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    

L’Oreal 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    

K’s 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
(cost $2,986,671)

  $ 3,536,152  
   

 

 

 
 

Preferred Stocks - 0.1%

 
  Germany - 0.1%

 

  92    

Fuchs Petrolub SE *

    4,477  
   

 

 

 
 

Total Preferred Stocks
(cost $4,311)

  $ 4,477  
   

 

 

 
 

Rights - 0.0%

 
  Spain - 0.0%

 

  217    

ACS Actividades de Construccion y Servicios S.A.*

    304  
   

 

 

 
 

Total Rights
(cost $328)

  $ 304  
   

 

 

 
 

Total Long-Term Investments
(cost $2,991,310)

  $ 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
(cost $7,818)

  $ 7,818  
   

 

 

 


 

  Hartford Multifactor International Fund

 

  Schedule of Investments – (continued)

  June 30, 2021 (Unaudited)

 

 

 

 

Total Investments
(cost $2,999,128)

    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 & 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.

(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 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 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 Fund’s 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    

Casey’s 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
(cost $1,022,529)

  $ 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
(cost $5,823)

  $ 5,823  
   

 

 

 


 

  Hartford Multifactor Large Cap Value Fund

 

  Schedule of Investments – (continued)

  June 30, 2021 (Unaudited)

 

 

 

 

Total Investments
(cost $1,028,352)

    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 & 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 – (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 Fund’s 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 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, 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 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 Value 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.