Hartford Multifactor International Fund

 

 

Schedule of Investments

June 30, 2020 (Unaudited)

 

Shares or Principal Amount

  Market Value  

Common Stocks - 97.6%

   
       Australia - 8.7%    

        

 

1,109

     AGL Energy Ltd.     $       $13,120  
 

689

     Ampol Ltd.       14,039  
 

314

     Ansell Ltd.       7,982  
 

317

     Australia & New Zealand Banking Group Ltd.       4,113  
 

1,034

     Bendigo & Adelaide Bank Ltd.       5,050  
 

538

     BHP Group Ltd.       13,395  
 

2,077

     BlueScope Steel Ltd.       17,110  
 

426

     CIMIC Group Ltd.       7,159  
 

1,256

     Coca-Cola Amatil Ltd.       7,565  
 

55

     Cochlear Ltd.       7,221  
 

294

     Computershare Ltd.       2,722  
 

48

     CSL Ltd.       9,547  
 

1,009

     Dexus REIT       6,476  
 

773

     Downer EDI Ltd.       2,366  
 

98

     Flight Centre Travel Group Ltd.       766  
 

1,669

     Fortescue Metals Group Ltd.       16,225  
 

1,887

     GPT Group REIT       5,482  
 

347

     JB Hi-Fi Ltd.       10,382  
 

2,270

     Link Administration Holdings Ltd.       6,494  
 

13

     Macquarie Group Ltd.       1,079  
 

3,630

     Mirvac Group REIT       5,483  
 

6,233

     Qantas Airways Ltd.       16,517  
 

76

     Ramsay Health Care Ltd.       3,510  
 

3,741

     Scentre Group REIT       5,679  
 

426

     Sonic Healthcare Ltd.       8,996  
 

192

     Suncorp Group Ltd.       1,234  
 

4,341

     Telstra Corp. Ltd.       9,423  
 

669

     Wesfarmers Ltd.       20,801  
 

565

     Woolworths Group Ltd.       14,564  
          

 

 

 

             244,500  
          

 

 

 

       Austria - 0.1%                                       
 

38

     Oesterreichische Post AG       1,258  
 

39

     OMV AG       1,316  
 

145

     UNIQA Insurance Group AG       976  
          

 

 

 

             3,550  
          

 

 

 

       Belgium - 1.8%    
 

10

     Ackermans & van Haaren N.V.*       1,309  
 

344

     Ageas       12,191  
 

150

     Colruyt S.A.       8,244  
 

26

     Elia Group S.A.       2,829  
 

27

     KBC Ancora       921  
 

179

     KBC Group N.V.       10,284  
 

454

     Proximus SADP       9,251  
 

14

     Sofina S.A.       3,697  
 

30

     UCB S.A.       3,481  
          

 

 

 

             52,207  
          

 

 

 

       Canada - 10.2%    
 

243

     Air Canada*       3,034  
 

300

     Algonquin Power & Utilities Corp.(1)       3,878  
 

358

     Alimentation Couche-Tard, Inc. Class B       11,226  
 

373

     AltaGas Ltd.       4,300  
 

83

     Atco Ltd. Class I       2,462  
 

270

     Bank of Montreal       14,371  
 

135

     Bank of Nova Scotia       5,587  
 

206

     Barrick Gold Corp.       5,543  
 

278

     BCE, Inc.       11,594  
 

202

     Canadian Apartment Properties REIT       7,230  
 

29

     Canadian Imperial Bank of Commerce       1,938  
 

66

     Canadian Tire Corp. Ltd. Class A       5,719  
 

133

     Canadian Utilities Ltd. Class A       3,311  
 

254

     Capital Power Corp.       5,235  

 

  Hartford Multifactor International Fund

 

 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

242

     CGI, Inc.*   $     15,246  
 

73

     Emera, Inc.       2,872  
 

225

     Empire Co., Ltd. Class A       5,388  
 

5

     Fairfax Financial Holdings Ltd.       1,545  
 

12

     Fortis, Inc.       456  
 

101

     Genworth MI Canada, Inc.(1)       2,471  
 

115

     George Weston Ltd.       8,424  

        

 

437

     Great-West Lifeco, Inc.       7,661  
 

402

     Husky Energy, Inc.       1,321  
 

194

     Hydro One Ltd.(2)       3,648  
 

160

     iA Financial Corp., Inc.       5,358  
 

251

     Imperial Oil Ltd.       4,038  
 

51

     Intact Financial Corp.       4,854  
 

2,013

     Kinross Gold Corp.*       14,531  
 

277

     Loblaw Cos., Ltd.       13,489  
 

31

     Magna International, Inc.       1,381  
 

518

     Manulife Financial Corp.       7,047  
 

183

     Metro, Inc.       7,549  
 

48

     National Bank of Canada       2,175  
 

100

     Northland Power, Inc.       2,503  
 

37

     Onex Corp.       1,672  
 

48

     Open Text Corp.       2,038  
 

294

     Parkland Corp.       7,300  
 

708

     Power Corp. of Canada       12,454  
 

192

     Quebecor, Inc. Class B       4,125  
 

293

     RioCan Real Estate Investment Trust REIT(1)       3,315  
 

210

     Rogers Communications, Inc. Class B       8,438  
 

176

     Royal Bank of Canada       11,941  
 

126

     Saputo, Inc.       3,004  
 

151

     Shaw Communications, Inc. Class B       2,463  
 

151

     Stantec, Inc.       4,661  
 

379

     Sun Life Financial, Inc.       13,928  
 

194

     Suncor Energy, Inc.       3,271  
 

576

     TELUS Corp.       9,661  
 

68

     Toromont Industries Ltd.       3,374  
          

 

 

 

             289,030  
          

 

 

 

       China - 0.1%                                       
 

500

     Kerry Logistics Network Ltd.       667  
 

5,000

     Yangzijiang Shipbuilding Holdings Ltd.       3,366  
          

 

 

 

             4,033  
          

 

 

 

       Denmark - 2.7%    
 

7

     Carlsberg A/S Class B       928  
 

57

     Coloplast A/S Class B       8,884  
 

17

     GN Store Nord A/S       910  
 

248

     H. Lundbeck A/S       9,371  
 

236

     ISS A/S*       3,747  
 

351

     Novo Nordisk A/S Class B       22,867  
 

71

     Orsted A/S(2)       8,194  
 

210

     Pandora A/S       11,469  
 

16

     Rockwool International A/S Class B       4,354  
 

25

     Royal Unibrew A/S*       2,084  
 

52

     Topdanmark A/S       2,154  
          

 

 

 

             74,962  
          

 

 

 

       Finland - 0.7%    
 

50

     Elisa Oyj       3,043  
 

405

     Kesko Oyj Class B       6,932  
 

4

     Kone Oyj Class B       276  
 

88

     Nordea Bank Abp*       610  
 

64

     Orion Oyj Class B       3,104  
 

71

     Sampo Oyj Class A       2,447  
 

50

     TietoEVRY Oyj*       1,369  
 

38

     Valmet Oyj       996  
          

 

 

 

             18,777  
          

 

 

 

 

  Hartford Multifactor International Fund

 

 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

       France - 6.0%    
 

484

     Air France-KLM*(1)   $     2,198  
 

147

     Alstom S.A.       6,850  
 

36

     Arkema S.A.       3,460  
 

119

     AXA S.A.       2,504  

        

 

41

     BioMerieux       5,631  
 

533

     Bouygues S.A.*       18,258  
 

132

     Cie Generale des Etablissements Michelin SCA(1)       13,759  
 

295

     CNP Assurances*       3,422  
 

28

     Covivio REIT       2,031  
 

68

     Credit Agricole S.A.*       646  
 

114

     Eiffage S.A.*       10,450  
 

22

     Eurazeo SE*       1,130  
 

37

     Faurecia SE*       1,454  
 

42

     Gecina S.A. REIT       5,187  
 

60

     Ipsen S.A.       5,090  
 

59

     Korian S.A.*       2,165  
 

58

     Nexity S.A.       1,887  
 

595

     Orange S.A.       7,115  
 

848

     Peugeot S.A.*       13,906  
 

75

     Rubis SCA       3,616  
 

139

     Sanofi       14,176  
 

202

     SCOR SE*       5,579  
 

107

     Societe BIC S.A.       5,448  
 

394

     Societe Generale S.A.*       6,588  
 

42

     Sodexo S.A.       2,848  
 

851

     Suez(1)       10,002  
 

318

     Total S.A.       12,262  
 

71

     Veolia Environnement S.A.       1,603  
          

 

 

 

             169,265  
          

 

 

 

       Germany - 5.0%                                       
 

62

     Allianz SE       12,669  
 

299

     Alstria Office AG REIT       4,450  
 

16

     Carl Zeiss Meditec AG*       1,558  
 

197

     Covestro AG*(2)       7,503  
 

558

     Deutsche Lufthansa AG*(1)       5,598  
 

27

     Deutsche Post AG       992  
 

809

     Deutsche Telekom AG       13,574  
 

106

     Fresenius SE & Co. KGaA       5,269  
 

61

     Hannover Rueck SE       10,542  
 

28

     HeidelbergCement AG       1,499  
 

126

     Hella KGaA Hueck & Co.       5,176  
 

73

     Hochtief AG       6,496  
 

35

     LEG Immobilien AG       4,439  
 

175

     Merck KGaA       20,378  
 

66

     Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen       17,186  
 

21

     Rheinmetall AG       1,825  
 

45

     TAG Immobilien AG*       1,075  
 

81

     Talanx AG*       3,010  
 

2,836

     Telefonica Deutschland Holding AG       8,364  
 

254

     Uniper SE       8,196  
 

23

     Vonovia SE       1,406  
          

 

 

 

             141,205  
          

 

 

 

       Hong Kong - 3.0%    
 

1,000

     Cathay Pacific Airways Ltd.       967  
 

5,000

     Champion REIT       2,612  
 

2,200

     Chow Tai Fook Jewellery Group Ltd.       2,107  
 

500

     CK Hutchison Holdings Ltd.       3,238  
 

700

     Dairy Farm International Holdings Ltd.       3,271  
 

400

     Hang Seng Bank Ltd.       6,737  
 

1,000

     Henderson Land Development Co., Ltd.       3,814  
 

2,500

     HK Electric Investments & HK Electric Investments Ltd.       2,597  
 

1,400

     Hongkong Land Holdings Ltd.       5,823  
 

1,000

     Hysan Development Co., Ltd.       3,228  
 

100

     Jardine Matheson Holdings Ltd.       4,181  

 

  Hartford Multifactor International Fund

 

 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

1,000

     Kerry Properties Ltd.   $     2,598  
 

900

     Link REIT       7,389  

        

 

1,200

     Man Wah Holdings Ltd.       1,156  
 

1,000

     New World Development Co., Ltd.       4,748  
 

1,000

     NWS Holdings Ltd.       870  
 

6,000

     PCCW Ltd.       3,430  
 

2,000

     Sino Land Co., Ltd.       2,530  
 

1,000

     SITC International Holdings Co., Ltd.       1,071  
 

1,000

     Swire Pacific Ltd. Class A       5,315  
 

1,000

     Swire Properties Ltd.       2,553  
 

300

     VTech Holdings Ltd.       1,807  
 

12,000

     WH Group Ltd.(2)       10,370  
 

1,500

     Yue Yuen Industrial Holdings Ltd.       2,286  
          

 

 

 

             84,698  
          

 

 

 

       Ireland - 0.6%    
 

30

     CRH plc       1,033  
 

89

     ICON plc*       14,993  
 

19

     Kerry Group plc Class A       2,360  
          

 

 

 

             18,386  
          

 

 

 

       Israel - 1.2%    
 

60

     Bank Hapoalim BM       359  
 

1,356

     Bank Leumi Le-Israel BM       6,818  
 

82

     First International Bank of Israel Ltd.       1,740  
 

95

     Isracard Ltd.       216  
 

1,111

     Israel Chemicals Ltd.       3,309  
 

2,261

     Israel Discount Bank Ltd. Class A       6,896  
 

317

     Mizrahi Tefahot Bank Ltd.       5,957  
 

65

     Strauss Group Ltd.       1,802  
 

46

     Taro Pharmaceutical Industries Ltd.*       3,059  
 

142

     Tower Semiconductor Ltd.*       2,702  
          

 

 

 

             32,858  
          

 

 

 

       Italy - 2.7%    
 

2,035

     A2A S.p.A.       2,893  
 

39

     ACEA S.p.A.       750  
 

574

     Assicurazioni Generali S.p.A.       8,719  
 

21

     DiaSorin S.p.A.       4,033  
 

186

     Enav S.p.A.(2)       840  
 

1,036

     Enel S.p.A.       8,960  
 

995

     Eni S.p.A.       9,538  
 

1,439

     Hera S.p.A.       5,403  
 

1,156

     Iren S.p.A.       2,871  
 

175

     Italgas S.p.A.       1,018  
 

479

     Mediobanca Banca di Credito Finanziario S.p.A.       3,459  
 

951

     Poste Italiane S.p.A.(2)       8,307  
 

168

     Recordati S.p.A.       8,406  
 

1,243

     Unipol Gruppo S.p.A.*       4,856  
 

2,388

     UnipolSai Assicurazioni S.p.A.       5,721  
          

 

 

 

             75,774  
          

 

 

 

       Japan - 23.1%                                       
 

100

     ABC-Mart, Inc.       5,866  
 

100

     Aeon Co., Ltd.       2,326  
 

200

     Alfresa Holdings Corp.       4,192  
 

200

     ANA Holdings, Inc.*       4,571  
 

200

     Aozora Bank Ltd.       3,487  
 

200

     Asahi Kasei Corp.       1,637  
 

1,400

     Astellas Pharma, Inc.       23,379  
 

200

     Azbil Corp.       6,113  
 

200

     Bandai Namco Holdings, Inc.       10,528  
 

300

     Bic Camera, Inc.       3,187  
 

400

     Bridgestone Corp.       12,910  
 

500

     Brother Industries Ltd.       9,034  
 

100

     Canon Marketing Japan, Inc.       2,045  
 

400

     Canon, Inc.       7,979  

 

  Hartford Multifactor International Fund

 

 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

        

 

100

     Casio Computer Co., Ltd.   $     1,745  
 

300

     Dai-ichi Life Holdings, Inc.       3,591  
 

100

     Daiichikosho Co., Ltd.       2,992  
 

2,500

     Daiwa Securities Group, Inc.       10,502  
 

300

     FUJIFILM Holdings Corp.       12,840  
 

100

     Fujitsu Ltd.       11,708  
 

400

     Hakuhodo DY Holdings, Inc.       4,774  
 

600

     Haseko Corp.       7,576  
 

1,000

     Hino Motors Ltd.       6,785  
 

200

     Hitachi Ltd.       6,357  
 

400

     Honda Motor Co., Ltd.       10,237  
 

100

     Hoya Corp.       9,576  
 

600

     ITOCHU Corp.       12,983  
 

500

     Japan Airlines Co., Ltd.       9,023  
 

600

     Japan Post Holdings Co., Ltd.       4,282  
 

700

     K’s Holdings Corp.       9,562  
 

300

     Kajima Corp.       3,587  
 

100

     Kaken Pharmaceutical Co., Ltd.       5,121  
 

800

     KDDI Corp.       23,870  
 

100

     Kewpie Corp.       1,884  
 

1,000

     Konica Minolta, Inc.       3,478  
 

100

     Kyowa Exeo Corp.       2,401  
 

300

     Kyushu Railway Co.       7,795  
 

200

     Lawson, Inc.       10,060  
 

400

     Marubeni Corp.       1,817  
 

800

     Mazda Motor Corp.       4,834  
 

1,900

     Mebuki Financial Group, Inc.       4,426  
 

400

     Medipal Holdings Corp.       7,720  
 

100

     Mitsubishi Corp.       2,113  
 

200

     Mitsubishi Electric Corp.       2,612  
 

100

     Mitsubishi Heavy Industries Ltd.       2,361  
 

500

     Mitsubishi UFJ Lease & Finance Co., Ltd.       2,386  
 

200

     Mitsui & Co., Ltd.       2,963  
 

200

     NEC Corp.       9,609  
 

100

     NH Foods Ltd.       4,024  
 

100

     Nihon Kohden Corp.       3,361  
 

300

     Nikon Corp.       2,520  
 

100

     Nippo Corp.       2,526  
 

600

     Nippon Telegraph & Telephone Corp.       13,980  
 

200

     NTT Data Corp.       2,236  
 

700

     NTT DOCOMO, Inc.       18,584  
 

300

     Obayashi Corp.       2,820  
 

600

     Olympus Corp.       11,551  
 

400

     ORIX Corp.       4,967  
 

400

     Osaka Gas Co., Ltd.       7,907  
 

100

     Otsuka Holdings Co., Ltd.       4,358  
 

800

     Panasonic Corp.       7,015  
 

500

     Resona Holdings, Inc.       1,711  
 

300

     Ricoh Co., Ltd.       2,153  
 

100

     Sankyo Co., Ltd.       2,421  
 

300

     Santen Pharmaceutical Co., Ltd.       5,523  
 

100

     Sawai Pharmaceutical Co., Ltd.       5,140  
 

700

     Seiko Epson Corp.       8,019  
 

200

     Sekisui Chemical Co., Ltd.       2,866  
 

700

     Sekisui House Ltd.       13,365  
 

200

     Seven & i Holdings Co., Ltd.       6,543  
 

100

     Shimamura Co., Ltd.       6,773  
 

600

     Shimizu Corp.       4,943  
 

100

     Shionogi & Co., Ltd.       6,273  
 

100

     Ship Healthcare Holdings, Inc.       4,185  
 

700

     Skylark Holdings Co., Ltd.       11,122  
 

100

     Sony Financial Holdings, Inc.       2,414  
 

100

     Square Enix Holdings Co., Ltd.       5,066  
 

600

     Subaru Corp.       12,564  
 

100

     Sugi Holdings Co., Ltd.       6,781  
 

500

     Sumitomo Dainippon Pharma Co., Ltd.       6,929  
                                             

 

  Hartford Multifactor International Fund

 

 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

        

 

600

     Sumitomo Electric Industries Ltd.   $     6,921  
 

300

     Sumitomo Forestry Co., Ltd.       3,774  
 

300

     Sumitomo Rubber Industries Ltd.       2,971  
 

100

     Sundrug Co., Ltd.       3,310  
 

200

     Suzuken Co., Ltd.       7,472  
 

100

     Taisei Corp.       3,645  
 

300

     Teijin Ltd.       4,776  
 

100

     Terumo Corp.       3,806  
 

100

     Toho Gas Co., Ltd.       4,998  
 

300

     Tokio Marine Holdings, Inc.       13,132  
 

300

     Tokyo Electric Power Co. Holdings, Inc.*       923  
 

400

     Tokyo Gas Co., Ltd.       9,578  
 

300

     Toppan Printing Co., Ltd.       5,016  
 

200

     Tosoh Corp.       2,747  
 

300

     Toyota Boshoku Corp.       4,046  
 

100

     TS Tech Co., Ltd.       2,757  
 

100

     Tsumura & Co.       2,619  
 

100

     Tsuruha Holdings, Inc.       13,811  
 

200

     TV Asahi Holdings Corp.       2,914  
 

100

     Welcia Holdings Co., Ltd.       8,079  
 

100

     West Japan Railway Co.       5,609  
 

900

     Yamada Denki Co., Ltd.       4,464  
 

300

     Yamaha Motor Co., Ltd.       4,725  
 

300

     Yamazaki Baking Co., Ltd.       5,153  
 

500

     Z Holdings Corp.       2,454  
 

100

     Zensho Holdings Co., Ltd.       2,022  
          

 

 

 

             653,186  
          

 

 

 

       Luxembourg - 0.3%                                       
 

157

     Grand City Properties S.A.       3,631  
 

750

     L’Occitane International S.A.       1,264  
 

138

     RTL Group S.A.       4,428  
          

 

 

 

             9,323  
          

 

 

 

       Netherlands - 4.2%    
 

105

     Aalberts N.V.       3,443  
 

665

     Aegon N.V.       1,966  
 

1,047

     Altice N.V.*       4,049  
 

337

     ASR Nederland N.V.       10,369  
 

115

     GrandVision N.V.(2)       3,276  
 

1,068

     ING Groep N.V.       7,445  
 

863

     Koninklijke Ahold Delhaize N.V.       23,520  
 

87

     Koninklijke DSM N.V.       12,077  
 

554

     NN Group N.V.       18,619  
 

315

     Randstad N.V.       14,085  
 

687

     Royal Dutch Shell plc Class A       11,000  
 

336

     Signify N.V.*(2)       8,639  
 

18

     Wolters Kluwer N.V.       1,406  
          

 

 

 

             119,894  
          

 

 

 

       New Zealand - 0.6%    
 

246

     Contact Energy Ltd.       1,000  
 

91

     EBOS Group Ltd.       1,274  
 

348

     Fisher & Paykel Healthcare Corp. Ltd. Class C       8,017  
 

425

     Fletcher Building Ltd.       1,023  
 

46

     Mainfreight Ltd.       1,174  
 

509

     Mercury NZ Ltd.       1,551  
 

150

     Meridian Energy Ltd.       467  
 

803

     Spark New Zealand Ltd.*       2,359  
          

 

 

 

             16,865  
          

 

 

 

       Norway - 1.4%    
 

207

     Austevoll Seafood ASA       1,719  
 

649

     Equinor ASA       9,349  
 

321

     Leroy Seafood Group ASA       1,937  
 

238

     Marine Harvest ASA       4,537  
 

973

     Orkla ASA       8,543  

 

  Hartford Multifactor International Fund

 

 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

        

 

144

     Salmar ASA*   $     6,898  
 

112

     SpareBank 1 SR-Bank ASA       820  
 

423

     Storebrand ASA*       2,204  
 

210

     Telenor ASA       3,066  
          

 

 

 

             39,073  
          

 

 

 

       Portugal - 0.4%                                       
 

877

     Galp Energia SGPS S.A.       10,173  
          

 

 

 

       Russia - 1.1%    
 

2,072

     Evraz plc       7,341  
 

320

     Polymetal International plc       6,407  
 

4,787

     VEON Ltd. ADR       8,617  
 

216

     X5 Retail Group N.V. GDR       7,661  
          

 

 

 

             30,026  
          

 

 

 

       Singapore - 1.7%    
 

5,300

     ComfortDelGro Corp. Ltd.       5,570  
 

400

     DBS Group Holdings Ltd.       6,019  
 

9,300

     Mapletree Commercial Trust REIT       13,013  
 

1,200

     Mapletree North Asia Commercial Trust REIT       806  
 

736

     Oversea-Chinese Banking Corp. Ltd.       4,797  
 

1,200

     SATS Ltd.       2,487  
 

2,200

     Singapore Airlines Ltd.       5,938  
 

1,100

     Singapore Telecommunications Ltd.       1,955  
 

600

     Venture Corp. Ltd.       7,012  
          

 

 

 

             47,597  
          

 

 

 

       Spain - 2.1%    
 

49

     Acciona S.A.       4,820  
 

385

     ACS Actividades de Construccion y Servicios S.A.       9,894  
 

418

     Banco Bilbao Vizcaya Argentaria S.A.       1,439  
 

473

     Bankinter S.A.       2,267  
 

72

     Ebro Foods S.A.       1,492  
 

207

     Enagas S.A.       5,064  
 

514

     Endesa S.A.       12,750  
 

241

     Iberdrola S.A.       2,814  
 

422

     Inmobiliaria Colonial Socimi S.A.       3,731  
 

1,068

     Mapfre S.A.       1,907  
 

448

     Merlin Properties Socimi S.A. REIT       3,733  
 

108

     Red Electrica Corp. S.A.       2,021  
 

251

     Repsol S.A.       2,218  
 

541

     Telefonica S.A.       2,588  
 

35

     Viscofan S.A.       2,285  
          

 

 

 

             59,023  
          

 

 

 

       Sweden - 2.8%    
 

74

     Atrium Ljungberg AB Class B       1,045  
 

173

     Axfood AB       3,782  
 

330

     Castellum AB       6,184  
 

81

     Electrolux AB Class B       1,363  
 

81

     Electrolux Professional AB Class B*       297  
 

196

     Fastighets AB Balder Class B*       7,499  
 

227

     Hennes & Mauritz AB Class B(1)       3,313  
 

214

     ICA Gruppen AB       10,172  
 

87

     Industrivarden AB Class A*       1,990  
 

105

     Investor AB Class B       5,570  
 

100

     L E Lundbergforetagen AB Class B*       4,558  
 

129

     Loomis AB*       3,082  
 

249

     Peab AB Class B*       2,058  
 

589

     Securitas AB Class B*       7,965  
 

257

     Skanska AB Class B*       5,247  
 

107

     Svenska Handelsbanken AB Class A*       1,016  
 

776

     Swedbank AB Class A*       9,965  
 

536

     Telia Co., AB       2,005  
 

33

     Volvo AB Class B*       519  

 

  Hartford Multifactor International Fund

 

 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

        

 

89

     Wihlborgs Fastigheter AB   $     1,464  
          

 

 

 

             79,094  
          

 

 

 

       Switzerland - 6.3%                                       
 

196

     Adecco Group AG       9,239  
 

108

     Baloise Holding AG       16,270  
 

20

     Banque Cantonale Vaudoise       1,948  
 

15

     Bucher Industries AG       4,333  
 

218

     Credit Suisse Group AG       2,268  
 

57

     Helvetia Holding AG       5,339  
 

76

     Julius Baer Group Ltd.       3,192  
 

82

     Kuehne + Nagel International AG*       13,659  
 

62

     Nestle S.A.       6,874  
 

95

     Novartis AG       8,276  
 

51

     PSP Swiss Property AG       5,744  
 

68

     Roche Holding AG       23,559  
 

1

     SGS S.A.       2,450  
 

25

     Sonova Holding AG       5,004  
 

60

     Sunrise Communications Group AG*(2)       5,337  
 

48

     Swiss Life Holding AG       17,857  
 

36

     Swiss Prime Site AG       3,339  
 

113

     Swiss Re AG       8,761  
 

24

     Swisscom AG       12,586  
 

58

     Zurich Insurance Group AG       20,551  
          

 

 

 

             176,586  
          

 

 

 

       United Kingdom - 10.8%    
 

493

     3i Group plc       5,076  
 

253

     Anglo American plc       5,832  
 

65

     Ashtead Group plc       2,193  
 

123

     AstraZeneca plc       12,801  
 

162

     Auto Trader Group plc(2)       1,055  
 

350

     Babcock International Group plc       1,341  
 

548

     Barratt Developments plc       3,368  
 

262

     Bellway plc       8,252  
 

47

     Berkeley Group Holdings plc       2,421  
 

1,596

     BP plc       6,114  
 

264

     Britvic plc       2,514  
 

5,808

     BT Group plc       8,214  
 

2,800

     Capita plc*       1,532  
 

6,811

     Centrica plc       3,236  
 

277

     Close Brothers Group plc       3,792  
 

21

     Coca-Cola European Partners plc       797  
 

154

     Compass Group plc       2,119  
 

2,371

     ConvaTec Group plc(2)       5,726  
 

389

     Dart Group plc       4,042  
 

9

     Diageo plc       299  
 

236

     Dialog Semiconductor plc*       10,787  
 

3,611

     Direct Line Insurance Group plc       12,108  
 

301

     Electrocomponents plc       2,506  
 

132

     Ferguson plc       10,793  
 

638

     Fiat Chrysler Automobiles N.V.*       6,533  
 

585

     Frasers Group plc*       2,217  
 

615

     GlaxoSmithKline plc       12,423  
 

317

     Hikma Pharmaceuticals plc       8,699  
 

974

     Howden Joinery Group plc       6,668  
 

799

     HSBC Holdings plc       3,713  
 

77

     IMI plc       878  
 

1,557

     ITV plc       1,439  
 

2,774

     Kingfisher plc       7,632  
 

5,382

     Legal & General Group plc       14,673  
 

298

     Mondi plc       5,574  
 

554

     National Grid plc       6,759  
 

126

     Pennon Group plc       1,745  
 

71

     Persimmon plc*       2,009  
 

840

     Redrow plc       4,480  
 

304

     Rio Tinto plc       17,108  

 

  Hartford Multifactor International Fund

 

 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

        

 

3,737

     Royal Mail plc        $      8,423  
 

675

     RSA Insurance Group plc             3,419  
 

104

     Segro plc REIT             1,150  
 

892

     Smith & Nephew plc             16,621  
 

632

     SSE plc             10,702  
 

854

     Tate & Lyle plc             7,060  
 

920

     Taylor Wimpey plc             1,624  
 

133

     Travis Perkins plc             1,854  
 

1,483

     Tritax Big Box plc REIT             2,664  
 

352

     Unilever N.V.             18,768  
 

228

     WH Smith plc             3,104  
 

2,282

     WM Morrison Supermarkets plc             5,376  
 

598

     WPP plc             4,662  
                

 

 

 

                   304,895  
                

 

 

 

      

Total Common Stocks
(cost $2,924,093)

       $      2,754,980  
                

 

 

 

Rights - 0.0%

         
       Spain - 0.0%                                             
 

385

     ACS Actividades de Construccion y Servicios S.A.*             601  
 

234

     Repsol S.A.*             114  
 

541

     Telefonica S.A.*             106  
                

 

 

 

      

Total Rights
(cost $846)

       $      821  
                

 

 

 

      

Total Long-Term Investments
(cost $2,924,939)

       $      2,755,801  
                

 

 

 

Short-Term Investments - 0.8%

         
       Other Investment Pools & Funds - 0.0%          
 

414

     Fidelity Institutional Government Fund, Institutional Class, 0.05%(3)             414  
                

 

 

 

       Securities Lending Collateral - 0.8%          
 

1,054

    

Citibank NA DDCA, 0.08%, 7/1/2020(3)

            1,054  
 

7,720

    

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.09%(3)

            7,720  
 

12,316

    

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.16%(3)

            12,316  
                

 

 

 

                   21,090  
                

 

 

 

      

Total Short-Term Investments
(cost $21,504)

          $ 21,504  
                

 

 

 

      

Total Investments
(cost $2,946,443)

     98.4     $      2,777,305  
       Other Assets and Liabilities      1.6          44,711  
         

 

 

 

      

 

 

 

       Total Net Assets      100.0     $      2,822,016  
         

 

 

 

      

 

 

 

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

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

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

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

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments 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 June 30, 2020, the aggregate value of these securities was $62,895, representing 2.2% of net assets.

 

  Hartford Multifactor International Fund

 

 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

(3)

Current yield as of period end.

 

For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

GLOSSARY: (abbreviations used in preceding Schedule of Investments)                             

 

Other Abbreviations:                                                                                                                      
ADR              American Depositary Receipt
DDCA    Dollars on Deposit in Custody Account
GDR    Global Depositary Receipt
REIT    Real Estate Investment Trust

 

  Hartford Multifactor International Fund

 

 

Schedule of Investments

June 30, 2020 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.

 

Description

 

   Total    Level 1    Level 2    Level 3(1)

Assets

           

Common Stocks

           

Australia

   $ 244,500      $      $ 244,500      $  

Austria

     3,550               3,550         

Belgium

     52,207               52,207         

Canada

     289,030        289,030                

China

     4,033               4,033         

Denmark

     74,962        8,194        66,768         

Finland

     18,777               18,777         

France

     169,265               169,265         

Germany

     141,205               141,205         

Hong Kong

     84,698        4,748        79,950         

Ireland

     18,386        14,993        3,393         

Israel

     32,858        3,059        29,799         

Italy

     75,774               75,774         

Japan

     653,186               653,186         

Luxembourg

     9,323               9,323         

Netherlands

     119,894        1,406        118,488         

New Zealand

     16,865               16,865         

Norway

     39,073               39,073         

Portugal

     10,173               10,173         

Russia

     30,026        8,617        21,409         

Singapore

     47,597               47,597         

Spain

     59,023        3,777        55,246         

Sweden

     79,094        3,082        76,012         

Switzerland

     176,586               176,586         

United Kingdom

     304,895        6,533        298,362         

Rights

     821        821                

Short-Term Investments

     21,504        21,504                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $         2,777,305      $             365,764      $         2,411,541      $                 —  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

 (1) For the period ended June 30, 2020, there were no transfers in and out of Level 3.

 

  Hartford Multifactor Large Cap Value Fund

 

 

Schedule of Investments

June 30, 2020 (Unaudited)

 

Shares or Principal Amount

        Market Value

Common Stocks - 94.1%

   
       Automobiles & Components - 1.3%    
 

771

     Ford Motor Co.     $       4,688  

        

 

151

     General Motors Co.       3,820  
 

140

     Gentex Corp.       3,608  
          

 

 

 

             12,116  
          

 

 

 

       Banks - 5.3%                                       
 

285

     Bank of America Corp.       6,769  
 

20

     Bank of Hawaii Corp.       1,228  
 

78

     Citigroup, Inc.       3,986  
 

5

     First Citizens BancShares, Inc. Class A       2,025  
 

91

     First Hawaiian, Inc.       1,569  
 

145

     JP Morgan Chase & Co.       13,639  
 

222

     MGIC Investment Corp.       1,818  
 

45

     PNC Financial Services Group, Inc.       4,734  
 

16

     Radian Group, Inc.       248  
 

72

     Truist Financial Corp.       2,704  
 

154

     U.S. Bancorp       5,670  
 

255

     Wells Fargo & Co.       6,528  
          

 

 

 

             50,918  
          

 

 

 

       Capital Goods - 7.3%    
 

57

     Carrier Global Corp.       1,267  
 

32

     Cummins, Inc.       5,544  
 

17

     Curtiss-Wright Corp.       1,518  
 

47

     Dover Corp.       4,538  
 

83

     Eaton Corp. plc       7,261  
 

59

     EMCOR Group, Inc.       3,902  
 

121

     Emerson Electric Co.       7,506  
 

25

     Fortune Brands Home & Security, Inc.       1,598  
 

177

     Johnson Controls International plc       6,043  
 

28

     Otis Worldwide Corp.       1,592  
 

72

     PACCAR, Inc.       5,389  
 

57

     Raytheon Technologies Corp.       3,512  
 

61

     Simpson Manufacturing Co., Inc.       5,146  
 

23

     Snap-on, Inc.       3,186  
 

73

     Trane Technologies plc       6,496  
 

29

     Watsco, Inc.       5,153  
          

 

 

 

             69,651  
          

 

 

 

       Commercial & Professional Services - 1.6%    
 

93

     IHS Markit Ltd.       7,021  
 

52

     ManpowerGroup, Inc.       3,575  
 

55

     Republic Services, Inc.       4,513  
          

 

 

 

             15,109  
          

 

 

 

       Consumer Durables & Apparel - 1.8%    
 

13

     Carter’s, Inc.       1,049  
 

88

     D.R. Horton, Inc.       4,880  
 

28

     Helen of Troy Ltd.*       5,280  
 

37

     Lennar Corp. Class A       2,280  
 

114

     PulteGroup, Inc.       3,879  
          

 

 

 

             17,368  
          

 

 

 

       Consumer Services - 0.8%    
 

56

     Aramark       1,264  
 

409

     Caesars Entertainment Corp.*       4,961  
 

108

     Norwegian Cruise Line Holdings Ltd.*       1,774  
          

 

 

 

             7,999  
          

 

 

 

       Diversified Financials - 5.4%    
 

268

     AGNC Investment Corp. REIT       3,457  
 

525

     Annaly Capital Management, Inc. REIT       3,444  
 

118

     Berkshire Hathaway, Inc. Class B*       21,064  
 

6

     BlackRock, Inc.       3,265  
 

133

     Blackstone Mortgage Trust, Inc. Class A REIT       3,204  

 

  Hartford Multifactor Large Cap Value Fund

 

 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

 

8

     Capital One Financial Corp.   $     501  
 

11

     Cboe Global Markets, Inc.       1,026  

        

 

225

     Chimera Investment Corp. REIT       2,162  
 

53

     Intercontinental Exchange, Inc.       4,855  
 

644

     MFA Financial, Inc. REIT       1,604  
 

25

     Nasdaq, Inc.       2,987  
 

216

     Starwood Property Trust, Inc. REIT       3,231  
 

29

     Two Harbors Investment Corp. REIT       146  
          

 

 

 

             50,946  
          

 

 

 

       Energy - 8.1%                                       
 

302

     Chevron Corp.       26,948  
 

72

     ConocoPhillips       3,025  
 

417

     Exxon Mobil Corp.       18,648  
 

397

     Kinder Morgan, Inc.       6,023  
 

114

     ONEOK, Inc.       3,787  
 

106

     Phillips 66       7,621  
 

119

     Valero Energy Corp.       7,000  
 

208

     Williams Cos., Inc.       3,956  
          

 

 

 

             77,008  
          

 

 

 

       Food & Staples Retailing - 0.3%    
 

150

     U.S. Foods Holding Corp.*       2,958  
          

 

 

 

       Food, Beverage & Tobacco - 4.1%    
 

15

     Altria Group, Inc.       589  
 

128

     Archer-Daniels-Midland Co.       5,107  
 

211

     Flowers Foods, Inc.       4,718  
 

152

     General Mills, Inc.       9,371  
 

114

     Hormel Foods Corp.       5,503  
 

35

     Ingredion, Inc.       2,905  
 

77

     Kellogg Co.       5,087  
 

94

     Mondelez International, Inc. Class A       4,806  
 

9

     Tyson Foods, Inc. Class A       537  
          

 

 

 

             38,623  
          

 

 

 

       Health Care Equipment & Services - 6.5%    
 

68

     Cerner Corp.       4,661  
 

59

     CVS Health Corp.       3,833  
 

26

     Danaher Corp.       4,598  
 

77

     Dentsply Sirona, Inc.       3,393  
 

80

     Henry Schein, Inc.*       4,671  
 

27

     Laboratory Corp. of America Holdings*       4,485  
 

281

     Medtronic plc       25,768  
 

45

     Quest Diagnostics, Inc.       5,128  
 

4

     Universal Health Services, Inc. Class B       371  
 

44

     Zimmer Biomet Holdings, Inc.       5,252  
          

 

 

 

             62,160  
          

 

 

 

       Household & Personal Products - 2.2%    
 

172

     Procter & Gamble Co.       20,566  
          

 

 

 

       Insurance - 10.8%    
 

160

     Aflac, Inc.       5,765  
 

7

     Alleghany Corp.       3,424  
 

72

     Allstate Corp.       6,983  
 

53

     American Financial Group, Inc.       3,363  
 

115

     Arch Capital Group Ltd.*       3,295  
 

50

     Arthur J Gallagher & Co.       4,874  
 

26

     Assured Guaranty Ltd.       635  
 

45

     Chubb Ltd.       5,698  
 

44

     Cincinnati Financial Corp.       2,817  
 

109

     CNA Financial Corp.       3,504  
 

19

     Everest Re Group Ltd.       3,918  
 

121

     Fidelity National Financial, Inc.       3,710  
 

82

     First American Financial Corp.       3,938  
 

54

     Globe Life, Inc.       4,008  
 

40

     Hanover Insurance Group, Inc.       4,053  
 

27

     Loews Corp.       926  

 

  Hartford Multifactor Large Cap Value Fund

 

 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

        

 

4

     Markel Corp.*   $     3,693  
 

180

     MetLife, Inc.       6,574  
 

242

     Old Republic International Corp.       3,947  
 

17

     Principal Financial Group, Inc.       706  
 

91

     Prudential Financial, Inc.       5,542  
 

37

     Reinsurance Group of America, Inc.       2,902  
 

48

     Travelers Cos., Inc.       5,474  
 

5

     White Mountains Insurance Group Ltd.       4,440  
 

22

     Willis Towers Watson plc       4,333  
 

72

     WR Berkley Corp.       4,125  
          

 

 

 

             102,647  
          

 

 

 

       Materials - 4.3%                                       
 

11

     Avery Dennison Corp.       1,255  
 

15

     Celanese Corp.       1,295  
 

28

     Ecolab, Inc.       5,571  
 

202

     Graphic Packaging Holding Co.       2,826  
 

18

     Martin Marietta Materials, Inc.       3,718  
 

30

     Packaging Corp. of America       2,994  
 

74

     PPG Industries, Inc.       7,849  
 

24

     Reliance Steel & Aluminum Co.       2,278  
 

73

     RPM International, Inc.       5,479  
 

92

     Sonoco Products Co.       4,811  
 

28

     Vulcan Materials Co.       3,244  
          

 

 

 

             41,320  
          

 

 

 

       Media & Entertainment - 3.7%    
 

16

     Charter Communications, Inc. Class A*       8,161  
 

303

     Comcast Corp. Class A       11,811  
 

14

     DISH Network Corp. Class A*       483  
 

180

     Interpublic Group of Cos., Inc.       3,089  
 

18

     Liberty Broadband Corp. Class C*       2,231  
 

120

     Liberty Media Corp-Liberty SiriusXM Class C*       4,134  
 

70

     Omnicom Group, Inc.       3,822  
 

12

     Walt Disney Co.       1,338  
          

 

 

 

             35,069  
          

 

 

 

       Pharmaceuticals, Biotechnology & Life Sciences - 2.7%    
 

92

     Gilead Sciences, Inc.       7,079  
 

573

     Pfizer, Inc.       18,737  
          

 

 

 

             25,816  
          

 

 

 

       Real Estate - 4.0%    
 

20

     Alexandria Real Estate Equities, Inc. REIT       3,245  
 

387

     Apple Hospitality, Inc. REIT       3,738  
 

12

     AvalonBay Communities, Inc. REIT       1,856  
 

22

     Camden Property Trust REIT       2,007  
 

72

     Duke Realty Corp. REIT       2,548  
 

151

     Equity Commonwealth REIT       4,862  
 

26

     Equity Residential REIT       1,529  
 

16

     Essex Property Trust, Inc. REIT       3,667  
 

24

     Healthpeak Properties, Inc. REIT       661  
 

274

     Host Hotels & Resorts, Inc. REIT       2,957  
 

35

     Mid-America Apartment Communities, Inc. REIT       4,013  
 

33

     National Health Investors, Inc. REIT       2,004  
 

4

     National Retail Properties, Inc. REIT       142  
 

16

     Realty Income Corp. REIT       952  
 

72

     Vornado Realty Trust REIT       2,751  
 

62

     Weyerhaeuser Co., REIT       1,393  
          

 

 

 

             38,325  
          

 

 

 

       Retailing - 1.2%    
 

57

     Genuine Parts Co.       4,957  
 

45

     LKQ Corp.*       1,179  
 

48

     Target Corp.       5,756  
          

 

 

 

             11,892  
          

 

 

 

 

  Hartford Multifactor Large Cap Value Fund

 

 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

       Semiconductors & Semiconductor Equipment - 2.9%    
 

8

     Applied Materials, Inc.   $         484  
 

4

     Broadcom, Inc.       1,263  
 

316

     Intel Corp.       18,906  

        

 

5

     Lam Research Corp.       1,617  
 

40

     Skyworks Solutions, Inc.       5,114  
          

 

 

 

             27,384  
          

 

 

 

       Software & Services - 3.8%    
 

74

     Amdocs Ltd.       4,505  
 

71

     Black Knight, Inc.*       5,152  
 

20

     CACI International, Inc. Class A*       4,337  
 

131

     Cognizant Technology Solutions Corp. Class A       7,443  
 

53

     Fidelity National Information Services, Inc.       7,107  
 

35

     Global Payments, Inc.       5,937  
 

169

     Sabre Corp.       1,362  
          

 

 

 

             35,843  
          

 

 

 

       Technology Hardware & Equipment - 2.7%                                       
 

72

     Arrow Electronics, Inc.*       4,946  
 

62

     FLIR Systems, Inc.       2,515  
 

48

     Hewlett Packard Enterprise Co.       467  
 

227

     Juniper Networks, Inc.       5,189  
 

96

     Seagate Technology plc       4,647  
 

94

     TE Connectivity Ltd.       7,666  
          

 

 

 

             25,430  
          

 

 

 

       Telecommunication Services - 6.8%    
 

787

     AT&T, Inc.       23,791  
 

57

     T-Mobile U.S., Inc.*       5,937  
 

627

     Verizon Communications, Inc.       34,566  
          

 

 

 

             64,294  
          

 

 

 

       Transportation - 0.4%    
 

102

     Delta Air Lines, Inc.       2,861  
 

5

     Kansas City Southern       747  
 

4

     Old Dominion Freight Line, Inc.       678  
          

 

 

 

             4,286  
          

 

 

 

       Utilities - 6.1%    
 

12

     Alliant Energy Corp.       574  
 

7

     Ameren Corp.       493  
 

64

     American Electric Power Co., Inc.       5,097  
 

19

     Atmos Energy Corp.       1,892  
 

45

     CMS Energy Corp.       2,629  
 

78

     Consolidated Edison, Inc.       5,611  
 

15

     Dominion Energy, Inc.       1,218  
 

36

     DTE Energy Co.       3,870  
 

60

     Duke Energy Corp.       4,793  
 

30

     Entergy Corp.       2,814  
 

5

     Eversource Energy       416  
 

35

     Exelon Corp.       1,270  
 

137

     FirstEnergy Corp.       5,313  
 

29

     NextEra Energy, Inc.       6,965  
 

37

     PPL Corp.       956  
 

42

     Public Service Enterprise Group, Inc.       2,065  
 

72

     Southern Co.       3,733  
 

55

     WEC Energy Group, Inc.       4,821  
 

55

     Xcel Energy, Inc.       3,437  
          

 

 

 

             57,967  
          

 

 

 

      

Total Common Stocks
(cost $952,644)

  $         895,695  
          

 

 

 

Short-Term Investments - 0.1%

   
       Other Investment Pools & Funds - 0.1%    
 

944

     Fidelity Institutional Government Fund, Institutional Class, 0.05%(1)       944  
          

 

 

 

 

  Hartford Multifactor Large Cap Value Fund

 

 

Schedule of Investments – (continued)

June 30, 2020 (Unaudited)

 

    

Total Short-Term Investments
(cost $944)

       $     944  
             

 

 

 

    

Total Investments
(cost $953,588)

     94.2     $     896,639  
     Other Assets and Liabilities      5.8         54,739  
       

 

 

 

     

 

 

 

                     

     Total Net Assets      100.0     $                 951,378  
       

 

 

 

     

 

 

 

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.

 

*

Non-income producing.

(1)

Current yield as of period end.

 

For information regarding the Fund’s significant accounting policies, please refer to the Fund’s 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

June 30, 2020 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of June 30, 2020 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Common Stocks

           

Automobiles & Components

   $ 12,116      $ 12,116      $      $  

Banks

     50,918        50,918                

Capital Goods

     69,651        69,651                

Commercial & Professional Services

     15,109        15,109                

Consumer Durables & Apparel

     17,368        17,368                

Consumer Services

     7,999        7,999                

Diversified Financials

     50,946        50,946                

Energy

     77,008        77,008                

Food & Staples Retailing

     2,958        2,958                

Food, Beverage & Tobacco

     38,623        38,623                

Health Care Equipment & Services

     62,160        62,160                

Household & Personal Products

     20,566        20,566                

Insurance

     102,647        102,647                

Materials

     41,320        41,320                

Media & Entertainment

     35,069        35,069                

Pharmaceuticals, Biotechnology & Life Sciences

     25,816        25,816                

Real Estate

     38,325        38,325                

Retailing

     11,892        11,892                

Semiconductors & Semiconductor Equipment

     27,384        27,384                

Software & Services

     35,843        35,843                

Technology Hardware & Equipment

     25,430        25,430                

Telecommunication Services

     64,294        64,294                

Transportation

     4,286        4,286                

Utilities

     57,967        57,967                

Short-Term Investments

     944        944                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         896,639      $         896,639      $                 —      $                 —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 (1) For the period ended June 30, 2020, there were no transfers in and out of Level 3.

The Hartford Mutual Funds II, Inc. (the “Company”)

Notes to the Schedules of Investments

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 the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.

If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign

    

    

 

markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund.

Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Investments in open-end mutual funds, if any, are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such open-end mutual funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.

U.S. 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 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.

    

    

 

The Board of Directors has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser(s), as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.

For information regarding a Fund’s other significant accounting policies, please refer to the Fund’s most recent Semi-Annual or Annual Report.

2. 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. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; and cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned.

A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) The risk that the principal value of the collateral provided for the loaned securities or the value of any investments made with that collateral may decline; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; and (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.

The Funds retain loan fees and the interest on cash collateral investments but are 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 Funds). Upon termination of a loan, the Funds are required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers.

The following table presents the market value of the Funds’ securities on loan, net of amounts available for offset under the master netting arrangements and any related collateral received by the Funds as of June 30, 2020.

 

      Investment
Securities on
Loan, at market
value(1)
   Collateral Posted
by Borrower(2)
  Net Amount(3)

Multifactor International Fund

   $43,667    $(43,667)   $—

Multifactor Large Cap Value 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.

 
  (2)

Collateral received in excess of the market value of securities on loan is not presented in this table.

 
  (3)

Net amount represents the net amount receivable due from the counterparty in the event of default.

 

The total cash and non-cash collateral received by each Fund in connection with securities lending transactions is presented below:

 

Fund    Cash
Collateral                
  Non-Cash
Collateral

Multifactor International Fund

   $21,090   $25,065

Multifactor Large Cap Value Fund

    

    

    

 

3. Secured Borrowings:

The following tables reflect a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of June 30, 2020.

CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED BORROWINGS

Remaining Contractual Maturity of the Agreements

 

Multifactor International Fund    Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

              

Common Stocks

   $   21,090      $         —      $         —      $         —      $   21,090  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $   21,090      $         —      $         —      $         —      $ 21,090  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

         $ 21,090  
              

 

 

 

 

(1) 

Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.