593   2,780,936   $ —   $ —
Shift4 Payments, Inc.   105,294,843   68,226,031   27,502,306   (9,968,362)     (14,663,111)   121,387,095   2,640,572    
Total   $ 214,758,658   $ 84,598,535   $ 108,359,145   $ (26,090,835)   $   $ (6,700,525)   $ 158,206,688   5,421,508   $   $
Small Company Fund
Allstar Co.(1),*   $  —   $  —   $  8,505   $  8,505   $ —   $  —   $  —     $ —   $ —
    
* Not an affiliate as of October 31, 2022.
(1) Allstar Co. is a Delaware limited liability company that was created for the purpose of investing in Academy Sports & Outdoors, Inc. As a result of the Fund's holdings in Allstar Co., the Fund previously had indirect exposure to Academy Sports & Outdoors, Inc.; however, the Fund does not have direct or indirect exposure to 5% or more of the outstanding voting securities of Academy Sports & Outdoors, Inc.
10. Affiliate Holdings:
  As of October 31, 2022, affiliates of The Hartford had ownership of shares in certain Funds as follows:
   
Percentage of a Class:                                    
Fund   Class A   Class C   Class I   Class R3   Class R4   Class R5   Class R6   Class Y   Class F
Small Cap Value Fund             1%      
    

116


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

Percentage of Fund by Class:                                    
Fund   Class A   Class C   Class I   Class R3   Class R4   Class R5   Class R6   Class Y   Class F
Small Cap Value Fund             0% *      
    
* Percentage rounds to zero.
As of October 31, 2022, 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   5%
Equity Income Fund   3%
Growth Opportunities Fund   3%
MidCap Fund   1%
MidCap Value Fund   2%
Small Cap Growth Fund   5%
Small Cap Value Fund   22%
Small Company Fund   6%
    
* As of October 31, 2022, affiliated funds of funds and the 529 plan were invested in Class F shares.
11. Investment Transactions:
  For the year ended October 31, 2022, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:
   
Fund   Cost of Purchases
Excluding U.S.
Government
Obligations
  Sales Proceeds
Excluding U.S.
Government
Obligations
  Total Cost of
Purchases
  Total Sales
Proceeds
Capital Appreciation Fund   $ 5,296,191,977   $ 5,955,268,312   $ 5,296,191,977   $ 5,955,268,312
Core Equity Fund   1,673,194,405   2,586,095,622   1,673,194,405   2,586,095,622
Dividend and Growth Fund   4,967,465,962   2,720,051,221   4,967,465,962   2,720,051,221
Equity Income Fund   2,169,059,875   2,021,769,836   2,169,059,875   2,021,769,836
Growth Opportunities Fund   5,368,485,443   6,276,514,006   5,368,485,443   6,276,514,006
Healthcare Fund   475,349,445   662,942,717   475,349,445   662,942,717
MidCap Fund   4,478,325,532   7,783,658,012   4,478,325,532   7,783,658,012
MidCap Value Fund   795,727,291   746,469,346   795,727,291   746,469,346
Quality Value Fund   85,068,158   56,602,987   85,068,158   56,602,987
Small Cap Growth Fund   265,194,385   421,002,105   265,194,385   421,002,105
Small Cap Value Fund   85,958,762   121,908,994   85,958,762   121,908,994
Small Company Fund   667,697,509   719,383,108   667,697,509   719,383,108
12. Capital Share Transactions:
  The following information is for the years ended October 31, 2022 and October 31, 2021:
   
  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Capital Appreciation Fund              
Class A              
Shares Sold 3,057,113   $  117,912,718   3,367,409   $ 153,139,085
Shares Issued for Reinvested Dividends 18,530,282   773,952,122   5,909,766   249,118,669
Shares Redeemed (15,671,864)   (597,749,344)   (13,459,956)   (610,878,988)
Net Increase (Decrease) 5,915,531   294,115,496   (4,182,781)   (208,621,234)

117


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Class C              
Shares Sold 355,100   $  8,956,718   420,030   $ 13,300,659
Shares Issued for Reinvested Dividends 1,058,069   28,641,921   423,362   12,493,414
Shares Redeemed (1,826,007)   (45,470,387)   (2,943,150)   (94,205,765)
Net Increase (Decrease) (412,838)   (7,871,748)   (2,099,758)   (68,411,692)
Class I              
Shares Sold 1,548,525   $  60,994,842   1,763,794   $ 80,348,270
Shares Issued for Reinvested Dividends 2,140,817   90,255,338   692,879   29,440,161
Shares Redeemed (3,597,389)   (137,417,555)   (2,913,758)   (132,549,967)
Net Increase (Decrease) 91,953   13,832,625   (457,085)   (22,761,536)
Class R3              
Shares Sold 59,892   $  2,569,258   81,697   $ 4,139,188
Shares Issued for Reinvested Dividends 114,302   5,487,633   40,201   1,911,571
Shares Redeemed (231,286)   (10,043,979)   (289,780)   (14,863,615)
Net Increase (Decrease) (57,092)   (1,987,088)   (167,882)   (8,812,856)
Class R4              
Shares Sold 66,901   $  3,145,575   75,708   $ 4,029,701
Shares Issued for Reinvested Dividends 85,515   4,313,361   28,656   1,422,120
Shares Redeemed (143,629)   (6,568,277)   (195,566)   (10,231,712)
Net Increase (Decrease) 8,787   890,659   (91,202)   (4,779,891)
Class R5              
Shares Sold 49,168   $  2,317,024   38,655   $ 2,086,665
Shares Issued for Reinvested Dividends 80,863   4,194,444   31,983   1,626,764
Shares Redeemed (98,330)   (4,824,329)   (196,018)   (10,767,188)
Net Increase (Decrease) 31,701   1,687,139   (125,380)   (7,053,759)
Class R6              
Shares Sold 342,359   $  19,376,487   101,705   $ 5,729,396
Shares Issued for Reinvested Dividends 81,637   4,271,968   11,975   613,867
Shares Redeemed (109,087)   (5,049,188)   (60,680)   (3,346,501)
Net Increase (Decrease) 314,909   18,599,267   53,000   2,996,762
Class Y              
Shares Sold 112,377   $  5,423,166   418,089   $ 23,154,624
Shares Issued for Reinvested Dividends 274,840   14,360,979   97,100   4,973,187
Shares Redeemed (729,211)   (33,928,608)   (683,536)   (37,544,012)
Net Increase (Decrease) (341,994)   (14,144,463)   (168,347)   (9,416,201)
Class F              
Shares Sold 2,468,140   $  90,526,856   1,156,081   $ 52,681,033
Shares Issued for Reinvested Dividends 3,014,822   127,144,725   996,586   42,357,183
Shares Redeemed (3,637,998)   (136,977,274)   (2,759,017)   (125,550,739)
Net Increase (Decrease) 1,844,964   80,694,307   (606,350)   (30,512,523)
Total Net Increase (Decrease) 7,395,921   $  385,816,194   (7,845,785)   $  (357,372,930)
Core Equity Fund              
Class A              
Shares Sold 6,383,267   $  283,671,328   8,048,194   $ 349,552,465
Shares Issued for Reinvested Dividends 1,003,255   49,317,221   170,767   6,957,062
Shares Redeemed (5,353,972)   (234,304,903)   (5,854,509)   (256,534,349)
Net Increase (Decrease) 2,032,550   98,683,646   2,364,452   99,975,178
Class C              
Shares Sold 1,253,604   $  50,867,962   2,433,951   $ 95,569,941
Shares Issued for Reinvested Dividends 349,431   15,420,372    
Shares Redeemed (2,781,070)   (109,599,804)   (2,963,058)   (117,542,554)
Net Increase (Decrease) (1,178,035)   (43,311,470)   (529,107)   (21,972,613)
Class I              
Shares Sold 25,138,210   $  1,118,094,707   38,606,478   $ 1,683,147,371
Shares Issued for Reinvested Dividends 2,850,367   140,716,905   587,802   23,982,316
Shares Redeemed (35,726,873)   (1,550,849,816)   (25,621,499)   (1,138,977,250)
Net Increase (Decrease) (7,738,296)   (292,038,204)   13,572,781   568,152,437

118


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Class R3              
Shares Sold 298,269   $  13,926,237   430,551   $ 19,338,433
Shares Issued for Reinvested Dividends 37,639   1,871,542   3,454   143,013
Shares Redeemed (436,719)   (19,025,180)   (280,505)   (12,331,610)
Net Increase (Decrease) (100,811)   (3,227,401)   153,500   7,149,836
Class R4              
Shares Sold 463,087   $  21,372,285   1,346,774   $ 61,759,473
Shares Issued for Reinvested Dividends 132,063   6,705,623   22,870   962,136
Shares Redeemed (1,508,324)   (69,293,943)   (1,230,844)   (56,219,106)
Net Increase (Decrease) (913,174)   (41,216,035)   138,800   6,502,503
Class R5              
Shares Sold 523,441   $  23,343,337   719,073   $ 31,981,033
Shares Issued for Reinvested Dividends 118,899   5,918,731   30,689   1,262,537
Shares Redeemed (1,556,355)   (67,139,669)   (1,428,140)   (63,174,300)
Net Increase (Decrease) (914,015)   (37,877,601)   (678,378)   (29,930,730)
Class R6              
Shares Sold 8,959,950   $  396,301,671   5,638,764   $ 249,691,246
Shares Issued for Reinvested Dividends 647,642   32,411,972   161,700   6,679,826
Shares Redeemed (4,637,927)   (204,136,867)   (5,359,583)   (240,460,323)
Net Increase (Decrease) 4,969,665   224,576,776   440,881   15,910,749
Class Y              
Shares Sold 2,164,398   $  98,845,545   4,083,890   $ 178,723,495
Shares Issued for Reinvested Dividends 561,625   28,081,046   139,865   5,777,841
Shares Redeemed (7,849,800)   (348,528,440)   (4,487,602)   (204,115,939)
Net Increase (Decrease) (5,123,777)   (221,601,849)   (263,847)   (19,614,603)
Class F              
Shares Sold 13,239,963   $  592,067,299   20,968,799   $ 922,349,213
Shares Issued for Reinvested Dividends 2,148,216   106,209,029   532,223   21,725,333
Shares Redeemed (23,465,248)   (1,021,206,791)   (18,994,470)   (837,983,756)
Net Increase (Decrease) (8,077,069)   (322,930,463)   2,506,552   106,090,790
Total Net Increase (Decrease) (17,042,962)   $  (638,942,601)   17,705,634   $  732,263,547
Dividend and Growth Fund              
Class A              
Shares Sold 14,259,336   $  456,511,173   11,151,010   $ 344,976,720
Shares Issued for Reinvested Dividends 8,032,629   265,324,992   4,336,771   122,673,579
Shares Redeemed (15,308,574)   (488,931,973)   (17,131,999)   (519,287,515)
Net Increase (Decrease) 6,983,391   232,904,192   (1,644,218)   (51,637,216)
Class C              
Shares Sold 2,645,502   $  81,671,576   1,419,508   $ 42,204,089
Shares Issued for Reinvested Dividends 274,652   8,737,329   145,715   3,852,604
Shares Redeemed (1,631,982)   (49,532,829)   (2,354,366)   (69,029,852)
Net Increase (Decrease) 1,288,172   40,876,076   (789,143)   (22,973,159)
Class I              
Shares Sold 64,363,688   $  2,058,872,583   36,793,322   $ 1,137,090,014
Shares Issued for Reinvested Dividends 5,907,158   193,113,163   2,425,264   69,068,594
Shares Redeemed (34,946,220)   (1,107,019,682)   (15,783,459)   (477,606,650)
Net Increase (Decrease) 35,324,626   1,144,966,064   23,435,127   728,551,958
Class R3              
Shares Sold 348,672   $  11,370,145   324,177   $ 10,228,653
Shares Issued for Reinvested Dividends 100,882   3,401,827   59,719   1,695,081
Shares Redeemed (600,236)   (19,626,369)   (687,387)   (21,558,216)
Net Increase (Decrease) (150,682)   (4,854,397)   (303,491)   (9,634,482)
Class R4              
Shares Sold 796,252   $  26,395,247   676,475   $ 21,736,412
Shares Issued for Reinvested Dividends 138,647   4,701,649   75,716   2,188,661
Shares Redeemed (957,878)   (31,739,116)   (1,035,619)   (31,590,923)
Net Increase (Decrease) (22,979)   (642,220)   (283,428)   (7,665,850)

119


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Class R5              
Shares Sold 2,795,712   $  92,959,983   2,526,093   $ 79,438,301
Shares Issued for Reinvested Dividends 205,078   6,984,131   96,696   2,843,393
Shares Redeemed (3,084,827)   (100,834,486)   (2,227,663)   (69,728,112)
Net Increase (Decrease) (84,037)   (890,372)   395,126   12,553,582
Class R6              
Shares Sold 9,755,875   $  319,701,277   7,406,904   $ 227,713,097
Shares Issued for Reinvested Dividends 842,357   28,512,706   297,938   8,855,913
Shares Redeemed (3,734,079)   (121,605,554)   (2,250,013)   (70,681,330)
Net Increase (Decrease) 6,864,153   226,608,429   5,454,829   165,887,680
Class Y              
Shares Sold 7,239,847   $  242,709,191   20,130,737   $ 637,738,953
Shares Issued for Reinvested Dividends 1,560,840   53,170,181   944,058   27,654,509
Shares Redeemed (12,313,080)   (406,017,012)   (24,259,929)   (783,606,689)
Net Increase (Decrease) (3,512,393)   (110,137,640)   (3,185,134)   (118,213,227)
Class F              
Shares Sold 67,501,996   $  2,121,346,990   49,096,886   $ 1,528,459,592
Shares Issued for Reinvested Dividends 8,634,393   282,063,480   4,082,716   115,917,711
Shares Redeemed (35,875,105)   (1,115,006,438)   (27,500,734)   (840,425,971)
Net Increase (Decrease) 40,261,284   1,288,404,032   25,678,868   803,951,332
Total Net Increase (Decrease) 86,951,535   $  2,817,234,164   48,758,536   $  1,500,820,618
Equity Income Fund              
Class A              
Shares Sold 9,596,803   $  211,409,984   8,289,761   $ 180,610,904
Shares Issued for Reinvested Dividends 7,158,278   159,263,758   1,960,721   40,766,669
Shares Redeemed (8,968,077)   (198,976,567)   (9,871,460)   (212,979,569)
Net Increase (Decrease) 7,787,004   171,697,175   379,022   8,398,004
Class C              
Shares Sold 1,379,177   $  30,309,524   649,197   $ 14,115,367
Shares Issued for Reinvested Dividends 549,220   12,167,905   180,050   3,621,924
Shares Redeemed (2,613,220)   (57,727,994)   (4,975,576)   (107,730,675)
Net Increase (Decrease) (684,823)   (15,250,565)   (4,146,329)   (89,993,384)
Class I              
Shares Sold 23,824,979   $  520,404,729   13,408,859   $ 286,986,093
Shares Issued for Reinvested Dividends 5,346,702   117,953,687   1,520,952   31,538,766
Shares Redeemed (15,236,956)   (332,668,191)   (13,573,736)   (290,903,554)
Net Increase (Decrease) 13,934,725   305,690,225   1,356,075   27,621,305
Class R3              
Shares Sold 241,885   $  5,341,375   178,866   $ 3,905,700
Shares Issued for Reinvested Dividends 122,508   2,733,840   37,851   778,951
Shares Redeemed (471,052)   (10,531,386)   (622,158)   (13,765,852)
Net Increase (Decrease) (106,659)   (2,456,171)   (405,441)   (9,081,201)
Class R4              
Shares Sold 320,134   $  7,147,306   409,910   $ 8,975,208
Shares Issued for Reinvested Dividends 134,864   3,014,807   41,162   854,303
Shares Redeemed (752,816)   (17,082,777)   (714,299)   (15,093,697)
Net Increase (Decrease) (297,818)   (6,920,664)   (263,227)   (5,264,186)
Class R5              
Shares Sold 713,292   $  16,015,545   1,641,838   $ 34,220,609
Shares Issued for Reinvested Dividends 284,360   6,388,940   92,807   1,954,636
Shares Redeemed (1,012,405)   (22,891,236)   (1,549,727)   (34,015,363)
Net Increase (Decrease) (14,753)   (486,751)   184,918   2,159,882
Class R6              
Shares Sold 1,794,564   $  40,124,508   1,024,580   $ 22,209,707
Shares Issued for Reinvested Dividends 298,677   6,718,898   84,605   1,790,192
Shares Redeemed (1,015,542)   (22,792,072)   (848,471)   (18,624,173)
Net Increase (Decrease) 1,077,699   24,051,334   260,714   5,375,726

120


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Class Y              
Shares Sold 1,581,933   $  35,422,065   1,290,931   $ 27,947,876
Shares Issued for Reinvested Dividends 391,565   8,820,735   115,344   2,434,785
Shares Redeemed (1,376,119)   (31,089,555)   (1,008,753)   (22,141,456)
Net Increase (Decrease) 597,379   13,153,245   397,522   8,241,205
Class F              
Shares Sold 12,117,460   $  264,063,832   8,946,727   $ 192,753,571
Shares Issued for Reinvested Dividends 4,681,705   103,344,207   1,449,703   30,022,805
Shares Redeemed (13,925,425)   (305,390,990)   (13,229,490)   (284,172,877)
Net Increase (Decrease) 2,873,740   62,017,049   (2,833,060)   (61,396,501)
Total Net Increase (Decrease) 25,166,494   $  551,494,877   (5,069,806)   $  (113,939,150)
Growth Opportunities Fund              
Class A              
Shares Sold 4,840,696   $  186,204,105   5,209,175   $ 302,551,393
Shares Issued for Reinvested Dividends 14,227,245   671,810,525   7,642,117   408,394,711
Shares Redeemed (12,854,467)   (482,132,807)   (7,857,838)   (457,256,332)
Net Increase (Decrease) 6,213,474   375,881,823   4,993,454   253,689,772
Class C              
Shares Sold 2,069,076   $  22,831,433   1,814,685   $ 42,859,385
Shares Issued for Reinvested Dividends 11,422,799   136,730,901   4,008,428   87,303,560
Shares Redeemed (9,258,825)   (97,832,574)   (5,222,282)   (124,561,047)
Net Increase (Decrease) 4,233,050   61,729,760   600,831   5,601,898
Class I              
Shares Sold 7,238,788   $  309,883,151   6,786,614   $ 423,546,619
Shares Issued for Reinvested Dividends 5,786,925   301,903,898   3,207,164   185,309,937
Shares Redeemed (16,722,255)   (693,094,286)   (7,861,192)   (491,248,063)
Net Increase (Decrease) (3,696,542)   (81,307,237)   2,132,586   117,608,493
Class R3              
Shares Sold 203,038   $  7,785,778   217,459   $ 12,458,353
Shares Issued for Reinvested Dividends 215,984   10,077,826   133,397   7,088,738
Shares Redeemed (278,253)   (10,396,015)   (388,784)   (22,241,704)
Net Increase (Decrease) 140,769   7,467,589   (37,928)   (2,694,613)
Class R4              
Shares Sold 193,265   $  7,876,745   260,470   $ 16,275,076
Shares Issued for Reinvested Dividends 236,765   12,382,831   149,374   8,675,642
Shares Redeemed (307,229)   (13,066,648)   (483,285)   (30,586,387)
Net Increase (Decrease) 122,801   7,192,928   (73,441)   (5,635,669)
Class R5              
Shares Sold 58,395   $  2,652,895   88,508   $ 5,974,431
Shares Issued for Reinvested Dividends 68,446   3,927,412   44,659   2,790,306
Shares Redeemed (99,282)   (4,569,412)   (159,100)   (10,438,793)
Net Increase (Decrease) 27,559   2,010,895   (25,933)   (1,674,056)
Class R6              
Shares Sold 229,289   $  11,255,684   490,627   $ 33,816,735
Shares Issued for Reinvested Dividends 182,245   10,770,646   77,962   4,986,464
Shares Redeemed (351,044)   (16,361,897)   (230,683)   (16,066,034)
Net Increase (Decrease) 60,490   5,664,433   337,906   22,737,165
Class Y              
Shares Sold 2,049,547   $  93,311,976   2,179,222   $ 149,741,177
Shares Issued for Reinvested Dividends 1,525,929   89,968,761   841,194   53,752,317
Shares Redeemed (2,437,524)   (111,382,745)   (2,205,530)   (152,562,447)
Net Increase (Decrease) 1,137,952   71,897,992   814,886   50,931,047
Class F              
Shares Sold 5,268,021   $  216,622,722   6,728,193   $ 425,460,841
Shares Issued for Reinvested Dividends 4,010,962   210,816,144   1,886,638   109,557,047
Shares Redeemed (6,505,529)   (273,177,311)   (4,459,130)   (280,955,262)
Net Increase (Decrease) 2,773,454   154,261,555   4,155,701   254,062,626
Total Net Increase (Decrease) 11,013,007   $  604,799,738   12,898,062   $  694,626,663

121


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Healthcare Fund              
Class A              
Shares Sold 1,284,953   $  46,400,237   1,918,507   $ 82,032,094
Shares Issued for Reinvested Dividends 2,140,949   82,554,992   2,232,980   90,190,081
Shares Redeemed (2,767,818)   (99,977,711)   (2,567,935)   (109,917,953)
Net Increase (Decrease) 658,084   28,977,518   1,583,552   62,304,222
Class C              
Shares Sold 198,228   $  5,299,174   368,990   $ 11,716,851
Shares Issued for Reinvested Dividends 637,952   17,422,458   743,990   22,349,458
Shares Redeemed (1,454,981)   (36,873,194)   (1,445,763)   (46,040,790)
Net Increase (Decrease) (618,801)   (14,151,562)   (332,783)   (11,974,481)
Class I              
Shares Sold 1,431,084   $  56,509,411   2,309,673   $ 105,781,014
Shares Issued for Reinvested Dividends 894,258   37,379,994   924,714   40,077,121
Shares Redeemed (3,243,038)   (128,586,178)   (2,209,353)   (101,145,679)
Net Increase (Decrease) (917,696)   (34,696,773)   1,025,034   44,712,456
Class R3              
Shares Sold 117,578   $  4,352,251   151,226   $ 6,683,795
Shares Issued for Reinvested Dividends 76,658   3,032,585   90,203   3,742,540
Shares Redeemed (206,799)   (7,790,606)   (270,146)   (11,931,278)
Net Increase (Decrease) (12,563)   (405,770)   (28,717)   (1,504,943)
Class R4              
Shares Sold 85,195   $  3,489,886   134,157   $ 6,296,937
Shares Issued for Reinvested Dividends 45,986   1,974,634   58,738   2,616,195
Shares Redeemed (242,024)   (9,583,409)   (229,273)   (10,763,007)
Net Increase (Decrease) (110,843)   (4,118,889)   (36,378)   (1,849,875)
Class R5              
Shares Sold 57,546   $  2,435,652   79,162   $ 3,961,571
Shares Issued for Reinvested Dividends 22,562   1,042,154   25,326   1,201,964
Shares Redeemed (83,838)   (3,601,385)   (89,603)   (4,495,885)
Net Increase (Decrease) (3,730)   (123,579)   14,885   667,650
Class R6              
Shares Sold 1,224,226   $  53,330,855   55,913   $ 2,913,413
Shares Issued for Reinvested Dividends 10,556   497,706   9,082   438,736
Shares Redeemed (46,267)   (2,004,674)   (32,048)   (1,696,505)
Net Increase (Decrease) 1,188,515   51,823,887   32,947   1,655,644
Class Y              
Shares Sold 206,056   $  9,241,977   450,272   $ 22,884,351
Shares Issued for Reinvested Dividends 211,002   9,927,628   219,387   10,587,619
Shares Redeemed (1,487,131)   (65,145,430)   (397,553)   (20,324,517)
Net Increase (Decrease) (1,070,073)   (45,975,825)   272,106   13,147,453
Class F              
Shares Sold 134,871   $  5,389,637   262,096   $ 12,136,397
Shares Issued for Reinvested Dividends 99,102   4,167,247   89,913   3,913,893
Shares Redeemed (278,324)   (10,879,334)   (183,888)   (8,417,394)
Net Increase (Decrease) (44,351)   (1,322,450)   168,121   7,632,896
Total Net Increase (Decrease) (931,458)   $  (19,993,443)   2,698,767   $  114,791,022
MidCap Fund              
Class A              
Shares Sold 4,396,156   $  124,424,494   5,765,546   $ 206,608,439
Shares Issued for Reinvested Dividends 12,324,154   396,196,632   10,539,072   343,679,112
Shares Redeemed (15,878,115)   (445,237,437)   (12,122,834)   (430,915,073)
Net Increase (Decrease) 842,195   75,383,689   4,181,784   119,372,478
Class C              
Shares Sold 723,474   $  11,923,400   997,903   $ 22,218,396
Shares Issued for Reinvested Dividends 3,704,020   67,653,820   3,497,780   71,039,908
Shares Redeemed (6,042,234)   (98,035,963)   (6,508,579)   (145,602,161)
Net Increase (Decrease) (1,614,740)   (18,458,743)   (2,012,896)   (52,343,857)

122


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Class I              
Shares Sold 14,515,466   $  444,089,079   18,766,871   $ 702,875,370
Shares Issued for Reinvested Dividends 13,008,563   440,965,066   13,770,100   469,422,719
Shares Redeemed (63,448,845)   (1,907,224,197)   (51,765,006)   (1,948,483,150)
Net Increase (Decrease) (35,924,816)   (1,022,170,052)   (19,228,035)   (776,185,061)
Class R3              
Shares Sold 268,544   $  8,594,453   328,898   $ 13,349,542
Shares Issued for Reinvested Dividends 262,492   9,696,451   278,856   10,337,182
Shares Redeemed (755,575)   (24,883,540)   (897,014)   (36,300,678)
Net Increase (Decrease) (224,539)   (6,592,636)   (289,260)   (12,613,954)
Class R4              
Shares Sold 369,134   $  12,932,115   616,644   $ 26,335,205
Shares Issued for Reinvested Dividends 422,793   16,696,845   530,397   20,812,764
Shares Redeemed (2,195,136)   (76,584,250)   (2,562,147)   (109,758,970)
Net Increase (Decrease) (1,403,209)   (46,955,290)   (1,415,106)   (62,611,001)
Class R5              
Shares Sold 684,393   $  25,511,679   1,925,411   $ 85,163,229
Shares Issued for Reinvested Dividends 578,517   24,023,911   805,971   32,980,317
Shares Redeemed (5,194,820)   (197,426,765)   (5,761,404)   (259,286,863)
Net Increase (Decrease) (3,931,910)   (147,891,175)   (3,030,022)   (141,143,317)
Class R6              
Shares Sold 3,747,078   $  138,619,353   7,264,767   $ 326,578,751
Shares Issued for Reinvested Dividends 3,286,733   138,940,388   3,932,733   163,365,732
Shares Redeemed (18,624,424)   (721,527,773)   (22,294,027)   (1,010,767,875)
Net Increase (Decrease) (11,590,613)   (443,968,032)   (11,096,527)   (520,823,392)
Class Y              
Shares Sold 3,185,757   $  122,180,289   4,103,182   $ 185,837,048
Shares Issued for Reinvested Dividends 1,893,699   79,823,910   2,564,133   106,283,299
Shares Redeemed (12,021,019)   (441,584,956)   (16,202,137)   (733,248,509)
Net Increase (Decrease) (6,941,563)   (239,580,757)   (9,534,822)   (441,128,162)
Class F              
Shares Sold 11,256,515   $  336,568,335   11,833,195   $ 445,587,914
Shares Issued for Reinvested Dividends 8,831,655   301,449,778   7,742,034   265,242,076
Shares Redeemed (19,967,918)   (595,418,038)   (20,970,331)   (786,132,834)
Net Increase (Decrease) 120,252   42,600,075   (1,395,102)   (75,302,844)
Total Net Increase (Decrease) (60,668,943)   $ (1,807,632,921)   (43,819,986)   $ (1,962,779,110)
MidCap Value Fund              
Class A              
Shares Sold 3,626,881   $  60,577,133   2,474,862   $ 41,495,746
Shares Issued for Reinvested Dividends 1,489,007   25,794,038   56,642   831,510
Shares Redeemed (2,384,882)   (40,360,058)   (2,543,440)   (41,457,915)
Net Increase (Decrease) 2,731,006   46,011,113   (11,936)   869,341
Class C              
Shares Sold 100,059   $  1,304,175   43,557   $ 579,493
Shares Issued for Reinvested Dividends 59,365   792,527    
Shares Redeemed (215,239)   (2,791,559)   (405,320)   (5,295,304)
Net Increase (Decrease) (55,815)   (694,857)   (361,763)   (4,715,811)
Class I              
Shares Sold 1,124,320   $  19,053,064   328,086   $ 5,572,562
Shares Issued for Reinvested Dividends 107,582   1,891,181   7,619   112,984
Shares Redeemed (313,265)   (5,196,398)   (553,865)   (8,619,992)
Net Increase (Decrease) 918,637   15,747,847   (218,160)   (2,934,446)
Class R3              
Shares Sold 54,448   $  966,052   66,910   $ 1,193,206
Shares Issued for Reinvested Dividends 25,748   473,508    
Shares Redeemed (86,445)   (1,584,367)   (115,157)   (2,047,635)
Net Increase (Decrease) (6,249)   (144,807)   (48,247)   (854,429)

123


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Class R4              
Shares Sold 61,011   $  1,132,238   71,792   $ 1,296,064
Shares Issued for Reinvested Dividends 32,127   606,242   1,122   17,850
Shares Redeemed (109,207)   (2,061,824)   (208,564)   (3,543,019)
Net Increase (Decrease) (16,069)   (323,344)   (135,650)   (2,229,105)
Class R5              
Shares Sold 16,192   $  287,737   7,217   $ 128,610
Shares Issued for Reinvested Dividends 7,461   143,466   586   9,446
Shares Redeemed (18,161)   (342,378)   (6,437)   (116,999)
Net Increase (Decrease) 5,492   88,825   1,366   21,057
Class R6(1)              
Shares Sold 650   $  10,000     $  —
Net Increase (Decrease) 650   10,000    
Class Y              
Shares Sold 211,905   $  4,000,083   473,420   $ 8,111,667
Shares Issued for Reinvested Dividends 52,960   1,020,918   5,606   90,649
Shares Redeemed (594,422)   (11,262,742)   (457,356)   (8,763,398)
Net Increase (Decrease) (329,557)   (6,241,741)   21,670   (561,082)
Class F              
Shares Sold 6,704,088   $  113,928,434   5,244,142   $ 88,440,237
Shares Issued for Reinvested Dividends 1,871,906   32,929,211   163,610   2,424,705
Shares Redeemed (5,201,908)   (88,986,471)   (5,585,121)   (92,716,247)
Net Increase (Decrease) 3,374,086   57,871,174   (177,369)   (1,851,305)
Total Net Increase (Decrease) 6,622,181   $  112,324,210   (930,089)   $  (12,255,780)
Quality Value Fund              
Class A              
Shares Sold 653,948   $  15,932,127   434,273   $ 10,311,005
Shares Issued for Reinvested Dividends 446,698   11,224,276   151,354   3,182,978
Shares Redeemed (938,757)   (22,808,241)   (947,815)   (22,212,834)
Net Increase (Decrease) 161,889   4,348,162   (362,188)   (8,718,851)
Class C              
Shares Sold 76,667   $  1,602,569   29,926   $ 594,579
Shares Issued for Reinvested Dividends 10,099   212,267   3,530   63,188
Shares Redeemed (65,853)   (1,348,407)   (113,368)   (2,261,575)
Net Increase (Decrease) 20,913   466,429   (79,912)   (1,603,808)
Class I              
Shares Sold 710,040   $  16,923,232   278,233   $ 6,680,247
Shares Issued for Reinvested Dividends 55,812   1,383,295   14,220   294,345
Shares Redeemed (230,905)   (5,313,610)   (110,028)   (2,556,620)
Net Increase (Decrease) 534,947   12,992,917   182,425   4,417,972
Class R3              
Shares Sold 3,836   $  94,890   4,235   $ 100,111
Shares Issued for Reinvested Dividends 2,505   64,011   828   17,729
Shares Redeemed (8,433)   (208,983)   (9,137)   (220,510)
Net Increase (Decrease) (2,092)   (50,082)   (4,074)   (102,670)
Class R4              
Shares Sold 46,621   $  1,142,022   44,905   $ 1,069,168
Shares Issued for Reinvested Dividends 10,678   276,389   4,243   91,734
Shares Redeemed (24,211)   (629,358)   (75,589)   (1,855,079)
Net Increase (Decrease) 33,088   789,053   (26,441)   (694,177)
Class R5              
Shares Sold 15,997   $  412,528   123   $ 3,003
Shares Issued for Reinvested Dividends 763   19,958   265   5,775
Shares Redeemed (14,814)   (364,859)   (64)   (1,603)
Net Increase (Decrease) 1,946   67,627   324   7,175

124


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Class R6              
Shares Sold 512,657   $  13,564,294   5,718   $ 131,614
Shares Issued for Reinvested Dividends 627   16,459   536   11,697
Shares Redeemed (43,904)   (1,076,263)   (21,890)   (567,870)
Net Increase (Decrease) 469,380   12,504,490   (15,636)   (424,559)
Class Y              
Shares Sold 210,023   $  5,213,675   46,187   $ 1,183,352
Shares Issued for Reinvested Dividends 3,465   90,617   473   10,318
Shares Redeemed (3,483)   (89,985)   (2,267)   (57,102)
Net Increase (Decrease) 210,005   5,214,307   44,393   1,136,568
Class F              
Shares Sold 114,445   $  2,665,943   64,383   $ 1,454,799
Shares Issued for Reinvested Dividends 32,704   807,378   12,550   258,522
Shares Redeemed (80,617)   (1,931,633)   (95,500)   (2,207,875)
Net Increase (Decrease) 66,532   1,541,688   (18,567)   (494,554)
Total Net Increase (Decrease) 1,496,608   $  37,874,591   (279,676)   $  (6,476,904)
Small Cap Growth Fund              
Class A              
Shares Sold 221,362   $  9,569,965   242,684   $ 15,163,953
Shares Issued for Reinvested Dividends 954,163   46,858,948   280,755   16,331,511
Shares Redeemed (717,182)   (29,726,296)   (441,435)   (27,592,119)
Net Increase (Decrease) 458,343   26,702,617   82,004   3,903,345
Class C              
Shares Sold 15,487   $  359,111   18,046   $ 723,868
Shares Issued for Reinvested Dividends 82,922   2,226,460   40,883   1,524,921
Shares Redeemed (185,294)   (4,427,327)   (223,022)   (8,907,111)
Net Increase (Decrease) (86,885)   (1,841,756)   (164,093)   (6,658,322)
Class I              
Shares Sold 418,467   $  21,023,675   356,881   $ 23,938,090
Shares Issued for Reinvested Dividends 399,352   21,181,650   118,956   7,339,599
Shares Redeemed (911,520)   (42,625,231)   (555,069)   (36,106,911)
Net Increase (Decrease) (93,701)   (419,906)   (79,232)   (4,829,222)
Class R3              
Shares Sold 37,435   $  1,519,137   34,992   $ 2,097,739
Shares Issued for Reinvested Dividends 33,647   1,607,651   11,592   661,760
Shares Redeemed (37,384)   (1,539,821)   (58,869)   (3,639,902)
Net Increase (Decrease) 33,698   1,586,967   (12,285)   (880,403)
Class R4              
Shares Sold 57,592   $  2,499,410   89,389   $ 5,836,584
Shares Issued for Reinvested Dividends 66,764   3,474,411   32,051   1,953,808
Shares Redeemed (137,344)   (6,212,553)   (392,229)   (25,488,142)
Net Increase (Decrease) (12,988)   (238,732)   (270,789)   (17,697,750)
Class R5              
Shares Sold 94,689   $  4,878,355   262,369   $ 18,020,843
Shares Issued for Reinvested Dividends 209,364   11,873,046   80,046   5,219,014
Shares Redeemed (1,014,799)   (52,060,732)   (408,838)   (28,555,099)
Net Increase (Decrease) (710,746)   (35,309,331)   (66,423)   (5,315,242)
Class R6              
Shares Sold 632,270   $  31,604,252   334,847   $ 23,790,157
Shares Issued for Reinvested Dividends 231,729   13,451,895   90,910   6,035,522
Shares Redeemed (692,483)   (34,088,678)   (666,499)   (47,474,079)
Net Increase (Decrease) 171,516   10,967,469   (240,742)   (17,648,400)
Class Y              
Shares Sold 839,505   $  41,660,987   710,508   $ 50,782,835
Shares Issued for Reinvested Dividends 629,402   36,511,588   243,023   16,134,292
Shares Redeemed (1,781,643)   (93,919,879)   (1,739,428)   (123,651,652)
Net Increase (Decrease) (312,736)   (15,747,304)   (785,897)   (56,734,525)

125


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Class F              
Shares Sold 184,432   $  8,373,822   272,698   $ 18,053,254
Shares Issued for Reinvested Dividends 111,234   5,943,226   51,104   3,169,442
Shares Redeemed (139,380)   (6,409,494)   (613,475)   (41,379,020)
Net Increase (Decrease) 156,286   7,907,554   (289,673)   (20,156,324)
Total Net Increase (Decrease) (397,213)   $  (6,392,422)   (1,827,130)   $  (126,016,843)
Small Cap Value Fund              
Class A              
Shares Sold 561,031   $  6,997,260   1,188,590   $ 15,684,280
Shares Issued for Reinvested Dividends 301,029   3,859,001   34,939   359,520
Shares Redeemed (803,656)   (9,550,137)   (750,779)   (9,444,203)
Net Increase (Decrease) 58,404   1,306,124   472,750   6,599,597
Class C              
Shares Sold 37,481   $  394,693   108,329   $ 1,209,656
Shares Issued for Reinvested Dividends 18,966   206,536   441   3,924
Shares Redeemed (127,904)   (1,292,884)   (122,556)   (1,345,622)
Net Increase (Decrease) (71,457)   (691,655)   (13,786)   (132,042)
Class I              
Shares Sold 734,453   $  9,050,605   2,537,268   $ 33,866,723
Shares Issued for Reinvested Dividends 175,561   2,258,975   5,247   53,996
Shares Redeemed (1,494,012)   (17,432,510)   (437,736)   (5,819,619)
Net Increase (Decrease) (583,998)   (6,122,930)   2,104,779   28,101,100
Class R3              
Shares Sold 16,293   $  204,509   29,282   $ 397,377
Shares Issued for Reinvested Dividends 4,272   57,161   326   3,498
Shares Redeemed (23,679)   (272,346)   (15,655)   (197,530)
Net Increase (Decrease) (3,114)   (10,676)   13,953   203,345
Class R4              
Shares Sold 14,894   $  195,383   822   $ 11,178
Shares Issued for Reinvested Dividends 250   3,408   33   362
Shares Redeemed (15,447)   (172,601)   (584)   (8,365)
Net Increase (Decrease) (303)   26,190   271   3,175
Class R5              
Shares Sold 153,133   $  2,056,317   3,061   $ 44,058
Shares Issued for Reinvested Dividends 118   1,609   14   148
Shares Redeemed (9,522)   (114,642)   (2,457)   (34,282)
Net Increase (Decrease) 143,729   1,943,284   618   9,924
Class R6              
Shares Sold 623,330   $  8,296,495   88,436   $ 1,245,447
Shares Issued for Reinvested Dividends 15,967   216,927   357   3,866
Shares Redeemed (98,409)   (1,262,128)   (9,262)   (115,115)
Net Increase (Decrease) 540,888   7,251,294   79,531   1,134,198
Class Y              
Shares Sold 150,796   $  1,967,915   124,042   $ 1,700,660
Shares Issued for Reinvested Dividends 9,047   122,651   342   3,688
Shares Redeemed (58,546)   (746,528)   (14,694)   (205,546)
Net Increase (Decrease) 101,297   1,344,038   109,690   1,498,802
Class F              
Shares Sold 960,813   $  11,661,567   2,116,114   $ 27,975,721
Shares Issued for Reinvested Dividends 397,291   5,111,134   64,774   665,880
Shares Redeemed (3,749,272)   (47,895,143)   (1,320,995)   (15,530,755)
Net Increase (Decrease) (2,391,168)   (31,122,442)   859,893   13,110,846
Total Net Increase (Decrease) (2,205,722)   $  (26,076,773)   3,627,699   $  50,528,945

126


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Small Company Fund              
Class A              
Shares Sold 1,738,532   $  32,905,503   1,809,812   $ 54,140,187
Shares Issued for Reinvested Dividends 4,820,379   106,674,987   1,517,800   41,967,161
Shares Redeemed (3,557,006)   (67,298,839)   (1,970,509)   (58,538,530)
Net Increase (Decrease) 3,001,905   72,281,651   1,357,103   37,568,818
Class C              
Shares Sold 56,836   $  481,078   105,496   $ 1,863,781
Shares Issued for Reinvested Dividends 334,733   3,410,930   98,681   1,604,546
Shares Redeemed (291,607)   (2,531,382)   (243,229)   (4,261,364)
Net Increase (Decrease) 99,962   1,360,626   (39,052)   (793,037)
Class I              
Shares Sold 660,951   $  14,455,416   722,263   $ 23,465,518
Shares Issued for Reinvested Dividends 469,224   11,477,212   113,755   3,392,187
Shares Redeemed (1,186,111)   (23,974,621)   (329,416)   (10,447,336)
Net Increase (Decrease) (55,936)   1,958,007   506,602   16,410,369
Class R3              
Shares Sold 111,679   $  2,322,102   136,144   $ 4,520,959
Shares Issued for Reinvested Dividends 119,201   2,994,327   45,509   1,394,856
Shares Redeemed (140,062)   (3,015,748)   (217,034)   (7,087,863)
Net Increase (Decrease) 90,818   2,300,681   (35,381)   (1,172,048)
Class R4              
Shares Sold 85,121   $  1,932,961   130,342   $ 4,726,037
Shares Issued for Reinvested Dividends 93,263   2,607,622   37,589   1,251,351
Shares Redeemed (160,300)   (4,013,745)   (189,059)   (6,753,577)
Net Increase (Decrease) 18,084   526,838   (21,128)   (776,189)
Class R5              
Shares Sold 78,431   $  2,092,719   84,862   $ 3,272,537
Shares Issued for Reinvested Dividends 34,948   1,072,566   10,551   377,953
Shares Redeemed (82,975)   (2,199,696)   (44,399)   (1,705,756)
Net Increase (Decrease) 30,404   965,589   51,014   1,944,734
Class R6              
Shares Sold 161,484   $  4,074,702   129,943   $ 5,123,929
Shares Issued for Reinvested Dividends 29,818   945,536   3,508   128,962
Shares Redeemed (58,154)   (1,496,909)   (32,019)   (1,254,201)
Net Increase (Decrease) 133,148   3,523,329   101,432   3,998,690
Class Y              
Shares Sold 1,528,862   $  39,347,667   2,592,104   $ 111,577,676
Shares Issued for Reinvested Dividends 235,140   7,437,476   47,078   1,728,226
Shares Redeemed (1,220,313)   (31,378,682)   (2,109,893)   (87,145,029)
Net Increase (Decrease) 543,689   15,406,461   529,289   26,160,873
Class F              
Shares Sold 3,642,764   $  76,566,463   3,078,986   $ 99,109,263
Shares Issued for Reinvested Dividends 2,680,211   66,254,813   808,547   24,288,757
Shares Redeemed (3,315,131)   (72,876,191)   (2,624,084)   (85,717,671)
Net Increase (Decrease) 3,007,844   69,945,085   1,263,449   37,680,349
Total Net Increase (Decrease) 6,869,918   $  168,268,267   3,713,328   $  121,022,559
    
(1) Class R6 of the MidCap Value Fund commenced operations on June 22, 2022.
13. Line of Credit:
  Each Fund participates in a committed line of credit pursuant to a credit agreement dated March 3, 2022. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $350 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges certain fees, such as a commitment fee. From November 1, 2021 through March 3, 2022, the

127


Hartford Domestic Equity Funds
 Notes to Financial Statements – (continued)
 October 31, 2022

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, 2022, none of the Funds had borrowings under this facility.
14. Indemnifications:
  Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.
15. Subsequent Events:
  Management has evaluated all subsequent transactions and events through the date on which these financial statements were issued and has
determined that no additional items require disclosure in these financial statements.

128


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, 2022, the related statements of operations for the year ended October 31, 2022, the statements of changes in net assets for each of the two years in the period ended October 31, 2022, including the related notes, and the financial highlights for each of the three years in the period ended October 31, 2022 (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, 2022, 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, 2022 and each of the financial highlights for each of the three years in the period ended October 31, 2022 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, 2022 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, 2022
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 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 Board 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 August 9-10, 2022, HFMC provided an annual written report to the Board covering the period from April 1, 2021 through June 30, 2022 (the “Reporting Period”). 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.
During the Reporting Period, HFMC did not 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.

130


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, 2022. 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 HELD
BY DIRECTOR
NON-INTERESTED DIRECTORS
HILARY E. ACKERMANN
(1956)
  Director   Since 2014   Ms. Ackermann served as Chief Risk Officer at Goldman Sachs Bank USA from October 2008 to November 2011.   80   Ms. Ackermann served as a Director of Dynegy, Inc. from October 2012 until its acquisition by Vistra Energy Corporation ("Vistra") in 2018, and since that time she has served as a Director of Vistra. Ms. Ackermann serves as a Director of Credit Suisse Holdings (USA), Inc. from January 2017 to present.
ROBIN C. BEERY
(1967)
  Director   Since 2017   Ms. Beery has served as a consultant to ArrowMark Partners (an alternative asset manager) since March of 2015 and since November 2018 has been employed by ArrowMark Partners as a Senior Advisor. Previously, she was Executive Vice President, Head of Distribution, for Janus Capital Group, and Chief Executive Officer and President of the Janus Mutual Funds (a global asset manager) from September 2009 to August 2014.   80   Ms. Beery serves as an independent Director of UMB Financial Corporation (January 2015 to present), has chaired the Compensation Committee since April 2017, and serves on the Audit Committee and the Risk Committee.
DERRICK D. CEPHAS
(1952)
  Director   Since 2020   Mr. Cephas currently serves as Of Counsel to Squire Patton Boggs LLP, an international law firm with 45 offices in 20 countries. Until his retirement in October 2020, Mr. Cephas was a Partner of Weil, Gotshal & Manges LLP, an international law firm headquartered in New York, where he served as the Head of the Financial Institutions Practice (April 2011 to October 2020).   80   Mr. Cephas currently serves as a Director of Signature Bank, a New York-based commercial bank, and is a member of the Credit Committee, Examining Committee and Risk Committee. Mr. Cephas currently serves as a Director of Claros Mortgage Trust, Inc., a real estate investment trust.
CHRISTINE R. DETRICK
(1958)
  Director and Chair of the Board   Director since 2016; Chair of the Board since 2021   From 2002 until 2012, Ms. Detrick was a Senior Partner, Leader of the Financial Services Practice, and a Senior Advisor at Bain & Company (“Bain”). Before joining Bain, she served in various senior management roles for other financial services firms and was a consultant at McKinsey and Company.   80   Ms. Detrick currently serves as a Director of Charles River Associates (May 2020 to present); currently serves as a Director of Capital One Financial Corporation (since November 2021); and currently serves as a Director of Altus Power, Inc (since December 2021).
JOHN J. GAUTHIER
(1961)
  Director   Since 2022   Mr. Gauthier currently is the Principal Owner of JJG Advisory, LLC, an investment consulting firm, and Co-Founder and Principal Owner of Talcott Capital Partners (a placement agent for investment managers serving insurance companies). From 2008 to 2018, Mr. Gauthier served as a Senior Vice President (2008-2010), Executive Vice President (2010-2012), and President (2012-2018) of Allied World Financial Services (a global provider of property, casualty and specialty insurance and reinsurance solutions).   80   Mr. Gauthier serves as a Director of Reinsurance Group of America, Inc. (from 2018 to present) and chairs the Investment Committee and is a member of the Audit and Risk Committees.

131


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 HELD
BY DIRECTOR
ANDREW A. JOHNSON
(1962)
  Director   Since 2020   Mr. Johnson currently serves as a Diversity and Inclusion Advisor at Neuberger Berman, a private, global investment management firm. Prior to his current role, Mr. Johnson served as Chief Investment Officer and Head of Global Investment Grade Fixed Income at Neuberger Berman (January 2009 to December 2018).   80   Mr. Johnson currently serves as a Director of AGNC Investment Corp., a real estate investment trust.
PAUL L. ROSENBERG
(1953)
  Director   Since 2020   Mr. Rosenberg is a Partner of The Bridgespan Group, a global nonprofit consulting firm that is a social impact advisor to nonprofits, non-governmental organizations, philanthropists and institutional investors (October 2007 to present).   80   None
DAVID SUNG
(1953)
  Director   Since 2017   Mr. Sung was a Partner at Ernst & Young LLP from October 1995 to July 2014.   80   Mr. Sung serves as a Trustee of Ironwood Institutional Multi-Strategy Fund, LLC and Ironwood Multi-Strategy Fund, LLC (October 2015 to present).
OFFICERS AND INTERESTED DIRECTORS
JAMES E. DAVEY(4)
(1964)
  Director, President and Chief Executive Officer   President and Chief Executive Officer since 2010; Director since 2012   Mr. Davey serves as Executive Vice President of The Hartford Financial Services Group, Inc. Mr. Davey has served in various positions within The Hartford and its subsidiaries and joined The Hartford in 2002. Additionally, Mr. Davey serves as Director, Chairman, President, and Senior Managing Director for Hartford Funds Management Group, Inc. ("HFMG"). Mr. Davey also serves as President, Manager, Chairman of the Board, and Senior Managing Director for Hartford Funds Management Company, LLC (“HFMC”); Manager, Chairman of the Board, and President of Lattice Strategies LLC (“Lattice”); Chairman of the Board, Manager, and Senior Managing Director of Hartford Funds Distributors, LLC (“HFD”); and Chairman of the Board, President and Senior Managing Director of Hartford Administrative Services Company (“HASCO”), each of which is an affiliate of HFMG.   80   None
AMY N. FURLONG
(1979)
  Vice President   Since 2018   Ms. Furlong serves as Vice President and Assistant Treasurer of HFMC (since September 2019). From 2018 through March 15, 2021, Ms. Furlong served as the Treasurer of each Company. Ms. Furlong has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Furlong joined The Hartford in 2004.   N/A   N/A
WALTER F. GARGER
(1965)
  Vice President and Chief Legal Officer   Since 2016   Mr. Garger serves as Secretary, Managing Director and General Counsel of HFMG, HFMC, HFD, and HASCO (since 2013). Mr. Garger also serves as Secretary and General Counsel of Lattice (since July 2016). Mr. Garger has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Garger joined The Hartford in 1995.   N/A   N/A
THEODORE J. LUCAS
(1966)
  Vice President   Since 2017   Mr. Lucas serves as Executive Vice President of HFMG (since July 2016) and as Executive Vice President of Lattice (since June 2017). Previously, Mr. Lucas served as Managing Partner of Lattice (2003 to 2016).   N/A   N/A
JOSEPH G. MELCHER
(1973)
  Vice President, Chief Compliance Officer and AML Compliance Officer   Vice President and Chief Compliance Officer since 2013; AML Compliance Officer since August 1, 2022   Mr. Melcher serves as Executive Vice President of HFMG and HASCO (since December 2013). Mr. Melcher also serves as Executive Vice President (since December 2013) and Chief Compliance Officer (since December 2012) of HFMC, serves as Executive Vice President and Chief Compliance Officer of Lattice (since July 2016), serves as Executive Vice President of HFD (since December 2013), and has served as President and Chief Executive Officer of HFD (from April 2018 to June 2019).   N/A   N/A

132


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 HELD
BY DIRECTOR
VERNON J. MEYER
(1964)
  Vice President   Since 2006   Mr. Meyer serves as Managing Director and Chief Investment Officer of HFMC and Managing Director of HFMG (since 2013). Mr. Meyer also serves as Senior Vice President-Investments of Lattice (since March 2019). Mr. Meyer has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Meyer joined The Hartford in 2004.   N/A   N/A
DAVID A. NAAB
(1985)
  Vice President and Treasurer   Since 2021   Mr. Naab serves as Vice President and Assistant Treasurer of HFMC (since June 2021). Prior to joining HFMC in 2021, Mr. Naab served in various positions as an associate, senior associate, manager, senior manager, and director within the investment management, financial services, and asset & wealth management practice groups of PricewaterhouseCoopers, LLP from 2007 to 2020.   N/A   N/A
ALICE A. PELLEGRINO
(1960)
  Vice President and Assistant Secretary   Since 2016   Ms. Pellegrino is Deputy General Counsel for HFMG (since April 2022) and currently serves as Vice President of HFMG (since December 2013). Ms. Pellegrino also serves as Vice President and Assistant Secretary of Lattice (since June 2017). Ms. Pellegrino has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Pellegrino joined The Hartford in 2007.   N/A   N/A
THOMAS R. PHILLIPS
(1960)
  Vice President and Secretary   Since 2017   Mr. Phillips is Deputy General Counsel for HFMG and currently serves as a Senior Vice President (since June 2021) and Assistant Secretary (since June 2017) for HFMG. Mr. Phillips also serves as Vice President of HFMC (since June 2021). Prior to joining HFMG in 2017, Mr. Phillips was a Director and Chief Legal Officer of Saturna Capital Corporation from 2014–2016. Prior to that, Mr. Phillips was a Partner and Deputy General Counsel of Lord, Abbett & Co. LLC.   N/A   N/A
    
(1) The address for each officer and Director is c/o Hartford Funds 690 Lee Road, Wayne, Pennsylvania 19087.
(2) Term of Office: Each Director holds an indefinite term until his or her retirement, resignation, removal, or death. Directors generally must retire no later than December 31 of the year in which the Director turns 75 years of age. Each Fund officer generally serves until his or her resignation, removal, or death.
(3) The portfolios of the “Fund Complex” are operational series of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc., Hartford HLS Series Fund II, Inc., Lattice Strategies Trust and Hartford Funds Exchange-Traded Trust.
(4) “Interested person,” as defined in the 1940 Act, of each Company because of the person’s affiliation with, or equity ownership of, HFMC, HFD or affiliated companies.

133


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.

134


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

The Hartford Mutual Funds, Inc.
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 9-10, 2022, 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 9-10, 2022 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, 2022 and August 9-10, 2022. 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, 2022 and August 9-10, 2022 concerning the Agreements and at the special meeting of the Board’s Investment Committee on May 20, 2022 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 previously reviewed the profitability methodologies utilized by HFMC in connection with the continuation of the Management Agreements.

135


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

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 counsel. In connection with their deliberations, the Independent Directors met separately with independent legal counsel and the Consultant on June 10, 2022 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 10, 2022 and June 15-16, 2022 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 9-10, 2022 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.
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’ risk management programs, as well as the efforts of the Advisers to address 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.
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 investment advisory and administrative 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 ongoing 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, if any, managed by the Funds’ portfolio management personnel.
In addition, the Board considered HFMC’s overall strategic plan for, and 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.

136


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

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 and environmental, social and/or governance (ESG) investing. 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), and the ability to combine holdings in a Fund with holdings in other Hartford funds (excluding the Hartford funds that are exchange-traded funds) 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 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 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.

137


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

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 any 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 means of sharing anticipated or potential economies of scale with shareholders. The Board also considered that HFMC has been active in managing expenses of the Hartford funds in recent years, 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.

138


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

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, subject to oversight.
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 evaluating a Fund's performance, the Board considered the Fund's performance relative to similarly managed funds and the Fund's performance relative to its benchmark. In particular, the Board considered the Fund's performance of its Class A shares (net of all fees and expenses), as of March 31, 2022, and compared that performance to the Fund's peer universe, which includes all funds within the same classification or category, as determined by an independent firm engaged by the Board. The Board considered the Fund's performance relative to its peer universe by evaluating its quintile ranking, with the 1st quintile representing the top performing funds within a peer universe and the 5th quintile representing the lowest performing funds. For purposes of evaluating the Fund's performance relative to its benchmark, the Board considered the Fund's performance of its Class I shares (net of all fees and expenses) as of March 31, 2022. The Board considered Fund performance to be “in line with” a Fund's benchmark where it was 0.5% above or below the benchmark return. With respect to fees and expenses, the Board considered the Fund's contractual and actual management fee, and total operating expenses of its Class A shares (net of all fees and expenses), as compared to the Fund's expense peer group, which includes a group of similarly sized funds selected by the independent firm engaged by the Board.
The Hartford Capital Appreciation Fund
The Board noted that the Fund’s performance was in the 5th quintile versus its peer universe for the 1-year period and the 4th quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was below its benchmark for the 1-, 3-, and 5-year periods.
The Board noted that the Fund’s contractual management fee and actual management fee were in the 4th quintile of its expense group and its total expenses were in the 3rd quintile.

139


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

Hartford Core Equity Fund
The Board noted that the Fund’s performance was in the 4th quintile versus its peer universe for the 1- and 3-year periods and the 2nd quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1- and 3-year periods and in line with its benchmark for the 5-year period.
The Board noted that the Fund’s contractual management fee, actual management fee, and its total expenses were in the 1st quintile of its expense group.
The Hartford Dividend and Growth Fund
The Board noted that the Fund’s performance was in the 1st quintile versus its peer universe for the 1-, 3-, and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period and below its benchmark for the 3- and 5-year periods.
The Board noted that the Fund’s contractual management fee was in the 4th quintile of its expense group, while its actual management fee and total expenses were in the 3rd quintile. The Board noted that Class Y shares of the Fund have a contractual transfer agency expense cap of 0.06% through February 28, 2023, which resulted in HASCO waiving fees and/or reimbursing the Fund for certain expenses.
The Hartford Equity Income Fund
The Board noted that the Fund’s performance was in the 1st quintile versus its peer universe for the 1-year period, the 2nd quintile for the 3-year period, and the 3rd quintile for the 5-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3-, and 5-year periods. The Board also noted recent changes to the Fund’s portfolio management team.
The Board noted that the Fund’s contractual management fee, actual management fee, and its total expenses were in the 4th quintile of its expense group.
The Hartford Growth Opportunities Fund
The Board noted that the Fund’s performance was in the 5th quintile versus its peer universe for the 1-year period, the 3rd quintile for the 3-year period, and the 2nd quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1-, 3-, and 5-year periods.
The Board noted that the Fund’s contractual management fee was in the 4th quintile of its expense group, while its actual management fee and its total expenses were in the 3rd quintile.
The Hartford Healthcare Fund
The Board noted that the Fund’s performance was in the 4th quintile versus its peer universe for the 1-year period, the 2nd quintile for the 3-year period, and the 3rd quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1-, 3, and 5-year periods. The Board also noted recent and upcoming changes to the Fund’s portfolio management team.
The Board noted that the Fund’s contractual management fee was in the 4th quintile of its expense group, while its actual management fee was in the 5th quintile and its total expenses were in the 2nd quintile.
The Hartford MidCap Fund
The Board noted that the Fund’s performance was in the 3rd quintile versus its peer universe for the 1-year period, the 5th quintile for the 3-year period, and the 4th quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1- and 3-year periods and above its benchmark for the 5-year period.

140


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

The Board noted that the Fund’s contractual management fee and actual management fee were in the 3rd quintile of its expense group, while its total expenses were in the 1st quintile. The Board noted that Class I and Y shares of the Fund have contractual transfer agency expense caps of 0.12% and 0.06%, respectively, through February 28, 2023, which resulted in HASCO waiving fees and/or reimbursing the Fund for certain expenses.
The Hartford MidCap Value Fund
The Board noted that the Fund’s performance was in the 2nd quintile versus its peer universe for the 1-year period and the 3rd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1- and 3-year periods and in line with its benchmark for the 5-year period.
The Board noted that the Fund’s contractual management fee was in the 1st quintile of its expense group, while its actual management fee and total expenses were in the 4th quintile.
Hartford Quality Value Fund
The Board noted that the Fund’s performance was in the 1st quintile versus its peer universe for the 1-year period, the 3rd quintile for the 3-year period, and the 4th quintile for the 5-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3-, and 5-year periods.
The Board noted that the Fund’s contractual management fee was in the 1st quintile of its expense group, while its actual management fee and total expenses were in the 2nd quintile. The Board noted that Class A shares of the Fund have a contractual expense cap of 0.96% through February 28, 2023, which resulted in HFMC reimbursing the Fund for certain expenses.
The Hartford Small Cap Growth Fund
The Board noted that the Fund’s performance was in the 4th quintile versus its peer universe for the 1-year period and the 5th quintile for the 3- and 5- year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period and in line with its benchmark for the 3- and 5-year periods.
The Board noted that the Fund’s contractual management fee and actual management fee were in the 2nd quintile of its expense group, while its total expenses were in the 1st quintile. The Board noted that Class Y shares of the Fund have a contractual transfer agency expense cap of 0.07% through February 23, 2023, which resulted in HASCO waiving fees and/or reimbursing the Fund for certain expenses.
Hartford Small Cap Value Fund
The Board noted that the Fund’s performance was in the 5th quintile versus its peer universe for the 1-year period, the 4th quintile for the 3-year period, and the 2nd quintile for the 5-year period. The Board also noted that the Fund’s performance was below its benchmark for the 1-year period, in line with its benchmark for the 3-year period, and above its benchmark for the 5-year period.
The Board noted that the Fund’s contractual management fee and actual management fee were in the 2nd quintile of its expense group, while its total expenses were in the 4th quintile. The Board noted that Class A shares of the Fund have a contractual expense cap of 1.30% through February 28, 2023.
The Hartford Small Company Fund
The Board noted that the Fund’s performance was in the 5th quintile versus its peer universe for the 1-year period and the 2nd quintile for the 3- and 5-year periods. The Board also noted that the Fund’s performance was above its benchmark for the 1-, 3-, and 5-year periods. The Board also noted upcoming changes to the Fund’s portfolio management team.
The Board noted that the Fund’s contractual management fee was in the 2nd quintile of its expense group, while its actual management fee and its total expenses were in the 3rd quintile.
* * * *

141


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

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.

142


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Revised February 2022




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.
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The Funds are distributed by Hartford Funds Distributors, LLC.
MFAR-DE22    12/22     Printed in the U.S.A.


Hartford Schroders
Sustainable Core Bond Fund
Annual Report
October 31, 2022


A MESSAGE FROM THE PRESIDENT
Dear Shareholders:
Thank you for investing in Hartford Mutual Funds. The following is the Fund's Annual Report covering the period from November 1, 2021 through October 31, 2022.
Market Review
During the 12 months ended October 31, 2022, U.S. stocks, as measured by the S&P 500 Index,1 lost 14.61%. The decline was an unsettling reminder that equities have experienced an exceptionally volatile period marked by persistent inflation, the U.S. Federal Reserve (Fed) interest rate increases, and, lately, growing fears of recession.
Many investors would prefer to remember the brief period from late-June to late-August in 2022 when stocks came off their June 2022 lows for the year and climbed on hopes of a pause in the Fed’s interest-rate increases. But Fed Chair Jerome Powell’s Jackson Hole speech on August 26, 2022, made it clear the Fed would not be backing off its campaign of rate hikes until it felt inflation had been brought under control. The mid-summer rally quickly faded as Powell’s words sank in and as the August 2022 Consumer Price Index (CPI)2 report of 8.3% annual inflation appeared to stiffen the Fed’s resolve. The CPI’s small retreat to 8.2% in September 2022 produced no change in Fed sentiment.
With all the volatility we’ve seen these past 12 months, it may seem hard to believe that markets at the start of the period were, in fact, on their way to setting new positive records. Even as the Fed had begun expressing concerns in late 2021 over the likely persistence of inflation, the S&P 500 Index was on a steady climb on its way to a record high as of January 3, 2022.
As inflation numbers steadily worsened, Fed policymakers acknowledged that higher prices wouldn’t be as transitory as they would have hoped. Soon thereafter, the Fed embarked on a cycle of rate hikes and Treasury balance-sheet reductions designed to slow the economy and soak up the massive amounts of liquidity put in place to support a faltering economy.
Any review of the period would be incomplete without noting the impact of the February 24, 2022 invasion of Ukraine by Russia’s armed forces, a decision that continues to threaten global security and strain worldwide food and energy supplies. With the continued backdrop of geopolitical instability, the Fed kept its anti-inflationary policy stance in focus in March 2022 by enacting a quarter-percent increase in the federal funds rate.
After a surprise jump in consumer prices in May 2022, the Fed in June 2022 raised rates by three-quarters of a percent. Although declining gasoline prices offered consumers a measure of relief during the summer, core inflation, which excludes volatile food and energy prices, remained persistently high as the period came to an end. As the Fed added another three-quarter-percent rate hike in September and October 2022, markets remained highly volatile.
As we approach the winter months, recession concerns are likely to grow as a result of the impact of Fed rate hikes on labor markets, currencies, and corporate profits. With market volatility likely to persist, 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 Consumer Price Index (CPI) in the United States is defined by the Bureau of Labor Statistics as a measure of the average change over time in the prices
paid by urban consumers for a market basket of consumer goods and services.


Hartford Schroders Sustainable Core Bond Fund
Table of Contents
The views expressed in the Fund’s Manager Discussion contained in the Fund Overview section are views of the Fund’s portfolio managers 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. The 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 the Fund’s Manager Discussion reflects the returns of Class SDR shares. Returns for the Fund’s other classes differ only to the extent that the classes do not have the same expenses.


Hartford Schroders Sustainable Core Bond Fund
 Fund Overview
 October 31, 2022 (Unaudited) 

Inception 01/31/2018
Sub-advised by Schroder Investment Management North America Inc.
Investment objective – The Fund seeks long-term total return consistent with the preservation of capital while giving special consideration to certain sustainability criteria.
Comparison of Change in Value of $5,000,000 Investment (01/31/2018 - 10/31/2022)
The chart above represents the hypothetical growth of a $5,000,000 investment in Class SDR. 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 Ended 10/31/2022
  1 Year Since
Inception1
Class I -16.91% -0.16%
Class R3 -17.02% -0.18%
Class R4 -16.96% -0.17%
Class R5 -16.89% -0.15%
Class Y -16.91% -0.16%
Class F -16.80% -0.13%
Class SDR -16.86% -0.14%
Bloomberg US Aggregate Bond Index -15.68% -0.40%
    
1 Inception: 01/31/2018.
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 repurchase 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 10/31/2022, 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 after the close of business on 11/12/2021, the Schroder Core Bond Fund (the “Predecessor Fund”) was reorganized into the Fund (the "Reorganization"). The performance information shown for periods prior to the Reorganization is that of the Predecessor Fund. Prior to the Reorganization, Class SDR shares were called R6 Shares and Class Y shares were called Investor Shares.
Class I shares commenced operations on 11/12/2021 and performance prior to this date reflects the historical performance, fees and expenses of the Predecessor Fund’s Investor Shares and, prior to 06/29/2020 (the inception date of the Predecessor Fund’s Investor Shares), the historical performance, fees and expenses of the Predecessor Fund’s R6 Shares.
Class R3, Class R4, Class R5 and Class F shares commenced operations on 11/12/2021 and performance prior to this date reflects the historical performance, fees and expenses of the Predecessor Fund’s R6 Shares.
Performance for Class Y shares prior to 06/29/2020 (the inception date of the Predecessor Fund’s Investor Shares) reflects the historical performance, fees and expenses of R6 Shares of the Predecessor Fund.
The returns would be different if the Fund’s fees and expenses were reflected for periods prior to the Reorganization.
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.
 

2


Hartford Schroders Sustainable Core Bond Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

Operating Expenses* Gross Net
Class I 0.61% 0.51%
Class R3 1.22% 1.06%
Class R4 0.92% 0.76%
Class R5 0.61% 0.46%
Class Y 0.61% 0.40%
Class F 0.51% 0.36%
Class SDR 0.51% 0.32%
    
* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce gross expenses. These arrangements remain in effect until 02/28/2023 for Classes I, R3, R4, R5 and F, and 11/15/2023 for Classes Y and SDR unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 10/31/2022.

 
Portfolio Managers
Hartford Schroders Sustainable Core Bond Fund’s sub-adviser is Schroder Investment Management North America Inc.
Lisa Hornby, CFA
Portfolio Manager and Head of US Multi-Sector Fixed Income
Neil G. Sutherland, CFA
Portfolio Manager
Julio C. Bonilla, CFA
Portfolio Manager
Eric Lau, CFA
Portfolio Manager


Manager Discussion
How did the Fund perform during the period?
The Class SDR shares of the Hartford Schroders Sustainable Core Bond Fund returned -16.86% for the twelve-month period ended October 31, 2022, underperforming the Fund’s benchmark, the Bloomberg US Aggregate Bond Index, which returned -15.68% for the same period. For the same period, the Class SDR shares of the Fund also underperformed the -16.23% average return of the Lipper Core Bond Funds peer group, a group of funds with investment strategies similar to those of the Fund.
Why did the Fund perform this way?
The Fund underperformed its benchmark for the period ended October 31, 2022 due to sector selection and issuer selection. The overweight to corporate bonds (which was 28% higher than the benchmark on average over the period) was the main detractor from the Fund’s performance relative to the Bloomberg US Aggregate Bond Index given wider credit spreads of 77 basis points (bps) over the period, while the underweight to Treasuries (which was 12% lower than the benchmark on average over the period) also detracted from performance to a lesser degree. Negative sector selection resulted
from the Fund’s overweight to the banking industry, with smaller negative impacts to performance from overweights to the real estate investment trusts (REITs) and communications industries. The Fund’s underweight to agency mortgage-backed securities (MBS) was the only material positive contributor to relative performance for the period. The overweight to banking (which was 16% higher than the benchmark on average over the period) was the largest single industry detractor from relative returns and the largest detractor from security selection within corporate bonds.
Yield curve and duration impacts were positive contributors to performance; however, these impacts were generally the fallout from the sector allocation decisions. With interest rates rising materially higher over the period, the Fund’s underweights to agency MBS and Treasuries resulted in less exposure to rising rates and positive contributions to relative returns.
Inflation was higher and more persistent than anticipated, driven by continuing labor-market strength, supply-side disruption related to the Russian/Ukraine war, and COVID-19 quarantines in China. This led to a more aggressive interest-rate hiking cycle by the U.S. Federal Reserve (Fed), which drove interest rates higher as measured by the 10-year Treasury, which rose by 249 bps over the period.
 

3


Hartford Schroders Sustainable Core Bond Fund
 Fund Overview – (continued)
 October 31, 2022 (Unaudited) 

While we had modestly reduced the Fund’s corporate bond allocation during the fourth quarter of 2021, we entered 2022 with a moderate overweight. The Fund’s overweight was driven by i) our view that inflation would peak during in the first half of 2022 as sharp increases to inflation during the initial months of the reopening in 2021 were expected to roll off of annual calculations due to supply-chain issues being resolved; and ii) our expectation that the economy would continue to expand at a moderate pace. However, in the months following Russia’s invasion of Ukraine, this view was revised, and we were generally building liquidity and reducing corporate risk for the last six months of the period.
Based on our proprietary sustainable scoring methodology, we maintained the positive sustainability profile of the Fund over the period, and in some areas saw a slight improvement relative to the Bloomberg US Aggregate Bond Index. We believe our sustainable investing approach has led to a natural skew towards higher-quality sustainable issuers.
Derivatives were not used in the Fund during the period.
What is the outlook as of the end of the period?
Fixed-income markets have undergone historic drawdowns over the course of 2022 and have not provided the ballast many investors expected. With Treasury yields as high as they are, we believe there is less need to extend out along the risk spectrum, particularly as we believe the U.S. economy is likely to enter an economic recession in the coming months. In addition, given the generous short corporate break-even buffers (the yield to which bonds would have to rise for capital losses to offset the income earned over 12 months) combined with accumulated rate increases, which we believe will slow the economy, and inflation cresting, we believe the opportunity within fixed income is considerable.
As of the end of the period, we have reduced exposure to investment-grade corporate bonds within the Fund relative to the benchmark. While the Fund was overweight to investment-grade corporate bonds as of the end of the period, the position was concentrated in shorter-maturity bonds. With credit curves flat, we believe there is little need to buy longer-maturity corporate bonds with high degrees of spread sensitivity, especially given our view that credit spreads will continue to widen. We believe that short-dated bonds will be relatively insulated from such moves, given their low sensitivity to price changes and the high degree of income that they generate. We believe there will be opportunities in higher-risk credit in the coming months, but from our perspective, current valuations remain too expensive. With the potential for recession as our base case, we believe we are well-positioned to seek to take advantage of these dislocations in the coming months.
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. • 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. • Mortgage-related and asset-backed securities' risks include credit, interest-rate, prepayment, and extension risk. • 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. • Applying sustainability criteria to the investment process may result in foregoing certain investments and underperformance 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. • 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. • The Fund may have high portfolio turnover, which could increase its transaction costs and an investor's tax liability. • The value of inflation-protected securities (IPS) generally fluctuates with changes in real interest rates, and the market for IPS may be less developed or liquid, and more volatile, than other securities markets. • Investments in high-yield ("junk") bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. • 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. • Loans can be difficult to value and less liquid than other types of debt instruments; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. • 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. • Changes related to LIBOR could have an adverse impact on financial instruments that reference this rate.
Composition by Security Type(1)
as of 10/31/2022
Category Percentage of
Net Assets
Fixed Income Securities  
Asset & Commercial Mortgage-Backed Securities 2.3%
Corporate Bonds 44.2
Municipal Bonds 3.5
U.S. Government Agencies(2) 19.1
U.S. Government Securities 29.8
Total 98.9%
Short-Term Investments 1.1
Other Assets & Liabilities (0.0) *
Total 100.0%
    
* Percentage rounds to zero.
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
(2) All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of October 31, 2022.
  

4


Hartford Schroders Sustainable Core Bond Fund
Benchmark Glossary (Unaudited)

Bloomberg US Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that cover the US investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities.
Additional Information Regarding Bloomberg Index(es). “Bloomberg®” and the above referenced Bloomberg index(es) are service marks of Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (“BISL”), the administrator of the index (collectively, “Bloomberg”), and have been licensed for use for certain purposes by Hartford Funds Management Company, LLC ("HFMC"). The Fund is not sponsored, endorsed, sold or promoted by Bloomberg. Bloomberg does not make any representation or warranty, express or implied, to the owners of or counterparties to the Fund or any member of the public regarding the advisability of investing in securities generally or in the Fund particularly. The only relationship of Bloomberg to HFMC is the licensing of certain trademarks, trade names and service marks and of the above referenced Bloomberg index(es), which is determined, composed and calculated by BISL without regard to HFMC or the Fund. Bloomberg has no obligation to take the needs of HFMC or the owners of the Fund into consideration in determining, composing or calculating the above referenced Bloomberg index(es). Bloomberg is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Fund to be issued. Bloomberg shall not have any obligation or liability, including, without limitation, to the Fund's customers, in connection with the administration, marketing or trading of the Fund.
BLOOMBERG DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO AND SHALL HAVE NO LIABILITY FOR ANY ERRORS, OMISSIONS OR INTERRUPTIONS THEREIN. BLOOMBERG DOES NOT MAKE ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY HFMC, OWNERS OF THE FUND OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO. BLOOMBERG DOES NOT MAKE ANY EXPRESS OR IMPLIED WARRANTIES AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO. WITHOUT LIMITING ANY OF THE FOREGOING, TO THE MAXIMUM EXTENT ALLOWED BY LAW, BLOOMBERG, ITS LICENSORS, AND ITS AND THEIR RESPECTIVE EMPLOYEES, CONTRACTORS, AGENTS, SUPPLIERS, AND VENDORS SHALL HAVE NO LIABILITY OR RESPONSIBILITY WHATSOEVER FOR ANY INJURY OR DAMAGES --WHETHER DIRECT, INDIRECT, CONSEQUENTIAL, INCIDENTAL, PUNITIVE OR OTHERWISE --ARISING IN CONNECTION WITH THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA OR VALUES RELATING THERETO --WHETHER ARISING FROM THEIR NEGLIGENCE OR OTHERWISE, EVEN IF NOTIFIED OF THE POSSIBILITY THEREOF.

5


Hartford Schroders Sustainable Core Bond Fund
Expense Examples (Unaudited)

Your Fund's Expenses
As a shareholder of the 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 the 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, 2022 through October 31, 2022. To the extent the 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 the 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 the 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 the 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, 2022
  Ending
Account Value
October 31, 2022
  Expenses paid
during the period
May 1, 2022
through
October 31, 2022
  Beginning
Account Value
May 1, 2022
  Ending
Account Value
October 31, 2022
  Expenses paid
during the period
May 1, 2022
through
October 31, 2022
  Annualized
expense
ratio
Hartford Schroders Sustainable Core Bond Fund
Class I $ 1,000.00   $ 924.30   $ 2.57   $ 1,000.00   $ 1,022.53   $ 2.70   0.53% (1)
Class R3 $ 1,000.00   $ 923.70   $ 3.01   $ 1,000.00   $ 1,022.13   $ 3.16   0.62%
Class R4 $ 1,000.00   $ 924.10   $ 2.81   $ 1,000.00   $ 1,022.23   $ 2.96   0.58%
Class R5 $ 1,000.00   $ 923.40   $ 2.23   $ 1,000.00   $ 1,022.84   $ 2.35   0.46%
Class Y $ 1,000.00   $ 924.70   $ 1.94   $ 1,000.00   $ 1,023.19   $ 2.04   0.40%
Class F $ 1,000.00   $ 923.90   $ 1.75   $ 1,000.00   $ 1,023.39   $ 1.84   0.36%
Class SDR $ 1,000.00   $ 924.10   $ 1.55   $ 1,000.00   $ 1,023.59   $ 1.63   0.32%
    
(1) The annualized expense ratio is representative of the period from May 1, 2022 through October 31, 2022. The annualized expense ratio does not fully reflect the contractual expense limitation arrangement as this arrangement is based on the entire fiscal year and not the six-month period. As such, the annualized expense ratio exceeds the amount of the contractual expense limitation arrangement for this share class of the Fund for purposes of the hypothetical example. Please see the accompanying Financial Highlights for the expense ratio for the year ended October 31, 2022.

6


Hartford Schroders Sustainable Core Bond Fund
Schedule of Investments
October 31, 2022  

Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.3%
  Asset-Backed - Finance & Insurance - 1.8%
$      486,000 Cedar Funding VI CLO Ltd. 5.29%, 04/20/2034, 3 mo. USD LIBOR + 1.050%(1)(2) $     463,544
    500,000 Dewolf Park CLO Ltd. 5.00%, 10/15/2030, 3 mo. USD LIBOR + 0.920%(1)(2)      489,353
    800,000 Madison Park Funding XVIII Ltd. 5.22%, 10/21/2030, 3 mo. USD LIBOR + 0.940%(1)(2)      782,094
    600,000 Madison Park Funding XXVI Ltd. 5.61%, 07/29/2030, 3 mo. USD LIBOR + 1.200%(1)(2)      587,633
    250,000 Octagon Investment Partners 30 Ltd. 5.24%, 03/17/2030, 3 mo. USD LIBOR + 1.000%(1)(2)     244,151
      2,566,775
  Other Asset-Backed Securities - 0.4%
606,000 Goldentree Loan Management U.S. CLO Ltd. 5.15%, 11/20/2030, 3 mo. USD LIBOR + 0.910%(1)(2) 591,304
  Whole Loan Collateral CMO - 0.1%
  Towd Point Mortgage Trust  
7,326 2.75%, 04/25/2057(1)(3) 7,217
44,144 2.75%, 06/25/2057(1)(3) 41,725
52,884 2.75%, 07/25/2057(1)(3) 51,697
      100,639
  Total Asset & Commercial Mortgage-Backed Securities
(cost $3,346,920)
$  3,258,718
CORPORATE BONDS - 44.2%
  Auto Manufacturers - 2.1%
223,000 General Motors Co. 6.13%, 10/01/2025 $  221,919
  General Motors Financial Co., Inc.  
983,000 1.50%, 06/10/2026 826,763
226,000 3.25%, 01/05/2023 225,340
1,325,000 Hyundai Capital America 1.50%, 06/15/2026(1) 1,105,054
710,000 Volkswagen Group of America Finance LLC 4.35%, 06/08/2027(1) 658,200
      3,037,276
  Auto Parts & Equipment - 0.7%
292,000 Aptiv plc / Aptiv Corp. 3.25%, 03/01/2032 232,691
53,000 Magna International, Inc. 4.15%, 10/01/2025 51,486
967,000 Tyco Electronics Group S.A. 2.50%, 02/04/2032 769,374
      1,053,551
  Beverages - 0.6%
612,000 Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. 4.90%, 02/01/2046 522,934
433,000 JDE Peet's N.V. 1.38%, 01/15/2027(1) 355,016
      877,950
  Commercial Banks - 16.6%
  Bank of America Corp.  
30,000 2.46%, 10/22/2025, (2.46% fixed rate until 10/22/2024; 3 mo. USD LIBOR + 0.870% thereafter)(4) 27,985
397,000 3.00%, 12/20/2023, (3.00% fixed rate until 12/20/2022; 3 mo. USD LIBOR + 0.790% thereafter)(4) 395,563
422,000 3.25%, 10/21/2027 376,443
467,000 3.38%, 04/02/2026, (3.38% fixed rate until 04/02/2025; 3 mo. USD SOFR + 1.330% thereafter)(4) 438,375
512,000 3.50%, 04/19/2026 477,938
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 44.2% - (continued)
  Commercial Banks - 16.6% - (continued)
$      550,000 3.85%, 03/08/2037, (3.85% fixed rate until 03/08/2032; 5 year USD CMT + 2.000% thereafter)(4) $     440,245
            Bank of Ireland Group plc  
  1,672,000 2.03%, 09/30/2027, (2.03% fixed rate until 09/30/2026; 12 mo. USD CMT + 1.100% thereafter)(1)(4)   1,357,971
    285,000 4.50%, 11/25/2023(1)      279,243
            Barclays plc  
  1,336,000 3.56%, 09/23/2035, (3.56% fixed rate until 09/23/2030; 5 year USD CMT + 2.900% thereafter)(4)      941,243
  1,219,000 7.33%, 11/02/2026, 12 mo. USD CMT + 3.050%   1,217,025
733,000 BNP Paribas S.A. 2.22%, 06/09/2026, (2.22% fixed rate until 06/09/2025; 3 mo. USD SOFR + 2.074% thereafter)(1)(4) 655,232
  Citigroup, Inc.  
809,000 0.98%, 05/01/2025, (0.98% fixed rate until 05/01/2024; 3 mo. USD SOFR + 0.669% thereafter)(4) 748,313
734,000 3.20%, 10/21/2026 668,253
56,000 4.30%, 11/20/2026 52,736
339,000 Credit Suisse Group AG 3.09%, 05/14/2032, (3.09% fixed rate until 05/14/2031; 3 mo. USD SOFR + 1.730% thereafter)(1)(4) 232,313
554,000 Danske Bank A/S 1.62%, 09/11/2026, (1.62% fixed rate until 09/11/2025; 12 mo. USD CMT + 1.350% thereafter)(1)(4) 470,657
  Goldman Sachs Group, Inc.  
105,000 1.95%, 10/21/2027, (1.95% fixed rate until 10/21/2026; 3 mo. USD SOFR + 0.913% thereafter)(4) 89,133
1,503,000 2.64%, 02/24/2028, (2.64% fixed rate until 02/24/2027; 3 mo. USD SOFR + 1.114% thereafter)(4) 1,298,913
90,000 3.50%, 11/16/2026 82,775
1,227,000 4.48%, 08/23/2028, (4.48% fixed rate until 08/23/2027; 3 mo. USD SOFR + 1.725% thereafter)(4) 1,139,308
  HSBC Holdings plc  
1,356,000 2.10%, 06/04/2026, (2.10% fixed rate until 06/04/2025; 3 mo. USD SOFR + 1.929% thereafter)(4) 1,192,276
657,000 2.63%, 11/07/2025, (2.63% fixed rate until 11/07/2024; 3 mo. USD SOFR + 1.402% thereafter)(4) 600,262
  JP Morgan Chase & Co.  
894,000 1.58%, 04/22/2027, (1.58% fixed rate until 04/22/2026; 3 mo. USD SOFR + 0.885% thereafter)(4) 768,710
689,000 2.01%, 03/13/2026, (2.01% fixed rate until 03/13/2025; 3 mo. USD SOFR + 1.585% thereafter)(4) 627,861
693,000 2.60%, 02/24/2026, (2.60% fixed rate until 02/24/2025; 3 mo. USD SOFR + 0.915% thereafter)(4) 641,821
  Lloyds Banking Group plc  
1,205,000 1.63%, 05/11/2027, (1.63% fixed rate until 05/11/2026; 12 mo. USD CMT + 0.850% thereafter)(4) 1,008,101
280,000 2.44%, 02/05/2026, (2.44% fixed rate until 02/05/2025; 12 mo. USD CMT + 1.000% thereafter)(4) 254,403
 
The accompanying notes are an integral part of these financial statements.

7


Hartford Schroders Sustainable Core Bond Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
CORPORATE BONDS - 44.2% - (continued)
  Commercial Banks - 16.6% - (continued)
$      555,000 3.75%, 03/18/2028, (3.75% fixed rate until 03/18/2027; 12 mo. USD CMT + 1.800% thereafter)(4) $     488,742
            Morgan Stanley  
  1,517,000 2.63%, 02/18/2026, (2.63% fixed rate until 02/18/2025; 3 mo. USD SOFR + 0.940% thereafter)(4)   1,404,075
    790,000 3.63%, 01/20/2027      727,651
  1,262,000 Natwest Group plc 3.07%, 05/22/2028, (3.07% fixed rate until 05/22/2027; 12 mo. USD CMT + 2.550% thereafter)(4)   1,071,187
            Santander UK Group Holdings plc  
    400,000 1.09%, 03/15/2025, (1.09% fixed rate until 03/15/2024; 3 mo. USD SOFR + 0.787% thereafter)(4)      366,788
  1,205,000 1.67%, 06/14/2027, (1.67% fixed rate until 06/14/2026; 3 mo. USD SOFR + 0.989% thereafter)(4)      984,229
218,000 Standard Chartered plc 2.68%, 06/29/2032, (2.68% fixed rate until 06/29/2031; 12 mo. USD CMT + 1.200% thereafter)(1)(4) 152,137
812,000 UniCredit S.p.A. 3.13%, 06/03/2032, (3.13% fixed rate until 06/03/2031; 12 mo. USD CMT + 1.550% thereafter)(1)(4) 571,618
  Wells Fargo & Co.  
1,631,000 2.39%, 06/02/2028, (2.39% fixed rate until 06/02/2027; 3 mo. USD SOFR + 2.100% thereafter)(4) 1,392,771
212,000 3.00%, 04/22/2026 193,962
117,000 3.53%, 03/24/2028, (3.53% fixed rate until 03/24/2027; 3 mo. USD SOFR + 1.510% thereafter)(4) 105,336
      23,941,594
  Commercial Services - 0.3%
90,000 Moody's Corp. 4.88%, 02/15/2024 89,507
282,000 Quanta Services, Inc. 0.95%, 10/01/2024 256,950
      346,457
  Diversified Financial Services - 1.6%
1,118,000 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.30%, 01/30/2032 835,990
1,011,000 Ally Financial, Inc. 2.20%, 11/02/2028 770,660
855,000 Capital One Financial Corp. 3.27%, 03/01/2030, (3.27% fixed rate until 03/01/2029; 3 mo. USD SOFR + 1.790% thereafter)(4) 702,616
      2,309,266
  Electric - 2.8%
206,000 EDP Finance BV 6.30%, 10/11/2027 204,878
  Enel Finance International N.V.  
1,643,000 1.88%, 07/12/2028(1) 1,234,884
531,000 7.50%, 10/14/2032 531,359
1,827,000 Public Service Enterprise Group, Inc. 1.60%, 08/15/2030 1,353,802
347,000 Sempra Energy 3.70%, 04/01/2029 305,761
370,000 Southern California Edison Co. 4.70%, 06/01/2027 357,066
      3,987,750
  Entertainment - 0.8%
  Magallanes, Inc.  
1,045,000 3.76%, 03/15/2027(1) 929,357
381,000 5.05%, 03/15/2042(1) 277,941
      1,207,298
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 44.2% - (continued)
  Environmental Control - 0.7%
$    1,309,000 Republic Services, Inc. 2.38%, 03/15/2033 $   1,000,864
  Healthcare - Products - 0.3%
     90,000 Abbott Laboratories 3.40%, 11/30/2023       88,755
    373,000 Baxter International, Inc. 2.54%, 02/01/2032      284,063
     39,000 Boston Scientific Corp. 3.45%, 03/01/2024      38,089
      410,907
  Healthcare - Services - 1.2%
225,000 Aetna, Inc. 2.80%, 06/15/2023 221,719
531,000 CommonSpirit Health 3.35%, 10/01/2029 445,264
11,000 Elevance Health, Inc. 4.10%, 03/01/2028 10,301
1,051,000 HCA, Inc. 3.38%, 03/15/2029(1) 887,969
235,000 Humana, Inc. 3.70%, 03/23/2029 209,320
      1,774,573
  Insurance - 1.5%
2,000 Aflac, Inc. 6.45%, 08/15/2040 1,984
126,000 American International Group, Inc. 3.90%, 04/01/2026 120,020
513,000 Corebridge Financial, Inc. 3.65%, 04/05/2027(1) 464,481
237,000 Equitable Financial Life Global Funding 1.40%, 08/27/2027(1) 194,885
100,000 Equitable Holdings, Inc. 4.35%, 04/20/2028 92,791
877,000 Guardian Life Global Funding 3.25%, 03/29/2027(1) 808,597
501,000 Willis North America, Inc. 4.65%, 06/15/2027 471,240
      2,153,998
  IT Services - 0.3%
612,000 Dell International LLC / EMC Corp. 3.38%, 12/15/2041(1) 378,599
  Media - 1.1%
  Charter Communications Operating LLC / Charter Communications Operating Capital  
999,000 2.25%, 01/15/2029 784,771
1,038,000 3.50%, 06/01/2041 652,400
  Discovery Communications LLC  
93,000 2.95%, 03/20/2023 92,189
36,000 3.63%, 05/15/2030 29,039
      1,558,399
  Mining - 0.8%
831,000 Anglo American Capital plc 2.25%, 03/17/2028(1) 673,383
710,000 Yamana Gold, Inc. 2.63%, 08/15/2031 512,856
      1,186,239
  Oil & Gas - 0.5%
  Cenovus Energy, Inc.  
379,000 2.65%, 01/15/2032 292,039
73,000 6.75%, 11/15/2039 71,623
380,000 Equinor ASA 2.38%, 05/22/2030 313,790
102,000 Phillips 66 Co. 3.75%, 03/01/2028(1) 91,562
      769,014
  Pharmaceuticals - 0.8%
  AbbVie, Inc.  
673,000 3.20%, 11/21/2029 586,586
228,000 3.60%, 05/14/2025 218,710
105,000 3.80%, 03/15/2025 101,254
108,000 3.85%, 06/15/2024 105,695
42,000 Becton Dickinson and Co. 3.73%, 12/15/2024 40,711
41,000 CVS Health Corp. 4.30%, 03/25/2028 38,452
      1,091,408
 
The accompanying notes are an integral part of these financial statements.

8


Hartford Schroders Sustainable Core Bond Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
CORPORATE BONDS - 44.2% - (continued)
  Pipelines - 0.5%
$       69,000 Enbridge, Inc. 4.25%, 12/01/2026 $      65,214
     90,000 ONEOK, Inc. 6.35%, 01/15/2031       88,717
            Plains All American Pipeline L.P. / PAA Finance Corp.  
    219,000 3.55%, 12/15/2029      182,351
    480,000 3.80%, 09/15/2030     399,863
      736,145
  Real Estate Investment Trusts - 4.2%
174,000 Alexandria Real Estate Equities, Inc. 2.00%, 05/18/2032 125,157
  American Tower Corp.  
489,000 2.40%, 03/15/2025 452,098
866,000 3.65%, 03/15/2027 782,833
  Boston Properties L.P.  
508,000 2.45%, 10/01/2033 349,780
1,057,000 3.40%, 06/21/2029 873,410
  Crown Castle, Inc.  
158,000 3.20%, 09/01/2024 152,216
706,000 3.80%, 02/15/2028 636,208
841,000 Equinix, Inc. 3.90%, 04/15/2032 706,994
291,000 ERP Operating L.P. 3.00%, 07/01/2029 247,018
144,000 Healthcare Realty Holdings L.P. 2.40%, 03/15/2030 109,292
127,000 Healthpeak Properties, Inc. 3.25%, 07/15/2026 116,576
527,000 Kimco Realty Corp. 2.70%, 10/01/2030 414,738
1,063,000 Sabra Health Care L.P. 3.20%, 12/01/2031 765,472
412,000 VICI Properties L.P. 4.95%, 02/15/2030 372,366
      6,104,158
  Retail - 0.4%
441,000 Genuine Parts Co. 2.75%, 02/01/2032 341,499
294,000 Home Depot, Inc. 4.50%, 09/15/2032 278,353
      619,852
  Semiconductors - 0.6%
  Qorvo, Inc.  
261,000 1.75%, 12/15/2024(1) 238,006
754,000 4.38%, 10/15/2029 642,500
      880,506
  Software - 0.9%
697,000 S&P Global, Inc. 2.70%, 03/01/2029(1) 598,819
166,000 Take-Two Interactive Software, Inc. 3.70%, 04/14/2027 153,272
  VMware, Inc.  
507,000 1.80%, 08/15/2028 400,036
140,000 2.20%, 08/15/2031 101,804
      1,253,931
  Telecommunications - 2.9%
  AT&T, Inc.  
1,190,000 1.65%, 02/01/2028 981,556
330,000 2.75%, 06/01/2031 263,838
613,000 Rogers Communications, Inc. 3.20%, 03/15/2027(1) 555,720
  T-Mobile USA, Inc.  
92,000 2.40%, 03/15/2029 75,119
1,243,000 3.88%, 04/15/2030 1,097,088
  Verizon Communications, Inc.  
453,000 3.15%, 03/22/2030 382,484
120,000 4.02%, 12/03/2029 108,226
788,000 4.33%, 09/21/2028 738,460
      4,202,491
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 44.2% - (continued)
  Water - 2.0%
$      950,000 American Water Capital Corp. 4.45%, 06/01/2032 $     875,142
 1,880,000 United Utilities plc 6.88%, 08/15/2028    1,932,915
      2,808,057
  Total Corporate Bonds
(cost $73,997,348)
$  63,690,283
MUNICIPAL BONDS - 3.5%
  General - 1.0%
240,000 City of New York, NY, GO 4.50%, 05/01/2049 $  223,443
265,000 Philadelphia, PA, Auth for Industrial Dev Rev 3.96%, 04/15/2026 256,054
1,045,000 Triborough Bridge & Tunnel, NY, Auth Rev 4.50%, 05/15/2047 987,536
      1,467,033
  Higher Education - 0.1%
130,000 California State University Rev 3.07%, 11/01/2042 89,021
100,000 Clifton, TX, Higher Education Finance Corp. Rev, (PSF-GTD Insured) 4.25%, 08/15/2052 90,990
      180,011
  Power - 0.8%
1,175,000 Louisiana Local Gov't Environmental Facs & Community Dev Auth Rev 4.15%, 02/01/2033 1,095,286
  School District - 0.2%
100,000 Belton, TX, Independent School Dist, GO 4.00%, 02/15/2052 85,825
260,000 Waco, TX, Independent School Dist, GO 4.25%, 08/15/2052 239,608
      325,433
  Tobacco - 0.7%
1,115,000 Golden State, CA, Tobacco Securitization Corp. Rev 3.00%, 06/01/2046 1,009,818
  Utilities - 0.3%
362,000 Oklahoma Dev Finance Auth Rev 3.88%, 05/01/2037 336,688
  Water - 0.4%
605,000 Texas Water Dev Board Rev 4.80%, 10/15/2052 606,691
  Total Municipal Bonds
(cost $5,274,649)
  $  5,020,960
U.S. GOVERNMENT AGENCIES - 19.1%
  Mortgage-Backed Agencies - 19.1%
  FHLMC - 9.1%
2,375,018 2.00%, 11/01/2051 $  1,880,745
1,838,522 2.00%, 03/01/2052 1,452,726
1,817,984 2.50%, 11/01/2051 1,495,159
1,771,928 2.50%, 09/01/2052 1,453,380
847,321 3.00%, 04/01/2052 721,020
3,259,643 3.50%, 05/01/2052 2,873,445
1,300,726 4.00%, 06/01/2052 1,185,108
749,488 4.50%, 08/01/2052 703,833
778,671 4.50%, 09/01/2052 731,229
588,242 5.00%, 08/01/2052 567,329
      13,063,974
  FNMA - 10.0%
2,542,956 2.00%, 11/01/2051 2,010,231
3,207,110 2.00%, 03/01/2052 2,535,148
 
The accompanying notes are an integral part of these financial statements.

9


Hartford Schroders Sustainable Core Bond Fund
Schedule of Investments – (continued)
October 31, 2022  

Shares or Principal Amount   Market Value†
U.S. GOVERNMENT AGENCIES - 19.1% - (continued)
  Mortgage-Backed Agencies - 19.1% - (continued)
  FNMA - 10.0% - (continued)
$    2,248,918 2.50%, 11/01/2051 $   1,850,223
  1,223,349 2.50%, 05/01/2052   1,005,803
    850,780 3.00%, 07/01/2052      723,261
  3,332,163 3.50%, 05/01/2052   2,937,368
  1,533,958 4.00%, 06/01/2052   1,397,923
    750,421 4.50%, 08/01/2052      704,785
    593,395 5.00%, 08/01/2052      572,293
763,750 5.00%, 10/01/2052 736,392
      14,473,427
  Total U.S. Government Agencies
(cost $30,355,173)
  $  27,537,401
U.S. GOVERNMENT SECURITIES - 29.8%
  U.S. Treasury Securities - 29.8%
  U.S. Treasury Bonds - 12.3%
5,309,000 2.88%, 05/15/2052 $  4,098,714
6,618,000 3.00%, 08/15/2052 5,269,582
9,651,200 3.38%, 08/15/2042 8,295,508
      17,663,804
  U.S. Treasury Notes - 17.5%
347,000 1.38%, 09/30/2023 337,119
1,082,000 2.75%, 08/15/2032 967,206
2,158,000 3.13%, 08/31/2027 2,053,472
1,773,000 3.13%, 08/31/2029 1,661,356
11,801,000 3.25%, 08/31/2024 11,528,563
8,882,000 3.50%, 09/15/2025 8,655,093
      25,202,809
  Total U.S. Government Securities
(cost $45,318,833)
  $  42,866,613
  Total Long-Term Investments
(cost $158,292,923)
  $ 142,373,975
SHORT-TERM INVESTMENTS - 1.1%
  Other Investment Pools & Funds - 1.1%
1,684,793 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 3.02%(5) $  1,684,793
  Total Short-Term Investments
(cost $1,684,793)
$  1,684,793
  Total Investments
(cost $159,977,716)
100.0% $ 144,058,768
  Other Assets and Liabilities (0.0)% (59,395)
  Total Net Assets 100.0% $ 143,999,373
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At October 31, 2022, the aggregate value of these securities was $16,430,363, representing 11.4% of net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2022. Base lending rates may be subject to a floor or cap.
(3) Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.
(4) Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at October 31, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(5) Current yield as of period end.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
The accompanying notes are an integral part of these financial statements.

10


Hartford Schroders Sustainable Core Bond Fund
Schedule of Investments – (continued)
October 31, 2022  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of October 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Asset & Commercial Mortgage-Backed Securities   $  3,258,718   $  —   $  3,258,718   $ —
Corporate Bonds   63,690,283     63,690,283  
Municipal Bonds   5,020,960     5,020,960  
U.S. Government Agencies   27,537,401     27,537,401  
U.S. Government Securities   42,866,613     42,866,613  
Short-Term Investments   1,684,793   1,684,793    
Total   $ 144,058,768   $ 1,684,793   $ 142,373,975   $ —
    
(1) For the year ended October 31, 2022, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

11


Hartford Schroders Sustainable Core Bond Fund
GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Currency Abbreviations:
USD United States Dollar
Index Abbreviations:
CMT Constant Maturity Treasury Index
Municipal Abbreviations:
GO General Obligation
Auth Authority
Dev Development
Rev Revenue
Facs Facilities
Dist District
Other Abbreviations:
CLO Collateralized Loan Obligation
LIBOR London Interbank Offered Rate
CMO Collateralized Mortgage Obligation
SOFR Secured Overnight Financing Rate
PSF-GTD Permanent School Fund Guaranteed
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
 

12


Hartford Schroders Sustainable Core Bond Fund
 Statement of Assets and Liabilities
October 31, 2022  

  Hartford
Schroders
Sustainable
Core Bond
Fund
Assets:  
Investments in securities, at market value $ 144,058,768
Cash 194
Receivables:  
Investment securities sold 1,075,403
Fund shares sold 6,521
Dividends and interest 977,200
Other assets 58,820
Total assets 146,176,906
Liabilities:  
Payables:  
To affiliates 4,842
Investment securities purchased 2,102,693
Investment management fees 39,777
Transfer agent fees 2,227
Accounting services fees 5,307
Board of Directors' fees 470
Accrued expenses 22,217
Total liabilities 2,177,533
Net assets $ 143,999,373
Summary of Net Assets:  
Capital stock and paid-in-capital $ 172,305,953
Distributable earnings (loss) (28,306,580)
Net assets $ 143,999,373
Shares authorized 375,000,000
Class I: Net asset value per share $  8.36
Shares outstanding 67,533
Net Assets $  564,297
Class R3: Net asset value per share $  8.39
Shares outstanding 990
Net Assets $  8,302
Class R4: Net asset value per share $  8.37
Shares outstanding 993
Net Assets $  8,307
Class R5: Net asset value per share $  8.35
Shares outstanding 996
Net Assets $  8,318
Class Y: Net asset value per share $  8.35
Shares outstanding 771,361
Net Assets $  6,440,942
Class F: Net asset value per share $  8.35
Shares outstanding 9,126,877
Net Assets $  76,244,705
Class SDR: Net asset value per share $  8.34
Shares outstanding 7,277,106
Net Assets $  60,724,502
Cost of investments $ 159,977,716
The accompanying notes are an integral part of these financial statements.

13


Hartford Schroders Sustainable Core Bond Fund
 Statement of Operations
For the Year Ended October 31, 2022 

  Hartford
Schroders
Sustainable
Core Bond
Fund
Investment Income:  
Interest $  3,659,714
Total investment income, net 3,659,714
Expenses:  
Investment management fees 411,080
Administrative services fees  
Class Y(1) 240
Transfer agent fees  
Class I 900
Class R3 20
Class R4 15
Class R5 11
Class Y(1) 7,678
Class F 1,976
Class SDR(1) 14,525
Distribution fees  
Class R3 44
Class R4 23
Custodian fees 3,880
Registration and filing fees 42,172
Accounting services fees 25,554
Fund administration fees 4,110
Board of Directors' fees 4,200
Audit and tax fees 14,664
Other expenses 31,096
Total expenses (before waivers, reimbursements and fees paid indirectly) 562,188
Expense waivers (124,039)
Distribution fee reimbursements (62)
Total waivers, reimbursements and fees paid indirectly (124,101)
Total expenses 438,087
Net Investment Income (Loss) 3,221,627
Net Realized Gain (Loss) on Investments on:  
Investments (11,068,907)
Net Realized Gain (Loss) on Investments (11,068,907)
Net Changes in Unrealized Appreciation (Depreciation) of Investments of:  
Investments (16,551,265)
Net Changes in Unrealized Appreciation (Depreciation) of Investments (16,551,265)
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions (27,620,172)
Net Increase (Decrease) in Net Assets Resulting from Operations $ (24,398,545)
    
(1) See Note 1 in the Notes to Financial Statements regarding the reorganization of the Fund and the activity of the share classes prior to the reorganization.
The accompanying notes are an integral part of these financial statements.

14


Hartford Schroders Sustainable Core Bond Fund
 Statements of Changes in Net Assets
 

  Hartford
Schroders Sustainable
Core Bond Fund
  For the
Year Ended
October 31,
2022
  For the
Year Ended
October 31,
2021
Operations:      
Net investment income (loss) $  3,221,627   $  1,919,565
Net realized gain (loss) on investments (11,068,907)   2,984,089
Net changes in unrealized appreciation (depreciation) of investments (16,551,265)   (3,638,458)
Net Increase (Decrease) in Net Assets Resulting from Operations (24,398,545)   1,265,196
Distributions to Shareholders:      
Class I (14,783)  
Class R3 (317)  
Class R4 (347)  
Class R5 (378)  
Class Y (318,097)   (1,046,252)
Class F (1,727,648)  
Class SDR (2,952,567)   (3,210,773)
Total distributions (5,014,137)   (4,257,025)
Capital Share Transactions:(1)      
Sold 113,246,909   35,910,407
Issued on reinvestment of distributions 4,489,018   3,649,456
Redemption-in-kind   (29,217,874)
Redeemed (27,300,551)   (34,422,862)
Net increase (decrease) from capital share transactions 90,435,376   (24,080,873)
Net Increase (Decrease) in Net Assets 61,022,694   (27,072,702)
Net Assets:      
Beginning of period 82,976,679   110,049,381
End of period $ 143,999,373   $ 82,976,679
    
(1) See Note 12 in the Notes to Financial Statements for additional information on the effects of the reorganization.
The accompanying notes are an integral part of these financial statements.

15


Hartford Schroders Sustainable Core Bond Fund
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
Hartford Schroders Sustainable Core Bond Fund(4)
For the Period Ended October 31, 2022
I (5)   $ 10.46   $ 0.23   $ (1.94)   $ (1.71)   $ (0.20)   $ (0.19)   $ (0.39)   $  8.36   (16.83)% (6)   $  564   0.60% (7)   0.51% (7)   2.61% (7)   162%
R3 (5)   10.45   0.19   (1.92)   (1.73)   (0.14)   (0.19)   (0.33)   8.39   (16.94) (6)   8   1.12 (7)   0.66 (7)   2.09 (7)   162
R4 (5)   10.45   0.20   (1.92)   (1.72)   (0.17)   (0.19)   (0.36)   8.37   (16.88) (6)   8   0.82 (7)   0.59 (7)   2.13 (7)   162
R5 (5)   10.45   0.21   (1.92)   (1.71)   (0.20)   (0.19)   (0.39)   8.35   (16.81) (6)   8   0.52 (7)   0.46 (7)   2.27 (7)   162
Y   10.47   0.21   (1.93)   (1.72)   (0.21)   (0.19)   (0.40)   8.35   (16.91)   6,441   0.55   0.40   2.26   162
F (5)   10.45   0.24   (1.94)   (1.70)   (0.21)   (0.19)   (0.40)   8.35   (16.72) (6)   76,245   0.41 (7)   0.36 (7)   2.68 (7)   162
SDR   10.46   0.23   (1.94)   (1.71)   (0.22)   (0.19)   (0.41)   8.34   (16.86)   60,725   0.46   0.32   2.39   162
For the Year Ended October 31, 2021
Y   $ 10.82   $ 0.18   $ (0.12)   $  0.06   $ (0.19)   $ (0.22)   $ (0.41)   $ 10.47   0.51%   $  9,051   0.74%   0.39%   1.74%   179%
SDR   10.82   0.19   (0.13)   0.06   (0.20)   (0.22)   (0.42)   10.46   0.50   73,926   0.69   0.32   1.78   179
For the Period Ended October 31, 2020
Y (8)   $ 10.82   $ 0.06   $  0.02   $  0.08   $ (0.08)   $  —   $ (0.08)   $ 10.82   0.70% (6)   $ 34,734   1.04% (7)   0.40% (7)   1.72% (7)   144%
SDR   10.44   0.23   0.62   0.85   (0.25)   (0.22)   (0.47)   10.82   8.34   75,315   0.81   0.32   2.20   144
For the Year Ended October 31, 2019
SDR   $  9.67   $ 0.29   $  0.79   $  1.08   $ (0.31)   $  —   $ (0.31)   $ 10.44   11.27%   $ 62,427   0.78%   0.32%   2.91%   134%
For the Period Ended October 31, 2018
SDR (9)   $ 10.00   $ 0.20   $ (0.34)   $ (0.14)   $ (0.14)   $  —   $ (0.19)   $  9.67   (1.38)% (6)   $ 38,061   1.48% (7)   0.32% (7)   2.74% (7)   48%
    
FINANCIAL HIGHLIGHTS FOOTNOTES
(1) Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2) Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(3) Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(4) Prior to the close of business on November 12, 2021, this Fund operated as the Predecessor Fund. Effective after the close of business on November 12, 2021, the Investor and R6 share classes were redesignated as Class Y and SDR, respectively. Please see Notes 1 and 12 in the accompanying Notes to Financial Statements for additional information regarding the reorganization.
(5) Commenced operations on November 12, 2021.
(6) Not annualized.
(7) Annualized.
(8) Commenced operations on June 29, 2020.
(9) Commenced operations on January 31, 2018.
The accompanying notes are an integral part of these financial statements.

16


Hartford Schroders Sustainable Core Bond Fund
 Notes to Financial Statements
 October 31, 2022

1. Organization:
  The Hartford Mutual Funds II, Inc. (the “Company”) is an open-end registered management investment company comprised of sixteen series, as of October 31, 2022. Financial statements of Hartford Schroders Sustainable Core Bond Fund ("Sustainable Core Bond Fund" or the "Fund"), a series of the Company, are included in this report.
  The Fund acquired all of the assets and liabilities of Schroder Core Bond Fund (the "Predecessor Fund") pursuant to an agreement and plan of reorganization immediately following the close of business on November 12, 2021 (the “reorganization”). Prior to the reorganization, Class SDR shares were called R6 Shares and Class Y shares were called Investor Shares. The Fund is the accounting successor to its Predecessor Fund. The financial statements of the Fund reflect the historical results of the Investor Shares and R6 Shares of the Predecessor Fund prior to the reorganization. All information and references to periods prior to the close of business on November 12, 2021 refers to the Predecessor Fund.
  The Company is organized under the laws of the State of Maryland and is registered with the U.S. Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). The Fund is a diversified open-end management investment company. The Fund applies specialized accounting and reporting standards under Accounting Standards Codification-Topic 946, “Financial Services – Investment Companies”.
  The Fund has registered for sale Class I, Class R3, Class R4, Class R5, Class Y, Class F and Class SDR shares. Classes I, R3, R4, R5, Y, F and SDR shares do not have a sales charge.
2. Significant Accounting Policies:
  The following is a summary of significant accounting policies of the Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles ("U.S. GAAP"). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.
a) Determination of Net Asset Value – The net asset value ("NAV") of each class of the Fund's shares is determined as of the close of regular trading on the New York Stock Exchange (the “Exchange”) (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the Exchange is open (“Valuation Date”). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, the Fund may treat such day as a typical business day and accept purchase and redemption orders and calculate the Fund’s NAV in accordance with applicable law. The NAV of each class of the Fund's shares is determined by dividing the value of the Fund’s net assets attributable to the class of shares by the number of shares outstanding for that class. Information that becomes known to the Fund after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.
b) Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each class of the Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.
  With respect to the Fund's investments that do not have readily available market prices, the Company's Board of Directors (the "Board") has designated Hartford Funds Management Company, LLC (the "Investment Manager") as its valuation designee to perform fair valuations pursuant to Rule 2a-5 under the 1940 Act (the "Valuation Designee").
  If market prices are not readily available or deemed unreliable, the Valuation Designee determines the fair value of the security or other instrument in good faith under policies and procedures approved by and under the supervision of the Board ("Valuation Procedures").
  The Valuation Designee has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all available relevant factors in determining an investment’s fair value. The Valuation Designee reports fair value matters to the Audit Committee of the Board.

17


Hartford Schroders Sustainable Core Bond Fund
 Notes to Financial Statements – (continued)
 October 31, 2022

  Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Fund. The value of the foreign securities or other instruments in which the Fund invests may change on days when a shareholder will not be able to purchase, redeem or exchange shares of the Fund.
  Fixed income investments (other than short-term obligations) and non-exchange traded derivatives held by the Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost, which approximates fair value.
  Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange ("Exchange Close"). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.
  Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of the Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of the Fund.
  Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.
  Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Investments in investment companies that are not listed or traded on an exchange ("Non-Traded Funds"), if any, are valued at the respective NAV of each Non-Traded Fund on the Valuation Date. Such Non-Traded Funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.
  Financial instruments for which prices are not available from an independent pricing service may be valued using quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.
  U.S. GAAP defines fair value as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of the Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:
Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.
Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.
Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.
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.

18


Hartford Schroders Sustainable Core Bond Fund
 Notes to Financial Statements – (continued)
 October 31, 2022

For additional information, refer to the Fair Value Summary and the Level 3 roll-forward reconciliation, if applicable, which follows the 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, the Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage-related and other asset-backed securities are included in interest income in the Statement of Operations, as applicable.
d) Taxes – The Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. The Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which the Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statement of Operations as a reduction to net investment income or net realized or unrealized gain (loss) on investments in these securities, if applicable.
e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.
  The Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.
  Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.
f) Joint Trading Account – The Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.
g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each class of the Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each class of the Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of the Fund by dividing the Fund's net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by the Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of the Fund.
  Orders for the purchase of the Fund's shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Fund are not open for business, are priced at the next determined NAV.
  Dividends are declared pursuant to a policy adopted by the Company's Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of the Fund is to pay dividends from net investment income, if any, monthly, and realized gains, if any, at least once a year.
  Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

19


Hartford Schroders Sustainable Core Bond Fund
 Notes to Financial Statements – (continued)
 October 31, 2022

3. Securities and Other Investments:
a) Restricted Securities – The Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities is included at the end of the Fund's Schedule of Investments.
b) Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by the Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. The Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations. See the Fund’s Schedule of Investments for when-issued or delayed-delivery investments as of October 31, 2022.
c) Mortgage-Related and Other Asset-Backed Securities – The Fund may invest in mortgage-related and other asset-backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage-backed securities, stripped mortgage-backed securities, asset-backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage-related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset-backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage-related securities is guaranteed by the full faith and credit of the United States Government. Mortgage-related and other asset-backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See the Fund's Schedule of Investments for mortgage-related and other asset-backed securities as of October 31, 2022.
d) Inflation-Indexed Bonds – The Fund may invest in inflation-indexed bonds. Inflation-indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation-indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation-indexed bond will be included as interest income on the Statement of Operations, even though investors do not receive the principal amount until maturity. See the Fund's Schedule of Investments for inflation-indexed bonds as of October 31, 2022.
4. Principal Risks:
  The Fund’s investments expose it to various types of risks associated with financial instruments and the markets. The Fund may be exposed to the risks described below. The Fund’s prospectus provides details of its principal risks.
  Certain investments held by the Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by the Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.
  A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance. The outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, the financial health of individual companies and the market in significant and unforeseen ways. The future impact of COVID-19 remains unclear. The effects to public health, business and market conditions resulting from the COVID-19 pandemic may have a significant negative impact on the performance of the Fund’s investments, including exacerbating other pre-existing political, social and economic risks.

20


Hartford Schroders Sustainable Core Bond Fund
 Notes to Financial Statements – (continued)
 October 31, 2022

  Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets.
  Securities lending involves the risk that the Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. The Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for the Fund that lends its holdings.
  Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of the fund that holds securities with higher credit risk may be more volatile than those of the fund that holds bonds with lower credit risk. The Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which the Fund has unsettled or open transactions will default.
  The use of certain London Interbank Offered Rates (collectively, “LIBOR”) was generally phased out by the end of 2021, and some regulated entities (such as banks) have ceased to enter into new LIBOR-based contracts beginning January 1, 2022. However, it is expected that the most widely used tenors of U.S. LIBOR may continue to be provided on a representative basis until mid-2023. In some instances, regulators may restrict new use of LIBOR prior to the actual cessation date. There remains uncertainty regarding the future use of LIBOR and the nature of any replacement rate (e.g., the Secured Overnight Financing Rate ("SOFR"), which is is a measure of the cost of borrowing cash overnight, collateralized by the U.S. Treasury securities and is intended to replace the U.S. dollar LIBOR). As such, the potential effect of a transition away from LIBOR on the Fund or the LIBOR-based instruments in which the Fund invests cannot yet be determined. The transition process away from LIBOR may involve, among other things, increased volatility or illiquidity in markets for instruments that currently rely on LIBOR. The transition process may also result in a reduction in the value of certain instruments held by the Fund or reduce the effectiveness of related Fund transactions, such as hedges. Volatility, the potential reduction in value, and/or the hedge effectiveness of financial instruments may be heightened for financial instruments that do not include fallback provisions that address the cessation of LIBOR. Any potential effects of the transition away from LIBOR on the Fund or on financial instruments in which the Fund invests, as well as other unforeseen effects, could result in losses to the Fund. Since the usefulness of LIBOR as a benchmark or reference rate could deteriorate during the transition period, these effects could occur prior to and/or subsequent to mid-2023.
5. Federal Income Taxes:
a) The Fund intends to continue to qualify as a Regulated Investment Company ("RIC") under Subchapter M of the Internal Revenue Code ("IRC") by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. The Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2022. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.
b) Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments and foreign currency gains and losses. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by the Fund.

21


Hartford Schroders Sustainable Core Bond Fund
 Notes to Financial Statements – (continued)
 October 31, 2022

c) Distributions and Components of Distributable Earnings – The tax character of distributions paid by the Fund for the years ended October 31, 2022 and October 31, 2021 are as follows:
   
  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
 
  Ordinary
Income
  Long-Term
Capital Gains(1)
  Ordinary
Income
  Long-Term
Capital Gains(1)
  $ 4,249,484   $ 764,653   $ 3,616,546   $ 640,479
    
(1) The Funds designate these distributions as long-term capital gains dividends pursuant to IRC Sec 852(b)(3)(c)
As of October 31, 2022, the components of total accumulated earnings (deficit) for the Fund on a tax basis are as follows:
Undistributed
Ordinary
Income
  Accumulated
Capital and
Other Losses
  Other
Temporary
Differences
  Unrealized
Appreciation
(Depreciation)
on Investments
  Total
Accumulated
Earnings
(Deficit)
$ 372,657   $ (12,055,401)   $ (3,695)   $ (16,620,141)   $ (28,306,580)
d) Reclassification of Capital Accounts – The Fund may record reclassifications in its capital accounts. These reclassifications have no impact on the total net assets of the Fund. The reclassification is the result of permanent differences between U.S. GAAP and tax accounting for such items as adjustments to prior year accumulated balances. Adjustments are made to reflect the impact these items have on the current and future earnings distributions to shareholders. Therefore, the source of the Fund's distributions may be shown in the accompanying Statements of Changes in Net Assets as from distributable earnings or from capital depending on the type of book and tax differences that exist. For the year ended October 31, 2022, the Fund recorded reclassifications to increase (decrease) the accounts listed below:
   
Paid-in-Capital   Distributable
Earnings (Loss)
$ 477,634   $ (477,634)
e) Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period.
   
Short-Term
Capital Loss
Carryforward with
No Expiration
  Long-Term
Capital Loss
Carryforward with
No Expiration
$ 8,338,994 *   $ 3,716,407 *
    
* Future utilization of losses are subject to limitation under current tax laws.
f) Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at October 31, 2022 is different from book purposes primarily due to wash sale loss deferrals. The net unrealized appreciation/(depreciation) on investments for tax purposes, which consists of gross unrealized appreciation and depreciation was also different from book purposes primary due to wash sales deferrals, is disclosed below:
   
Tax Cost   Gross Unrealized
Appreciation
  Gross Unrealized
(Depreciation)
  Net Unrealized
Appreciation
(Depreciation)
$ 160,678,909   $ 27,741   $ (16,647,882)   $ (16,620,141)
g) Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, Hartford Funds Management Company, LLC ("HFMC" or the "Investment Manager") reviews the Fund’s tax positions for all open tax years. As of October 31, 2022, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. The Fund files U.S. tax returns. Although the statute of limitations for examining the Fund’s U.S. tax returns remains open for three years, no examination is currently in progress. The Fund recognize interest and penalties, if any, related to unrecognized tax benefits as income tax expense on the Statements of Operations. During the year ended October 31, 2022, the Fund did not incur any interest or penalties. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months.

22


Hartford Schroders Sustainable Core Bond Fund
 Notes to Financial Statements – (continued)
 October 31, 2022

6. Expenses:
a) Investment Management Agreement – HFMC serves as the Fund’s investment manager pursuant to an Investment Management Agreement with the Company. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. ("The Hartford"). HFMC has overall investment supervisory responsibility for the Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of the Fund. HFMC has contracted with Schroder Investment Management North America Inc. ("SIMNA") under a sub-advisory agreement. SIMNA performs the daily investment of the assets for the Fund.
  Prior to the close of business on November 12, 2021, the Predecessor Fund had an administration agreement with SEI Investments Global Funds Services (“SEI” or the “Administrator”), under which the Administrator provided administrative services to the Fund. For these services, the Administrator was paid a fee, which varied based on the average daily net assets of the Fund, subject to certain minimums. These fees are included in the Fund administration fees in the Statement of Operations.
b) The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of October 31, 2022; the rates are accrued daily and paid monthly based on the Fund’s average daily net assets, at the following annual rates:
   
Management Fee Rates
0.3200% on first $500 million and;
0.3000% on next $500 million and;
0.2800% over $1 billion
Prior to the close of business on November 12, 2021, the Predecessor Fund paid a management fee in the amount of 0.25% based on the Fund’s average daily net asset to SIMNA, which served as the investment manager for the Predecessor Fund.
c) Accounting Services Agreement – HFMC provides the Fund with accounting services pursuant to a fund accounting agreement by and between the Company, on behalf of the Fund, and HFMC. HFMC has delegated certain accounting and administrative service functions to State Street Bank and Trust Company ("State Street"). In consideration of services rendered and expenses assumed pursuant to the fund accounting agreement, the Fund pays HFMC a fee. The fund accounting fee for the Fund is equal to the greater of: (A) the sum of (i) the sub-accounting fee payable by HFMC with respect to the Fund; (ii) the fee payable for tax preparation services for the Fund; and (iii) the amount of expenses that HFMC allocates for providing the fund accounting services to the Fund; plus a target profit margin; or (B) $40,000 per year; provided, however, that to the extent the annual amount of the fund accounting fee exceeds 0.02% of the Fund’s average net assets (calculated during its current fiscal year), HFMC shall waive such portion of the fund accounting fee.
d) Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within the Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to the Fund or to specific classes within the Fund. As of October 31, 2022, HFMC contractually agreed to limit the total annual fund operating expenses of the Fund (exclusive of taxes, interest expenses, brokerage commissions, extraordinary expenses and acquired fund fees and expenses) through February 28, 2023 for Classes I, R3, R4, R5 and F, and through November 15, 2023 for Classes Y and SDR, unless the Board of Directors approves its earlier termination, as follows:
   
Expense Limit as a Percentage of Average Daily Net Assets
Class I   Class R3   Class R4   Class R5   Class Y   Class F   Class SDR
0.51%   1.06%   0.76%   0.46%   0.40%   0.36%   0.32%
For the period November 1, 2021 through the close of business on November 12, 2021, the investment manager of the Predecessor Fund had contractually agreed to waive management fees, pay and/or reimburse the Fund for expenses to the extent that the total annual fund operating expenses (other than acquired fund fees and expenses, other indirect acquired fund expenses, interest, taxes, and extraordinary expenses) allocable to each share class that exceeded the following annual rates (based on the average daily net assets attributable to each share class): 0.32% for R6 Shares and 0.40% for Investor Shares, now presented as Class SDR shares and Class Y shares, respectively.
e) Distribution and Service Plan for Class R3 and Class R4 Shares – Hartford Funds Distributors, LLC ("HFD"), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of the Fund.
  The Board of Directors of the Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class R3 and R4 shares. Under a Plan, Class R3 and Class R4 shares of the Fund, as applicable, bear distribution and/or service fees paid to HFD, some or all of which may be paid to select broker-dealers. Pursuant to the Class R3 Plan, the Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, the Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. The Fund’s 12b-1 fees are accrued daily and paid monthly or at such other

23


Hartford Schroders Sustainable Core Bond Fund
 Notes to Financial Statements – (continued)
 October 31, 2022

intervals as the Company’s Board of Directors may determine. Any 12b-1 fees attributable to assets held in an account held directly with the Fund's transfer agent for which there is not a third-party listed as the broker-dealer of record (or HFD does not otherwise have a payment obligation) are generally reimbursed to the applicable Fund. Such amounts are reflected as “Distribution fee reimbursements” on the Statement of Operations.
f) Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the period from after the close of business on November 12, 2021 through October 31, 2022, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to the Fund, as represented in other expenses on the Statement of Operations, is outlined in the table below.
   
CCO Compensation
Paid by Fund
$ 344
g) Hartford Administrative Services Company ("HASCO"), an indirect subsidiary of The Hartford, provides transfer agent services to the Fund. The Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund plus a target profit margin or (ii) a Specified Amount (as defined in the table below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. ("DST") (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.
   
Share Class   Specified Amount
(as a percentage
average daily
net assets)
Class I   0.20%
Class R3   0.22%
Class R4   0.17%
Class R5   0.12%
Class Y   0.11%
Class F   0.004%
Class SDR   0.004%
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. The Fund does not pay any fee directly to DST; rather, HASCO makes all such payments to DST. The accrued amount shown in the Statement of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.
For the period from November 1, 2021 through the close of business on November 12, 2021, the effective rate of compensation paid for transfer agency services to the previous transfer agent based on the average daily net assets attributable to each share class is as follows:
Class I   Class R3   Class R4   Class R5   Class Y   Class F   Class SDR
N/A (1)   N/A (1)   N/A (1)   N/A (1)   0.51%   N/A (1)   0.51%
    
(1) Classes I, R3, R4, R5 and F commenced operations on November 12, 2021.
For the period from the close of business on November 12, 2021 through October 31, 2022, the effective rate of compensation paid to HASCO for transfer agency services based on the average daily net assets attributable to each share class is as follows:
Class I   Class R3   Class R4   Class R5   Class Y   Class F   Class SDR
0.20%   0.22%   0.17%   0.12%   0.08%   0.00% *   0.00% *
    
* Percentage rounds to zero.

24


Hartford Schroders Sustainable Core Bond Fund
 Notes to Financial Statements – (continued)
 October 31, 2022

For the period from November 1, 2021 through October 31, 2022, the combined effective rate of total compensation for the period paid for transfer agency services to the previous transfer agent and HASCO based on the average daily net assets attributable to each share class is as follows:
Class I   Class R3   Class R4   Class R5   Class Y   Class F   Class SDR
0.20% (1)   0.22% (1)   0.17% (1)   0.12% (1)   0.10%   0.00% *(1)   0.02%
    
* Percentage rounds to zero.
(1) Classes I, R3, R4, R5 and F commenced operations on November 12, 2021.
Prior to the close of business on November 12, 2021, the Predecessor Fund had a shareholder servicing plan under which a shareholder servicing fee of up to 0.15%, after waivers, of average daily net assets of Investor Shares of the Predecessor Fund was paid to financial intermediaries. For the year ended October 31, 2022, these amounts, if any, are included in the Statement of Operations.
7. Securities Lending:
  The Company has entered into a securities lending agency agreement ("lending agreement") with Citibank, N.A. ("Citibank"). The Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. The Fund may lend portfolio securities, provided that the borrower provides collateral that is maintained in an amount at least equal to the current market value of the securities loaned. Cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned. The contractual maturities of the securities lending transactions are considered overnight and continuous.
  The Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective; and (vii) operational risks (i.e., the risk of losses resulting from problems in the settlement and accounting process especially so in certain international markets). These events could also trigger adverse tax consequences for the Fund.
  The Fund retains loan fees and the interest on cash collateral investments but is required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the Fund). Upon termination of a loan, the Fund is required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers.
  The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statement of Operations as Investment Income from securities lending. The Fund also receives payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statement of Operations.
For the year ended October 31, 2022, the Fund did not engage in securities lending.
8. Affiliate Holdings:
  As of October 31, 2022, affiliates of The Hartford had ownership of shares in the Fund as follows:
  Percentage of a Class:
   
Class I   Class R3   Class R4   Class R5   Class Y   Class F   Class SDR
1%   100%   100%   100%     0%*  
    
* Percentage rounds to zero.

25


Hartford Schroders Sustainable Core Bond Fund
 Notes to Financial Statements – (continued)
 October 31, 2022

Percentage of Fund by Class:
Class I   Class R3   Class R4   Class R5   Class Y   Class F   Class SDR
0%*   0%*   0% *   0% *     0% *  
    
* Percentage rounds to zero.
As of October 31, 2022, affiliated funds of funds in the aggregate owned a portion of the Fund. Therefore, the Fund may experience relatively large purchases or redemptions of its shares as a result of purchase and sale activity from these affiliated funds of funds. Affiliated funds of funds owned shares in the Fund as follows:
Percentage
of Fund*
52%
    
* As of October 31, 2022, affiliated funds of funds were invested in Class F shares.
9. Investment Transactions:
  For the year ended October 31, 2022, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:
   
Cost of Purchases
Excluding U.S.
Government
Obligations
  Sales Proceeds
Excluding U.S.
Government
Obligations
  Cost of Purchases
For U.S. Government
Obligations
  Sales Proceeds
For U.S. Government
Obligations
  Total Cost of
Purchases
  Total Sales
Proceeds
$82,391,532   $43,913,542   $206,370,503   $154,836,412   $288,762,035   $198,749,954
10. In-Kind Transfers:
  On August 17, 2021, the Predecessor Fund redeemed shares in exchange for securities.
   
Predecessor
Fund
  Shares
Redeemed
  Value of
Securities
  Cash   Total
Schroder Core Bond Fund   2,753,805   $ 26,389,283   $ 2,828,591   $ 29,217,874
There were realized gains of $941,227 for the in-kind transaction in 2021.
For the year ended October 31, 2022, there were no in-kind transactions.
11. Capital Share Transactions:
  The following information is for the years ended October 31, 2022 and October 31, 2021:
   
  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Class I(1)              
Shares Sold 89,834   $  861,905     $ —
Shares Issued for Reinvested Dividends 1,648   14,783    
Shares Redeemed (23,949)   (208,242)    
Net Increase (Decrease) 67,533   668,446    
Class R3(1)              
Shares Sold 957   $  10,000     $ —
Shares Issued for Reinvested Dividends 33   317    
Net Increase (Decrease) 990   10,317    
Class R4(1)              
Shares Sold 957   $  10,000     $ —
Shares Issued for Reinvested Dividends 36   347    
Net Increase (Decrease) 993   10,347    

26


Hartford Schroders Sustainable Core Bond Fund
 Notes to Financial Statements – (continued)
 October 31, 2022

  For the Year Ended
October 31, 2022
  For the Year Ended
October 31, 2021
  Shares   Amount   Shares   Amount
Class R5(1)              
Shares Sold 957   $  10,000     $ —
Shares Issued for Reinvested Dividends 39   376    
Net Increase (Decrease) 996   10,376    
Class Y              
Shares Sold 50,373   $  480,247   481,714   $ 5,173,308
Shares Issued for Reinvested Dividends 20,209   194,707   79,975   857,345
Shares Redeemed (163,701)   (1,594,345)   (2,908,658)   (31,039,331)
Net Increase (Decrease) (93,119)   (919,391)   (2,346,969)   (25,008,678)
Class F(1)              
Shares Sold 10,129,806   $ 97,005,756     $ —
Shares Issued for Reinvested Dividends 192,860   1,727,648    
Shares Redeemed (1,195,789)   (10,887,963)    
Net Increase (Decrease) 9,126,877   87,845,441    
Class SDR              
Shares Sold 1,527,277   $ 14,869,001   2,913,476   $ 30,737,099
Shares Issued for Reinvested Dividends 266,756   2,550,840   261,730   2,792,111
Shares Redeemed (1,581,745)   (14,610,001)   (320,272)   (3,383,531)
Shares Redeemed-In-Kind     (2,753,805)   (29,217,874)
Net Increase (Decrease) 212,288   2,809,840   101,129   927,805
Total Net Increase (Decrease) 9,316,558   $ 90,435,376   (2,245,840)   $ (24,080,873)
    
(1) Commenced operations on November 12, 2021.
12. Fund Reorganization:
  At a special meeting of shareholders of the Predecessor Fund held on October 28, 2021, and adjourned to November 3, 2021, shareholders of the Predecessor Fund approved an agreement and plan of reorganization pursuant to which the Predecessor Fund transferred all of its assets to the Fund, in exchange for shares of the designated classes of the Fund and the assumption by the Fund of all of the liabilities of the Predecessor Fund. The Predecessor Fund was determined to be the accounting survivor. The consummation of the reorganization took place immediately after the close of business on November 12, 2021 in a tax-free exchange of shares as detailed below.
   
Net assets of
Predecessor Fund as of
the close of business on
November 12, 2021
  Net assets of
Fund immediately
before Reorganization
  Net assets of
Fund immediately
after Reorganization
  Predecessor
Fund shares
exchanged
  Fund shares issued
to the Predecessor
Fund's Shareholders
$ 83,254,484   $ —   $ 83,254,484   7,963,263   7,963,263
Assuming the acquisition had been completed on November 1, 2021, the beginning of the annual reporting period of the Fund, the Fund’s pro forma results of operations for the year ended October 31, 2022, are as follows:
Net investment income $ 3,221,627
Net realized and unrealized gain (loss) on investments (27,620,172)
Net increase (decrease) in net assets from operations $ (24,398,545)
13. Line of Credit:
  The Fund participates in a committed line of credit pursuant to a credit agreement dated March 3, 2022. The Fund may borrow under the line of credit for temporary or emergency purposes. The Fund (together with certain other Hartford Funds) may borrow up to $350 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges certain fees, such as a commitment fee. The fees incurred by the Fund in connection with the committed line of credit during the period appear in the Statement of Operations under “Other expenses.” During and as of the period ended October 31, 2022, the Fund had no borrowings under this facility.

27


Hartford Schroders Sustainable Core Bond Fund
 Notes to Financial Statements – (continued)
 October 31, 2022

14. Indemnifications:
  Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of the Fund, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.
15. Recent Accounting Pronouncement:
  In March 2020, FASB issued Accounting Standards Update ("ASU") No. 2020-04, Reference Rate Reform (Topic 848); Facilitation of the Effects of Reference Rate Reform on Financial Reporting, which provides optional guidance for a limited period of time to ease the potential burden in accounting for (or recognizing the effects of) reference rate reform. The guidance is applicable to contracts referencing LIBOR or another reference rate that is expected to be discontinued due to reference rate reform. The ASU is effective as of March 12, 2020 and generally can be applied through December 31, 2022. Management is evaluating the underlying securities referencing LIBOR or another reference rate that is expected to be discontinued over the period of time the ASU is effective.
16. Change in Independent Registered Public Accounting Firm:
  The Predecessor Fund selected BBD, LLP (“BBD”) to serve as its independent registered public accounting firm for its fiscal year ended October 31, 2021. The decision to select BBD was recommended by the Predecessor Fund’s Audit Committee and was approved by the Predecessor Fund’s Board of Trustees on September 22, 2021. During the fiscal year ended October 31, 2020 and the subsequent interim period through September 22, 2021, neither the Predecessor Fund, nor anyone on its behalf, consulted with BBD on items which: (i) concerned the application of accounting principles to a specified transaction, either completed or proposed, or the type of audit opinion that might be rendered on the Predecessor Fund’s financial statements; or (ii) concerned the subject of a disagreement (as defined in paragraph (a)(1)(iv) of Item 304 of Regulation S-K) or reportable events (as described in paragraph (a)(1)(iv) of said Item 304). The selection of BBD does not reflect any disagreements with or dissatisfaction by the Predecessor Fund or the Predecessor Fund’s Board of Trustees with the performance of the Predecessor Fund’s prior independent registered public accounting firm for the fiscal year ended October 31, 2020. On November 3, 2021, the prior auditor resigned as the Independent Registered Public Accounting Firm for the Predecessor Fund. The prior auditor's report on the Predecessor Fund’s financial statements for fiscal year ended October 31, 2020 contained no adverse opinion or disclaimer of opinion, nor were they qualified or modified as to uncertainty, audit scope, or accounting principles. During the Predecessor Fund’s fiscal year ended October 31, 2020 and the subsequent interim period through November 3, 2021 (i) there were no disagreements with the prior auditor on any matter of accounting principles or practices, financial statement disclosure, or auditing scope or procedure, which disagreements, if not resolved to the satisfaction of the prior auditor, would have caused them to make reference to the subject matter of the disagreements in connection with their reports on the Predecessor Fund’s financial statements for such years; and (ii) there were no “reportable events” of the kind described in Item 304(a)(1)(v) of Regulation S-K.
17. Subsequent Events:
  Management has evaluated all subsequent transactions and events through the date on which these financial statements were issued and has determined that no additional items require disclosure in these financial statements.

28


Report of Independent Registered Public Accounting Firm
To the Board of Directors of The Hartford Mutual Funds II, Inc. and the Shareholders of Hartford Schroders Sustainable Core Bond Fund

Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities of Hartford Schroders Sustainable Core Bond Fund, a series of The Hartford Mutual Funds II, Inc. (the "Fund") (previously known as Schroder Core Bond Fund, a series of shares of beneficial interest in Schroder Series Trust), including the schedule of investments, as of October 31, 2022, and the related statement of operations for the year then ended, the statements of changes in net assets for each of the years in the two-year period then ended, the financial highlights as presented in the table below and the related notes (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of October 31, 2022, and the results of its operations for the year then ended, the changes in its net assets for each of the years in the two-year period then ended and its financial highlights as presented in the table below, in conformity with accounting principles generally accepted in the United States of America. The financial highlights for the periods presented below and noted as "Audited by Other Auditor" were audited by other auditors whose reports dated December 28, 2019 and December 29, 2020, expressed an unqualified opinion on those financial highlights.
Class Financial Highlights Presented and Audited by BBD
Class I /R3/R4/R5/F For the period November 12, 2021 (commencement of operations) to October 31, 2022
Class Y
(previously Investor)
For each of the years in the two-year period ended October 31, 2022
Class SDR
(previously R6)
For each of the years in the two-year period ended October 31, 2022
Class Financial Highlights Presented and Audited by Other Auditor
Class Y
(previously Investor)
For the period June 29, 2020 (commencement of operations) to October 31, 2020
Class SDR
(previously R6)
For each of the years in the two-year period ended October 31, 2020 and for the period January 31, 2018 (commencement of operations) to October 31, 2018
Basis for Opinion
These financial statements are the responsibility of the Fund’s management. Our responsibility is to express an opinion on the Fund's 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 Fund in accordance with the U.S. federal securities law and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audits to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. The Fund is not required to have, nor were we engaged to perform, an audit of its internal control over financial reporting. As part of our audits we are required to obtain an understanding of internal control over financial reporting but not for the purpose of expressing an opinion on the effectiveness of the Fund’s internal control over financial reporting. Accordingly, we express no such opinion.
Our audits included performing procedures to assess the risk 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 procedures included confirmation of securities owned as of October 31, 2022 by correspondence with the custodian, brokers, or by other appropriate auditing procedures where replies from brokers were not received. 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. We believe that our audits provide a reasonable basis for our opinion.
/s/ BBD, LLP
We have served as the auditor of the Fund since 2021.
Philadelphia, Pennsylvania
December 27, 2022

29


Hartford Schroders Sustainable Core Bond Fund
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 the Fund’s liquidity risk. The Liquidity Rule generally defines liquidity risk as the risk that the 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 the Fund, 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 the Fund’s liquidity risk; (2) the classification and periodic review (no less frequently than monthly) of the 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 the 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 the Fund’s highly liquid investments below its HLIM; and (6) periodic reporting to the Board.
At a meeting of the Board held August 9-10, 2022, HFMC provided an annual written report to the Board covering the period ended on June 30, 2022 (the “Reporting Period”). 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 Fund’s liquidity risk);
an assessment of the adequacy and effectiveness of the LRM Program’s (and related policies and procedures’) implementation;
the operation, and assessment of the adequacy and effectiveness, of the Fund’s HLIM;
whether the third-party liquidity vendor’s (“LRM Program Vendor”) processes for determining preliminary liquidity classifications, including the particular methodologies or factors used and metrics analyzed by the LRM Program Vendor, are sufficient under the Liquidity Rule and appropriate in light of the Fund’s specific circumstances; and
any material changes to the LRM Program.
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 Fund’s 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 the Fund’s HLIM.
During the Reporting Period, HFMC did not reduce the HLIM for the 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 the Fund and that the LRM Program has been and continues to be adequately and effectively implemented with respect to the Fund. Because liquidity in the capital markets in which the Fund invests is beyond the control of the Fund, there can be no assurance that the LRM Program will ensure liquidity under all circumstances and does not protect against the risk of loss.

30


Hartford Schroders Sustainable Core Bond Fund
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, 2022. 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 HELD
BY DIRECTOR
NON-INTERESTED DIRECTORS
HILARY E. ACKERMANN
(1956)
  Director   Since 2014   Ms. Ackermann served as Chief Risk Officer at Goldman Sachs Bank USA from October 2008 to November 2011.   80   Ms. Ackermann served as a Director of Dynegy, Inc. from October 2012 until its acquisition by Vistra Energy Corporation ("Vistra") in 2018, and since that time she has served as a Director of Vistra. Ms. Ackermann serves as a Director of Credit Suisse Holdings (USA), Inc. from January 2017 to present.
ROBIN C. BEERY
(1967)
  Director   Since 2017   Ms. Beery has served as a consultant to ArrowMark Partners (an alternative asset manager) since March of 2015 and since November 2018 has been employed by ArrowMark Partners as a Senior Advisor. Previously, she was Executive Vice President, Head of Distribution, for Janus Capital Group, and Chief Executive Officer and President of the Janus Mutual Funds (a global asset manager) from September 2009 to August 2014.   80   Ms. Beery serves as an independent Director of UMB Financial Corporation (January 2015 to present), has chaired the Compensation Committee since April 2017, and serves on the Audit Committee and the Risk Committee.
DERRICK D. CEPHAS
(1952)
  Director   Since 2020   Mr. Cephas currently serves as Of Counsel to Squire Patton Boggs LLP, an international law firm with 45 offices in 20 countries. Until his retirement in October 2020, Mr. Cephas was a Partner of Weil, Gotshal & Manges LLP, an international law firm headquartered in New York, where he served as the Head of the Financial Institutions Practice (April 2011 to October 2020).   80   Mr. Cephas currently serves as a Director of Signature Bank, a New York-based commercial bank, and is a member of the Credit Committee, Examining Committee and Risk Committee. Mr. Cephas currently serves as a Director of Claros Mortgage Trust, Inc., a real estate investment trust.
CHRISTINE R. DETRICK
(1958)
  Director and Chair of the Board   Director since 2016; Chair of the Board since 2021   From 2002 until 2012, Ms. Detrick was a Senior Partner, Leader of the Financial Services Practice, and a Senior Advisor at Bain & Company (“Bain”). Before joining Bain, she served in various senior management roles for other financial services firms and was a consultant at McKinsey and Company.   80   Ms. Detrick currently serves as a Director of Charles River Associates (May 2020 to present); currently serves as a Director of Capital One Financial Corporation (since November 2021); and currently serves as a Director of Altus Power, Inc (since December 2021).
JOHN J. GAUTHIER
(1961)
  Director   Since 2022   Mr. Gauthier currently is the Principal Owner of JJG Advisory, LLC, an investment consulting firm, and Co-Founder and Principal Owner of Talcott Capital Partners (a placement agent for investment managers serving insurance companies). From 2008 to 2018, Mr. Gauthier served as a Senior Vice President (2008-2010), Executive Vice President (2010-2012), and President (2012-2018) of Allied World Financial Services (a global provider of property, casualty and specialty insurance and reinsurance solutions).   80   Mr. Gauthier serves as a Director of Reinsurance Group of America, Inc. (from 2018 to present) and chairs the Investment Committee and is a member of the Audit and Risk Committees.

31


Hartford Schroders Sustainable Core Bond Fund
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 HELD
BY DIRECTOR
ANDREW A. JOHNSON
(1962)
  Director   Since 2020   Mr. Johnson currently serves as a Diversity and Inclusion Advisor at Neuberger Berman, a private, global investment management firm. Prior to his current role, Mr. Johnson served as Chief Investment Officer and Head of Global Investment Grade Fixed Income at Neuberger Berman (January 2009 to December 2018).   80   Mr. Johnson currently serves as a Director of AGNC Investment Corp., a real estate investment trust.
PAUL L. ROSENBERG
(1953)
  Director   Since 2020   Mr. Rosenberg is a Partner of The Bridgespan Group, a global nonprofit consulting firm that is a social impact advisor to nonprofits, non-governmental organizations, philanthropists and institutional investors (October 2007 to present).   80   None
DAVID SUNG
(1953)
  Director   Since 2017   Mr. Sung was a Partner at Ernst & Young LLP from October 1995 to July 2014.   80   Mr. Sung serves as a Trustee of Ironwood Institutional Multi-Strategy Fund, LLC and Ironwood Multi-Strategy Fund, LLC (October 2015 to present).
OFFICERS AND INTERESTED DIRECTORS
JAMES E. DAVEY(4)
(1964)
  Director, President and Chief Executive Officer   President and Chief Executive Officer since 2010; Director since 2012   Mr. Davey serves as Executive Vice President of The Hartford Financial Services Group, Inc. Mr. Davey has served in various positions within The Hartford and its subsidiaries and joined The Hartford in 2002. Additionally, Mr. Davey serves as Director, Chairman, President, and Senior Managing Director for Hartford Funds Management Group, Inc. ("HFMG"). Mr. Davey also serves as President, Manager, Chairman of the Board, and Senior Managing Director for Hartford Funds Management Company, LLC (“HFMC”); Manager, Chairman of the Board, and President of Lattice Strategies LLC (“Lattice”); Chairman of the Board, Manager, and Senior Managing Director of Hartford Funds Distributors, LLC (“HFD”); and Chairman of the Board, President and Senior Managing Director of Hartford Administrative Services Company (“HASCO”), each of which is an affiliate of HFMG.   80   None
AMY N. FURLONG
(1979)
  Vice President   Since 2018   Ms. Furlong serves as Vice President and Assistant Treasurer of HFMC (since September 2019). From 2018 through March 15, 2021, Ms. Furlong served as the Treasurer of the Company. Ms. Furlong has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Furlong joined The Hartford in 2004.   N/A   N/A
WALTER F. GARGER
(1965)
  Vice President and Chief Legal Officer   Since 2016   Mr. Garger serves as Secretary, Managing Director and General Counsel of HFMG, HFMC, HFD, and HASCO (since 2013). Mr. Garger also serves as Secretary and General Counsel of Lattice (since July 2016). Mr. Garger has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Garger joined The Hartford in 1995.   N/A   N/A
THEODORE J. LUCAS
(1966)
  Vice President   Since 2017   Mr. Lucas serves as Executive Vice President of HFMG (since July 2016) and as Executive Vice President of Lattice (since June 2017). Previously, Mr. Lucas served as Managing Partner of Lattice (2003 to 2016).   N/A   N/A
JOSEPH G. MELCHER
(1973)
  Vice President, Chief Compliance Officer and AML Compliance Officer   Vice President and Chief Compliance Officer since 2013; AML Compliance Officer since August 1, 2022   Mr. Melcher serves as Executive Vice President of HFMG and HASCO (since December 2013). Mr. Melcher also serves as Executive Vice President (since December 2013) and Chief Compliance Officer (since December 2012) of HFMC, serves as Executive Vice President and Chief Compliance Officer of Lattice (since July 2016), serves as Executive Vice President of HFD (since December 2013), and has served as President and Chief Executive Officer of HFD (from April 2018 to June 2019).   N/A   N/A

32


Hartford Schroders Sustainable Core Bond Fund
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 HELD
BY DIRECTOR
VERNON J. MEYER
(1964)
  Vice President   Since 2006   Mr. Meyer serves as Managing Director and Chief Investment Officer of HFMC and Managing Director of HFMG (since 2013). Mr. Meyer also serves as Senior Vice President-Investments of Lattice (since March 2019). Mr. Meyer has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Meyer joined The Hartford in 2004.   N/A   N/A
DAVID A. NAAB
(1985)
  Vice President and Treasurer   Since 2021   Mr. Naab serves as Vice President and Assistant Treasurer of HFMC (since June 2021). Prior to joining HFMC in 2021, Mr. Naab served in various positions as an associate, senior associate, manager, senior manager, and director within the investment management, financial services, and asset & wealth management practice groups of PricewaterhouseCoopers, LLP from 2007 to 2020.   N/A   N/A
ALICE A. PELLEGRINO
(1960)
  Vice President and Assistant Secretary   Since 2016   Ms. Pellegrino is Deputy General Counsel for HFMG (since April 2022) and currently serves as Vice President of HFMG (since December 2013). Ms. Pellegrino also serves as Vice President and Assistant Secretary of Lattice (since June 2017). Ms. Pellegrino has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Pellegrino joined The Hartford in 2007.   N/A   N/A
THOMAS R. PHILLIPS
(1960)
  Vice President and Secretary   Since 2017   Mr. Phillips is Deputy General Counsel for HFMG and currently serves as a Senior Vice President (since June 2021) and Assistant Secretary (since June 2017) for HFMG. Mr. Phillips also serves as Vice President of HFMC (since June 2021). Prior to joining HFMG in 2017, Mr. Phillips was a Director and Chief Legal Officer of Saturna Capital Corporation from 2014–2016. Prior to that, Mr. Phillips was a Partner and Deputy General Counsel of Lord, Abbett & Co. LLC.   N/A   N/A
    
(1) The address for each officer and Director is c/o Hartford Funds 690 Lee Road, Wayne, Pennsylvania 19087.
(2) Term of Office: Each Director holds an indefinite term until his or her retirement, resignation, removal, or death. Directors generally must retire no later than December 31 of the year in which the Director turns 75 years of age. Each Fund officer generally serves until his or her resignation, removal, or death.
(3) The portfolios of the “Fund Complex” are operational series of The Hartford Mutual Funds, Inc., The Hartford Mutual Funds II, Inc., Hartford Series Fund, Inc., Hartford HLS Series Fund II, Inc., Lattice Strategies Trust and Hartford Funds Exchange-Traded Trust.
(4) “Interested person,” as defined in the 1940 Act, of the Company because of the person’s affiliation with, or equity ownership of, HFMC, HFD or affiliated companies.

33


Hartford Schroders Sustainable Core Bond Fund

HOW TO OBTAIN A COPY OF THE FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)
A description of the policies and procedures that the Fund uses to determine how to vote proxies relating to portfolio securities and information about how the 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)
The 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. The 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 Fund's website, hartfordfunds.com, and (3) on the SEC’s website at http://www.sec.gov.

34


Hartford Schroders Sustainable Core Bond Fund
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)

The Hartford Mutual Funds II, Inc.
Hartford Schroders Sustainable Core Bond Fund
Hartford Schroders Sustainable Core Bond Fund (the "Fund") is a successor to a corresponding series of Schroder Series Trust (the "Predecessor Fund") pursuant to a reorganization consummated after the close of business on November 12, 2021.
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 9-10, 2022, 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 The Hartford Mutual Funds, Inc. ("HMF"), on behalf of its series, and HMF II, on behalf of the Fund (the "Management Agreement"); and (ii) the continuation of an investment sub-advisory agreement (the "Sub-Advisory Agreement" and together with the Management Agreement, the "Agreements") by and between HFMC and the Fund’s sub-adviser, Schroder Investment Management North America Inc. ("SIMNA Inc." or the "Sub-adviser" and together with HFMC, the "Advisers"), with respect to the Fund.
In the months preceding the August 9-10, 2022 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 the 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, 2022 and August 9-10, 2022. 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 the 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, 2022 and August 9-10, 2022 concerning the Agreements and at the special meeting of the Board’s Investment Committee on May 20, 2022 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 the 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 the 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 the Fund’s contractual management fees, actual management fees, total expense ratios and investment performance. In addition, the Consultant previously reviewed the profitability methodologies utilized by HFMC in connection with the continuation of the Management Agreement.
In determining whether to approve the continuation of 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 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 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 and the Consultant on June 10, 2022 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 10, 2022 and June 15-16, 2022 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 9-10, 2022 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.

35


Hartford Schroders Sustainable Core Bond Fund
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

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 the 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 Fund, including each Adviser’s ability and experience in attracting and retaining qualified personnel to service the Fund. 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 Fund and other Hartford funds.
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 Fund’s 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 Fund’s compliance control structure, as applicable, including the resources devoted by the Advisers in support of the Fund’s obligations pursuant to Rule 38a-1 under the 1940 Act and the Fund’s risk management programs, as well as the efforts of the Advisers to address cybersecurity risks. The Board also considered HFMC’s investments in business continuity planning designed to benefit the Fund, 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 Fund and its service providers operate.
With respect to HFMC, the Board noted that, under the Management Agreement, HFMC is responsible for the management of the Fund, including oversight of fund operations and service providers, and the provision of investment advisory and administrative 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 the Fund’s portfolio management team, and ongoing 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 Fund and the service providers to the Fund. The Board also considered HFMC’s day-to-day oversight of the 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 Fund’s investments and those of other funds or accounts, if any, managed by the Fund’s portfolio management personnel.
In addition, the Board considered HFMC’s overall strategic plan for, and 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 Fund’s officers.
With respect to the Sub-adviser, which provides certain day-to-day portfolio management services for the Fund, 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 and environmental, social and/or governance (ESG) investing. The Board considered the experience of the Fund’s portfolio managers, the number of accounts managed by the portfolio managers, and the Sub-adviser’s method for compensating the portfolio managers. The Board also considered the Sub-adviser’s succession planning practices to ensure continuity of portfolio management services provided to the Fund.
The Board considered the benefits to shareholders of being part of the family of Hartford funds, including, the right to exchange investments between the same class of shares and the ability to reinvest Fund dividends into other Hartford funds (excluding the Hartford funds that are exchange-traded funds). 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 the 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 the Fund by HFMC and the Sub-adviser.

36


Hartford Schroders Sustainable Core Bond Fund
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

Performance of the Fund and the Advisers
The Board considered the investment performance of the Fund, which included the performance of the Predecessor Fund. The Board noted that the Predecessor Fund had been managed by SIMNA Inc. In this regard, the Board reviewed the performance of the Fund over different time periods 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 the 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 the Fund’s performance, see the Fund Factors 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 the 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 the 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 the 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 Fund.
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 the Fund and HFMC’s profitability, both overall and for the 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 the 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 considered representations from HFMC and the Sub-adviser that the Sub-adviser’s fees were negotiated at arm’s length and that the sub-advisory fees are paid by HFMC and not the Fund. Accordingly, the Board concluded that the profitability of the Sub-adviser is a less relevant factor with respect to the Board’s consideration of the Sub-Advisory Agreement.
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 the 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 the 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 the 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 the Fund and the amount of the management fee retained by

37


Hartford Schroders Sustainable Core Bond Fund
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

HFMC, and total operating expenses for the Fund. The Board also reviewed information from Broadridge comparing the 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 the Fund’s expenses, see the Fund Factors synopsis below.
The Board considered the methodology used by Broadridge to select the funds included in the expense group. While the Board recognized that comparisons between the 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 the Fund’s fees and total operating expenses. In addition, the Board considered the analysis and views of the Consultant relating to the Fund’s fees and total operating expenses and expense group.
The Board received information regarding fees charged by the Sub-adviser to any other clients with investment strategies similar to those of the Fund, including any 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 Fund 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 the 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 the 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 the Fund, 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 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 the Fund’s assets decline. In addition, the Board considered that initially setting competitive fee rates, pricing the 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 of the Hartford funds in recent years, which has resulted in benefits being realized by shareholders. The Board also noted that 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 the 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 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 receives fees for fund accounting and related services from the Fund, and the Board considered information on the profitability to HFMC from providing such services to the Fund. The Board also considered that the 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

38


Hartford Schroders Sustainable Core Bond Fund
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)

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 the Fund, and HASCO. The Board reviewed information about the profitability to HASCO of the Fund’s transfer agency function. The Board considered information provided by HFMC indicating that the transfer agency fees charged by HASCO to the Fund 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, subject to oversight.
The Board also considered that Hartford Funds Distributors, LLC ("HFD"), an affiliate of HFMC, serves as principal underwriter of the Fund. The Board noted that, as principal underwriter, HFD receives distribution and service fees from the Fund. 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-adviser serves 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 Fund, and HFMC compensates SFA for such services.
The Board considered the benefits, if any, to the Sub-adviser from any use of the 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.
Fund Factors
For purposes of evaluating the Fund’s performance, the Board considered the Fund’s performance relative to similarly managed funds and the Fund’s performance relative to its benchmark. In particular, the Board considered the Fund’s performance of its Class I shares (net of all fees and expenses), as of March 31, 2022, and compared that performance to the Fund’s peer universe, which includes all funds within the same classification or category, as determined by an independent firm engaged by the Board. The Board considered the Fund’s performance relative to its peer universe by evaluating its quintile ranking, with the 1st quintile representing the top performing funds within a peer universe and the 5th quintile representing the lowest performing funds. For purposes of evaluating the Fund’s performance relative to its benchmark, the Board considered the Fund’s performance of its Class I shares (net of all fees and expenses) as of March 31, 2022. The Board considered Fund performance to be "in line with" the Fund’s benchmark where it was 0.5% above or below the benchmark return. With respect to fees and expenses, the Board considered the Fund’s contractual and actual management fee, and total operating expenses of its Class I shares (net of all fees and expenses), as compared to the Fund’s expense peer group, which includes a group of similarly sized funds selected by the independent firm engaged by the Board.
The Board noted that the Fund’s performance was in the 2nd quintile versus its peer universe for the 1-year period and the 1st quintile for the 3-year period. The Board also noted that the Fund’s performance was in line with its benchmark for the 1-year period and above its benchmark for the 3-year period.
The Board noted that the Fund’s contractual and actual management fee were in the 1st quintile of its expense group and its total expenses were in the 3rd quintile. The Board noted that Class I Shares of the Fund have a contractual expense cap of 0.51% through February 28, 2023, which resulted in HFMC reimbursing the Fund for certain expenses.
* * * *
Based upon the review of the factors summarized above, among others, the Board concluded that it is in the best interests of the 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.

39


Hartford Schroders Sustainable Core Bond Fund
Supplemental Proxy Information (Unaudited)

A special meeting of shareholders of the Predecessor Fund was held on October 28, 2021, and adjourned to November 3, 2021 (“Shareholder Meeting”). At the Shareholder Meeting, shareholders of the Predecessor Fund voted to approve an agreement and plan of reorganization pursuant to which the Predecessor Fund would transfer all of its assets to the Fund, in exchange for shares of the designated classes of the Fund and the assumption by the Fund of all of the liabilities of the Predecessor Fund. The final results of the Shareholder Meeting are reported below:
 
Shares Outstanding (as of Record Date (September 2, 2021)): 8,393,022.000
Total Shares Voted: 4,804,217.000
Percentage of Shares Voted: 57.24%
Votes For: 4,804,217.000
Percentage of Shares For: 100.00%
Votes Against: 0
Percentage of Shares Against: 0.00%
Votes Abstained: 0
Percentage of Shares Abstained: 0.00%

40


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:
a) management;
b) use; and
c) protection;
of Personal Information.
This notice describes how we collect, disclose, and protect Personal Information.
We collect Personal Information to:
a) service your Transactions with us; and
b) support our business functions.
We may obtain Personal Information from:
a) You;
b) your Transactions with us; and
c) third parties such as a consumer-reporting agency.
Based on the type of product or service You apply for or get from us, Personal Information such as:
a) your name;
b) your address;
c) your income;
d) your payment; or
e) your credit history;
may be gathered from sources such as applications, Transactions, and consumer reports.
To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:
a) our insurance companies;
b) our employee agents;
c) our brokerage firms; and
d) our administrators.
As allowed by law, we may share Personal Financial Information with our affiliates to:
a) market our products; or
b) market our services;
to You without providing You with an option to prevent these disclosures.
We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:
a) independent agents;
b) brokerage firms;
c) insurance companies;
d) administrators; and
e) service providers;
who help us serve You and service our business.
When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:
a) taking surveys;
b) marketing our products or services; or
c) offering financial products or services under a joint agreement
between us and one or more financial institutions.
We, and third parties we partner with, may track some of the pages You visit through the use of:
a) cookies;
b) pixel tagging; or
c) other technologies;
and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.
For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.
We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:
a) “opt-out;” or
b) “opt-in;”
as required by law.
We only disclose Personal Health Information with:
a) your authorization; or
b) as otherwise allowed or required by law.
Our employees have access to Personal Information in the course of doing their jobs, such as:
a) underwriting policies;
b) paying claims;
c) developing new products; or
d) advising customers of our products and services.


We use manual and electronic security procedures to maintain:
a) the confidentiality; and
b) the integrity of;
Personal Information that we have. We use these procedures to guard against unauthorized access.
Some techniques we use to protect Personal Information include:
a) secured files;
b) user authentication;
c) encryption;
d) firewall technology; and
e) the use of detection software.
We are responsible for and must:
a) identify information to be protected;
b) provide an adequate level of protection for that data; and
c) grant access to protected data only to those people who must use
it in the performance of their job-related duties.
Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.
We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.
As used in this Privacy Notice:
Application means your request for our product or service.
Personal Financial Information means financial information such as:
a) credit history;
b) income;
c) financial benefits; or
d) policy or claim information.
Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.
Personal Health Information means health information such as:
a) your medical records; or
b) information about your illness, disability or injury.
Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:
a) Personal Financial Information; and
b) Personal Health Information.
Transaction means your business dealings with us, such as:
a) your Application;
b) your request for us to pay a claim; and
c) your request for us to take an action on your account.
You means an individual who has given us Personal Information in conjunction with:
a) asking about;
b) applying for; or
c) obtaining;
a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.
If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Consumer Rights and Privacy Compliance Unit, One Hartford Plaza, Mail Drop: HO1-09, 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 2022), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations:
1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; Business Management Group, Inc.; Cervus Claim Solutions, LLC; First State Insurance Company; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford 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 the Southeast General Agency, Inc.; 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 (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 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 2022


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This report is submitted for the general information of the shareholders of the Hartford Schroders Sustainable Core Bond Fund (the "Fund"). It is not authorized for distribution to persons who are not shareholders of the Fund unless preceded or accompanied by a current prospectus. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of the Fund.
The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.
Investors should carefully consider the 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 Fund is distributed by Hartford Funds Distributors, LLC.
MFAR-SSCB22    12/22     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:

$345,358 for the fiscal year ended October 31, 2022; $284,690 for the fiscal year ended October 31, 2021, as follows:

 

     Fiscal year ended October
31, 2022
   Fiscal year ended October
31, 2021

PricewaterhouseCoopers LLP

   $324,958    $284,690

BBD, LLP

   $20,400    $0

Aggregate Fees

   $345,358    $284,690

 

  (b)

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

$0 for the fiscal year ended October 31, 2022; $0 for the fiscal year ended October 31, 2021.


  (c)

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

$73,892 for the fiscal year ended October 31, 2022; $65,952 for the fiscal year ended October 31, 2021, as follows:

 

     Fiscal year ended October
31, 2022
   Fiscal year ended October
31, 2021

PricewaterhouseCoopers LLP

   $73,892    $65,952

BBD, LLP

   $0    $0

Aggregate Fees

   $73,892    $65,952

Tax-related services were principally in connection with, but not limited to, general tax services and excise tax services.

 

  (d)

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

$982 for the fiscal year ended October 31, 2022; $11,586 for the fiscal year ended October 31, 2021, as follows:

 

     Fiscal year ended October
31, 2022
   Fiscal year ended October
31, 2021

PricewaterhouseCoopers LLP

   $982    $11,586

BBD, LLP

   $0    $0

Aggregate Fees

   $982    $11,586

These fees were principally in connection with, but not limited to, general audit related products and services and an accounting research tool subscription.

 

            (e)

(1)

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

 

  a)

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

 

  b)

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


 

the Fund, if the non-audit services to the Service Affiliate directly impact the Fund’s operations and financial reporting.

 

  c)

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

 

  d)

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

 

  (e)  (2)

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

 

  (f)

None of the hours expended on the principal accountant’s engagement to audit the registrant’s financial statements for the year ended October 31, 2022, were attributed to work performed by persons other than the principal accountant’s full-time, permanent employees.

 

  (g)

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

The aggregate non-audit fees billed by the registrant’s accountant for services rendered to the registrant: $74,874 for the fiscal year ended October 31, 2022; $77,538 for the fiscal year ended October 31, 2021, as follows:

 

     Fiscal year ended October
31, 2022
   Fiscal year ended October
31, 2021

PricewaterhouseCoopers LLP

   $74,874    $77,538

BBD, LLP

   $0    $0

Aggregate Fees

   $74,874    $77,538

The aggregate non-audit fees billed by the registrant’s accountant for services rendered to the registrant’s investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser was $120,925 for the fiscal year ended October 31, 2022 and $325,000 for the fiscal year ended October 31, 2021, as follows:


     Fiscal year ended October
31, 2022
   Fiscal year ended October
31, 2021

PricewaterhouseCoopers LLP

   $120,925    $325,000

BBD, LLP

   $0    $0

Aggregate Fees

   $120,925    $325,000

 

  (h)

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

 

  (i)

Not applicable.

 

  (j)

Not applicable.

Item 5. Audit Committee of Listed Registrants.

Not applicable.

Item 6. Investments.

 

  (a)

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

  (b)

Not applicable.

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

Not applicable.

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

Not applicable.

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

Not applicable.

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

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


Item 11. Controls and Procedures.

 

  (a)

The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

 

  (b)

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

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

Not applicable.

Item 13. Exhibits.

 

  (a)(1)

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, 2023

   

By:

 

/s/ James E. Davey

     

James E. Davey

     

President and Chief Executive Officer

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

 

Date: January 6, 2023

   

By:

 

/s/ James E. Davey

     

James E. Davey

     

President and Chief Executive Officer

 

Date: January 6, 2023

   

By:

 

/s/ David A. Naab

     

David A. Naab

     

Treasurer

     

(Principal Financial Officer and Principal

Accounting Officer)