Hartford Multifactor International Fund
|
Schedule of Investments
June 30, 2021 (Unaudited)
Shares or Principal Amount | Market Value | |||||||
Common Stocks - 97.9% |
||||||||
Australia - 8.6% |
| |||||||
1,945 | AGL Energy Ltd. |
$ | 11,950 | |||||
325 | Ansell Ltd. |
10,602 | ||||||
9 | ASX Ltd. |
525 | ||||||
1,082 | Aurizon Holdings Ltd. |
3,014 | ||||||
2,566 | AusNet Services |
3,363 | ||||||
613 | Australia & New Zealand Banking Group Ltd. |
12,939 | ||||||
715 | Bendigo & Adelaide Bank Ltd. |
5,622 | ||||||
538 | BHP Group Ltd. |
19,573 | ||||||
1,212 | BlueScope Steel Ltd. |
19,915 | ||||||
30 | Commonwealth Bank of Australia |
2,246 | ||||||
387 | Computershare Ltd. |
4,905 | ||||||
55 | CSL Ltd. |
11,763 | ||||||
2,432 | Dexus REIT |
19,387 | ||||||
621 | Endeavour Group Ltd.* |
2,929 | ||||||
783 | Evolution Mining Ltd. |
2,646 | ||||||
1,440 | Fortescue Metals Group Ltd. |
25,155 | ||||||
124 | GPT Group REIT |
454 | ||||||
1,925 | Harvey Norman Holdings Ltd. |
7,917 | ||||||
443 | JB Hi-Fi Ltd. |
16,789 | ||||||
1,697 | Medibank Pvt Ltd. |
4,023 | ||||||
2,633 | Metcash Ltd. |
7,896 | ||||||
582 | Mineral Resources Ltd. |
23,377 | ||||||
1,943 | Mirvac Group REIT |
4,236 | ||||||
226 | Premier Investments Ltd. |
4,839 | ||||||
38 | Pro Medicus Ltd. |
1,674 | ||||||
133 | Reece Ltd. |
2,355 | ||||||
643 | Sonic Healthcare Ltd. |
18,528 | ||||||
166 | Suncorp Group Ltd. |
1,382 | ||||||
4,666 | Telstra Corp. Ltd. |
13,160 | ||||||
178 | Washington H Soul Pattinson & Co., Ltd.(1) |
4,501 | ||||||
577 | Wesfarmers Ltd. |
25,580 | ||||||
621 | Woolworths Group Ltd. |
17,771 | ||||||
|
|
|||||||
311,016 | ||||||||
|
|
|||||||
Austria - 0.4% |
| |||||||
105 | Andritz AG |
5,905 | ||||||
8 | Mayr Melnhof Karton AG |
1,704 | ||||||
58 | Oesterreichische Post AG |
3,084 | ||||||
192 | UNIQA Insurance Group AG |
1,672 | ||||||
37 | Vienna Insurance Group AG Wiener Versicherung Gruppe |
1,016 | ||||||
|
|
|||||||
13,381 | ||||||||
|
|
|||||||
Belgium - 1.3% |
| |||||||
14 | Ackermans & van Haaren N.V. |
2,366 | ||||||
280 | Ageas S.A. |
15,560 | ||||||
7 | Cofinimmo S.A. REIT |
1,066 | ||||||
134 | Etablissements Franz Colruyt N.V. |
7,493 | ||||||
40 | Groupe Bruxelles Lambert S.A. |
4,479 | ||||||
489 | Proximus S.A. |
9,452 | ||||||
40 | UCB S.A. |
4,189 | ||||||
13 | VGP N.V. |
2,565 | ||||||
|
|
|||||||
47,170 | ||||||||
|
|
|||||||
Canada - 11.1% |
| |||||||
364 | Algonquin Power & Utilities Corp.(1) |
5,424 | ||||||
307 | Alimentation Couche-Tard, Inc. Class B |
11,281 | ||||||
54 | Atco Ltd. Class I |
1,915 | ||||||
800 | B2Gold Corp. |
3,356 | ||||||
150 | Bank of Montreal |
15,375 | ||||||
135 | Bank of Nova Scotia |
8,780 | ||||||
306 | Barrick Gold Corp. |
6,329 | ||||||
427 | BCE, Inc. |
21,057 | ||||||
200 | Cameco Corp. |
3,834 | ||||||
255 | Canadian Apartment Properties REIT |
11,956 |
Hartford Multifactor International Fund
|
Schedule of Investments (continued)
June 30, 2021 (Unaudited)
Shares or Principal Amount | Market Value | |||||||
29 | Canadian Imperial Bank of Commerce |
$ | 3,301 | |||||
18 | Canadian National Railway Co. |
1,899 | ||||||
355 | Canadian Solar, Inc.* |
15,918 | ||||||
40 | Canadian Tire Corp. Ltd. Class A |
6,330 | ||||||
124 | CGI, Inc.* |
11,243 | ||||||
4 | Constellation Software, Inc. |
6,058 | ||||||
151 | Emera, Inc. |
6,851 | ||||||
383 | Empire Co., Ltd. Class A |
12,081 | ||||||
100 | Enghouse Systems Ltd. |
4,452 | ||||||
100 | Finning International, Inc. |
2,618 | ||||||
212 | Fortis, Inc. |
9,384 | ||||||
149 | George Weston Ltd. |
14,202 | ||||||
437 | Great-West Lifeco, Inc. |
12,980 | ||||||
394 | Hydro One Ltd.(2) |
9,523 | ||||||
72 | iA Financial Corp., Inc. |
3,920 | ||||||
58 | IGM Financial, Inc. |
2,048 | ||||||
1,863 | Kinross Gold Corp. |
11,813 | ||||||
331 | Loblaw Cos., Ltd. |
20,371 | ||||||
31 | Magna International, Inc. |
2,870 | ||||||
318 | Manulife Financial Corp. |
6,259 | ||||||
332 | Metro, Inc. |
15,917 | ||||||
200 | Northland Power, Inc. |
6,823 | ||||||
148 | Open Text Corp. |
7,516 | ||||||
183 | Parkland Corp. |
5,914 | ||||||
273 | Power Corp. of Canada |
8,629 | ||||||
290 | Quebecor, Inc. Class B |
7,734 | ||||||
210 | Rogers Communications, Inc. Class B |
11,164 | ||||||
228 | Royal Bank of Canada |
23,100 | ||||||
126 | Saputo, Inc. |
3,758 | ||||||
51 | Shaw Communications, Inc. Class B |
1,477 | ||||||
69 | Stantec, Inc. |
3,079 | ||||||
179 | Sun Life Financial, Inc. |
9,230 | ||||||
100 | TC Energy Corp. |
4,948 | ||||||
732 | TELUS Corp. |
16,416 | ||||||
91 | Toromont Industries Ltd. |
7,928 | ||||||
100 | Toronto-Dominion Bank |
7,008 | ||||||
200 | Tourmaline Oil Corp. |
5,716 | ||||||
|
|
|||||||
399,785 | ||||||||
|
|
|||||||
China - 0.6% |
| |||||||
1,000 | Kerry Logistics Network Ltd. |
3,034 | ||||||
17,900 | Yangzijiang Shipbuilding Holdings Ltd. |
18,807 | ||||||
|
|
|||||||
21,841 | ||||||||
|
|
|||||||
Denmark - 2.1% |
| |||||||
7 | Carlsberg A/S Class B |
1,306 | ||||||
113 | Coloplast A/S Class B |
18,553 | ||||||
11 | GN Store Nord A/S |
962 | ||||||
249 | H. Lundbeck A/S |
7,929 | ||||||
333 | Novo Nordisk A/S Class B |
27,875 | ||||||
116 | Pandora A/S |
15,650 | ||||||
6 | Rockwool International A/S Class B |
2,922 | ||||||
18 | SimCorp A/S |
2,261 | ||||||
|
|
|||||||
77,458 | ||||||||
|
|
|||||||
Finland - 1.0% |
| |||||||
25 | Elisa Oyj |
1,492 | ||||||
457 | Kesko Oyj Class B |
16,875 | ||||||
105 | Kone Oyj Class B |
8,570 | ||||||
104 | Metsa Board Oyj |
1,070 | ||||||
43 | Nokian Renkaat Oyj |
1,737 | ||||||
191 | Orion Oyj Class B |
8,212 | ||||||
|
|
|||||||
37,956 | ||||||||
|
|
|||||||
France - 5.6% |
| |||||||
34 | Arkema S.A. |
4,273 |
Hartford Multifactor International Fund
|
Schedule of Investments (continued)
June 30, 2021 (Unaudited)
Shares or Principal Amount | Market Value | |||||||
96 | Atos SE |
$ | 5,846 | |||||
74 | AXA S.A. |
1,879 | ||||||
96 | BioMerieux |
11,154 | ||||||
649 | Bollore S.A. |
3,482 | ||||||
576 | Bouygues S.A. |
21,335 | ||||||
713 | Carrefour S.A. |
14,032 | ||||||
93 | Cie Generale des Etablissements Michelin SCA |
14,842 | ||||||
102 | Danone S.A. |
7,176 | ||||||
3 | Dassault Aviation S.A. |
3,534 | ||||||
75 | Eiffage S.A. |
7,639 | ||||||
1,604 | Electricite de France S.A.(1) |
21,920 | ||||||
14 | Faurecia SE |
688 | ||||||
37 | Gaztransport Et Technigaz S.A. |
2,994 | ||||||
15 | Gecina S.A. REIT |
2,298 | ||||||
48 | Iliad S.A. |
7,033 | ||||||
12 | LOreal S.A. |
5,359 | ||||||
1,013 | Orange S.A.(1) |
11,561 | ||||||
67 | Publicis Groupe S.A. |
4,288 | ||||||
148 | Rubis SCA |
6,585 | ||||||
160 | Sanofi |
16,810 | ||||||
14 | Sartorius Stedim Biotech |
6,626 | ||||||
24 | SEB S.A. |
4,342 | ||||||
41 | Societe BIC S.A. |
2,852 | ||||||
330 | Suez(1) |
7,851 | ||||||
6 | Trigano S.A. |
1,241 | ||||||
149 | Vivendi S.A. |
5,006 | ||||||
|
|
|||||||
202,646 | ||||||||
|
|
|||||||
Germany - 4.9% |
| |||||||
141 | ADO Properties S.A.(2) |
3,708 | ||||||
38 | Allianz SE |
9,483 | ||||||
355 | Alstria Office AG REIT |
6,559 | ||||||
692 | Aroundtown S.A. |
5,399 | ||||||
66 | Aurubis AG |
6,126 | ||||||
74 | Brenntag AG |
6,887 | ||||||
55 | Covestro AG(2) |
3,556 | ||||||
89 | Deutsche Post AG |
6,061 | ||||||
794 | Deutsche Telekom AG |
16,793 | ||||||
214 | Deutsche Wohnen SE |
13,094 | ||||||
165 | Fresenius Medical Care AG & Co. KGaA |
13,711 | ||||||
103 | Fresenius SE & Co. KGaA |
5,376 | ||||||
8 | Gerresheimer AG |
885 | ||||||
145 | Lanxess AG |
9,951 | ||||||
33 | LEG Immobilien AG |
4,751 | ||||||
149 | Merck KGaA |
28,590 | ||||||
17 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen |
4,659 | ||||||
127 | Software AG |
5,714 | ||||||
352 | TAG Immobilien AG |
11,157 | ||||||
35 | Talanx AG* |
1,432 | ||||||
2,830 | Telefonica Deutschland Holding AG |
7,470 | ||||||
138 | Uniper SE |
5,084 | ||||||
10 | United Internet AG |
409 | ||||||
17 | Vonovia SE |
1,099 | ||||||
|
|
|||||||
177,954 | ||||||||
|
|
|||||||
Hong Kong - 4.8% |
| |||||||
2,000 | BOC Hong Kong Holdings Ltd. |
6,779 | ||||||
1,000 | Champion REIT |
562 | ||||||
3,800 | Chow Tai Fook Jewellery Group Ltd. |
8,682 | ||||||
1,000 | CK Asset Holdings Ltd. |
6,883 | ||||||
1,000 | CK Hutchison Holdings Ltd. |
7,785 | ||||||
500 | CLP Holdings Ltd. |
4,941 | ||||||
1,000 | Dairy Farm International Holdings Ltd. |
4,244 | ||||||
1,000 | Hang Lung Group Ltd. |
2,551 | ||||||
1,000 | Hang Lung Properties Ltd. |
2,425 |
Hartford Multifactor International Fund
|
Schedule of Investments (continued)
June 30, 2021 (Unaudited)
Shares or Principal Amount | Market Value | |||||||
700 | Hang Seng Bank Ltd. |
$ | 13,963 | |||||
2,000 | Henderson Land Development Co., Ltd. |
9,465 | ||||||
2,500 | HK Electric Investments & HK Electric Investments Ltd. |
2,533 | ||||||
1,000 | Hysan Development Co., Ltd. |
3,986 | ||||||
2,000 | Kerry Properties Ltd. |
6,595 | ||||||
1,000 | New World Development Co., Ltd. |
5,186 | ||||||
2,000 | NWS Holdings Ltd. |
2,128 | ||||||
7,623 | PCCW Ltd. |
3,992 | ||||||
500 | Power Assets Holdings Ltd. |
3,068 | ||||||
4,000 | Sino Land Co., Ltd. |
6,306 | ||||||
3,000 | SITC International Holdings Co., Ltd. |
12,537 | ||||||
1,000 | Sun Hung Kai Properties Ltd. |
14,862 | ||||||
2,000 | Swire Properties Ltd. |
5,957 | ||||||
17,000 | WH Group Ltd.(2) |
15,259 | ||||||
4,000 | Xinyi Glass Holdings Ltd. |
16,298 | ||||||
2,500 | Yue Yuen Industrial Holdings Ltd.* |
6,163 | ||||||
|
|
|||||||
173,150 | ||||||||
|
|
|||||||
Ireland - 0.5% |
| |||||||
64 | ICON plc* |
13,229 | ||||||
32 | Kerry Group plc Class A |
4,474 | ||||||
|
|
|||||||
17,703 | ||||||||
|
|
|||||||
Israel - 1.2% |
| |||||||
306 | Bank Leumi Le-Israel BM* |
2,325 | ||||||
6,732 | Bezeq The Israeli Telecommunication Corp. Ltd.* |
7,333 | ||||||
115 | Check Point Software Technologies Ltd.* |
13,355 | ||||||
109 | First International Bank of Israel Ltd.* |
3,492 | ||||||
1 | Isracard Ltd.* |
4 | ||||||
1,318 | Israel Chemicals Ltd. |
8,944 | ||||||
70 | Strauss Group Ltd. |
1,960 | ||||||
19 | Taro Pharmaceutical Industries Ltd.* |
1,367 | ||||||
136 | Tower Semiconductor Ltd.* |
4,022 | ||||||
|
|
|||||||
42,802 | ||||||||
|
|
|||||||
Italy - 2.6% |
| |||||||
2,444 | A2A S.p.A. |
4,999 | ||||||
498 | Assicurazioni Generali S.p.A. |
9,998 | ||||||
93 | De Longhi S.p.A. |
4,054 | ||||||
60 | DiaSorin S.p.A. |
11,353 | ||||||
1,138 | Enel S.p.A. |
10,575 | ||||||
371 | Freni Brembo S.p.A. |
4,702 | ||||||
1,628 | Hera S.p.A. |
6,730 | ||||||
46 | Interpump Group S.p.A. |
2,729 | ||||||
1,021 | Iren S.p.A. |
2,914 | ||||||
577 | Italgas S.p.A. |
3,774 | ||||||
326 | Prysmian S.p.A. |
11,699 | ||||||
420 | Snam S.p.A. |
2,430 | ||||||
814 | Terna Rete Elettrica Nazionale S.p.A. |
6,071 | ||||||
1,366 | Unipol Gruppo S.p.A. |
7,449 | ||||||
1,076 | UnipolSai Assicurazioni S.p.A. |
3,126 | ||||||
|
|
|||||||
92,603 | ||||||||
|
|
|||||||
Japan - 20.8% |
| |||||||
100 | ABC-Mart, Inc. |
5,752 | ||||||
300 | Aeon Co., Ltd. |
8,053 | ||||||
300 | Air Water, Inc. |
4,621 | ||||||
200 | Ajinomoto Co., Inc. |
5,196 | ||||||
400 | Alfresa Holdings Corp. |
5,974 | ||||||
300 | Amada Co., Ltd. |
3,043 | ||||||
100 | Aozora Bank Ltd. |
2,242 | ||||||
1,100 | Astellas Pharma, Inc. |
19,169 | ||||||
300 | Azbil Corp. |
12,431 | ||||||
400 | Bic Camera, Inc. |
4,028 | ||||||
500 | Bridgestone Corp. |
22,726 | ||||||
600 | Brother Industries Ltd. |
11,984 |
Hartford Multifactor International Fund
|
Schedule of Investments (continued)
June 30, 2021 (Unaudited)
Shares or Principal Amount | Market Value | |||||||
200 | Canon Marketing Japan, Inc. |
$ | 4,644 | |||||
500 | Canon, Inc. |
11,301 | ||||||
100 | Chubu Electric Power Co., Inc. |
1,223 | ||||||
100 | COMSYS Holdings Corp. |
2,770 | ||||||
100 | Create SD Holdings Co., Ltd. |
2,965 | ||||||
300 | Daio Paper Corp. |
4,966 | ||||||
200 | Daiwa House Industry Co., Ltd. |
6,014 | ||||||
600 | Daiwa Securities Group, Inc. |
3,296 | ||||||
100 | Ebara Corp. |
4,926 | ||||||
100 | Ezaki Glico Co., Ltd. |
3,727 | ||||||
100 | Fuji Corp. |
2,291 | ||||||
200 | FUJIFILM Holdings Corp. |
14,794 | ||||||
100 | Fujitsu Ltd. |
18,710 | ||||||
100 | GS Yuasa Corp. |
2,557 | ||||||
600 | Haseko Corp. |
8,225 | ||||||
100 | Hisamitsu Pharmaceutical Co., Inc. |
4,937 | ||||||
200 | Hitachi Ltd. |
11,461 | ||||||
400 | Honda Motor Co., Ltd. |
12,865 | ||||||
400 | Iida Group Holdings Co., Ltd. |
10,289 | ||||||
500 | ITOCHU Corp. |
14,427 | ||||||
200 | Iwatani Corp. |
11,984 | ||||||
100 | Izumi Co., Ltd. |
3,761 | ||||||
500 | Japan Post Bank Co., Ltd. |
4,205 | ||||||
600 | Japan Post Holdings Co., Ltd. |
4,928 | ||||||
200 | Japan Post Insurance Co., Ltd. |
3,701 | ||||||
300 | Japan Tobacco, Inc. |
5,669 | ||||||
700 | Ks Holdings Corp. |
8,045 | ||||||
800 | Kajima Corp. |
10,152 | ||||||
100 | Kaken Pharmaceutical Co., Ltd. |
4,291 | ||||||
100 | Kaneka Corp. |
4,035 | ||||||
500 | KDDI Corp. |
15,578 | ||||||
200 | Kewpie Corp. |
4,489 | ||||||
200 | Kinden Corp. |
3,268 | ||||||
100 | Kyowa Exeo Corp. |
2,461 | ||||||
100 | Lawson, Inc. |
4,632 | ||||||
100 | Matsumotokiyoshi Holdings Co., Ltd. |
4,427 | ||||||
400 | Medipal Holdings Corp. |
7,647 | ||||||
100 | MEIJI Holdings Co., Ltd. |
5,992 | ||||||
100 | Mitsubishi Corp. |
2,732 | ||||||
400 | Mitsubishi Electric Corp. |
5,807 | ||||||
100 | Mitsubishi Heavy Industries Ltd. |
2,952 | ||||||
600 | Mitsubishi UFJ Lease & Finance Co., Ltd. |
3,218 | ||||||
100 | Mitsui & Co., Ltd. |
2,253 | ||||||
300 | Mitsui Chemicals, Inc. |
10,370 | ||||||
100 | Morinaga Milk Industry Co., Ltd. |
5,212 | ||||||
200 | NEC Corp. |
10,291 | ||||||
300 | NEC Networks & System Integration Corp. |
4,737 | ||||||
200 | Nihon Kohden Corp. |
5,708 | ||||||
100 | Nihon Unisys Ltd. |
3,009 | ||||||
100 | Nippo Corp. |
2,852 | ||||||
700 | Nippon Telegraph & Telephone Corp. |
18,302 | ||||||
100 | Nippon Yusen KK |
5,075 | ||||||
100 | Nomura Research Institute Ltd. |
3,303 | ||||||
400 | Obayashi Corp. |
3,189 | ||||||
100 | Open House Co., Ltd. |
4,699 | ||||||
500 | ORIX Corp. |
8,451 | ||||||
600 | Osaka Gas Co., Ltd. |
11,195 | ||||||
100 | Otsuka Corp. |
5,242 | ||||||
200 | Pan Pacific International Holdings Corp. |
4,159 | ||||||
1,100 | Panasonic Corp. |
12,666 | ||||||
100 | Persol Holdings Co., Ltd. |
1,975 | ||||||
400 | Resona Holdings, Inc. |
1,542 | ||||||
100 | Rinnai Corp. |
9,518 | ||||||
300 | Santen Pharmaceutical Co., Ltd. |
4,140 | ||||||
400 | Sanwa Holdings Corp. |
4,920 |
Hartford Multifactor International Fund
|
Schedule of Investments (continued)
June 30, 2021 (Unaudited)
Shares or Principal Amount | Market Value | |||||||
100 | Sawai Group Holdings Co., Ltd. |
$ | 4,462 | |||||
200 | Seiko Epson Corp. |
3,516 | ||||||
300 | Seino Holdings Co., Ltd. |
3,849 | ||||||
500 | Sekisui Chemical Co., Ltd. |
8,561 | ||||||
600 | Sekisui House Ltd. |
12,321 | ||||||
300 | Seven & i Holdings Co., Ltd. |
14,370 | ||||||
100 | Shimamura Co., Ltd. |
9,594 | ||||||
700 | Shimizu Corp. |
5,379 | ||||||
100 | Shionogi & Co., Ltd. |
5,212 | ||||||
400 | Ship Healthcare Holdings, Inc. |
9,346 | ||||||
300 | Skylark Holdings Co., Ltd.* |
4,166 | ||||||
100 | Sompo Holdings, Inc. |
3,704 | ||||||
700 | Subaru Corp. |
13,874 | ||||||
100 | Sugi Holdings Co., Ltd. |
7,296 | ||||||
400 | Sumitomo Electric Industries Ltd. |
5,908 | ||||||
400 | Sumitomo Forestry Co., Ltd. |
7,322 | ||||||
100 | Sumitomo Heavy Industries Ltd. |
2,765 | ||||||
100 | Sumitomo Rubber Industries Ltd. |
1,383 | ||||||
200 | Sundrug Co., Ltd. |
6,357 | ||||||
100 | Suntory Beverage & Food Ltd. |
3,769 | ||||||
100 | Suzuken Co., Ltd. |
2,931 | ||||||
100 | Taisei Corp. |
3,282 | ||||||
500 | Teijin Ltd. |
7,633 | ||||||
100 | Toho Gas Co., Ltd. |
4,909 | ||||||
400 | Tohoku Electric Power Co., Inc. |
3,136 | ||||||
100 | Tokio Marine Holdings, Inc. |
4,606 | ||||||
500 | Tokyo Gas Co., Ltd. |
9,431 | ||||||
300 | Tosoh Corp. |
5,173 | ||||||
100 | Toyo Suisan Kaisha Ltd. |
3,854 | ||||||
400 | Toyota Boshoku Corp. |
8,303 | ||||||
300 | TS Tech Co., Ltd. |
4,645 | ||||||
200 | Tsumura & Co. |
6,287 | ||||||
2,700 | Yamada Denki Co., Ltd. |
12,485 | ||||||
200 | Yamaha Motor Co., Ltd. |
5,432 | ||||||
400 | Yamazaki Baking Co., Ltd. |
5,646 | ||||||
100 | Yaoko Co., Ltd. |
5,740 | ||||||
200 | Zensho Holdings Co., Ltd. |
5,136 | ||||||
|
|
|||||||
750,172 | ||||||||
|
|
|||||||
Luxembourg - 0.4% |
| |||||||
34 | Eurofins Scientific SE* |
3,889 | ||||||
156 | Grand City Properties S.A. |
4,213 | ||||||
93 | RTL Group S.A.* |
5,538 | ||||||
|
|
|||||||
13,640 | ||||||||
|
|
|||||||
Netherlands - 4.2% |
| |||||||
292 | ASR Nederland N.V. |
11,307 | ||||||
97 | Exor N.V. |
7,784 | ||||||
137 | ING Groep N.V. |
1,819 | ||||||
915 | Koninklijke Ahold Delhaize N.V. |
27,248 | ||||||
34 | Koninklijke DSM N.V. |
6,356 | ||||||
1,996 | Koninklijke KPN N.V. |
6,243 | ||||||
61 | Koninklijke Philips N.V. |
3,028 | ||||||
219 | Koninklijke Vopak N.V. |
9,955 | ||||||
422 | NN Group N.V. |
19,935 | ||||||
200 | Randstad N.V. |
15,332 | ||||||
237 | Signify N.V.(2) |
15,044 | ||||||
838 | Stellantis N.V. |
16,517 | ||||||
119 | Wolters Kluwer N.V. |
11,961 | ||||||
|
|
|||||||
152,529 | ||||||||
|
|
|||||||
New Zealand - 1.1% |
| |||||||
214 | Chorus Ltd. |
957 | ||||||
1,154 | Contact Energy Ltd. |
6,685 | ||||||
137 | EBOS Group Ltd. |
3,094 | ||||||
674 | Fisher & Paykel Healthcare Corp. Ltd. Class C |
14,663 |
Hartford Multifactor International Fund
|
Schedule of Investments (continued)
June 30, 2021 (Unaudited)
Shares or Principal Amount | Market Value | |||||||
330 | Genesis Energy Ltd. |
$ | 784 | |||||
409 | Infratil Ltd. |
2,201 | ||||||
34 | Mainfreight Ltd. |
1,828 | ||||||
456 | Mercury NZ Ltd. |
2,125 | ||||||
150 | Meridian Energy Ltd. |
559 | ||||||
1,822 | Spark New Zealand Ltd.* |
6,097 | ||||||
|
|
|||||||
38,993 | ||||||||
|
|
|||||||
Norway - 0.7% |
| |||||||
130 | Austevoll Seafood ASA |
1,614 | ||||||
104 | Kongsberg Gruppen ASA |
2,679 | ||||||
922 | Orkla ASA |
9,396 | ||||||
53 | Salmar ASA |
3,519 | ||||||
561 | Telenor ASA |
9,461 | ||||||
|
|
|||||||
26,669 | ||||||||
|
|
|||||||
Portugal - 0.3% |
| |||||||
241 | Galp Energia SGPS S.A. |
2,620 | ||||||
438 | Jeronimo Martins SGPS S.A. |
7,988 | ||||||
|
|
|||||||
10,608 | ||||||||
|
|
|||||||
Russia - 0.5% |
| |||||||
1,414 | Evraz plc |
11,601 | ||||||
348 | Polymetal International plc |
7,494 | ||||||
|
|
|||||||
19,095 | ||||||||
|
|
|||||||
Singapore - 1.7% |
| |||||||
1,000 | CapitaLand Ltd. |
2,762 | ||||||
8,200 | ComfortDelGro Corp. Ltd. |
10,021 | ||||||
406 | DBS Group Holdings Ltd. |
9,032 | ||||||
400 | Jardine Cycle & Carriage Ltd. |
6,367 | ||||||
1,776 | Oversea-Chinese Banking Corp. Ltd. |
15,827 | ||||||
500 | Singapore Exchange Ltd. |
4,165 | ||||||
1,900 | Singapore Technologies Engineering Ltd. |
5,482 | ||||||
600 | Venture Corp. Ltd. |
8,584 | ||||||
|
|
|||||||
62,240 | ||||||||
|
|
|||||||
Spain - 1.6% |
| |||||||
47 | Acciona S.A. |
7,098 | ||||||
217 | ACS Actividades de Construccion y Servicios S.A. |
5,817 | ||||||
49 | Ebro Foods S.A. |
1,030 | ||||||
61 | Grupo Catalana Occidente S.A. |
2,354 | ||||||
481 | Iberdrola S.A. |
5,866 | ||||||
327 | Inmobiliaria Colonial Socimi S.A. |
3,302 | ||||||
4,219 | Mapfre S.A. |
8,925 | ||||||
432 | Merlin Properties Socimi S.A. REIT |
4,470 | ||||||
104 | Naturgy Energy Group S.A. |
2,677 | ||||||
495 | Red Electrica Corp. S.A. |
9,190 | ||||||
6 | Vidrala S.A. |
717 | ||||||
61 | Viscofan S.A. |
4,252 | ||||||
104 | Zardoya Otis S.A. |
718 | ||||||
|
|
|||||||
56,416 | ||||||||
|
|
|||||||
Sweden - 4.2% |
| |||||||
286 | Axfood AB |
7,914 | ||||||
107 | Boliden AB |
4,117 | ||||||
105 | Bure Equity AB |
4,539 | ||||||
505 | Electrolux AB Class B |
13,994 | ||||||
104 | Essity AB Class B |
3,450 | ||||||
88 | Getinge AB Class B |
3,320 | ||||||
170 | Holmen AB Class B |
7,679 | ||||||
210 | ICA Gruppen AB |
9,774 | ||||||
1,268 | Investor AB Class B |
29,228 | ||||||
302 | Kinnevik AB Class B* |
12,093 | ||||||
86 | L E Lundbergforetagen AB Class B |
5,550 | ||||||
608 | Securitas AB Class B |
9,605 | ||||||
357 | Skanska AB Class B |
9,478 |
Hartford Multifactor International Fund
|
Schedule of Investments (continued)
June 30, 2021 (Unaudited)
Shares or Principal Amount | Market Value | |||||||
601 | Swedbank AB Class A |
$ | 11,189 | |||||
230 | Swedish Match AB |
1,961 | ||||||
558 | Swedish Orphan Biovitrum AB* |
10,175 | ||||||
120 | Telefonaktiebolaget LM Ericsson Class B |
1,509 | ||||||
1,091 | Telia Co., AB |
4,846 | ||||||
41 | Volvo AB Class B |
988 | ||||||
|
|
|||||||
151,409 | ||||||||
|
|
|||||||
Switzerland - 7.3% |
| |||||||
217 | Adecco Group AG |
14,765 | ||||||
15 | Allreal Holding AG |
2,954 | ||||||
10 | ALSO Holding AG* |
2,887 | ||||||
81 | Baloise Holding AG |
12,647 | ||||||
54 | Banque Cantonale Vaudoise |
4,852 | ||||||
38 | BKW AG |
3,958 | ||||||
13 | Bucher Industries AG |
6,807 | ||||||
460 | Credit Suisse Group AG |
4,815 | ||||||
69 | DKSH Holding AG |
5,286 | ||||||
126 | Galenica AG(2) |
8,895 | ||||||
96 | Kuehne + Nagel International AG |
32,857 | ||||||
113 | Logitech International S.A. |
13,723 | ||||||
75 | Nestle S.A. |
9,349 | ||||||
109 | Novartis AG |
9,944 | ||||||
47 | PSP Swiss Property AG |
5,968 | ||||||
74 | Roche Holding AG |
27,886 | ||||||
31 | SFS Group AG |
4,459 | ||||||
2 | SGS S.A. |
6,175 | ||||||
37 | Swiss Life Holding AG |
17,999 | ||||||
125 | Swiss Prime Site AG |
12,406 | ||||||
42 | Swisscom AG |
23,998 | ||||||
17 | Tecan Group AG |
8,424 | ||||||
746 | UBS Group AG |
11,427 | ||||||
24 | Zurich Insurance Group AG |
9,640 | ||||||
|
|
|||||||
262,121 | ||||||||
|
|
|||||||
United Kingdom - 10.4% |
| |||||||
394 | Admiral Group plc |
17,144 | ||||||
142 | AstraZeneca plc |
17,060 | ||||||
2,244 | B&M European Value Retail S.A. |
17,815 | ||||||
1,772 | BAE Systems plc |
12,804 | ||||||
20 | Berkeley Group Holdings plc |
1,272 | ||||||
1,591 | BT Group plc* |
4,276 | ||||||
158 | Close Brothers Group plc |
3,311 | ||||||
65 | Computacenter plc |
2,317 | ||||||
2,609 | Direct Line Insurance Group plc |
10,290 | ||||||
217 | DS Smith plc |
1,256 | ||||||
379 | Electrocomponents plc |
5,400 | ||||||
100 | Ferguson plc |
13,913 | ||||||
227 | Frasers Group plc* |
1,893 | ||||||
15 | Genus plc |
1,030 | ||||||
872 | GlaxoSmithKline plc |
17,143 | ||||||
211 | Halma plc |
7,861 | ||||||
436 | Hikma Pharmaceuticals plc |
14,755 | ||||||
1,055 | Howden Joinery Group plc |
11,931 | ||||||
654 | HSBC Holdings plc |
3,775 | ||||||
547 | IG Group Holdings plc |
6,410 | ||||||
200 | IMI plc |
4,759 | ||||||
40 | Intertek Group plc |
3,061 | ||||||
3,829 | Kingfisher plc |
19,325 | ||||||
658 | Legal & General Group plc |
2,347 | ||||||
551 | Mondi plc |
14,507 | ||||||
477 | National Grid plc |
6,067 | ||||||
698 | Pearson plc |
8,038 | ||||||
891 | Phoenix Group Holdings plc |
8,341 | ||||||
216 | RELX plc |
5,728 |
Hartford Multifactor International Fund
|
Schedule of Investments (continued)
June 30, 2021 (Unaudited)
Shares or Principal Amount | Market Value | |||||||
271 | Rio Tinto plc |
$ | 22,381 | |||||
2,983 | Royal Mail plc* |
23,852 | ||||||
283 | Sage Group plc |
2,681 | ||||||
114 | Schroders plc |
5,544 | ||||||
370 | Segro plc REIT |
5,601 | ||||||
104 | Smith & Nephew plc |
2,255 | ||||||
179 | Spectris plc |
8,028 | ||||||
31 | Spirax-Sarco Engineering plc |
5,839 | ||||||
70 | SSE plc |
1,454 | ||||||
1,918 | Standard Chartered plc |
12,240 | ||||||
699 | Tate & Lyle plc |
7,149 | ||||||
786 | Tesco plc |
2,428 | ||||||
289 | Tritax Big Box plc REIT |
785 | ||||||
59 | Unilever plc |
3,448 | ||||||
3,963 | Vodafone Group plc |
6,642 | ||||||
6,634 | WM Morrison Supermarkets plc |
22,639 | ||||||
|
|
|||||||
376,795 | ||||||||
|
|
|||||||
Total Common Stocks |
$ | 3,536,152 | ||||||
|
|
|||||||
Preferred Stocks - 0.1% |
||||||||
Germany - 0.1% |
| |||||||
92 | Fuchs Petrolub SE * |
4,477 | ||||||
|
|
|||||||
Total Preferred Stocks |
$ | 4,477 | ||||||
|
|
|||||||
Rights - 0.0% |
||||||||
Spain - 0.0% |
| |||||||
217 | ACS Actividades de Construccion y Servicios S.A.* |
304 | ||||||
|
|
|||||||
Total Rights |
$ | 304 | ||||||
|
|
|||||||
Total Long-Term Investments |
$ | 3,540,933 | ||||||
|
|
|||||||
Short-Term Investments - 0.2% |
||||||||
Other Investment Pools & Funds - 0.1% |
| |||||||
2,418 | Fidelity Institutional Government Fund, Institutional Class, 0.01%(3) |
2,418 | ||||||
|
|
|||||||
Securities Lending Collateral - 0.1% |
| |||||||
837 | Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(3) |
837 | ||||||
4,342 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(3) |
4,342 | ||||||
221 | Invesco Government & Agency Portfolio, Institutional Class, 0.03%(3) |
221 | ||||||
|
|
|||||||
5,400 | ||||||||
|
|
|||||||
Total Short-Term Investments |
$ | 7,818 | ||||||
|
|
Hartford Multifactor International Fund
|
Schedule of Investments (continued)
June 30, 2021 (Unaudited)
Total Investments |
98.2 | % | $ | 3,548,751 | ||||||||
Other Assets and Liabilities |
1.8 | % | 65,519 | |||||||||
|
|
|
|
|||||||||
Total Net Assets |
100.0 | % | $ | 3,614,270 | ||||||||
|
|
|
|
Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. |
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poors. |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
* | Non-income producing. |
(1) | Represents entire or partial securities on loan. |
(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 June 30, 2021, the aggregate value of these securities was $55,985, representing 1.5% of net assets. |
(3) | Current yield as of period end. |
For information regarding the Funds significant accounting policies, please refer to the Funds most recent shareholder report.
GLOSSARY: (abbreviations used in preceding Schedule of Investments) |
||||
Other Abbreviations: |
||||
REIT |
Real Estate Investment Trust |
Hartford Multifactor International Fund
|
Schedule of Investments (continued)
June 30, 2021 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Funds investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||||||||||
Assets |
||||||||||||||||
Common Stocks |
||||||||||||||||
Australia |
$ | 311,016 | $ | 2,929 | $ | 308,087 | $ | | ||||||||
Austria |
13,381 | 5,804 | 7,577 | | ||||||||||||
Belgium |
47,170 | 10,058 | 37,112 | | ||||||||||||
Canada |
399,785 | 399,785 | | | ||||||||||||
China |
21,841 | | 21,841 | | ||||||||||||
Denmark |
77,458 | | 77,458 | | ||||||||||||
Finland |
37,956 | | 37,956 | | ||||||||||||
France |
202,646 | | 202,646 | | ||||||||||||
Germany |
177,954 | 3,708 | 174,246 | | ||||||||||||
Hong Kong |
173,150 | 3,986 | 169,164 | | ||||||||||||
Ireland |
17,703 | 13,229 | 4,474 | | ||||||||||||
Israel |
42,802 | 14,722 | 28,080 | | ||||||||||||
Italy |
92,603 | | 92,603 | | ||||||||||||
Japan |
750,172 | | 750,172 | | ||||||||||||
Luxembourg |
13,640 | | 13,640 | | ||||||||||||
Netherlands |
152,529 | 16,517 | 136,012 | | ||||||||||||
New Zealand |
38,993 | | 38,993 | | ||||||||||||
Norway |
26,669 | | 26,669 | | ||||||||||||
Portugal |
10,608 | 7,988 | 2,620 | | ||||||||||||
Russia |
19,095 | | 19,095 | | ||||||||||||
Singapore |
62,240 | | 62,240 | | ||||||||||||
Spain |
56,416 | 4,101 | 52,315 | | ||||||||||||
Sweden |
151,409 | 19,949 | 131,460 | | ||||||||||||
Switzerland |
262,121 | 7,413 | 254,708 | | ||||||||||||
United Kingdom |
376,795 | 30,709 | 346,086 | | ||||||||||||
Preferred Stocks |
4,477 | | 4,477 | | ||||||||||||
Rights |
304 | 304 | | | ||||||||||||
Short-Term Investments |
7,818 | 7,818 | | | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total |
$ | 3,548,751 | $ | 549,020 | $ | 2,999,731 | $ | | ||||||||
|
|
|
|
|
|
|
|
(1) For the period ended June 30, 2021, there were no transfers in and out of Level 3.
Hartford Multifactor Large Cap Value Fund
|
Schedule of Investments
June 30, 2021 (Unaudited)
Shares or Principal Amount | Market Value | |||||||
Common Stocks - 95.9% |
||||||||
Automobiles & Components - 1.0% |
| |||||||
47 | Autoliv, Inc. |
$ | 4,595 | |||||
48 | General Motors Co.* |
2,840 | ||||||
151 | Gentex Corp. |
4,996 | ||||||
|
|
|||||||
12,431 | ||||||||
|
|
|||||||
Banks - 4.3% |
| |||||||
233 | Bank of America Corp. |
9,607 | ||||||
32 | First Republic Bank |
5,989 | ||||||
115 | JP Morgan Chase & Co. |
17,887 | ||||||
50 | PNC Financial Services Group, Inc. |
9,538 | ||||||
10 | SVB Financial Group* |
5,564 | ||||||
103 | U.S. Bancorp |
5,868 | ||||||
|
|
|||||||
54,453 | ||||||||
|
|
|||||||
Capital Goods - 9.2% |
| |||||||
88 | A.O. Smith Corp. |
6,341 | ||||||
42 | Caterpillar, Inc. |
9,140 | ||||||
35 | Cummins, Inc. |
8,533 | ||||||
26 | Deere & Co. |
9,171 | ||||||
41 | Dover Corp. |
6,175 | ||||||
63 | Eaton Corp. plc |
9,335 | ||||||
32 | Emerson Electric Co. |
3,080 | ||||||
77 | Graco, Inc. |
5,829 | ||||||
43 | Honeywell International, Inc. |
9,432 | ||||||
26 | IDEX Corp. |
5,721 | ||||||
117 | Johnson Controls International plc |
8,030 | ||||||
45 | Lincoln Electric Holdings, Inc. |
5,927 | ||||||
57 | PACCAR, Inc. |
5,087 | ||||||
12 | Quanta Services, Inc. |
1,087 | ||||||
7 | Snap-on, Inc. |
1,564 | ||||||
58 | Trane Technologies plc |
10,680 | ||||||
14 | WW Grainger, Inc. |
6,132 | ||||||
53 | Xylem, Inc. |
6,358 | ||||||
|
|
|||||||
117,622 | ||||||||
|
|
|||||||
Commercial & Professional Services - 2.7% |
| |||||||
24 | CACI International, Inc. Class A* |
6,123 | ||||||
46 | Jacobs Engineering Group, Inc. |
6,137 | ||||||
59 | Leidos Holdings, Inc. |
5,965 | ||||||
53 | Republic Services, Inc. |
5,830 | ||||||
79 | Waste Management, Inc. |
11,069 | ||||||
|
|
|||||||
35,124 | ||||||||
|
|
|||||||
Consumer Durables & Apparel - 3.8% |
| |||||||
274 | NIKE, Inc. Class B |
42,330 | ||||||
27 | Whirlpool Corp. |
5,887 | ||||||
|
|
|||||||
48,217 | ||||||||
|
|
|||||||
Consumer Services - 0.1% |
| |||||||
10 | Terminix Global Holdings, Inc.* |
477 | ||||||
4 | Vail Resorts, Inc.* |
1,266 | ||||||
|
|
|||||||
1,743 | ||||||||
|
|
|||||||
Diversified Financials - 10.0% |
| |||||||
24 | Ameriprise Financial, Inc. |
5,973 | ||||||
150 | Berkshire Hathaway, Inc. Class B* |
41,688 | ||||||
13 | BlackRock, Inc. |
11,375 | ||||||
140 | Charles Schwab Corp. |
10,193 | ||||||
44 | Evercore, Inc. Class A |
6,194 | ||||||
155 | Franklin Resources, Inc. |
4,958 | ||||||
27 | Goldman Sachs Group, Inc. |
10,247 | ||||||
78 | Intercontinental Exchange, Inc. |
9,259 | ||||||
180 | Jefferies Financial Group, Inc. |
6,156 | ||||||
111 | Morgan Stanley |
10,178 | ||||||
46 | Raymond James Financial, Inc. |
5,975 |
Hartford Multifactor Large Cap Value Fund
|
Schedule of Investments (continued)
June 30, 2021 (Unaudited)
Shares or Principal Amount | Market Value | |||||||
258 | SLM Corp. |
$ | 5,403 | |||||
4 | Voya Financial, Inc. |
246 | ||||||
|
|
|||||||
127,845 | ||||||||
|
|
|||||||
Energy - 4.1% |
| |||||||
277 | Cabot Oil & Gas Corp. |
4,837 | ||||||
87 | Chevron Corp. |
9,112 | ||||||
405 | Exxon Mobil Corp. |
25,547 | ||||||
360 | Kinder Morgan, Inc. |
6,563 | ||||||
230 | Williams Cos., Inc. |
6,107 | ||||||
|
|
|||||||
52,166 | ||||||||
|
|
|||||||
Food & Staples Retailing - 0.5% |
| |||||||
2 | Caseys General Stores, Inc. |
389 | ||||||
166 | Kroger Co. |
6,360 | ||||||
|
|
|||||||
6,749 | ||||||||
|
|
|||||||
Food, Beverage & Tobacco - 2.9% |
| |||||||
95 | Archer-Daniels-Midland Co. |
5,757 | ||||||
68 | Bunge Ltd. |
5,315 | ||||||
78 | Conagra Brands, Inc. |
2,838 | ||||||
246 | Flowers Foods, Inc. |
5,953 | ||||||
95 | Hormel Foods Corp. |
4,536 | ||||||
47 | JM Smucker Co. |
6,090 | ||||||
105 | Mondelez International, Inc. Class A |
6,556 | ||||||
|
|
|||||||
37,045 | ||||||||
|
|
|||||||
Health Care Equipment & Services - 5.6% |
| |||||||
10 | Anthem, Inc. |
3,818 | ||||||
75 | Baxter International, Inc. |
6,037 | ||||||
8 | Becton Dickinson and Co. |
1,946 | ||||||
13 | Cooper Cos., Inc. |
5,151 | ||||||
131 | CVS Health Corp. |
10,931 | ||||||
39 | Henry Schein, Inc.* |
2,893 | ||||||
22 | Laboratory Corp. of America Holdings* |
6,069 | ||||||
18 | LHC Group, Inc.* |
3,605 | ||||||
77 | Medtronic plc |
9,558 | ||||||
43 | Omnicell, Inc.* |
6,512 | ||||||
46 | Quest Diagnostics, Inc. |
6,071 | ||||||
37 | Stryker Corp. |
9,610 | ||||||
|
|
|||||||
72,201 | ||||||||
|
|
|||||||
Household & Personal Products - 0.8% |
| |||||||
31 | Estee Lauder Cos., Inc. Class A |
9,861 | ||||||
|
|
|||||||
Insurance - 6.2% |
| |||||||
111 | Aflac, Inc. |
5,956 | ||||||
82 | Allstate Corp. |
10,696 | ||||||
44 | Arthur J Gallagher & Co. |
6,163 | ||||||
23 | Assurant, Inc. |
3,592 | ||||||
107 | Brown & Brown, Inc. |
5,686 | ||||||
53 | Chubb Ltd. |
8,424 | ||||||
126 | CNA Financial Corp. |
5,732 | ||||||
11 | Everest Re Group Ltd. |
2,772 | ||||||
44 | Hanover Insurance Group, Inc. |
5,968 | ||||||
47 | Kemper Corp. |
3,473 | ||||||
1 | Markel Corp.* |
1,187 | ||||||
153 | MetLife, Inc. |
9,157 | ||||||
19 | Principal Financial Group, Inc. |
1,201 | ||||||
60 | Travelers Cos., Inc. |
8,983 | ||||||
|
|
|||||||
78,990 | ||||||||
|
|
|||||||
Materials - 5.5% |
| |||||||
5 | Air Products & Chemicals, Inc. |
1,438 | ||||||
41 | AptarGroup, Inc. |
5,774 | ||||||
54 | Crown Holdings, Inc. |
5,519 | ||||||
15 | Ecolab, Inc. |
3,090 |
Hartford Multifactor Large Cap Value Fund
|
Schedule of Investments (continued)
June 30, 2021 (Unaudited)
Shares or Principal Amount | Market Value | |||||||
328 | Graphic Packaging Holding Co. |
$ | 5,950 | |||||
103 | International Paper Co. |
6,315 | ||||||
35 | Linde plc |
10,119 | ||||||
66 | Nucor Corp. |
6,331 | ||||||
39 | Packaging Corp. of America |
5,281 | ||||||
65 | PPG Industries, Inc. |
11,035 | ||||||
23 | Reliance Steel & Aluminum Co. |
3,471 | ||||||
83 | Sonoco Products Co. |
5,553 | ||||||
|
|
|||||||
69,876 | ||||||||
|
|
|||||||
Media & Entertainment - 2.8% |
| |||||||
161 | Altice USA, Inc. Class A* |
5,497 | ||||||
371 | Comcast Corp. Class A |
21,154 | ||||||
47 | Electronic Arts, Inc. |
6,760 | ||||||
103 | News Corp. Class A |
2,654 | ||||||
1 | Walt Disney Co.* |
176 | ||||||
|
|
|||||||
36,241 | ||||||||
|
|
|||||||
Pharmaceuticals, Biotechnology & Life Sciences - 5.5% |
| |||||||
73 | Agilent Technologies, Inc. |
10,790 | ||||||
9 | Bio-Rad Laboratories, Inc. Class A* |
5,799 | ||||||
147 | Bristol-Myers Squibb Co. |
9,823 | ||||||
143 | Gilead Sciences, Inc. |
9,847 | ||||||
32 | Jazz Pharmaceuticals plc* |
5,684 | ||||||
594 | Pfizer, Inc. |
23,261 | ||||||
32 | United Therapeutics Corp.* |
5,741 | ||||||
|
|
|||||||
70,945 | ||||||||
|
|
|||||||
Real Estate - 5.1% |
| |||||||
59 | Crown Castle International Corp. REIT |
11,511 | ||||||
150 | CubeSmart REIT |
6,948 | ||||||
68 | Digital Realty Trust, Inc. REIT |
10,231 | ||||||
139 | Duke Realty Corp. REIT |
6,582 | ||||||
64 | Life Storage, Inc. REIT |
6,870 | ||||||
103 | Medical Properties Trust, Inc. REIT |
2,070 | ||||||
38 | Mid-America Apartment Communities, Inc. REIT |
6,400 | ||||||
24 | Prologis, Inc. REIT |
2,869 | ||||||
38 | Public Storage REIT |
11,426 | ||||||
|
|
|||||||
64,907 | ||||||||
|
|
|||||||
Retailing - 1.5% |
| |||||||
32 | Advance Auto Parts, Inc. |
6,565 | ||||||
49 | Genuine Parts Co. |
6,197 | ||||||
100 | TJX Cos., Inc. |
6,742 | ||||||
|
|
|||||||
19,504 | ||||||||
|
|
|||||||
Semiconductors & Semiconductor Equipment - 1.5% |
| |||||||
58 | Analog Devices, Inc. |
9,985 | ||||||
62 | Micron Technology, Inc.* |
5,269 | ||||||
28 | Xilinx, Inc. |
4,050 | ||||||
|
|
|||||||
19,304 | ||||||||
|
|
|||||||
Software & Services - 3.9% |
| |||||||
70 | Amdocs Ltd. |
5,415 | ||||||
120 | Cognizant Technology Solutions Corp. Class A |
8,311 | ||||||
55 | Dolby Laboratories, Inc. Class A |
5,406 | ||||||
74 | International Business Machines Corp. |
10,848 | ||||||
66 | MAXIMUS, Inc. |
5,806 | ||||||
81 | SS&C Technologies Holdings, Inc. |
5,837 | ||||||
26 | Visa, Inc. Class A |
6,079 | ||||||
13 | VMware, Inc. Class A* |
2,080 | ||||||
|
|
|||||||
49,782 | ||||||||
|
|
|||||||
Technology Hardware & Equipment - 4.9% |
| |||||||
53 | Arrow Electronics, Inc.* |
6,033 | ||||||
389 | Cisco Systems, Inc. |
20,617 | ||||||
136 | Corning, Inc. |
5,562 |
Hartford Multifactor Large Cap Value Fund
|
Schedule of Investments (continued)
June 30, 2021 (Unaudited)
Shares or Principal Amount | Market Value | |||||||
28 | F5 Networks, Inc.* |
$ | 5,227 | |||||
199 | Juniper Networks, Inc. |
5,443 | ||||||
14 | Littelfuse, Inc. |
3,567 | ||||||
21 | National Instruments Corp. |
888 | ||||||
75 | Seagate Technology Holdings plc |
6,595 | ||||||
68 | TE Connectivity Ltd. |
9,194 | ||||||
|
|
|||||||
63,126 | ||||||||
|
|
|||||||
Telecommunication Services - 5.8% |
| |||||||
815 | AT&T, Inc. |
23,456 | ||||||
90 | Liberty Global plc Series C* |
2,434 | ||||||
74 | T-Mobile U.S., Inc.* |
10,717 | ||||||
674 | Verizon Communications, Inc. |
37,764 | ||||||
|
|
|||||||
74,371 | ||||||||
|
|
|||||||
Transportation - 3.2% |
| |||||||
9 | AMERCO |
5,304 | ||||||
57 | CH Robinson Worldwide, Inc. |
5,339 | ||||||
60 | CSX Corp. |
1,925 | ||||||
35 | FedEx Corp. |
10,441 | ||||||
33 | Landstar System, Inc. |
5,215 | ||||||
21 | Old Dominion Freight Line, Inc. |
5,330 | ||||||
32 | Union Pacific Corp. |
7,038 | ||||||
|
|
|||||||
40,592 | ||||||||
|
|
|||||||
Utilities - 5.0% |
| |||||||
67 | Alliant Energy Corp. |
3,736 | ||||||
36 | Ameren Corp. |
2,881 | ||||||
72 | American Electric Power Co., Inc. |
6,090 | ||||||
11 | American Water Works Co., Inc. |
1,695 | ||||||
23 | Atmos Energy Corp. |
2,211 | ||||||
58 | CMS Energy Corp. |
3,427 | ||||||
74 | Consolidated Edison, Inc. |
5,307 | ||||||
9 | DTE Energy Co. |
1,166 | ||||||
84 | Duke Energy Corp. |
8,293 | ||||||
5 | Eversource Energy |
401 | ||||||
125 | Exelon Corp. |
5,539 | ||||||
43 | PPL Corp. |
1,203 | ||||||
56 | Public Service Enterprise Group, Inc. |
3,344 | ||||||
137 | Southern Co. |
8,290 | ||||||
58 | WEC Energy Group, Inc. |
5,159 | ||||||
70 | Xcel Energy, Inc. |
4,612 | ||||||
|
|
|||||||
63,354 | ||||||||
|
|
|||||||
Total Common Stocks |
$ | 1,226,449 | ||||||
|
|
|||||||
Short-Term Investments - 0.5% |
||||||||
Other Investment Pools & Funds - 0.5% |
| |||||||
5,823 | Fidelity Institutional Government Fund, Institutional Class, 0.01%(1) |
5,823 | ||||||
|
|
|||||||
Total Short-Term Investments |
$ | 5,823 | ||||||
|
|
Hartford Multifactor Large Cap Value Fund
|
Schedule of Investments (continued)
June 30, 2021 (Unaudited)
Total Investments |
96.4 | % | $ | 1,232,272 | ||||||
Other Assets and Liabilities |
3.6 | % | 46,162 | |||||||
|
|
|
|
|||||||
Total Net Assets |
100.0 | % | $ | 1,278,434 | ||||||
|
|
|
|
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 & Poors. |
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes. |
* | Non-income producing. |
(1) | Current yield as of period end. |
For information regarding the Funds significant accounting policies, please refer to the Funds most recent shareholder report.
GLOSSARY: (abbreviations used in preceding Schedule of Investments) | ||
Other Abbreviations: | ||
REIT |
Real Estate Investment Trust |
Hartford Multifactor Large Cap Value Fund
|
Schedule of Investments (continued)
June 30, 2021 (Unaudited)
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Funds investments.
Description | Total | Level 1 | Level 2 | Level 3(1) | ||||||||||||
Assets |
| |||||||||||||||
Common Stocks |
| |||||||||||||||
Automobiles & Components |
$ | 12,431 | $ | 12,431 | $ | | $ | | ||||||||
Banks |
54,453 | 54,453 | | | ||||||||||||
Capital Goods |
117,622 | 117,622 | | | ||||||||||||
Commercial & Professional Services |
35,124 | 35,124 | | | ||||||||||||
Consumer Durables & Apparel |
48,217 | 48,217 | | | ||||||||||||
Consumer Services |
1,743 | 1,743 | | | ||||||||||||
Diversified Financials |
127,845 | 127,845 | | | ||||||||||||
Energy |
52,166 | 52,166 | | | ||||||||||||
Food & Staples Retailing |
6,749 | 6,749 | | | ||||||||||||
Food, Beverage & Tobacco |
37,045 | 37,045 | | | ||||||||||||
Health Care Equipment & Services |
72,201 | 72,201 | | | ||||||||||||
Household & Personal Products |
9,861 | 9,861 | | | ||||||||||||
Insurance |
78,990 | 78,990 | | | ||||||||||||
Materials |
69,876 | 69,876 | | | ||||||||||||
Media & Entertainment |
36,241 | 36,241 | | | ||||||||||||
Pharmaceuticals, Biotechnology & Life Sciences |
70,945 | 70,945 | | | ||||||||||||
Real Estate |
64,907 | 64,907 | | | ||||||||||||
Retailing |
19,504 | 19,504 | | | ||||||||||||
Semiconductors & Semiconductor Equipment |
19,304 | 19,304 | | | ||||||||||||
Software & Services |
49,782 | 49,782 | | | ||||||||||||
Technology Hardware & Equipment |
63,126 | 63,126 | | | ||||||||||||
Telecommunication Services |
74,371 | 74,371 | | | ||||||||||||
Transportation |
40,592 | 40,592 | | | ||||||||||||
Utilities |
63,354 | 63,354 | | | ||||||||||||
Short-Term Investments |
5,823 | 5,823 | | | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total |
$ | 1,232,272 | $ | 1,232,272 | $ | | $ | | ||||||||
|
|
|
|
|
|
|
|
(1) For the period ended June 30, 2021, there were no transfers in and out of Level 3.
The Hartford Mutual Funds II, Inc. (the Company)
Notes to the Schedules of Investments
June 30, 2021 (Unaudited)
1. Investment Valuation and Fair Value Measurements:
For purposes of calculating the net asset value per share (NAV) of each class of each Fund, portfolio securities and other assets held in a Funds portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.
If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company (the Board of Directors) (Valuation Procedures). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Funds portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.
Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase, redeem or exchange shares of the Fund.
Fixed income investments (other than short-term obligations) 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.
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 Funds shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.
Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.
Investments in open-end mutual funds, if any, are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such open-end mutual funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.
Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.
U.S. Generally Accepted Accounting Principles (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 Funds 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.
The Board of Directors has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investments fair value, and may seek the advice of such Funds sub-adviser(s), as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors.
Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.
For additional information, refer to the Fair Value Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Funds Schedule of Investments.
For information regarding a Funds other significant accounting policies, please refer to the Funds most recent Semi-Annual or Annual Report.