N-Q 1 d345298dnq.htm THE HARTFORD MUTUAL FUNDS INC. The Hartford Mutual Funds Inc.

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number: 811-07589

THE HARTFORD MUTUAL FUNDS, INC.

(Exact name of registrant as specified in charter)

5 Radnor Corporate Center, Suite 300, 100 Matsonford Road, Radnor, Pennsylvania 19087

(Address of Principal Executive Offices) (Zip Code)

Alice A. Pellegrino

Hartford Funds Management Company, LLC

5 Radnor Corporate Center, Suite 300

100 Matsonford Road

Radnor, PA 19087

(Name and Address of Agent for Service)

Registrant’s telephone number, including area code: (610) 386-1844

Date of fiscal year end: October 31

Date of reporting period: January 31, 2017

Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to Rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.

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


Item 1. Schedule of Investments.


 

The Hartford Balanced Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 67.7%

  
  

Banks - 7.5%

  
423,220   

Bank of America Corp.

   $ 9,581,701  
203,700   

Citigroup, Inc.

     11,372,571  
186,430   

JP Morgan Chase & Co.

     15,777,571  
79,170   

PNC Financial Services Group, Inc.

     9,536,818  
289,900   

Wells Fargo & Co.

     16,330,067  
     

 

 

 
                62,598,728  
     

 

 

 
  

Capital Goods - 5.2%

  
62,480   

3M Co.

     10,922,754  
138,821   

Eaton Corp. plc

     9,825,750  
137,130   

Fortune Brands Home & Security, Inc.

     7,559,977  
95,690   

Ingersoll-Rand plc

     7,593,002  
71,490   

United Technologies Corp.

     7,840,308  
     

 

 

 
        43,741,791  
     

 

 

 
  

Commercial & Professional Services - 0.8%

  
155,290   

Nielsen Holdings plc

     6,352,914  
     

 

 

 
  

Consumer Durables & Apparel - 1.5%

  
114,970   

NIKE, Inc. Class B

     6,081,913  
306,600   

PulteGroup, Inc.

     6,594,966  
     

 

 

 
        12,676,879  
     

 

 

 
  

Consumer Services - 1.6%

  
123,983   

Hilton Worldwide Holdings, Inc.

     7,138,960  
127,920   

Norwegian Cruise Line Holdings Ltd.*

     6,012,240  
     

 

 

 
        13,151,200  
     

 

 

 
  

Diversified Financials - 2.3%

  
16,800   

BlackRock, Inc.

     6,282,864  
244,280   

Invesco Ltd.

     7,064,577  
138,540   

Thomson Reuters Corp.

     6,212,134  
     

 

 

 
        19,559,575  
     

 

 

 
  

Energy - 5.2%

  
63,490   

Anadarko Petroleum Corp.

     4,414,460  
87,020   

Chevron Corp.

     9,689,677  
65,260   

EOG Resources, Inc.

     6,629,111  
85,590   

Exxon Mobil Corp.

     7,180,145  
131,250   

Halliburton Co.

     7,424,812  
219,140   

Marathon Oil Corp.

     3,670,595  
146,520   

Suncor Energy, Inc.

     4,547,981  
     

 

 

 
        43,556,781  
     

 

 

 
  

Food, Beverage & Tobacco - 4.7%

  
40,130   

Anheuser-Busch InBev N.V. ADR

     4,183,954  
166,412   

British American Tobacco plc

     10,272,260  
19,100   

Constellation Brands, Inc. Class A

     2,860,416  
71,290   

Kraft Heinz Co.

     6,365,484  
170,130   

Mondelez International, Inc. Class A

     7,533,356  
85,360   

Philip Morris International, Inc.

     8,205,657  
     

 

 

 
        39,421,127  
     

 

 

 
  

Health Care Equipment & Services - 2.8%

  
165,102   

Medtronic plc

     12,551,054  
68,050   

UnitedHealth Group, Inc.

     11,030,905  
     

 

 

 
        23,581,959  
     

 

 

 
  

Insurance - 2.6%

  
131,770   

American International Group, Inc.

     8,467,540  
136,110   

Marsh & McLennan Cos., Inc.

     9,258,202  
88,973   

Unum Group

     4,042,044  
     

 

 

 
        21,767,786  
     

 

 

 
  

Materials - 1.8%

  
147,300   

Dow Chemical Co.

     8,783,499  
118,620   

International Paper Co.

     6,713,892  
     

 

 

 
        15,497,391  
     

 

 

 


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Media - 2.5%

  
141,520   

CBS Corp. Class B

   $ 9,126,625  
114,720   

Comcast Corp. Class A

     8,652,182  
69,270   

Viacom, Inc. Class B

     2,919,038  
     

 

 

 
                20,697,845  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 8.1%

  
47,810   

Allergan plc*

     10,465,131  
54,000   

Amgen, Inc.

     8,460,720  
229,590   

AstraZeneca plc ADR

     6,251,736  
191,400   

Bristol-Myers Squibb Co.

     9,409,224  
66,230   

Eisai Co., Ltd.

     3,650,643  
200,510   

Merck & Co., Inc.

     12,429,615  
29,904   

Roche Holding AG

     7,085,699  
75,358   

UCB S.A.

     5,204,983  
57,750   

Vertex Pharmaceuticals, Inc.*

     4,958,992  
     

 

 

 
        67,916,743  
     

 

 

 
  

Real Estate - 0.7%

  
207,242   

Park Hotels & Resorts, Inc. REIT

     5,624,548  
     

 

 

 
  

Retailing - 2.2%

  
2,006,600   

Allstar Co.*(1)(2)(3)

     1,705,610  
81,030   

Home Depot, Inc.

     11,148,108  
220,230   

Liberty Interactive Corp. QVC Group Class A*

     4,224,011  
32,392   

Tory Burch LLC*(1)(2)(3)

     1,610,193  
     

 

 

 
        18,687,922  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 4.4%

  
123,170   

Analog Devices, Inc.

     9,230,360  
341,000   

Intel Corp.

     12,555,620  
139,460   

Maxim Integrated Products, Inc.

     6,203,181  
162,410   

QUALCOMM, Inc.

     8,677,566  
     

 

 

 
        36,666,727  
     

 

 

 
  

Software & Services - 6.2%

  
23,257   

Alphabet, Inc. Class C*

     18,530,945  
114,560   

Cognizant Technology Solutions Corp. Class A*

     6,024,710  
233,870   

eBay, Inc.*

     7,444,082  
313,570   

Microsoft Corp.

     20,272,301  
     

 

 

 
        52,272,038  
     

 

 

 
  

Technology Hardware & Equipment - 5.0%

  
203,440   

Apple, Inc.

     24,687,444  
573,950   

Cisco Systems, Inc.

     17,631,744  
     

 

 

 
        42,319,188  
     

 

 

 
  

Transportation - 1.1%

  
82,520   

Union Pacific Corp.

     8,794,982  
     

 

 

 
  

Utilities - 1.5%

  
104,670   

NextEra Energy, Inc.

     12,949,772  
     

 

 

 
  

Total Common Stocks
(cost $446,097,266)

     567,835,896  
     

 

 

 

Asset & Commercial Mortgage Backed Securities - 2.4%

  
  

Asset-Backed - Automobile - 0.7%

  
  

AmeriCredit Automobile Receivables Trust

 

        $           103,384   

1.79%, 03/08/2019

     103,483  
130,000   

2.72%, 09/09/2019

     130,658  
200,000   

Capital Auto Receivables Asset Trust
2.06%, 10/22/2018

     200,351  
680,000   

Chesapeake Funding II LLC
1.77%, 06/15/2028(3)(4)

     683,740  
195,140   

Chesapeake Funding LLC
1.27%, 02/07/2027(3)(4)

     194,936  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Chrysler Capital Auto Receivables Trust

 

        $           170,000   

1.78%, 06/17/2019(3)

   $ 170,410  
280,000   

1.83%, 03/15/2019(3)

     280,626  
68,742   

Drive Auto Receivables Trust
2.12%, 06/17/2019(3)

     68,792  
83,395   

Exeter Automobile Receivables Trust
1.54%, 11/15/2019(3)

     83,377  
  

First Investors Auto Owner Trust

 

279,941   

1.67%, 11/16/2020(3)

     279,969  
294,000   

2.26%, 01/15/2020(3)

     294,463  
115,000   

2.39%, 11/16/2020(3)

     115,248  
130,000   

Ford Credit Auto Owner Trust
1.36%, 10/15/2018

     130,034  
100,000   

Hyundai Automotive Receivables Trust
2.48%, 03/15/2019

     101,013  
120,000   

Prestige Automotive Receivables Trust
1.91%, 04/15/2020(3)

     120,196  
  

Santander Drive Auto Receivables Trust

 

354,108   

1.97%, 11/15/2019

     354,669  
498,806   

2.25%, 06/17/2019

     500,244  
85,000   

2.33%, 11/15/2019

     85,358  
515,424   

2.36%, 04/15/2020

     517,326  
140,000   

2.57%, 03/15/2019

     140,894  
540,000   

Securitized Term Auto Receivables Trust
1.52%, 03/25/2020(3)

     536,712  
  

Westlake Automobile Receivables Trust

 

202,067   

1.57%, 06/17/2019(3)

     202,173  
320,000   

1.83%, 01/15/2021(3)

     320,371  
     

 

 

 
               5,615,043  
     

 

 

 
  

Asset-Backed - Credit Card - 0.4%

 

800,000   

CARDS II Trust
1.47%, 07/15/2021(3)(4)

     803,437  
950,000   

Evergreen Credit Card Trust
1.49%, 04/15/2020(3)(4)

     953,960  
1,285,000   

Trillium Credit Card Trust II
1.49%, 05/26/2021(3)(4)

     1,290,777  
     

 

 

 
     3,048,174  
     

 

 

 
  

Asset-Backed - Finance & Insurance - 0.5%

 

  

Ally Master Owner Trust

 

900,000   

1.54%, 09/15/2019

     900,996  
975,000   

1.60%, 10/15/2019

     975,841  
100,000   

Ford Credit Floorplan Master Owner Trust
2.09%, 03/15/2022(3)

     99,968  
  

MMAF Equipment Finance LLC

 

395,000   

1.39%, 12/17/2018(3)

     394,944  
295,000   

2.21%, 12/15/2032(3)

     290,401  
  

OneMain Financial Issuance Trust

 

120,000   

3.66%, 02/20/2029(3)

     121,859  
240,000   

4.10%, 03/20/2028(3)

     244,814  
310,000   

SBA Tower Trust
2.90%, 10/15/2044(3)(5)

     312,147  
  

Springleaf Funding Trust

 

385,000   

3.16%, 11/15/2024(3)

     388,545  
170,000   

3.48%, 05/15/2028(3)

     170,590  
600,000   

SPS Servicer Advance Receivables Trust
2.53%, 11/16/2048(3)

     598,266  
     

 

 

 
     4,498,371  
     

 

 

 
  

Commercial Mortgage - Backed Securities - 0.7%

 

  

Citigroup Commercial Mortgage Trust

 

400,000   

3.46%, 12/10/2049

     406,921  
95,000   

3.82%, 11/10/2048

     99,543  
525,000   

Commercial Mortgage Trust
3.18%, 02/10/2048

     529,606  
  

CSAIL Commercial Mortgage Trust

 

950,000   

3.50%, 06/15/2057

     971,999  
1,000,000   

3.51%, 04/15/2050

     1,031,613  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

JP Morgan Chase Commercial Mortgage Securities Trust

  
        $           210,000   

3.91%, 01/15/2049

   $ 221,286  
226,953   

5.73%, 02/12/2049(4)

     227,495  
151,061   

LB-UBS Commercial Mortgage Trust
6.12%, 04/15/2041(4)

     156,177  
535,282   

Merrill Lynch/Countrywide Commercial Mortgage Trust
5.74%, 06/12/2050(4)

     537,518  
900,000   

Morgan Stanley Bank of America Merrill Lynch Trust
3.31%, 04/15/2048

     911,394  
540,000   

SFAVE Commercial Mortgage Securities Trust
4.14%, 01/05/2043(3)(4)

     533,601  
530,000   

SG Commercial Mortgage Securities Trust
3.06%, 10/10/2048

     516,404  
     

 

 

 
        6,143,557  
     

 

 

 
  

Whole Loan Collateral CMO - 0.1%

  
169,627   

Mill City Mortgage Loan Trust
2.50%, 04/25/2057(3)(4)

     168,823  
387,891   

Towd Point Mortgage Trust
2.25%, 08/25/2055(3)(4)

     384,700  
90,000   

Wells Fargo Commercial Mortgage Trust
3.84%, 09/15/2058

     94,183  
     

 

 

 
        647,706  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $20,105,941)

             19,952,851  
     

 

 

 

Corporate Bonds - 15.8%

  
  

Advertising - 0.0%

 

310,000   

Omnicom Group, Inc.
3.60%, 04/15/2026

     307,232  
     

 

 

 
  

Aerospace/Defense - 0.2%

 

600,000   

BAE Systems Holdings, Inc.
3.85%, 12/15/2025(3)

     614,585  
  

Lockheed Martin Corp.

  
115,000   

2.50%, 11/23/2020

     115,940  
400,000   

4.07%, 12/15/2042

     390,315  
140,000   

4.50%, 05/15/2036

     147,818  
155,000   

4.70%, 05/15/2046

     165,599  
135,000   

4.85%, 09/15/2041

     146,809  
65,000   

United Technologies Corp.
3.10%, 06/01/2022

     66,683  
     

 

 

 
        1,647,749  
     

 

 

 
  

Agriculture - 0.4%

 

  

Altria Group, Inc.

  
140,000   

4.50%, 05/02/2043

     141,286  
420,000   

4.75%, 05/05/2021

     456,581  
  

BAT International Finance plc

  
160,000   

2.75%, 06/15/2020(3)

     160,915  
565,000   

3.25%, 06/07/2022(3)

     569,478  
65,000   

3.50%, 06/15/2022(3)

     66,069  
375,000   

Cargill, Inc.
4.76%, 11/23/2045(3)

     402,514  
975,000   

Imperial Brands Finance plc
3.75%, 07/21/2022(3)

     1,002,887  
  

Philip Morris International, Inc.

  
300,000   

2.63%, 03/06/2023

     295,236  
80,000   

4.88%, 11/15/2043

     85,253  
     

 

 

 
        3,180,219  
     

 

 

 
  

Airlines - 0.1%

 

569,609   

Continental Airlines, Inc.
5.98%, 04/19/2022

     625,152  
465,069   

Southwest Airlines Co.
6.15%, 08/01/2020

     516,226  
     

 

 

 
        1,141,378  
     

 

 

 


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Auto Manufacturers - 0.4%

  
        $           205,000   

Ford Motor Co.
4.35%, 12/08/2026

   $ 205,587  
  

Ford Motor Credit Co. LLC

  
1,165,000   

2.38%, 03/12/2019

     1,164,985  
465,000   

3.16%, 08/04/2020

     468,405  
  

General Motors Financial Co., Inc.

  
400,000   

3.70%, 05/09/2023

     397,137  
765,000   

4.20%, 03/01/2021

     795,654  
700,000   

Nissan Motor Acceptance Corp.
1.80%, 03/15/2018(3)

     700,508  
     

 

 

 
                  3,732,276  
     

 

 

 
  

Beverages - 0.4%

  
  

Anheuser-Busch InBev Finance, Inc.

  
370,000   

3.65%, 02/01/2026

     371,060  
655,000   

4.70%, 02/01/2036

     685,665  
270,000   

4.90%, 02/01/2046

     288,928  
  

Anheuser-Busch InBev Worldwide, Inc.

  
115,000   

3.75%, 07/15/2042

     105,410  
610,000   

7.75%, 01/15/2019

     678,416  
  

Coca-Cola Femsa S.A.B. de C.V.

  
222,000   

2.38%, 11/26/2018

     223,645  
250,000   

3.88%, 11/26/2023

     255,497  
  

Heineken N.V.

  
140,000   

2.75%, 04/01/2023(3)

     138,137  
10,000   

4.00%, 10/01/2042(3)

     9,335  
  

Molson Coors Brewing Co.

  
180,000   

3.50%, 05/01/2022

     185,757  
40,000   

5.00%, 05/01/2042

     42,055  
     

 

 

 
        2,983,905  
     

 

 

 
  

Biotechnology - 0.2%

  
80,000   

Amgen, Inc.
4.56%, 06/15/2048

     77,515  
320,000   

Biogen, Inc.
2.90%, 09/15/2020

     325,209  
  

Celgene Corp.

  
55,000   

2.25%, 05/15/2019

     55,168  
180,000   

3.55%, 08/15/2022

     184,890  
375,000   

3.63%, 05/15/2024

     377,090  
  

Gilead Sciences, Inc.

  
120,000   

2.55%, 09/01/2020

     121,192  
195,000   

3.70%, 04/01/2024

     200,185  
     

 

 

 
        1,341,249  
     

 

 

 
  

Chemicals - 0.1%

  
800,000   

Agrium, Inc.
3.15%, 10/01/2022

     795,899  
375,000   

LyondellBasell Industries N.V.
4.63%, 02/26/2055

     351,157  
65,000   

Monsanto Co.
4.70%, 07/15/2064

     61,235  
     

 

 

 
        1,208,291  
     

 

 

 
  

Commercial Banks - 4.0%

  
1,200,000   

American Express Centurion Bank
6.00%, 09/13/2017

     1,232,574  
  

Bank of America Corp.

  
740,000   

2.63%, 10/19/2020

     741,189  
500,000   

4.00%, 04/01/2024

     513,333  
750,000   

4.20%, 08/26/2024

     761,895  
560,000   

5.00%, 05/13/2021

     607,464  
1,200,000   

5.42%, 03/15/2017

     1,205,693  
300,000   

6.40%, 08/28/2017

     308,257  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Bank of New York Mellon Corp.

  
        $           440,000   

2.15%, 02/24/2020

   $              439,561  
200,000   

3.00%, 02/24/2025

     197,260  
700,000   

Banque Federative du Credit Mutuel S.A.
2.75%, 10/15/2020(3)

     702,975  
150,000   

Barclays Bank plc
6.05%, 12/04/2017(3)

     154,672  
815,000   

Barclays plc
3.20%, 08/10/2021

     810,365  
  

BNP Paribas S.A.

  
425,000   

2.40%, 12/12/2018

     429,054  
65,000   

3.25%, 03/03/2023

     65,786  
400,000   

3.80%, 01/10/2024(3)

     400,656  
  

BPCE S.A.

  
375,000   

2.50%, 12/10/2018

     378,150  
450,000   

5.15%, 07/21/2024(3)

     458,848  
  

Capital One Financial Corp.

  
615,000   

3.75%, 04/24/2024

     624,143  
165,000   

4.20%, 10/29/2025

     165,384  
  

Citigroup, Inc.

  
255,000   

2.50%, 07/29/2019

     256,643  
375,000   

4.45%, 09/29/2027

     380,260  
108,000   

5.30%, 05/06/2044

     115,771  
59,000   

8.13%, 07/15/2039

     87,749  
500,000   

Citizens Bank NA
2.55%, 05/13/2021

     497,797  
675,000   

Compass Bank
2.75%, 09/29/2019

     671,819  
500,000   

Credit Agricole S.A.
4.38%, 03/17/2025(3)

     493,878  
  

Credit Suisse AG

  
250,000   

2.30%, 05/28/2019

     251,062  
335,000   

3.63%, 09/09/2024

     336,499  
250,000   

Credit Suisse Group AG
3.57%, 01/09/2023(3)

     248,848  
950,000   

Credit Suisse Group Funding Guernsey Ltd.
3.80%, 09/15/2022

     957,078  
670,000   

Deutsche Bank AG
4.25%, 10/14/2021(3)

     673,883  
250,000   

Discover Bank/Greenwood
3.10%, 06/04/2020

     253,392  
450,000   

Fifth Third Bancorp
2.88%, 10/01/2021

     455,120  
  

Goldman Sachs Group, Inc.

  
905,000   

2.38%, 01/22/2018

     911,343  
875,000   

4.25%, 10/21/2025

     886,021  
470,000   

6.25%, 02/01/2041

     585,972  
  

HSBC Holdings plc

  
290,000   

3.40%, 03/08/2021

     295,504  
1,355,000   

3.60%, 05/25/2023

     1,368,607  
  

Huntington National Bank

  
535,000   

2.20%, 11/06/2018

     537,094  
580,000   

2.40%, 04/01/2020

     577,339  
900,000   

ING Bank N.V.
3.75%, 03/07/2017(3)

     902,151  
  

JP Morgan Chase & Co.

  
650,000   

3.25%, 09/23/2022

     658,311  
180,000   

3.38%, 05/01/2023

     179,959  
230,000   

5.40%, 01/06/2042

     268,362  
100,000   

6.30%, 04/23/2019

     109,135  
550,000   

Korea Development Bank
2.50%, 03/11/2020

     548,274  
100,000   

Macquarie Bank Ltd.
2.40%, 01/21/2020(3)

     99,951  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Morgan Stanley

  
        $           425,000   

2.50%, 01/24/2019

   $ 428,689  
320,000   

3.13%, 07/27/2026

     303,837  
550,000   

3.63%, 01/20/2027

     541,639  
875,000   

3.70%, 10/23/2024

     881,446  
550,000   

5.75%, 01/25/2021

     610,314  
125,000   

National City Corp.
6.88%, 05/15/2019

     138,077  
1,000,000   

Santander Bank NA
8.75%, 05/30/2018

               1,080,282  
200,000   

Santander Issuances SAU
5.18%, 11/19/2025

     202,309  
  

Santander UK plc

  
640,000   

2.50%, 03/14/2019

     643,405  
625,000   

5.00%, 11/07/2023(3)

     646,210  
575,000   

Skandinaviska Enskilda Banken AB
2.45%, 05/27/2020(3)

     573,769  
215,000   

Societe Generale S.A.
3.25%, 01/12/2022(3)

     213,517  
200,000   

SunTrust Bank
3.30%, 05/15/2026

     193,105  
165,000   

U.S. Bancorp
3.70%, 01/30/2024

     171,978  
  

UBS Group Funding Jersey Ltd.

  
785,000   

2.95%, 09/24/2020(3)

     785,541  
275,000   

3.00%, 04/15/2021(3)

     274,455  
100,000   

Wachovia Corp.
5.75%, 06/15/2017

     101,631  
1,794,000   

Wells Fargo & Co.
4.48%, 01/16/2024

     1,892,370  
     

 

 

 
        33,487,655  
     

 

 

 
  

Commercial Services - 0.3%

  
  

Catholic Health Initiatives

  
155,000   

2.60%, 08/01/2018

     156,845  
395,000   

2.95%, 11/01/2022

     384,485  
70,000   

4.35%, 11/01/2042

     61,774  
  

ERAC USA Finance LLC

  
140,000   

2.35%, 10/15/2019(3)

     139,895  
70,000   

2.75%, 03/15/2017(3)

     70,133  
510,000   

4.50%, 08/16/2021(3)

     544,249  
250,000   

5.63%, 03/15/2042(3)

     275,535  
730,000   

Total System Services, Inc.
3.80%, 04/01/2021

     753,102  
     

 

 

 
        2,386,018  
     

 

 

 
  

Diversified Financial Services - 0.7%

  
345,000   

Capital One Bank USA NA
2.15%, 11/21/2018

     345,601  
575,000   

CDP Financial, Inc.
4.40%, 11/25/2019(3)

     613,833  
645,000   

Discover Financial Services
6.45%, 06/12/2017

     655,967  
99,000   

Eaton Vance Corp.
6.50%, 10/02/2017

     102,318  
  

GE Capital International Funding Co.

  
648,000   

2.34%, 11/15/2020

     649,705  
297,000   

3.37%, 11/15/2025

     303,332  
850,000   

4.42%, 11/15/2035

     891,573  
  

General Electric Co.

  
115,000   

3.10%, 01/09/2023

     117,763  
230,000   

4.63%, 01/07/2021

     250,067  
655,000   

LeasePlan Corp. N.V.
2.88%, 01/22/2019(3)

     657,031  
  

Synchrony Financial

  
130,000   

2.60%, 01/15/2019

     130,718  
490,000   

2.70%, 02/03/2020

     491,147  
400,000   

3.00%, 08/15/2019

     405,756  
     

 

 

 
     5,614,811  
     

 

 

 


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Electric - 1.2%

  
        $           335,000   

Berkshire Hathaway Energy Co.
4.50%, 02/01/2045

   $ 348,182  
  

Dominion Resources, Inc.

  
320,000   

2.96%, 07/01/2019(5)

     324,275  
550,000   

3.63%, 12/01/2024

     554,524  
510,000   

4.10%, 04/01/2021(5)

     530,009  
275,000   

Duke Energy Carolinas LLC
6.10%, 06/01/2037

     343,408  
  

Duke Energy Corp.

  
105,000   

2.65%, 09/01/2026

     98,107  
550,000   

3.05%, 08/15/2022

     554,260  
250,000   

4.80%, 12/15/2045

     265,275  
  

Electricite de France S.A.

  
85,000   

4.88%, 01/22/2044(3)

     86,199  
525,000   

5.63%, 01/22/2024(3)(4)(6)

     500,063  
110,000   

Emera U.S. Finance L.P.
2.70%, 06/15/2021

     109,155  
390,000   

Entergy Corp.
2.95%, 09/01/2026

     368,056  
60,000   

Eversource Energy
3.15%, 01/15/2025

     59,165  
505,000   

Fortis, Inc.
3.06%, 10/04/2026(3)

     472,032  
425,000   

Indianapolis Power and Light Co.
6.60%, 06/01/2037(3)

     530,470  
1,130,000   

NextEra Energy Capital Holdings, Inc.
2.06%, 09/01/2017

     1,134,237  
70,000   

NiSource Finance Corp.
4.80%, 02/15/2044

     74,257  
  

Oncor Electric Delivery Co. LLC

  
115,000   

2.95%, 04/01/2025

     112,940  
340,000   

4.10%, 06/01/2022

     362,674  
  

Pacific Gas & Electric Co.

  
135,000   

3.85%, 11/15/2023

     142,252  
285,000   

5.13%, 11/15/2043

     326,453  
  

SCANA Corp.

  
311,000   

4.13%, 02/01/2022

     314,693  
90,000   

4.75%, 05/15/2021

     95,384  
750,000   

Southern California Edison Co.
5.55%, 01/15/2037

     898,069  
  

Southern Co.

  
575,000   

2.75%, 06/15/2020

     582,035  
605,000   

2.95%, 07/01/2023

     596,296  
380,000   

State Grid Overseas Investment Ltd.
2.75%, 05/07/2019(3)

     385,078  
     

 

 

 
                10,167,548  
     

 

 

 
  

Engineering & Construction - 0.0%

  
355,000   

SBA Tower Trust
2.88%, 07/15/2021(3)

     351,436  
     

 

 

 
  

Food - 0.3%

  
  

Kraft Heinz Foods Co.

  
145,000   

2.25%, 06/05/2017

     145,507  
485,000   

3.50%, 07/15/2022

     493,276  
145,000   

4.38%, 06/01/2046

     135,558  
  

Kroger Co.

  
125,000   

3.30%, 01/15/2021

     128,277  
525,000   

3.85%, 08/01/2023

     547,287  
230,000   

4.00%, 02/01/2024

     240,203  
150,000   

4.45%, 02/01/2047

     146,778  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

        $           510,000   

Sigma Alimentos S.A. de CV
4.13%, 05/02/2026(3)

   $ 479,655  
     

 

 

 
                  2,316,541  
     

 

 

 
  

Gas - 0.3%

  
1,160,000   

Atmos Energy Corp.
6.35%, 06/15/2017

     1,181,756  
560,000   

KeySpan Gas East Corp.
2.74%, 08/15/2026(3)

     534,662  
830,000   

NiSource Finance Corp.
6.40%, 03/15/2018

     870,837  
     

 

 

 
        2,587,255  
     

 

 

 
  

Healthcare-Products - 0.1%

  
  

Medtronic, Inc.

  
110,000   

2.50%, 03/15/2020

     111,340  
405,000   

3.15%, 03/15/2022

     413,993  
245,000   

3.50%, 03/15/2025

     250,399  
65,000   

3.63%, 03/15/2024

     67,655  
43,000   

4.38%, 03/15/2035

     44,976  
     

 

 

 
        888,363  
     

 

 

 
  

Healthcare-Services - 0.3%

  
  

Aetna, Inc.

  
495,000   

2.80%, 06/15/2023

     491,036  
210,000   

4.25%, 06/15/2036

     210,499  
631,000   

Anthem, Inc.
3.30%, 01/15/2023

     631,444  
470,000   

Cigna Corp.
3.25%, 04/15/2025

     462,016  
  

Dignity Health

  
35,000   

2.64%, 11/01/2019

     35,301  
80,000   

3.81%, 11/01/2024

     80,090  
  

Kaiser Foundation Hospitals

  
120,000   

3.50%, 04/01/2022

     124,071  
120,000   

4.88%, 04/01/2042

     132,940  
120,000   

Memorial Sloan-Kettering Cancer Center
4.20%, 07/01/2055

     118,447  
  

UnitedHealth Group, Inc.

  
220,000   

3.35%, 07/15/2022

     226,931  
340,000   

3.75%, 07/15/2025

     353,168  
     

 

 

 
        2,865,943  
     

 

 

 
  

Household Products - 0.1%

  
999,816   

Procter & Gamble Co.
9.36%, 01/01/2021

     1,166,427  
     

 

 

 
  

Insurance - 0.4%

  
415,000   

Berkshire Hathaway, Inc.
2.75%, 03/15/2023

     414,338  
  

Chubb INA Holdings, Inc.

  
120,000   

2.30%, 11/03/2020

     120,331  
185,000   

3.35%, 05/15/2024

     188,122  
115,000   

Five Corners Funding Trust
4.42%, 11/15/2023(3)

     121,885  
515,000   

Jackson National Life Global Funding
3.25%, 01/30/2024(3)

     518,014  
100,000   

Liberty Mutual Group, Inc.
4.25%, 06/15/2023(3)

     104,950  
165,000   

Loews Corp.
2.63%, 05/15/2023

     161,626  
  

MetLife, Inc.

  
60,000   

1.90%, 12/15/2017

     60,230  
485,000   

3.60%, 04/10/2024

     497,571  
160,000   

4.88%, 11/13/2043

     172,840  
  

Prudential Financial, Inc.

  
200,000   

3.50%, 05/15/2024

     203,220  
300,000   

4.50%, 11/15/2020

     322,608  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

        $           100,000   

Teachers Insurance & Annuity Association of America
4.90%, 09/15/2044(3)

   $ 108,052  
645,000   

Trinity Acquisition plc
4.40%, 03/15/2026

     654,470  
     

 

 

 
                  3,648,257  
     

 

 

 
  

Internet - 0.2%

  
280,000   

Alibaba Group Holding Ltd.
3.60%, 11/28/2024

     278,372  
  

Amazon.com, Inc.

  
285,000   

2.50%, 11/29/2022

     281,788  
530,000   

4.80%, 12/05/2034

     588,487  
100,000   

4.95%, 12/05/2044

     114,844  
725,000   

Expedia, Inc.
5.00%, 02/15/2026

     762,260  
     

 

 

 
        2,025,751  
     

 

 

 
  

IT Services - 0.1%

  
  

Apple, Inc.

  
25,000   

2.45%, 08/04/2026

     23,261  
300,000   

2.85%, 05/06/2021

     306,462  
170,000   

3.25%, 02/23/2026

     169,207  
270,000   

3.45%, 05/06/2024

     277,910  
35,000   

4.45%, 05/06/2044

     36,005  
     

 

 

 
        812,845  
     

 

 

 
  

Lodging - 0.1%

  
  

Marriott International, Inc.

  
670,000   

2.30%, 01/15/2022

     650,088  
450,000   

2.88%, 03/01/2021

     453,793  
     

 

 

 
        1,103,881  
     

 

 

 
  

Machinery-Construction & Mining - 0.1%

  
400,000   

Caterpillar Financial Services Corp.
3.30%, 06/09/2024

     405,092  
  

Caterpillar, Inc.

  
170,000   

3.40%, 05/15/2024

     174,362  
30,000   

4.30%, 05/15/2044

     31,410  
     

 

 

 
        610,864  
     

 

 

 
  

Media - 0.6%

  
  

21st Century Fox America, Inc.

  
180,000   

4.00%, 10/01/2023

     187,508  
220,000   

4.50%, 02/15/2021

     235,146  
300,000   

4.75%, 09/15/2044

     299,609  
155,000   

Charter Communications Operating LLC / Charter Communications Operating Capital
6.48%, 10/23/2045

     176,196  
  

Comcast Corp.

  
450,000   

3.13%, 07/15/2022

     457,185  
450,000   

4.40%, 08/15/2035

     465,349  
150,000   

6.40%, 05/15/2038

     191,155  
770,000   

Cox Communications, Inc.
4.80%, 02/01/2035(3)

     709,881  
230,000   

Grupo Televisa S.A.B.
6.13%, 01/31/2046

     226,112  
  

Sky plc

  
200,000   

2.63%, 09/16/2019(3)

     200,950  
645,000   

3.75%, 09/16/2024(3)

     644,088  
  

Time Warner Cable, Inc.

  
780,000   

5.85%, 05/01/2017

     788,521  
80,000   

6.55%, 05/01/2037

     91,535  
60,000   

7.30%, 07/01/2038

     73,453  
106,000   

8.25%, 04/01/2019

     118,760  
5,000   

8.75%, 02/14/2019

     5,581  
30,000   

Time Warner Entertainment Co., L.P.
8.38%, 03/15/2023

     37,653  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

        $           145,000   

Viacom, Inc.
3.88%, 12/15/2021

   $ 148,054  
     

 

 

 
                  5,056,736  
     

 

 

 
  

Miscellaneous Manufacturing - 0.1%

  
90,000   

Parker-Hannifin Corp.
4.45%, 11/21/2044

     94,801  
570,000   

Pentair Finance S.A.
2.90%, 09/15/2018

     577,227  
     

 

 

 
        672,028  
     

 

 

 
  

Oil & Gas - 1.2%

  
495,000   

Anadarko Petroleum Corp.
4.85%, 03/15/2021

     532,098  
450,000   

BG Energy Capital plc
4.00%, 10/15/2021(3)

     477,573  
  

BP Capital Markets plc

  
130,000   

2.32%, 02/13/2020

     130,672  
570,000   

3.81%, 02/10/2024

     590,799  
25,000   

3.99%, 09/26/2023

     26,338  
575,000   

4.75%, 03/10/2019

     608,562  
  

ConocoPhillips Co.

  
131,000   

2.88%, 11/15/2021

     131,957  
260,000   

3.35%, 05/15/2025

     259,549  
65,000   

4.30%, 11/15/2044

     64,013  
40,000   

4.95%, 03/15/2026

     43,939  
65,000   

5.75%, 02/01/2019

     70,042  
35,000   

6.00%, 01/15/2020

     38,768  
1,052,000   

Devon Energy Corp.
3.25%, 05/15/2022

     1,055,605  
265,000   

Marathon Oil Corp.
2.70%, 06/01/2020

     263,238  
360,000   

Noble Energy, Inc.
4.15%, 12/15/2021

     377,008  
  

Petroleos Mexicanos

  
80,000   

5.38%, 03/13/2022(3)

     81,556  
1,300,000   

5.50%, 01/21/2021

     1,351,740  
600,000   

6.75%, 09/21/2047

     566,220  
175,000   

Phillips 66
4.88%, 11/15/2044

     184,042  
755,000   

Pioneer Natural Resources Co.
7.50%, 01/15/2020

     860,603  
  

Shell International Finance B.V.

  
190,000   

3.25%, 05/11/2025

     189,324  
200,000   

4.38%, 03/25/2020

     213,536  
890,000   

Sinopec Group Overseas Development Ltd.
2.50%, 04/28/2020(3)

     884,599  
  

Statoil ASA

  
70,000   

2.25%, 11/08/2019

     70,554  
30,000   

2.45%, 01/17/2023

     29,375  
30,000   

2.65%, 01/15/2024

     29,445  
95,000   

2.75%, 11/10/2021

     95,908  
355,000   

2.90%, 11/08/2020

     362,145  
35,000   

3.25%, 11/10/2024

     35,378  
5,000   

3.70%, 03/01/2024

     5,233  
275,000   

Suncor Energy, Inc.
6.10%, 06/01/2018

     290,319  
325,000   

Total Capital International S.A.
2.70%, 01/25/2023

     323,889  
     

 

 

 
        10,244,027  
     

 

 

 
  

Oil & Gas Services - 0.1%

  
250,000   

Schlumberger Holdings Corp.
3.00%, 12/21/2020(3)

     255,441  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

        $           330,000   

Schlumberger Investment S.A.
3.65%, 12/01/2023

   $ 347,643  
     

 

 

 
        603,084  
     

 

 

 
  

Pharmaceuticals - 1.1%

  
  

AbbVie, Inc.

  
775,000   

1.80%, 05/14/2018

     776,142  
60,000   

3.20%, 11/06/2022

     60,145  
  

Actavis Funding SCS

  
300,000   

3.00%, 03/12/2020

     304,681  
450,000   

3.45%, 03/15/2022

     455,475  
200,000   

4.55%, 03/15/2035

     197,190  
125,000   

4.85%, 06/15/2044

     124,761  
700,000   

Bayer US Finance LLC
3.00%, 10/08/2021(3)

     704,312  
  

Cardinal Health, Inc.

  
195,000   

2.40%, 11/15/2019

     196,454  
430,000   

3.50%, 11/15/2024

     435,070  
200,000   

4.50%, 11/15/2044

     196,250  
  

EMD Finance LLC

  
705,000   

2.95%, 03/19/2022(3)

     702,984  
670,000   

3.25%, 03/19/2025(3)

     655,777  
315,000   

Express Scripts Holding Co.
2.25%, 06/15/2019

     315,890  
  

Forest Laboratories LLC

  
260,000   

4.88%, 02/15/2021(3)

     279,897  
225,000   

5.00%, 12/15/2021(3)

     243,401  
  

McKesson Corp.

  
25,000   

2.85%, 03/15/2023

     24,543  
135,000   

3.80%, 03/15/2024

     138,294  
  

Merck & Co., Inc.

  
430,000   

2.75%, 02/10/2025

     423,368  
315,000   

2.80%, 05/18/2023

     317,324  
125,000   

4.15%, 05/18/2043

     127,444  
510,000   

Mylan N.V.

3.00%, 12/15/2018(7)

     514,089  
225,000   

Teva Pharmaceutical Finance Co. B.V.
3.65%, 11/10/2021

     227,382  
  

Teva Pharmaceutical Finance Netherlands III B.V.

  
1,565,000   

2.80%, 07/21/2023

     1,463,787  
190,000   

4.10%, 10/01/2046

     160,323  
     

 

 

 
                  9,044,983  
     

 

 

 
  

Pipelines - 0.5%

  
  

Columbia Pipeline Group, Inc.

  
225,000   

2.45%, 06/01/2018

     226,241  
400,000   

4.50%, 06/01/2025

     422,214  
  

Energy Transfer Partners L.P.

  
500,000   

3.60%, 02/01/2023

     501,057  
300,000   

5.15%, 03/15/2045

     291,334  
250,000   

Enterprise Products Operating LLC
3.95%, 02/15/2027

     254,923  
525,000   

Kinder Morgan Energy Partners L.P.
6.95%, 01/15/2038

     621,573  
535,000   

Phillips 66 Partners L.P.
3.61%, 02/15/2025

     527,810  
90,000   

Regency Energy Partners L.P. / Regency Energy Finance Corp.
4.50%, 11/01/2023

     93,297  
  

Sunoco Logistics Partners Operations L.P.

  
155,000   

3.45%, 01/15/2023

     153,872  
435,000   

4.40%, 04/01/2021

     460,744  
285,000   

TransCanada PipeLines Ltd.
4.88%, 01/15/2026

     316,937  
530,000   

Western Gas Partners L.P.
4.00%, 07/01/2022

     544,305  
     

 

 

 
        4,414,307  
     

 

 

 


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Real Estate - 0.1%

  
        $           650,000   

WEA Finance LLC / Westfield UK & Europe Finance plc
2.70%, 09/17/2019(3)

   $ 657,388  
     

 

 

 
  

Real Estate Investment Trusts - 0.4%

  
  

American Tower Corp.

  
450,000   

3.45%, 09/15/2021

     455,991  
240,000   

5.00%, 02/15/2024

     257,333  
150,000   

AvalonBay Communities, Inc.
3.63%, 10/01/2020

     155,990  
350,000   

Brandywine Operating Partnership L.P.
5.70%, 05/01/2017

     353,393  
280,000   

Crown Castle International Corp.
3.70%, 06/15/2026

     272,828  
425,000   

DDR Corp.
4.63%, 07/15/2022

     449,384  
670,000   

HCP, Inc.
4.00%, 06/01/2025

     672,884  
345,000   

Scentre Group
2.38%, 11/05/2019(3)

     345,551  
     

 

 

 
                  2,963,354  
     

 

 

 
  

Retail - 0.4%

  
  

AutoZone, Inc.

  
200,000   

3.13%, 07/15/2023

     198,329  
355,000   

3.70%, 04/15/2022

     366,936  
  

CVS Health Corp.

  
695,000   

4.00%, 12/05/2023

     729,638  
160,000   

4.88%, 07/20/2035

     171,830  
375,000   

5.13%, 07/20/2045

     412,437  
75,000   

Home Depot, Inc.
4.40%, 03/15/2045

     79,252  
600,000   

Lowe’s Cos., Inc.
4.63%, 04/15/2020

     643,797  
335,000   

O’Reilly Automotive, Inc.
3.80%, 09/01/2022

     346,444  
     

 

 

 
        2,948,663  
     

 

 

 
  

Savings & Loans - 0.1%

  
595,000   

Nationwide Building Society
2.35%, 01/21/2020(3)

     593,973  
     

 

 

 
  

Semiconductors - 0.1%

  
900,000   

Broadcom Corp. / Broadcom Cayman Finance Ltd.
3.63%, 01/15/2024(3)

     901,140  
     

 

 

 
  

Software - 0.2%

  
  

Microsoft Corp.

  
475,000   

2.40%, 08/08/2026

     443,215  
610,000   

2.88%, 02/06/2024

     608,517  
365,000   

3.70%, 08/08/2046

     333,918  
     

 

 

 
        1,385,650  
     

 

 

 
  

Telecommunications - 0.7%

  
775,000   

America Movil S.A.B. de C.V.
3.13%, 07/16/2022

     762,735  
  

AT&T, Inc.

  
65,000   

3.95%, 01/15/2025

     64,272  
460,000   

4.45%, 04/01/2024

     478,055  
231,000   

4.50%, 03/09/2048

     201,639  
25,000   

4.55%, 03/09/2049

     22,154  
215,000   

4.75%, 05/15/2046

     196,385  
3,000   

5.35%, 09/01/2040

     3,008  
165,000   

GTP Acquisition Partners I LLC
2.35%, 06/15/2020(3)

     162,352  
  

Orange S.A.

  
650,000   

4.13%, 09/14/2021

     687,542  
200,000   

9.00%, 03/01/2031

     302,592  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Verizon Communications, Inc.

  
        $             45,000   

3.45%, 03/15/2021

   $ 46,149  
490,000   

3.50%, 11/01/2021

     503,372  
880,000   

4.50%, 09/15/2020

     939,295  
916,000   

4.52%, 09/15/2048

     832,275  
130,000   

4.75%, 11/01/2041

     125,197  
87,000   

6.40%, 09/15/2033

     105,487  
     

 

 

 
        5,432,509  
     

 

 

 
  

Transportation - 0.2%

  
  

FedEx Corp.

  
80,000   

2.70%, 04/15/2023

     79,172  
280,000   

4.90%, 01/15/2034

     300,230  
300,000   

5.10%, 01/15/2044

     321,861  
309,000   

Kansas City Southern
4.95%, 08/15/2045

     311,750  
  

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

  
405,000   

3.20%, 07/15/2020(3)

     412,593  
400,000   

3.38%, 02/01/2022(3)

     404,164  
     

 

 

 
        1,829,770  
     

 

 

 
  

Total Corporate Bonds
(cost $129,945,230)

           132,323,506  
     

 

 

 

Foreign Government Obligations - 0.2%

  
  

Mexico - 0.1%

  
  

Mexico Government International Bond

  
372,000   

3.50%, 01/21/2021

     379,812  
225,000   

3.60%, 01/30/2025

     218,812  
     

 

 

 
        598,624  
     

 

 

 
  

Saudi Arabia - 0.0%

  
265,000   

Saudi Government International Bond
2.38%, 10/26/2021(3)

     258,110  
     

 

 

 
  

South Korea - 0.1%

  
680,000   

Export-Import Bank of Korea
1.75%, 05/26/2019

     679,827  
     

 

 

 
  

Total Foreign Government Obligations
(cost $1,534,517)

     1,536,561  
     

 

 

 

Municipal Bonds - 1.2%

  
  

General - 0.3%

  
600,000   

Chicago Transit Auth
6.90%, 12/01/2040

     753,403  
  

Commonwealth Financing Auth, PA

  
300,000   

4.01%, 06/01/2033

     295,149  
240,000   

4.14%, 06/01/2038

     231,960  
370,000   

Kansas Dev Finance Auth
4.93%, 04/15/2045

     394,305  
125,000   

New Jersey Economic Dev. Auth
3.88%, 06/15/2019

     124,710  
570,000   

New Jersey State, Economic Auth Rev
3.80%, 06/15/2018

     580,836  
     

 

 

 
        2,380,363  
     

 

 

 
  

General Obligation - 0.4%

  
250,000   

California State, GO Taxable
7.55%, 04/01/2039

     368,005  
130,000   

Chicago, IL, Metropolitan Water Reclamation GO
5.72%, 12/01/2038

     156,200  
1,800,000   

Illinois State, GO
5.10%, 06/01/2033

     1,647,774  
800,000   

Los Angeles, CA, USD GO
5.75%, 07/01/2034

     997,048  
185,000   

State of Illinois
5.20%, 03/01/2018

     190,101  
     

 

 

 
        3,359,128  
     

 

 

 


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Higher Education - 0.1%

  
        $           370,000   

University of California, Build America Bonds Rev
5.77%, 05/15/2043

   $ 452,728  
     

 

 

 
  

Medical - 0.1%

  
  

University of California, Regents MedCenter Pooled Rev

  
100,000   

6.55%, 05/15/2048

     130,473  
375,000   

6.58%, 05/15/2049

     488,044  
     

 

 

 
        618,517  
     

 

 

 
  

Power - 0.0%

  
100,000   

Utility Debt Securitization Auth, New York
3.44%, 12/15/2025

     103,267  
     

 

 

 
  

Transportation - 0.3%

  
190,000   

Bay Area, CA, Toll Auth Bridge Rev
6.26%, 04/01/2049

     259,757  
350,000   

Illinois State Toll Highway Auth, Taxable Rev
6.18%, 01/01/2034

     440,412  
255,000   

Maryland State Transportation Auth
5.89%, 07/01/2043

     316,131  
  

New York and New Jersey PA, Taxable Rev

  
200,000   

4.81%, 10/15/2065

     215,662  
185,000   

5.86%, 12/01/2024

     221,837  
115,000   

6.04%, 12/01/2029

     143,611  
730,000   

North Texas Tollway Auth Rev
6.72%, 01/01/2049

     1,022,394  
     

 

 

 
        2,619,804  
     

 

 

 
  

Utility - Electric - 0.0%

  
280,000   

Municipal Electric Auth Georgia
6.64%, 04/01/2057

     346,693  
     

 

 

 
  

Total Municipal Bonds
(cost $8,860,366)

               9,880,500  
     

 

 

 

U.S. Government Agencies - 0.2%

  
  

FHLMC - 0.0%

  
41,925   

4.00%, 03/01/2041

     44,204  
     

 

 

 
  

FNMA - 0.0%

  
18,534   

4.50%, 04/01/2041

     19,979  
     

 

 

 
  

GNMA - 0.2%

  
899   

6.00%, 11/20/2023

     1,004  
1,566   

6.00%, 12/20/2023

     1,766  
278   

6.00%, 01/20/2024

     311  
2,656   

6.00%, 02/20/2024

     2,966  
5,796   

6.00%, 06/20/2024

     6,474  
267   

6.00%, 02/20/2026

     299  
813   

6.00%, 02/20/2027

     908  
288   

6.00%, 01/20/2028

     322  
6,375   

6.00%, 02/20/2028

     7,260  
11,066   

6.00%, 04/20/2028

     12,613  
3,505   

6.00%, 06/15/2028

     4,016  
29,843   

6.00%, 07/20/2028

     33,809  
27,933   

6.00%, 08/20/2028

     31,882  
5,981   

6.00%, 10/15/2028

     6,761  
41,389   

6.00%, 11/15/2028

     47,257  
29,097   

6.00%, 03/20/2029

     33,237  
25,695   

6.00%, 09/20/2029

     29,361  
76,713   

6.00%, 04/20/2030

     85,725  
21,072   

6.00%, 06/20/2030

     23,550  
2,915   

6.00%, 08/15/2034

     3,295  
66   

6.50%, 04/15/2026

     75  
37,594   

6.50%, 03/15/2028

     42,821  
5,290   

6.50%, 05/15/2028

     6,025  
24,819   

6.50%, 07/15/2028

     28,270  
17,400   

6.50%, 10/15/2028

     19,819  
1,123   

6.50%, 12/15/2028

     1,279  
35,818   

6.50%, 01/15/2029

     40,798  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

12,429   

6.50%, 02/15/2029

     14,157  
150,160   

6.50%, 03/15/2029

     171,039  
25,221   

6.50%, 04/15/2029

     28,727  
12,290   

6.50%, 05/15/2029

     14,025  
12,562   

6.50%, 06/15/2029

     14,308  
19,816   

6.50%, 02/15/2035

     22,585  
47,777   

7.00%, 11/15/2031

     54,557  
30,114   

7.00%, 03/15/2032

     34,611  
217,746   

7.00%, 11/15/2032

     260,703  
6,292   

7.00%, 01/15/2033

     7,443  
22,051   

7.00%, 05/15/2033

     25,997  
42,250   

7.00%, 07/15/2033

     49,018  
61,258   

7.00%, 11/15/2033

     72,105  
2,303   

8.00%, 12/15/2029

     2,364  
3,454   

8.00%, 04/15/2030

     3,756  
7,688   

8.00%, 05/15/2030

     7,843  
661   

8.00%, 07/15/2030

     718  
9,915   

8.00%, 08/15/2030

     10,304  
14,247   

8.00%, 11/15/2030

     15,332  
80,221   

8.00%, 02/15/2031

     86,835  
     

 

 

 
        1,368,330  
     

 

 

 
  

Total U.S. Government Agencies
(cost $1,253,821)

     1,432,513  
     

 

 

 

U.S. Government Securities - 11.3%

  
  

Other Direct Federal Obligations - 0.7%

  
5,000,000   

Financing Corp.
9.80%, 04/06/2018

     5,506,135  
     

 

 

 
  

U.S. Treasury Securities - 10.6%

  
  

U.S. Treasury Bonds - 3.3%

  
4,960,985   

2.38%, 01/15/2027(8)

     5,892,886  
5,720,000   

2.50%, 02/15/2045

     5,107,559  
590,000   

2.50%, 02/15/2046

     525,215  
1,835,000   

2.50%, 05/15/2046

     1,632,721  
865,000   

2.75%, 11/15/2042

     819,114  
4,275,000   

2.88%, 05/15/2043

     4,140,239  
625,000   

2.88%, 08/15/2045

     602,417  
500,000   

3.00%, 11/15/2044

     494,746  
2,167,500   

3.13%, 02/15/2043

     2,199,674  
2,685,000   

3.13%, 08/15/2044(9)

     2,722,338  
1,430,000   

3.38%, 05/15/2044

     1,518,816  
1,400,000   

6.00%, 02/15/2026

     1,807,477  
     

 

 

 
        27,463,202  
     

 

 

 
  

U.S. Treasury Notes - 7.3%

  
2,500,000   

0.63%, 05/31/2017

     2,500,195  
1,350,000   

0.63%, 11/30/2017

     1,347,891  
75,000   

0.75%, 10/31/2017

     74,988  
2,500,000   

1.00%, 12/15/2017

     2,503,710  
1,525,000   

1.25%, 11/30/2018

     1,527,144  
2,560,000   

1.25%, 03/31/2021

     2,504,499  
3,125,000   

1.38%, 09/30/2018

     3,138,550  
6,860,000   

1.38%, 08/31/2020

     6,797,293  
2,220,000   

1.38%, 01/31/2021

     2,187,914  
11,300,000   

1.50%, 03/31/2023

     10,870,950  
8,280,000   

1.63%, 07/31/2019

     8,331,427  
8,245,000   

1.75%, 09/30/2019

     8,318,752  
595,000   

2.00%, 02/15/2025

     579,079  
170,000   

2.00%, 08/15/2025

     164,635  
4,100,000   

2.25%, 11/15/2024

     4,073,416  
1,415,000   

2.38%, 08/15/2024

     1,421,799  
1,350,000   

2.75%, 02/15/2024

     1,393,928  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

        $       4,000,000     

4.50%, 05/15/2017

      $ 4,043,591  
          

 

 

 
             61,779,761  
          

 

 

 
             89,242,963  
          

 

 

 
    

Total U.S. Government Securities
(cost $94,387,059)

        94,749,098  
          

 

 

 
    

Total Long-Term Investments
(cost $702,184,200)

        827,710,925  

Short-Term Investments - 0.9%

     
    

Other Investment Pools & Funds - 0.9%

     
7,802,376     

Morgan Stanley Institutional Liquidity Funds, Institutional Class

        7,802,376  
          

 

 

 
    

Total Short-Term Investments
(cost $7,802,376)

        7,802,376  
          

 

 

 
    

Total Investments
(cost $709,986,576)^

     99.7%      $ 835,513,301  
    

Other Assets and Liabilities

     0.3%        2,702,294  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $       838,215,595  
       

 

 

    

 

 

 

 

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

 

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

 

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

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

 

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

^  

Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $       142,316,222  

Unrealized Depreciation

     (16,789,497
  

 

 

 

Net Unrealized Appreciation

   $ 125,526,725  
  

 

 

 

 

*   Non-income producing.
(1)   The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

          Period

          Acquired

   Shares/ Par             Security    Cost    

         08/2011

     2,006,600    

Allstar Co.

   $ 872,908    

         11/2013

     32,392    

Tory Burch LLC

     2,538,751    
       

 

 

 
        $           3,411,659    
       

 

 

 

At January 31, 2017, the aggregate value of these securities was $3,315,803, which represents 0.4% of total net assets.

 

(2) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2017, the aggregate fair value of these securities was $3,315,803, which represents 0.4% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

(3) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $39,786,332, which represents 4.7% of total net assets.
(4) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(5) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(6) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(7) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $509,357 at January 31, 2017.
(8) The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(9) This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

 

Futures Contracts Outstanding at January 31, 2017  
Description        Number of                
Contracts             
     Expiration
Date
    

            Notional

            Amount

    

Market

Value †

     Unrealized
Appreciation/
    (Depreciation)    

Long position contracts:

              

U.S. Ultra Bond Future

     14                    03/22/2017              $         2,260,448      $         2,249,625      $ (10,823
              

 

 

 

Short position contracts:

              

U.S. Treasury 10-Year Note Future

     49                    03/22/2017              $         6,069,351      $ 6,098,969      $ (29,618
              

 

 

 

              
              

 

 

 

Total futures contracts

               $ (40,441
              

 

 

 

 

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

CMO   

Collateralized Mortgage Obligation

GNMA   

Government National Mortgage Association

REIT   

Real Estate Investment Trust

Municipal Abbreviations:

GO   

General Obligation

PA   

Port Authority

Rev   

Revenue

USD   

United School District


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total   Level 1(1)   Level 2(1)    Level 3(1)

Assets

         

Common Stocks

         

Banks

   $ 62,598,728     $ 62,598,728     $      $  

Capital Goods

     43,741,791       43,741,791               

Commercial & Professional Services

     6,352,914       6,352,914               

Consumer Durables & Apparel

     12,676,879       12,676,879               

Consumer Services

     13,151,200       13,151,200               

Diversified Financials

     19,559,575       19,559,575               

Energy

     43,556,781       43,556,781               

Food, Beverage & Tobacco

     39,421,127       29,148,867       10,272,260         

Health Care Equipment & Services

     23,581,959       23,581,959               

Insurance

     21,767,786       21,767,786               

Materials

     15,497,391       15,497,391               

Media

     20,697,845       20,697,845               

Pharmaceuticals, Biotechnology & Life Sciences

     67,916,743       51,975,418       15,941,325         

Real Estate

     5,624,548       5,624,548               

Retailing

     18,687,922       15,372,119              3,315,803  

Semiconductors & Semiconductor Equipment

     36,666,727       36,666,727               

Software & Services

     52,272,038       52,272,038               

Technology Hardware & Equipment

     42,319,188       42,319,188               

Transportation

     8,794,982       8,794,982               

Utilities

     12,949,772       12,949,772               

Asset & Commercial Mortgage Backed Securities

     19,952,851             19,952,851         

Corporate Bonds

     132,323,506             132,323,506         

Foreign Government Obligations

     1,536,561             1,536,561         

Municipal Bonds

     9,880,500             9,880,500         

U.S. Government Agencies

     1,432,513             1,432,513         

U.S. Government Securities

     94,749,098             94,749,098         

Short-Term Investments

     7,802,376       7,802,376               
  

 

 

 

 

 

 

 

 

 

 

 

  

 

 

 

Total

   $      835,513,301     $      546,108,884     $      286,088,614      $          3,315,803  
  

 

 

 

 

 

 

 

 

 

 

 

  

 

 

 

Liabilities

         

Futures Contracts(2)

   $ (40,441   $ (40,441   $      $  
  

 

 

 

 

 

 

 

 

 

 

 

  

 

 

 

Total

   $ (40,441   $ (40,441   $      $  
  

 

 

 

 

 

 

 

 

 

 

 

  

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between Level 1 and Level 2 and investments valued at $540,000 were transferred from Level 3 to Level 2 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable inputs.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2017 is not presented.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.


 

The Hartford Balanced Income Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 45.0%

  
  

Banks - 5.4%

  
1,349,130   

BB&T Corp.

   $ 62,316,315  
2,323,960   

JP Morgan Chase & Co.

     196,676,735  
588,260   

National Bank of Canada

     25,392,941  
982,270   

US Bancorp

     51,716,515  
3,509,310   

Wells Fargo & Co.

     197,679,432  
     

 

 

 
        533,781,938  
     

 

 

 
  

Capital Goods - 3.4%

  
278,480   

3M Co.

     48,683,873  
521,180   

Caterpillar, Inc.

     49,856,079  
1,261,330   

Eaton Corp. plc

     89,276,937  
3,880,680   

General Electric Co.

     115,256,196  
121,520   

Lockheed Martin Corp.

     30,541,622  
     

 

 

 
        333,614,707  
     

 

 

 
  

Consumer Durables & Apparel - 0.5%

  
1,001,100   

VF Corp.

     51,536,628  
     

 

 

 
  

Consumer Services - 0.6%

  
515,710   

McDonald’s Corp.

     63,210,575  
     

 

 

 
  

Diversified Financials - 1.8%

  
242,260   

BlackRock, Inc.

     90,600,395  
1,339,950   

Invesco Ltd.

     38,751,354  
1,000,160   

Thomson Reuters Corp.

     44,847,174  
     

 

 

 
               174,198,923  
     

 

 

 
  

Energy - 6.0%

  
1,733,060   

Canadian Natural Resources Ltd.

     52,390,404  
1,027,580   

Chevron Corp.

     114,421,033  
455,190   

Enbridge, Inc.

     19,391,094  
903,950   

Exxon Mobil Corp.

     75,832,365  
927,390   

Marathon Petroleum Corp.

     44,561,090  
984,650   

Occidental Petroleum Corp.

     66,729,730  
682,890   

Phillips 66

     55,737,482  
3,052,250   

Suncor Energy, Inc.

     94,741,840  
1,362,020   

TransCanada Corp.

     64,256,990  
     

 

 

 
        588,062,028  
     

 

 

 
  

Food, Beverage & Tobacco - 4.4%

  
529,570   

Altria Group, Inc.

     37,694,793  
1,185,556   

British American Tobacco plc

     73,181,861  
1,080,790   

Coca-Cola Co.

     44,928,440  
283,640   

Diageo plc ADR

     31,776,189  
712,530   

Kraft Heinz Co.

     63,621,804  
372,060   

PepsiCo, Inc.

     38,612,387  
1,467,150   

Philip Morris International, Inc.

     141,037,129  
     

 

 

 
        430,852,603  
     

 

 

 
  

Household & Personal Products - 0.9%

  
215,450   

Procter & Gamble Co.

     18,873,420  
1,657,250   

Unilever N.V.

     67,367,212  
     

 

 

 
        86,240,632  
     

 

 

 
  

Insurance - 2.1%

  
502,040   

Chubb Ltd.

     66,013,240  
1,540,050   

MetLife, Inc.

     83,794,120  
1,017,930   

Principal Financial Group, Inc.

     58,113,624  
     

 

 

 
        207,920,984  
     

 

 

 
  

Materials - 1.7%

  
489,010   

Agrium, Inc.

     50,324,019  
1,277,400   

Dow Chemical Co.

     76,171,362  
125,190   

Nucor Corp.

     7,272,287  
337,220   

Packaging Corp. of America

     31,084,940  
     

 

 

 
        164,852,608  
     

 

 

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Pharmaceuticals, Biotechnology & Life Sciences - 5.7%

  
911,100   

Bristol-Myers Squibb Co.

   $ 44,789,676  
678,100   

Eli Lilly & Co.

     52,234,043  
1,206,950   

Johnson & Johnson

     136,687,088  
1,721,180   

Merck & Co., Inc.

     106,695,948  
775,523   

Novartis AG

     57,254,957  
3,948,585   

Pfizer, Inc.

     125,288,602  
165,430   

Roche Holding AG

     39,198,341  
     

 

 

 
        562,148,655  
     

 

 

 
  

Real Estate - 0.2%

  
115,940   

Simon Property Group, Inc. REIT

     21,306,294  
     

 

 

 
  

Retailing - 0.4%

  
650,900   

L Brands, Inc.

     39,190,689  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 2.7%

  
1,040,971   

Analog Devices, Inc.

     78,010,367  
2,906,870   

Intel Corp.

     107,030,953  
885,270   

Maxim Integrated Products, Inc.

     39,376,810  
700,600   

QUALCOMM, Inc.

     37,433,058  
     

 

 

 
        261,851,188  
     

 

 

 
  

Software & Services - 1.6%

  
2,466,240   

Microsoft Corp.

     159,442,416  
     

 

 

 
  

Technology Hardware & Equipment - 1.4%

  
4,590,810   

Cisco Systems, Inc.

     141,029,683  
     

 

 

 
  

Telecommunication Services - 1.6%

  
1,291,540   

BCE, Inc.

     58,222,276  
1,965,249   

Verizon Communications, Inc.

     96,316,853  
     

 

 

 
        154,539,129  
     

 

 

 
  

Transportation - 1.2%

  
783,090   

Union Pacific Corp.

     83,461,732  
330,360   

United Parcel Service, Inc. Class B

     36,052,187  
     

 

 

 
        119,513,919  
     

 

 

 
  

Utilities - 3.4%

  
1,280,240   

Dominion Resources, Inc.

     97,656,707  
522,930   

Duke Energy Corp.

     41,070,922  
948,110   

Eversource Energy

     52,449,445  
2,005,678   

National Grid plc

     23,492,877  
381,590   

NextEra Energy, Inc.

     47,210,315  
360,800   

Sempra Energy

     36,942,312  
3,799,308   

TCEH Corp.*(1)(2)

     4  
93,317   

Vistra Energy Corp.*

     1,512,669  
901,100   

Xcel Energy, Inc.

     37,233,452  
     

 

 

 
        337,568,703  
     

 

 

 
  

Total Common Stocks
(cost $3,820,330,913)

         4,430,862,302  
     

 

 

 

Asset & Commercial Mortgage Backed Securities - 1.5%

  
  

Asset-Backed - Automobile - 0.0%

  
        $          1,121,276   

Westlake Automobile Receivables Trust
1.28%, 07/16/2018(3)

     1,121,148  
     

 

 

 
  

Asset-Backed - Finance & Insurance - 0.1%

  
299,373   

Countrywide Asset-Backed Certificates
1.16%, 06/25/2036(4)

     294,754  
  

First Franklin Mortgage Loan Trust

  
1,602,261   

1.01%, 04/25/2036(4)

     1,062,033  
4,220,000   

1.08%, 09/25/2036(4)

     2,983,991  
1,060,000   

HSI Asset Securitization Corp. Trust
1.04%, 02/25/2036(4)

     948,820  
853,358   

Lehman XS Trust
1.29%, 11/25/2035(4)

     574,513  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          913,666   

Securitized Asset Backed Receivables LLC
0.86%, 07/25/2036(4)

   $ 441,476  
     

 

 

 
        6,305,587  
     

 

 

 
  

Asset-Backed - Home Equity - 0.2%

  
244,712   

Asset-Backed Funding Certificates
0.99%, 01/25/2037(4)

     160,578  
  

GSAA Home Equity Trust

  
1,065,253   

0.82%, 12/25/2046(4)

     670,537  
819,598   

0.84%, 12/25/2046(4)

     445,386  
1,845,785   

0.85%, 02/25/2037(4)

     994,322  
1,157,735   

0.86%, 12/25/2036(4)

     588,280  
3,831,816   

0.87%, 03/25/2037(4)

     2,033,973  
2,298,702   

0.95%, 11/25/2036(4)

     1,123,997  
705,916   

1.00%, 04/25/2047(4)

     470,380  
5,047,039   

1.01%, 11/25/2036(4)

     3,105,668  
301,643   

1.07%, 03/25/2036(4)

     203,931  
1,010,547   

1.09%, 04/25/2047(4)

     693,470  
1,339,021   

5.99%, 06/25/2036(4)

     673,322  
4,371,771   

6.00%, 11/25/2036

     2,651,464  
561,947   

6.30%, 06/25/2036

     282,428  
1,787,934   

Mastr Asset Backed Securities Trust
0.94%, 06/25/2036(4)

     1,467,536  
3,420,000   

Morgan Stanley ABS Capital I, Inc. Trust
2.02%, 07/25/2037(4)

     2,480,757  
1,420,400   

Morgan Stanley Mortgage Loan Trust
0.94%, 11/25/2036(4)

     621,079  
  

Renaissance Home Equity Loan Trust

  
2,497,226   

5.91%, 04/25/2037(5)

     1,224,699  
1,267,965   

6.12%, 11/25/2036(5)

     764,680  
1,995,000   

Soundview Home Loan Trust
1.02%, 11/25/2036(4)

     1,430,034  
     

 

 

 
                 22,086,521  
     

 

 

 
  

Commercial Mortgage - Backed Securities - 0.1%

  
  

Commercial Mortgage Pass-Through Certificates

  
270,000   

4.75%, 10/15/2045(3)(4)

     165,148  
1,130,000   

4.77%, 10/15/2045(3)(4)

     1,079,940  
  

Commercial Mortgage Trust

  
815,000   

4.26%, 07/10/2045(3)(4)

     730,369  
380,000   

4.33%, 12/10/2045(3)(4)

     341,783  
2,070,000   

4.57%, 10/15/2045(3)(4)

     1,662,940  
  

GS Mortgage Securities Trust

  
855,000   

4.85%, 11/10/2045(3)(4)

     805,310  
1,000,000   

4.87%, 04/10/2047(3)(4)

     762,641  
  

JP Morgan Chase Commercial Mortgage Securities Trust

  
500,000   

2.73%, 10/15/2045(3)(4)

     277,695  
1,000,000   

4.00%, 08/15/2046(3)(4)

     804,509  
850,000   

5.41%, 08/15/2046(3)(4)

     872,747  
960,000   

Morgan Stanley Bank of America Merrill Lynch Trust
4.50%, 08/15/2045(3)

     683,392  
605,000   

UBS-Barclays Commercial Mortgage Trust
4.09%, 03/10/2046(3)(4)

     440,804  
  

WF-RBS Commercial Mortgage Trust

  
1,085,599   

3.02%, 11/15/2047(3)

     430,320  
440,505   

5.00%, 04/15/2045(3)(4)

     270,403  
     

 

 

 
        9,328,001  
     

 

 

 
  

Whole Loan Collateral CMO - 1.1%

  
  

Adjustable Rate Mortgage Trust

  
712,655   

1.02%, 01/25/2036(4)

     662,836  
574,516   

1.04%, 11/25/2035(4)

     533,556  
732,886   

1.27%, 01/25/2036(4)

     633,261  
2,492,101   

4.10%, 11/25/2037(3)(4)

     2,076,336  
  

Alternative Loan Trust

  
3,136,625   

1.04%, 01/25/2036(4)

     2,724,349  
194,350   

1.08%, 11/25/2035(4)

     162,839  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          1,098,362   

1.17%, 10/25/2036(4)

   $ 619,726  
1,731,469   

1.22%, 04/25/2035(4)

                1,453,016  
5,699,813   

1.95%, 08/25/2035(4)

     4,874,763  
729,848   

5.50%, 12/25/2035

     608,250  
859,155   

5.75%, 05/25/2036

     659,497  
198,451   

6.00%, 05/25/2036

     148,945  
921,809   

6.00%, 12/25/2036

     615,135  
  

American Home Mortgage Assets Trust

  
716,147   

0.96%, 09/25/2046(4)

     543,894  
271,618   

1.54%, 10/25/2046(4)

     214,824  
  

Banc of America Funding Trust

  
1,389,609   

1.01%, 02/20/2047(4)

     1,296,296  
759,526   

1.08%, 05/20/2047(4)

     625,229  
2,155,839   

3.19%, 04/20/2036(4)

     1,812,219  
801,523   

5.77%, 05/25/2037(4)

     714,700  
171,113   

5.85%, 01/25/2037(5)

     144,876  
410,657   

BCAP LLC Trust
0.94%, 01/25/2037(4)

     341,035  
  

Bear Stearns Adjustable Rate Mortgage Trust

  
798,022   

2.83%, 10/25/2035(4)

     767,846  
510,344   

3.18%, 02/25/2036(4)

     435,076  
368,456   

4.64%, 06/25/2047(4)

     337,601  
  

Bear Stearns Alt-A Trust

  
1,749,092   

1.09%, 08/25/2036(4)

     1,521,594  
1,213,946   

1.25%, 02/25/2036(4)

     1,051,071  
1,654,505   

Bear Stearns Mortgage Funding Trust
0.95%, 10/25/2036(4)

     1,369,885  
585,000   

Chase Mortgage Finance Trust
5.50%, 11/25/2035

     555,184  
  

CHL Mortgage Pass-Through Trust

  
1,723,078   

1.45%, 03/25/2035(4)

     1,352,057  
2,586,440   

2.96%, 06/20/2035(4)

     2,423,029  
528,955   

3.03%, 04/25/2037(4)

     498,227  
550,666   

3.12%, 09/25/2047(4)

     508,164  
746,796   

3.21%, 03/20/2036(4)

     611,707  
405,584   

Citigroup Mortgage Loan Trust
3.11%, 07/25/2036(4)

     254,187  
  

Countrywide Home Loans, Inc.

  
2,990,882   

2.99%, 11/20/2035(4)

     2,520,433  
245,184   

3.30%, 04/20/2036(4)

     179,207  
398,935   

Credit Suisse First Boston Mortgage Securities Corp.
5.50%, 06/25/2035

     369,879  
475,340   

Deutsche Alt-A Securities Mortgage Loan Trust
0.92%, 03/25/2037(4)

     390,424  
2,201,297   

Deutsche Mortgage Sec, Inc. Mortgage Loan Trust
5.66%, 12/25/2033

     2,215,756  
3,297,891   

DSLA Mortgage Loan Trust
1.49%, 03/19/2046(4)

     2,848,245  
208,649   

GMAC Mortgage Corp. Loan Trust
3.61%, 04/19/2036(4)

     187,920  
2,227,463   

GreenPoint Mortgage Funding Trust
1.97%, 10/25/2045(4)

     1,724,959  
  

GSR Mortgage Loan Trust

  
5,791,145   

1.07%, 01/25/2037(4)

     3,511,799  
815,030   

3.24%, 10/25/2035(4)

     712,671  
1,779,466   

3.53%, 01/25/2036(4)

     1,653,135  
  

HarborView Mortgage Loan Trust

  
1,116,181   

0.96%, 01/19/2038(4)

     971,495  
2,520,547   

1.01%, 12/19/2036(4)

     2,045,735  
351,910   

1.10%, 09/19/2035(4)

     298,865  
414,411   

1.47%, 01/19/2035(4)

     273,069  
4,208,850   

1.77%, 10/25/2037(4)

     3,019,145  
3,267,916   

IndyMac IMSC Mortgage Loan Trust
0.92%, 03/25/2047(4)

     2,093,615  
  

IndyMac INDA Mortgage Loan Trust

  
415,910   

3.38%, 09/25/2036(4)

     331,067  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          750,524   

3.40%, 12/25/2036(4)

   $ 681,874  
  

IndyMac Index Mortgage Loan Trust

  
809,731   

0.96%, 04/25/2037(4)

     598,938  
304,373   

0.97%, 10/25/2036(4)

     258,233  
340,394   

1.01%, 07/25/2035(4)

     298,774  
554,211   

1.05%, 07/25/2035(4)

     446,783  
199,154   

1.06%, 01/25/2036(4)

     127,451  
773,010   

1.17%, 07/25/2046(4)

     470,730  
384,220   

3.09%, 08/25/2035(4)

     309,380  
210,585   

3.12%, 01/25/2036(4)

     197,489  
2,736,573   

3.18%, 04/25/2037(4)

     1,764,029  
462,368   

3.30%, 02/25/2036(4)

     398,467  
3,160,914   

3.31%, 07/25/2037(4)

     2,138,383  
  

JP Morgan Mortgage Trust

  
250,782   

3.18%, 04/25/2037(4)

     222,947  
3,107,257   

3.33%, 05/25/2036(4)

     2,807,877  
  

Lehman XS Trust

  
791,067   

0.96%, 11/25/2046(4)

     654,828  
255,205   

0.98%, 07/25/2046(4)

     212,858  
989,799   

1.01%, 06/25/2047(4)

     757,456  
396,695   

1.61%, 09/25/2047(4)

     327,444  
740,297   

Luminent Mortgage Trust
0.97%, 10/25/2046(4)

     635,535  
257,609   

Merrill Lynch Mortgage Investors Trust
3.26%, 07/25/2035(4)

     199,290  
1,119,223   

Morgan Stanley Mortgage Loan Trust
3.16%, 05/25/2036(4)

     783,915  
944,568   

Nomura Asset Acceptance Corp. Alternative Loan Trust
3.91%, 06/25/2036(4)

     777,635  
715,916   

RBSGC Mortgage Pass-Through Certificates
6.25%, 01/25/2037

     674,382  
  

Residential Accredit Loans, Inc.

  
2,743,199   

0.96%, 05/25/2046(4)

                2,594,518  
2,369,753   

1.07%, 04/25/2036(4)

     1,704,473  
2,218,831   

1.92%, 11/25/2037(4)

     1,539,272  
1,633,112   

6.00%, 12/25/2035

     1,509,067  
  

Residential Asset Securitization Trust

  
1,313,500   

1.22%, 03/25/2035(4)

     1,031,010  
1,953,099   

5.50%, 06/25/2035

     1,746,798  
  

Residential Funding Mortgage Securities, Inc.

  
4,113,581   

3.28%, 08/25/2035(4)

     3,054,360  
260,273   

3.63%, 04/25/2037(4)

     223,573  
275,937   

5.75%, 01/25/2036

     218,348  
814,804   

6.00%, 07/25/2037

     751,231  
271,530   

Sequoia Mortgage Trust
3.13%, 07/20/2037(4)

     226,568  
  

Structured Adjustable Rate Mortgage Loan Trust

  
1,032,472   

0.96%, 07/25/2037(4)

     800,160  
612,014   

1.07%, 09/25/2034(4)

     534,235  
2,139,534   

Structured Asset Mortgage Investments II Trust
1.00%, 02/25/2036(4)

     1,813,542  
778,805   

Structured Asset Securities Corp.
5.75%, 06/25/2035

     726,662  
2,559,779   

TBW Mortgage-Backed Trust
6.00%, 07/25/2036

     2,016,596  
  

WaMu Mortgage Pass-Through Certificates Trust

  
667,917   

1.19%, 06/25/2044(4)

     622,648  
2,206,735   

1.39%, 12/25/2046(4)

     1,847,823  
1,391,659   

1.58%, 07/25/2046(4)

     1,130,679  
1,174,106   

2.10%, 11/25/2046(4)

     1,059,444  
2,143,844   

2.39%, 01/25/2037(4)

     1,801,073  
2,507,115   

2.60%, 06/25/2037(4)

     2,323,661  
2,535,690   

2.61%, 06/25/2037(4)

     2,280,163  
  

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust

  
679,126   

0.93%, 02/25/2037(4)

     515,380  
754,970   

1.56%, 08/25/2046(4)

     505,721  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          5,751,040   

7.00%, 02/25/2036

   $ 4,306,697  
889,551   

Wells Fargo Alternative Loan Trust
3.10%, 12/28/2037(4)

     816,234  
     

 

 

 
               111,943,263  
     

 

 

 
  

Whole Loan Collateral PAC - 0.0%

  
498,840   

Alternative Loan Trust
1.27%, 12/25/2035(4)

     328,471  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $152,959,842)

     151,112,991  
     

 

 

 

Corporate Bonds - 44.9%

  
  

Advertising - 0.0%

  
  

Lamar Media Corp.

  
625,000   

5.00%, 05/01/2023

     642,187  
95,000   

5.88%, 02/01/2022

     97,969  
     

 

 

 
        740,156  
     

 

 

 
  

Aerospace/Defense - 0.6%

  
4,085,000   

BAE Systems Holdings, Inc.
3.80%, 10/07/2024(3)

     4,193,502  
4,220,000   

BAE Systems plc
4.75%, 10/11/2021(3)

     4,569,770  
6,750,000   

Embraer Netherlands Finance B.V.
5.40%, 02/01/2027

     6,789,623  
2,400,000   

L-3 Communications Corp.
3.85%, 12/15/2026

     2,406,058  
  

Lockheed Martin Corp.

  
11,120,000   

3.55%, 01/15/2026

     11,232,279  
1,025,000   

3.80%, 03/01/2045

     955,797  
1,025,000   

4.50%, 05/15/2036

     1,082,238  
2,710,000   

4.70%, 05/15/2046

     2,895,315  
480,000   

4.85%, 09/15/2041

     521,988  
15,590,000   

Northrop Grumman Corp.
3.20%, 02/01/2027

     15,324,876  
2,435,000   

Raytheon Co.
4.70%, 12/15/2041

     2,693,977  
  

United Technologies Corp.

  
1,925,000   

4.50%, 06/01/2042

     2,024,886  
950,000   

6.13%, 07/15/2038

     1,204,824  
     

 

 

 
        55,895,133  
     

 

 

 
  

Agriculture - 0.6%

  
  

Altria Group, Inc.

  
2,405,000   

2.63%, 09/16/2026

     2,259,204  
8,490,000   

2.85%, 08/09/2022

     8,477,392  
445,000   

3.88%, 09/16/2046

     407,779  
1,560,000   

4.25%, 08/09/2042

     1,503,227  
1,640,000   

5.38%, 01/31/2044

     1,855,086  
2,425,000   

Cargill, Inc.
4.10%, 11/01/2042(3)

     2,348,942  
  

Imperial Brands Finance plc

  
5,525,000   

2.05%, 02/11/2018(3)

     5,531,188  
2,350,000   

2.95%, 07/21/2020(3)

     2,373,180  
9,400,000   

3.50%, 02/11/2023(3)

     9,503,560  
6,090,000   

3.75%, 07/21/2022(3)

     6,264,186  
  

Philip Morris International, Inc.

  
7,065,000   

4.25%, 11/10/2044

     6,897,984  
4,000,000   

4.50%, 03/20/2042

     4,026,308  
  

Reynolds American, Inc.

  
1,733,000   

3.25%, 06/12/2020

     1,777,420  
4,170,000   

5.70%, 08/15/2035

     4,770,926  
1,535,000   

6.15%, 09/15/2043

     1,825,654  
     

 

 

 
        59,822,036  
     

 

 

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Airlines - 0.0%

  
        $            4,936   

Continental Airlines Class B Pass-Through Trust
6.90%, 10/19/2023

   $ 5,183  
     

 

 

 
  

Apparel - 0.0%

  
1,940,000   

NIKE, Inc.
3.63%, 05/01/2043

     1,821,600  
     

 

 

 
  

Auto Manufacturers - 1.4%

  
6,750,000   

American Honda Finance Corp.
1.70%, 09/09/2021

     6,515,134  
14,500,000   

Daimler Finance North America LLC
2.30%, 01/06/2020(3)

     14,532,581  
  

Ford Motor Co.

  
5,700,000   

4.35%, 12/08/2026

     5,716,325  
5,110,000   

4.75%, 01/15/2043

     4,769,040  
4,525,000   

5.29%, 12/08/2046

     4,492,171  
2,000,000   

7.45%, 07/16/2031

     2,503,918  
  

Ford Motor Credit Co. LLC

  
1,210,000   

1.68%, 09/08/2017

     1,210,659  
5,440,000   

2.24%, 06/15/2018

     5,458,877  
10,000,000   

2.55%, 10/05/2018

     10,058,120  
4,220,000   

2.60%, 11/04/2019

     4,221,907  
9,325,000   

3.81%, 01/09/2024

     9,286,460  
2,010,000   

4.13%, 08/04/2025

     2,007,598  
9,005,000   

4.39%, 01/08/2026

     9,066,459  
  

General Motors Co.

  
5,215,000   

6.25%, 10/02/2043

     5,783,498  
2,785,000   

6.60%, 04/01/2036

     3,207,727  
  

General Motors Financial Co., Inc.

  
3,675,000   

2.40%, 04/10/2018

     3,689,072  
4,830,000   

3.10%, 01/15/2019

     4,897,717  
14,310,000   

3.20%, 07/06/2021

     14,242,271  
4,510,000   

3.70%, 11/24/2020

     4,616,445  
8,245,000   

3.70%, 05/09/2023

     8,185,991  
6,620,000   

4.00%, 10/06/2026

     6,414,495  
8,790,000   

4.35%, 01/17/2027

     8,714,538  
1,755,000   

5.25%, 03/01/2026

     1,861,091  
     

 

 

 
               141,452,094  
     

 

 

 
  

Beverages - 1.2%

  
  

Anheuser-Busch InBev Finance, Inc.

  
34,235,000   

3.30%, 02/01/2023

     34,801,213  
22,880,000   

3.65%, 02/01/2026

     22,945,551  
11,065,000   

4.70%, 02/01/2036

     11,583,019  
21,515,000   

4.90%, 02/01/2046

     23,023,309  
  

Anheuser-Busch InBev Worldwide, Inc.

  
2,280,000   

2.50%, 07/15/2022

     2,243,151  
1,475,000   

3.75%, 01/15/2022

     1,544,269  
4,960,000   

3.75%, 07/15/2042

     4,546,371  
800,000   

4.95%, 01/15/2042

     868,650  
336,000   

Central American Bottling Corp.
5.75%, 01/31/2027(3)

     338,419  
1,355,000   

Molson Coors Brewing Co.
5.00%, 05/01/2042

     1,424,621  
  

PepsiCo, Inc.

  
11,000,000   

1.70%, 10/06/2021

     10,699,106  
1,975,000   

3.45%, 10/06/2046

     1,784,397  
4,330,000   

Pernod Ricard S.A.
3.25%, 06/08/2026(3)

     4,163,122  
     

 

 

 
        119,965,198  
     

 

 

 
  

Biotechnology - 0.4%

  
  

Amgen, Inc.

  
6,475,000   

1.25%, 05/22/2017

     6,475,201  
5,035,000   

3.63%, 05/22/2024

     5,116,144  
2,000,000   

4.56%, 06/15/2048

     1,937,866  
4,855,000   

4.66%, 06/15/2051

     4,719,109  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Celgene Corp.

  
        $          5,000,000   

2.88%, 08/15/2020

   $ 5,079,210  
2,945,000   

3.63%, 05/15/2024

     2,961,412  
3,365,000   

4.63%, 05/15/2044

     3,299,780  
  

Gilead Sciences, Inc.

  
3,095,000   

2.50%, 09/01/2023

     3,002,063  
5,845,000   

4.15%, 03/01/2047

     5,499,338  
1,375,000   

4.60%, 09/01/2035

     1,425,935  
155,000   

Sterigenics-Nordion Topco LLC
(cash) 8.13%, 11/01/2021(3)(6)

     155,969  
     

 

 

 
                 39,672,027  
     

 

 

 
  

Chemicals - 0.4%

  
  

Agrium, Inc.

  
1,650,000   

3.15%, 10/01/2022

     1,641,540  
2,800,000   

4.13%, 03/15/2035

     2,630,267  
  

Air Liquide Finance S.A.

  
5,250,000   

1.75%, 09/27/2021(3)

     5,065,147  
1,140,000   

2.50%, 09/27/2026(3)

     1,077,122  
  

Chemours Co.

  
3,345,000   

6.63%, 05/15/2023

     3,328,275  
440,000   

7.00%, 05/15/2025

     438,460  
  

Methanex Corp.

  
6,945,000   

4.25%, 12/01/2024

     6,809,579  
2,975,000   

5.65%, 12/01/2044

     2,748,567  
  

Mexichem S.A.B. de C.V.

  
200,000   

5.88%, 09/17/2044(7)

     180,496  
378,000   

6.75%, 09/19/2042(7)

     370,913  
2,900,000   

Monsanto Co.
4.20%, 07/15/2034

     2,864,745  
  

OCP S.A.

  
2,990,000   

4.50%, 10/22/2025(7)

     2,865,915  
545,000   

5.63%, 04/25/2024(7)

     565,868  
1,402,000   

6.88%, 04/25/2044(7)

     1,437,050  
3,790,000   

Platform Specialty Products Corp.
6.50%, 02/01/2022(3)

     3,865,800  
950,000   

Sherwin-Williams Co.
4.55%, 08/01/2045

     953,215  
     

 

 

 
        36,842,959  
     

 

 

 
  

Coal - 0.0%

  
1,026,000   

Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.
12.00%, 11/01/2021

     1,090,125  
1,840,000   

Foresight Energy LLC / Foresight Energy Finance Corp.
(9.00% cash, 1.00% PIK) 10.00%, 08/15/2021(3)(6)

     1,876,800  
     

 

 

 
        2,966,925  
     

 

 

 
  

Commercial Banks - 12.7%

  
  

Banco Bilbao Vizcaya Argentaria S.A.

  
EUR           400,000   

6.75%, 02/18/2020(4)(7)(8)

     411,289  
1,200,000   

7.00%, 02/19/2019(4)(7)(8)

     1,237,107  
1,600,000   

8.88%, 04/14/2021(4)(7)(8)

     1,865,376  
$            800,000   

9.00%, 05/09/2018(4)(7)(8)

     834,746  
  

Bank of America Corp.

  
10,120,000   

2.15%, 11/09/2020

     9,952,301  
23,700,000   

2.50%, 10/21/2022

     22,903,111  
12,000,000   

2.63%, 04/19/2021

     11,909,784  
7,500,000   

3.12%, 01/20/2023(4)

     7,488,675  
7,000,000   

3.25%, 10/21/2027

     6,608,168  
5,450,000   

3.82%, 01/20/2028(4)

     5,413,965  
310,000   

3.95%, 04/21/2025

     307,553  
12,380,000   

4.00%, 01/22/2025

     12,349,087  
4,260,000   

4.10%, 07/24/2023

     4,429,267  
3,180,000   

4.18%, 11/25/2027

     3,155,377  
2,635,000   

4.20%, 08/26/2024

     2,676,791  
4,000,000   

4.44%, 01/20/2048(4)

     3,981,460  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          4,000,000   

4.88%, 04/01/2044

   $ 4,219,116  
1,760,000   

5.00%, 01/21/2044

     1,909,185  
3,675,000   

5.63%, 07/01/2020

     4,038,237  
2,496,000   

5.70%, 05/02/2017

     2,522,403  
4,960,000   

6.00%, 09/01/2017

     5,085,389  
4,515,000   

6.88%, 04/25/2018

     4,783,417  
3,970,000   

7.63%, 06/01/2019

     4,445,419  
9,525,000   

7.75%, 05/14/2038

              13,129,927  
  

Bank of America NA

 

7,100,000   

1.65%, 03/26/2018

     7,105,077  
5,790,000   

2.05%, 12/07/2018

     5,817,641  
7,815,000   

Bank of Montreal
2.10%, 12/12/2019

     7,820,556  
  

Bank of New York Mellon Corp.

 

13,335,000   

2.09%, 10/30/2023(4)

     13,557,321  
15,645,000   

2.20%, 08/16/2023

     14,944,745  
3,190,000   

2.60%, 08/17/2020

     3,228,908  
7,020,000   

2.60%, 02/07/2022

     7,004,977  
5,116,000   

Barclays Bank plc
6.05%, 12/04/2017(3)

     5,275,343  
  

Barclays plc

 

535,000   

3.65%, 03/16/2025

     515,147  
13,080,000   

3.68%, 01/10/2023

     13,095,238  
2,025,000   

7.88%, 03/15/2022(4)(7)(8)

     2,080,688  
EUR            375,000   

8.00%, 12/15/2020(4)(8)

     436,704  
        $         1,615,000   

8.25%, 12/15/2018(4)(8)

     1,685,424  
13,405,000   

BB&T Corp.
2.63%, 06/29/2020

     13,553,527  
1,325,000   

BBVA Bancomer S.A.
6.75%, 09/30/2022(7)

     1,440,938  
275,000   

BBVA International Preferred SAU
5.92%, 04/18/2017(4)(8)

     270,050  
  

BNP Paribas S.A.

 

11,455,000   

3.80%, 01/10/2024(3)

     11,473,786  
1,555,000   

7.63%, 03/30/2021(3)(4)(8)

     1,632,750  
  

BPCE S.A.

 

4,745,000   

5.15%, 07/21/2024(3)

     4,838,301  
3,525,000   

5.70%, 10/22/2023(3)

     3,765,119  
  

Capital One Financial Corp.

 

24,175,000   

3.75%, 07/28/2026

     23,362,188  
5,150,000   

4.20%, 10/29/2025

     5,161,984  
  

Capital One NA/Mclean VA

 

10,305,000   

2.35%, 01/31/2020

     10,334,225  
4,000,000   

2.40%, 09/05/2019

     4,012,616  
  

Citigroup, Inc.

 

7,565,000   

2.05%, 06/07/2019

     7,545,732  
9,875,000   

2.40%, 02/18/2020

     9,874,427  
19,470,000   

2.45%, 01/10/2020

     19,507,382  
6,275,000   

2.50%, 09/26/2018

     6,330,107  
5,000,000   

2.55%, 04/08/2019

     5,042,370  
10,150,000   

2.65%, 10/26/2020

     10,175,436  
5,130,000   

2.70%, 03/30/2021

     5,100,441  
10,955,000   

2.90%, 12/08/2021

     10,919,385  
8,945,000   

3.20%, 10/21/2026

     8,472,999  
5,245,000   

3.89%, 01/10/2028(4)

     5,241,475  
8,780,000   

4.13%, 07/25/2028

     8,643,462  
7,450,000   

4.30%, 11/20/2026

     7,509,265  
8,145,000   

4.45%, 09/29/2027

     8,259,242  
3,090,000   

4.60%, 03/09/2026

     3,176,810  
4,894,000   

4.65%, 07/30/2045

     5,083,535  
4,795,000   

5.50%, 09/13/2025

     5,230,036  
4,500,000   

Citizens Bank NA
2.55%, 05/13/2021

     4,480,178  
1,260,000   

Citizens Financial Group, Inc.
4.30%, 12/03/2025

     1,279,190  
  

Cooperatieve Rabobank UA

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          6,375,000   

3.75%, 07/21/2026

   $ 6,206,866  
3,280,000   

5.25%, 08/04/2045

     3,560,962  
3,835,000   

5.75%, 12/01/2043

     4,457,198  
  

Credit Agricole S.A.

  
4,915,000   

4.13%, 01/10/2027(3)

     4,892,760  
3,485,000   

4.38%, 03/17/2025(3)

     3,442,330  
890,000   

7.88%, 01/23/2024(3)(4)(8)

     906,387  
1,030,000   

8.13%, 12/23/2025(3)(4)(8)

     1,094,993  
3,685,000   

Credit Suisse AG
5.40%, 01/14/2020

     3,967,271  
  

Credit Suisse Group AG

  
11,935,000   

4.28%, 01/09/2028(3)

     11,875,051  
3,425,000   

6.25%, 12/18/2024(4)(7)(8)

     3,377,906  
  

Credit Suisse Group Funding Guernsey Ltd.

  
5,650,000   

3.13%, 12/10/2020

     5,650,492  
3,520,000   

3.75%, 03/26/2025

     3,424,812  
10,410,000   

3.80%, 09/15/2022

     10,487,565  
1,615,000   

Development Bank of Kazakhstan JSC
4.13%, 12/10/2022(7)

     1,574,560  
6,520,000   

Discover Bank/Greenwood DE
4.20%, 08/08/2023

     6,786,009  
2,780,000   

Fifth Third Bancorp
4.30%, 01/16/2024

     2,870,378  
  

Goldman Sachs Group, Inc.

  
17,775,000   

2.30%, 12/13/2019

     17,756,283  
18,720,000   

2.35%, 11/15/2021

     18,232,475  
6,425,000   

2.54%, 11/29/2023(4)

     6,609,976  
3,940,000   

2.60%, 04/23/2020

     3,957,797  
9,290,000   

2.63%, 04/25/2021

     9,226,271  
6,190,000   

2.75%, 09/15/2020

     6,227,047  
2,655,000   

3.00%, 04/26/2022

     2,637,307  
6,345,000   

3.50%, 01/23/2025

     6,274,222  
9,820,000   

3.50%, 11/16/2026

     9,529,249  
3,315,000   

4.00%, 03/03/2024

     3,417,540  
3,750,000   

4.75%, 10/21/2045

     3,886,478  
2,625,000   

4.80%, 07/08/2044

     2,750,357  
3,830,000   

5.15%, 05/22/2045

     3,961,832  
4,200,000   

5.38%, 03/15/2020

     4,551,847  
4,740,000   

5.75%, 01/24/2022

     5,321,295  
4,550,000   

6.15%, 04/01/2018

     4,774,433  
3,149,000   

6.25%, 02/01/2041

     3,926,009  
3,470,000   

6.45%, 05/01/2036

     4,125,733  
7,545,000   

6.75%, 10/01/2037

     9,300,239  
2,921,000   

7.50%, 02/15/2019

     3,229,966  
750,000   

HBOS Capital Funding L.P.
6.85%, 03/23/2017(7)(8)

     760,688  
  

HSBC Holdings plc

  
5,300,000   

2.65%, 01/05/2022

     5,200,063  
15,055,000   

3.60%, 05/25/2023

              15,206,182  
4,550,000   

3.90%, 05/25/2026

     4,550,719  
7,655,000   

4.25%, 03/14/2024

     7,737,812  
6,800,000   

4.25%, 08/18/2025

     6,827,295  
4,755,000   

4.30%, 03/08/2026

     4,900,451  
9,950,000   

4.38%, 11/23/2026

     10,002,994  
3,665,000   

5.10%, 04/05/2021

     3,968,744  
1,000,000   

6.50%, 09/15/2037

     1,224,228  
4,440,000   

6.80%, 06/01/2038

     5,635,625  
1,730,000   

HSBC USA, Inc.
2.35%, 03/05/2020

     1,725,390  
780,000   

Intesa Sanpaolo S.p.A.
7.70%, 09/17/2025(3)(4)(8)

     711,750  
  

JP Morgan Chase & Co.

  
8,000,000   

2.27%, 10/24/2023(4)

     8,137,040  
10,760,000   

2.30%, 08/15/2021

     10,573,196  
13,375,000   

2.40%, 06/07/2021

     13,225,467  
18,005,000   

2.70%, 05/18/2023

     17,563,859  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          3,705,000   

2.95%, 10/01/2026

   $ 3,503,637  
2,270,000   

3.25%, 09/23/2022

     2,299,024  
19,950,000   

3.30%, 04/01/2026

     19,509,424  
9,275,000   

4.25%, 10/01/2027

     9,434,076  
5,300,000   

4.35%, 08/15/2021

     5,672,102  
1,970,000   

5.63%, 08/16/2043

     2,254,366  
1,000,000   

6.40%, 05/15/2038

     1,289,121  
16,045,000   

JP Morgan Chase Bank NA
1.45%, 09/21/2018

     16,028,714  
  

JPMorgan Chase & Co.

  
22,475,000   

2.97%, 01/15/2023

              22,347,589  
7,850,000   

3.78%, 02/01/2028(4)

     7,889,344  
7,750,000   

KeyBank NA
2.50%, 11/22/2021

     7,699,408  
  

KeyCorp

  
5,000,000   

2.30%, 12/13/2018

     5,022,570  
10,000,000   

2.90%, 09/15/2020

     10,143,440  
165,000   

Lloyds Bank plc
6.50%, 09/14/2020(3)

     183,374  
GBP          1,450,000   

Lloyds Banking Group plc
7.00%, 06/27/2019(4)(7)(8)

     1,860,581  
  

Morgan Stanley

  
$          5,735,000   

2.13%, 04/25/2018

     5,759,282  
7,125,000   

2.44%, 10/24/2023(4)

     7,209,360  
6,260,000   

2.45%, 02/01/2019

     6,306,193  
7,450,000   

2.50%, 01/24/2019

     7,514,673  
12,945,000   

2.50%, 04/21/2021

     12,782,152  
13,795,000   

2.63%, 11/17/2021

     13,598,821  
8,000,000   

2.65%, 01/27/2020

     8,053,944  
8,790,000   

3.13%, 07/27/2026

     8,346,017  
3,095,000   

3.63%, 01/20/2027

     3,047,953  
9,230,000   

3.70%, 10/23/2024

     9,297,997  
2,270,000   

3.88%, 01/27/2026

     2,284,119  
6,320,000   

3.95%, 04/23/2027

     6,179,494  
9,690,000   

4.00%, 07/23/2025

     9,890,292  
2,590,000   

4.35%, 09/08/2026

     2,627,938  
15,480,000   

4.38%, 01/22/2047

     15,305,943  
2,460,000   

6.63%, 04/01/2018

     2,594,542  
2,600,000   

7.30%, 05/13/2019

     2,888,036  
  

PNC Bank NA

  
5,785,000   

1.45%, 07/29/2019

     5,714,764  
11,780,000   

1.70%, 12/07/2018

     11,757,312  
7,465,000   

2.70%, 11/01/2022

     7,383,788  
4,310,000   

PNC Financial Services Group, Inc.
3.90%, 04/29/2024

     4,420,258  
  

Royal Bank of Scotland Group plc

  
8,065,000   

3.88%, 09/12/2023

     7,837,930  
1,260,000   

6.99%, 10/05/2017(3)(4)(8)

     1,386,000  
1,400,000   

7.64%, 09/30/2017(4)(8)

     1,302,000  
645,000   

8.63%, 08/15/2021(4)(8)

     665,963  
725,000   

9.50%, 03/16/2022(4)(7)

     732,250  
4,840,000   

Santander Bank NA
2.00%, 01/12/2018

     4,843,480  
  

Santander Holdings USA, Inc.

  
4,900,000   

2.65%, 04/17/2020

     4,861,275  
6,070,000   

2.70%, 05/24/2019

     6,084,671  
5,120,000   

4.50%, 07/17/2025

     5,188,009  
4,400,000   

Santander Issuances SAU
5.18%, 11/19/2025

     4,450,794  
  

Santander UK Group Holdings plc

  
8,700,000   

3.57%, 01/10/2023

     8,732,329  
3,285,000   

5.63%, 09/15/2045(3)

     3,302,411  
1,055,000   

Societe Generale S.A.
8.25%, 11/29/2018(4)(7)(8)

     1,095,881  
  

State Street Corp.

  
1,445,000   

3.10%, 05/15/2023

     1,459,541  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          3,340,000   

3.70%, 11/20/2023

   $ 3,501,653  
11,800,000   

SunTrust Banks, Inc.
2.70%, 01/27/2022

     11,753,213  
12,500,000   

Toronto-Dominion Bank
2.50%, 01/18/2023(3)

     12,469,587  
26,500,000   

UBS Group Funding Jersey Ltd.
2.65%, 02/01/2022(3)

     25,721,218  
1,800,000   

VTB Bank OJSC Via VTB Capital S.A.
6.95%, 10/17/2022(7)

     1,948,500  
2,850,000   

Wachovia Corp.
5.50%, 08/01/2035

     3,183,031  
  

Wells Fargo & Co.

  
20,560,000   

1.50%, 01/16/2018

     20,543,182  
17,500,000   

2.10%, 07/26/2021

     17,016,212  
7,100,000   

2.27%, 10/31/2023(4)

     7,176,432  
12,300,000   

2.50%, 03/04/2021

     12,176,668  
5,855,000   

3.00%, 04/22/2026

     5,576,530  
5,770,000   

3.00%, 10/23/2026

     5,469,302  
11,735,000   

3.07%, 01/24/2023

     11,722,784  
9,965,000   

3.45%, 02/13/2023

     10,062,258  
4,080,000   

4.13%, 08/15/2023

     4,253,416  
5,000,000   

4.40%, 06/14/2046

     4,829,985  
9,105,000   

4.75%, 12/07/2046

     9,258,847  
2,986,000   

4.90%, 11/17/2045

     3,089,301  
7,023,000   

5.61%, 01/15/2044

     8,024,873  
5,480,000   

Wells Fargo Bank NA
2.15%, 12/06/2019

     5,475,885  
     

 

 

 
            1,255,460,333  
     

 

 

 
  

Commercial Services - 0.4%

  
  

APX Group, Inc.

  
1,575,000   

7.88%, 12/01/2022

     1,708,875  
2,020,000   

7.88%, 12/01/2022(3)(9)

     2,191,700  
725,000   

Aramark Services, Inc.
5.13%, 01/15/2024

     753,391  
4,250,000   

Automatic Data Processing, Inc.
3.38%, 09/15/2025

     4,351,001  
  

ERAC USA Finance LLC

  
1,370,000   

3.30%, 10/15/2022(3)

     1,383,636  
6,280,000   

3.85%, 11/15/2024(3)

     6,379,073  
265,000   

4.50%, 02/15/2045(3)

     254,300  
2,735,000   

5.63%, 03/15/2042(3)

     3,014,353  
1,440,000   

Herc Rentals, Inc.
7.75%, 06/01/2024(3)

     1,558,800  
  

Hertz Corp.

  
1,465,000   

5.50%, 10/15/2024(3)

     1,230,600  
1,290,000   

5.88%, 10/15/2020

     1,219,050  
1,830,000   

6.25%, 10/15/2022

     1,660,725  
8,525,000   

MasterCard, Inc.
3.38%, 04/01/2024

     8,775,149  
3,205,000   

Quad/Graphics, Inc.
7.00%, 05/01/2022

     3,132,888  
2,065,000   

Service Corp. International
5.38%, 01/15/2022

     2,147,600  
     

 

 

 
        39,761,141  
     

 

 

 
  

Construction Materials - 0.1%

  
2,070,000   

Cemex Finance LLC
6.00%, 04/01/2024(3)

     2,126,925  
  

Cemex S.A.B. de C.V.

  
2,115,000   

5.70%, 01/11/2025(3)

     2,139,323  
460,000   

6.13%, 05/05/2025(3)

     474,950  
800,000   

7.75%, 04/16/2026(3)

     889,000  
2,200,000   

Ply Gem Industries, Inc.
6.50%, 02/01/2022

     2,293,500  
  

Standard Industries, Inc.

  
190,000   

5.13%, 02/15/2021(3)

     198,550  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          4,550,000   

5.38%, 11/15/2024(3)

   $ 4,692,187  
     

 

 

 
                 12,814,435  
     

 

 

 
  

Distribution/Wholesale - 0.0%

  
  

American Builders & Contractors Supply Co., Inc.

  
190,000   

5.63%, 04/15/2021(3)

     195,462  
2,255,000   

5.75%, 12/15/2023(3)

     2,345,200  
     

 

 

 
        2,540,662  
     

 

 

 
  

Diversified Financial Services - 1.5%

  
9,535,000   

AIG Global Funding
2.70%, 12/15/2021(3)

     9,529,384  
5,127,000   

American Express Co.
2.65%, 12/02/2022

     5,054,991  
9,120,000   

American Express Credit Corp.
2.25%, 05/05/2021

     9,006,283  
3,560,000   

CBOE Holdings, Inc.
3.65%, 01/12/2027

     3,549,416  
7,000,000   

Credit Agricole S.A.
2.38%, 07/01/2021(3)

     6,874,126  
1,115,000   

FBM Finance, Inc.
8.25%, 08/15/2021(3)

     1,190,263  
2,230,000   

FMR LLC
4.95%, 02/01/2033(3)

     2,327,389  
13,589,000   

GE Capital International Funding Co.
4.42%, 11/15/2035

     14,253,624  
  

General Electric Co.

  
1,210,000   

5.88%, 01/14/2038

     1,519,033  
1,297,000   

6.75%, 03/15/2032

     1,736,922  
1,469,000   

6.88%, 01/10/2039

     2,068,273  
  

Hexion 2 US Finance Corp.

  
2,375,000   

10.38%, 02/01/2022(3)(9)

     2,422,500  
1,245,000   

13.75%, 02/01/2022(3)(9)

     1,254,338  
  

International Lease Finance Corp.

  
3,545,000   

5.88%, 08/15/2022

     3,916,516  
10,000,000   

8.63%, 01/15/2022

     12,184,500  
399,000   

MassMutual Global Funding II
2.10%, 08/02/2018(3)

     402,356  
1,980,000   

Nasdaq, Inc.
3.85%, 06/30/2026

     1,972,333  
  

National Rural Utilities Cooperative Finance Corp.

  
4,725,000   

1.50%, 11/01/2019

     4,684,077  
6,625,000   

3.25%, 11/01/2025

     6,686,473  
  

Nationstar Mortgage LLC / Nationstar Capital Corp.

  
1,765,000   

6.50%, 08/01/2018

     1,791,475  
3,660,000   

6.50%, 07/01/2021

     3,728,625  
  

Navient Corp.

  
550,000   

5.50%, 01/25/2023

     519,063  
1,050,000   

5.88%, 10/25/2024

     968,625  
3,770,000   

6.13%, 03/25/2024

     3,567,362  
420,000   

OneMain Financial Holdings LLC
6.75%, 12/15/2019(3)

     435,750  
  

Springleaf Finance Corp.

  
830,000   

5.25%, 12/15/2019

     834,150  
1,080,000   

7.75%, 10/01/2021

     1,125,900  
2,815,000   

8.25%, 12/15/2020

     3,022,606  
  

Synchrony Financial

  
2,400,000   

2.70%, 02/03/2020

     2,405,618  
3,810,000   

3.00%, 08/15/2019

     3,864,826  
5,610,000   

3.70%, 08/04/2026

     5,430,643  
5,410,000   

3.75%, 08/15/2021

     5,556,643  
9,665,000   

4.50%, 07/23/2025

     9,983,172  
  

Visa, Inc.

  
3,905,000   

3.15%, 12/14/2025

     3,900,013  
2,500,000   

4.15%, 12/14/2035

     2,586,067  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          3,635,000   

4.30%, 12/14/2045

   $ 3,758,303  
     

 

 

 
               144,111,638  
     

 

 

 
  

Electric - 2.4%

  
  

Abu Dhabi National Energy Co. PJSC

  
785,000   

3.63%, 01/12/2023(7)

     789,906  
527,000   

5.88%, 12/13/2021(7)

     586,345  
2,565,000   

AEP Transmission Co. LLC
3.10%, 12/01/2026(3)

     2,529,123  
5,210,000   

Baltimore Gas & Electric Co.
3.50%, 11/15/2021

     5,414,904  
500,000   

Berkshire Hathaway Energy Co.
5.95%, 05/15/2037

     617,791  
  

Centrais Electricas Brasileiras S.A.

  
1,355,000   

5.75%, 10/27/2021(7)

     1,364,756  
150,000   

6.88%, 07/30/2019(7)

     159,750  
4,840,000   

Cleco Corporate Holdings LLC
3.74%, 05/01/2026(3)

     4,777,787  
465,000   

Comision Federal de Electricidad
4.75%, 02/23/2027(3)

     448,260  
  

Commonwealth Edison Co.

  
605,000   

3.65%, 06/15/2046

     568,679  
620,000   

4.35%, 11/15/2045

     649,203  
  

Consolidated Edison Co. of New York, Inc.

  
1,400,000   

4.20%, 03/15/2042

     1,416,173  
3,930,000   

4.30%, 12/01/2056

     3,938,112  
1,195,000   

4.50%, 12/01/2045

     1,271,411  
2,135,000   

4.63%, 12/01/2054

     2,262,741  
  

Dominion Resources, Inc.

  
1,160,000   

1.90%, 06/15/2018

     1,158,885  
3,140,000   

2.85%, 08/15/2026

     2,939,238  
11,710,000   

3.90%, 10/01/2025

     11,965,301  
2,895,000   

4.70%, 12/01/2044

     2,966,923  
3,390,000   

7.00%, 06/15/2038

     4,383,677  
  

Duke Energy Carolinas LLC

  
3,225,000   

2.50%, 03/15/2023

     3,194,201  
9,845,000   

2.95%, 12/01/2026

     9,643,404  
3,270,000   

3.75%, 06/01/2045

     3,122,261  
3,305,000   

3.88%, 03/15/2046

     3,226,129  
3,000,000   

5.30%, 02/15/2040

     3,549,234  
  

Duke Energy Corp.

  
2,940,000   

2.65%, 09/01/2026

     2,747,001  
2,935,000   

3.75%, 04/15/2024

     3,030,250  
705,000   

3.75%, 09/01/2046

     639,418  
3,000,000   

3.95%, 10/15/2023

     3,143,292  
  

Duke Energy Progress LLC

  
2,060,000   

4.10%, 05/15/2042

     2,068,893  
1,940,000   

4.15%, 12/01/2044

     1,958,500  
4,345,000   

4.20%, 08/15/2045

     4,430,071  
2,730,000   

4.38%, 03/30/2044

     2,842,318  
8,375,000   

Electricite de France S.A.
4.95%, 10/13/2045(3)

     8,567,993  
  

Emera U.S. Finance L.P.

  
1,580,000   

2.70%, 06/15/2021

     1,567,867  
3,460,000   

4.75%, 06/15/2046

     3,516,222  
3,935,000   

Entergy Corp.
2.95%, 09/01/2026

     3,713,589  
2,775,000   

Eversource Energy
2.80%, 05/01/2023

     2,729,118  
  

Exelon Corp.

  
1,190,000   

2.45%, 04/15/2021

     1,177,655  
2,105,000   

3.40%, 04/15/2026

     2,059,159  
9,580,000   

FirstEnergy Corp.
7.38%, 11/15/2031

     12,484,982  
2,305,000   

FirstEnergy Transmission LLC
5.45%, 07/15/2044(3)

     2,519,178  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Fortis, Inc.

  
        $          4,960,000   

2.10%, 10/04/2021(3)

   $ 4,800,566  
7,060,000   

3.06%, 10/04/2026(3)

     6,599,102  
  

Georgia Power Co.

  
4,570,000   

2.40%, 04/01/2021

     4,561,440  
6,410,000   

4.30%, 03/15/2042

     6,560,404  
6,355,000   

ITC Holdings Corp.
3.25%, 06/30/2026

     6,176,946  
  

MidAmerican Energy Co.

  
4,910,000   

3.50%, 10/15/2024

     5,090,933  
2,598,000   

4.40%, 10/15/2044

     2,763,576  
3,450,000   

NiSource Finance Corp.
4.80%, 02/15/2044

     3,659,788  
  

Oncor Electric Delivery Co. LLC

  
5,666,000   

2.95%, 04/01/2025

     5,564,494  
3,915,000   

4.10%, 06/01/2022

     4,176,084  
115,000   

4.55%, 12/01/2041

     123,494  
591,000   

5.25%, 09/30/2040

     693,715  
  

Pacific Gas & Electric Co.

  
6,000,000   

3.50%, 06/15/2025

     6,120,060  
2,525,000   

4.30%, 03/15/2045

     2,599,470  
2,400,000   

6.05%, 03/01/2034

     3,018,216  
3,500,000   

PacifiCorp
4.10%, 02/01/2042

     3,508,197  
2,700,000   

Potomac Electric Power Co.
4.15%, 03/15/2043

     2,746,022  
  

Progress Energy, Inc.

  
1,750,000   

7.00%, 10/30/2031

     2,311,881  
3,051,000   

7.05%, 03/15/2019

     3,363,779  
540,000   

7.75%, 03/01/2031

     744,280  
1,930,000   

Public Service Co. of Colorado
3.60%, 09/15/2042

     1,811,483  
4,770,000   

San Diego Gas & Electric Co.
3.60%, 09/01/2023

     5,008,700  
5,745,000   

South Carolina Electric & Gas Co.
4.10%, 06/15/2046

     5,669,057  
1,010,000   

Southern California Edison Co.
6.05%, 03/15/2039

     1,293,145  
  

Southern Co.

  
5,000,000   

1.85%, 07/01/2019

     4,983,645  
4,055,000   

2.95%, 07/01/2023

     3,996,661  
5,000,000   

4.40%, 07/01/2046

     4,947,715  
1,615,000   

Southern Power Co.
5.25%, 07/15/2043

     1,647,726  
1,750,000   

Texas Competitive Electric Holdings Co. LLC
11.50%, 10/01/2020(1)(2)(10)

      
     

 

 

 
               236,680,279  
     

 

 

 
  

Electronics - 0.1%

  
7,690,000   

Fortive Corp.
2.35%, 06/15/2021(3)

     7,592,176  
     

 

 

 
  

Engineering & Construction - 0.0%

  
1,050,000   

SBA Tower Trust
2.93%, 12/09/2042(3)

     1,050,910  
     

 

 

 
  

Entertainment - 0.1%

  
805,000   

GLP Capital L.P. / GLP Financing II, Inc.
5.38%, 04/15/2026

     839,213  
1,420,000   

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(3)(9)

     1,460,825  
2,775,000   

Penn National Gaming, Inc.
5.63%, 01/15/2027(3)

     2,778,524  
3,015,000   

Pinnacle Entertainment, Inc.
5.63%, 05/01/2024(3)

     3,058,506  
910,000   

Rivers Pittsburgh Borrower L.P. / Rivers Pittsburgh Finance Corp.
6.13%, 08/15/2021(3)

     935,025  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          1,000,000   

Scientific Games International, Inc.
6.63%, 05/15/2021

   $ 920,000  
550,000   

WMG Acquisition Corp.
5.00%, 08/01/2023(3)

     551,375  
     

 

 

 
                 10,543,468  
     

 

 

 
  

Environmental Control - 0.3%

  
  

Clean Harbors, Inc.

  
1,975,000   

5.13%, 06/01/2021

     2,024,770  
150,000   

5.25%, 08/01/2020

     153,863  
  

Republic Services, Inc.

  
6,550,000   

3.55%, 06/01/2022

     6,810,199  
8,000,000   

5.00%, 03/01/2020

     8,658,040  
295,000   

Tervita Escrow Corp.
7.63%, 12/01/2021(3)

     306,062  
6,000,000   

Waste Management, Inc.
3.50%, 05/15/2024

     6,169,410  
     

 

 

 
        24,122,344  
     

 

 

 
  

Food - 0.8%

  
  

Danone S.A.

  
5,785,000   

1.69%, 10/30/2019(3)

     5,721,168  
6,705,000   

2.59%, 11/02/2023(3)

     6,471,351  
  

JM Smucker Co.

  
1,605,000   

3.50%, 03/15/2025

     1,617,978  
1,675,000   

4.38%, 03/15/2045

     1,664,804  
  

Kraft Heinz Foods Co.

  
9,060,000   

3.50%, 07/15/2022

     9,214,609  
4,115,000   

3.95%, 07/15/2025

     4,157,977  
7,590,000   

4.38%, 06/01/2046

     7,095,754  
1,870,000   

5.00%, 07/15/2035

     1,960,644  
2,190,000   

5.20%, 07/15/2045

     2,300,442  
  

Kroger Co.

  
8,110,000   

2.65%, 10/15/2026

     7,486,933  
2,725,000   

3.88%, 10/15/2046

     2,451,017  
765,000   

Minerva Luxembourg S.A.
6.50%, 09/20/2026(3)

     760,219  
11,000,000   

Mondelez International Holdings Netherlands B.V.
1.63%, 10/28/2019(3)

     10,832,646  
2,480,000   

Pinnacle Foods Finance LLC / Pinnacle Foods Finance Corp.
5.88%, 01/15/2024

     2,622,129  
  

Post Holdings, Inc.

  
3,910,000   

5.00%, 08/15/2026(3)

     3,780,462  
665,000   

6.00%, 12/15/2022(3)

     698,250  
4,376,000   

Sigma Alimentos S.A. de CV
4.13%, 05/02/2026(3)

     4,115,628  
  

Sysco Corp.

  
1,050,000   

2.50%, 07/15/2021

     1,044,282  
3,140,000   

3.30%, 07/15/2026

     3,071,608  
960,000   

4.50%, 04/01/2046

     958,040  
  

TreeHouse Foods, Inc.

  
3,520,000   

4.88%, 03/15/2022

     3,625,600  
605,000   

6.00%, 02/15/2024(3)

     634,494  
     

 

 

 
        82,286,035  
     

 

 

 
  

Food Service - 0.0%

  
850,000   

Aramark Services, Inc.
5.75%, 03/15/2020

     865,534  
     

 

 

 
  

Forest Products & Paper - 0.1%

  
1,870,000   

Fibria Overseas Finance Ltd.
5.50%, 01/17/2027

     1,837,462  
9,650,000   

International Paper Co.
3.65%, 06/15/2024

     9,800,395  
     

 

 

 
        11,637,857  
     

 

 

 
  

Gas - 0.1%

  
  

Sempra Energy

  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          8,760,000   

1.63%, 10/07/2019

   $ 8,660,355  
2,940,000   

2.85%, 11/15/2020

     2,984,779  
1,195,000   

Southern Co. Gas Capital Corp.
2.45%, 10/01/2023

     1,148,019  
     

 

 

 
                 12,793,153  
     

 

 

 
  

Healthcare-Products - 0.4%

  
  

Alere, Inc.

  
3,280,000   

6.38%, 07/01/2023(3)

     3,318,950  
2,815,000   

6.50%, 06/15/2020

     2,809,088  
7,000,000   

Boston Scientific Corp.
3.38%, 05/15/2022

     7,128,590  
8,023,000   

Medtronic, Inc.
4.38%, 03/15/2035

     8,391,649  
4,330,000   

St. Jude Medical, Inc.
2.80%, 09/15/2020

     4,352,754  
3,090,000   

Sterigenics-Nordion Holdings LLC
6.50%, 05/15/2023(3)

     3,136,350  
  

Stryker Corp.

  
1,400,000   

2.63%, 03/15/2021

     1,405,316  
1,495,000   

3.50%, 03/15/2026

     1,504,000  
2,535,000   

4.63%, 03/15/2046

     2,593,789  
  

Thermo Fisher Scientific, Inc.

  
4,485,000   

2.95%, 09/19/2026

     4,239,285  
4,055,000   

3.00%, 04/15/2023

     4,006,774  
     

 

 

 
        42,886,545  
     

 

 

 
  

Healthcare-Services - 1.4%

  
  

Aetna, Inc.

  
9,949,000   

1.70%, 06/07/2018

     9,947,886  
8,555,000   

2.80%, 06/15/2023

     8,486,492  
7,760,000   

3.20%, 06/15/2026

     7,749,291  
5,240,000   

4.25%, 06/15/2036

     5,252,450  
4,130,000   

4.38%, 06/15/2046

     4,139,962  
  

Anthem, Inc.

  
4,760,000   

3.13%, 05/15/2022

     4,754,616  
3,100,000   

3.30%, 01/15/2023

     3,102,182  
3,175,000   

3.50%, 08/15/2024

     3,160,481  
3,315,000   

4.63%, 05/15/2042

     3,310,067  
1,000,000   

5.85%, 01/15/2036

     1,140,798  
2,330,000   

6.38%, 06/15/2037

     2,797,894  
11,440,000   

Cigna Corp.
3.25%, 04/15/2025

     11,245,657  
  

Community Health Systems, Inc.

  
110,000   

5.13%, 08/15/2018

     110,344  
1,125,000   

5.13%, 08/01/2021

     1,060,313  
7,445,000   

6.88%, 02/01/2022

     5,416,237  
1,440,000   

7.13%, 07/15/2020

     1,180,800  
2,060,000   

Coventry Health Care, Inc.
5.45%, 06/15/2021

     2,284,009  
  

Envision Healthcare Corp.

  
1,305,000   

5.13%, 07/01/2022(3)

     1,327,838  
2,760,000   

5.63%, 07/15/2022

     2,842,800  
3,335,000   

HCA Holdings, Inc.
6.25%, 02/15/2021

     3,576,787  
  

HCA, Inc.

  
4,605,000   

5.38%, 02/01/2025

     4,697,100  
2,125,000   

5.88%, 05/01/2023

     2,263,125  
1,075,000   

5.88%, 02/15/2026

     1,118,000  
1,627,000   

7.50%, 11/15/2095

     1,557,853  
  

Humana, Inc.

  
3,555,000   

3.85%, 10/01/2024

     3,606,896  
2,700,000   

4.95%, 10/01/2044

     2,840,265  
  

Laboratory Corp. of America Holdings

  
3,050,000   

2.63%, 02/01/2020

     3,062,749  
1,645,000   

4.70%, 02/01/2045

     1,631,881  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          1,050,000   

LifePoint Health, Inc.
5.88%, 12/01/2023

   $ 1,044,750  
1,235,000   

MEDNAX, Inc.
5.25%, 12/01/2023(3)

     1,275,138  
540,000   

MPH Acquisition Holdings LLC
7.13%, 06/01/2024(3)

     573,075  
6,610,000   

Providence St Joseph Health Obligated Group
2.75%, 10/01/2026

     6,243,740  
  

Tenet Healthcare Corp.

  
345,000   

4.75%, 06/01/2020

     350,175  
6,135,000   

5.00%, 03/01/2019(5)

     6,035,306  
315,000   

6.25%, 11/01/2018

     331,144  
480,000   

6.75%, 06/15/2023

     453,600  
3,055,000   

8.13%, 04/01/2022

     3,085,550  
  

UnitedHealth Group, Inc.

  
1,605,000   

3.10%, 03/15/2026

     1,579,956  
9,750,000   

4.63%, 07/15/2035

     10,583,147  
2,334,000   

4.75%, 07/15/2045

     2,559,240  
1,981,000   

6.88%, 02/15/2038

     2,702,056  
1,565,000   

Wellcare Health Plans, Inc.
5.75%, 11/15/2020

     1,613,906  
     

 

 

 
               142,095,556  
     

 

 

 
  

Home Builders - 0.1%

  
1,950,000   

Beazer Homes USA, Inc.
8.75%, 03/15/2022(3)

     2,120,625  
  

KB Home

  
1,450,000   

7.00%, 12/15/2021

     1,562,375  
1,095,000   

7.50%, 09/15/2022

     1,185,338  
1,586,000   

8.00%, 03/15/2020

     1,762,442  
2,720,000   

Lennar Corp.
4.75%, 12/15/2017

     2,760,800  
3,170,000   

M/I Homes, Inc.
6.75%, 01/15/2021

     3,316,834  
     

 

 

 
        12,708,414  
     

 

 

 
  

Household Products - 0.1%

  
2,105,000   

Avon International Operations, Inc.
7.88%, 08/15/2022(3)

     2,242,456  
3,455,000   

Revlon Consumer Products Corp.
6.25%, 08/01/2024

     3,575,925  
     

 

 

 
        5,818,381  
     

 

 

 
  

Household Products/Wares - 0.1%

  
  

S.C. Johnson & Son, Inc.

  
2,520,000   

4.00%, 05/15/2043(3)

     2,431,429  
1,840,000   

4.75%, 10/15/2046(3)

     1,987,881  
     

 

 

 
        4,419,310  
     

 

 

 
  

Insurance - 0.8%

  
1,905,000   

ACE Capital Trust II
9.70%, 04/01/2030

     2,819,400  
  

American International Group, Inc.

  
4,725,000   

3.88%, 01/15/2035

     4,402,387  
2,005,000   

4.50%, 07/16/2044

     1,934,592  
2,680,000   

4.70%, 07/10/2035

     2,758,663  
  

Aon plc

  
4,775,000   

3.50%, 06/14/2024

     4,792,849  
6,075,000   

3.88%, 12/15/2025

     6,212,089  
2,300,000   

4.25%, 12/12/2042

     2,138,650  
3,460,000   

Berkshire Hathaway Finance Corp.
4.40%, 05/15/2042

     3,632,090  
3,715,000   

Berkshire Hathaway, Inc.
3.13%, 03/15/2026

     3,683,519  
  

Genworth Holdings, Inc.

  
185,000   

4.80%, 02/15/2024

     149,850  
900,000   

4.90%, 08/15/2023

     738,000  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          580,000   

7.20%, 02/15/2021

   $ 536,500  
325,000   

7.63%, 09/24/2021

     299,813  
240,000   

7.70%, 06/15/2020

     230,400  
  

Marsh & McLennan Cos., Inc.

  
7,485,000   

2.75%, 01/30/2022

     7,478,473  
2,105,000   

3.75%, 03/14/2026

     2,142,008  
3,900,000   

4.05%, 10/15/2023

     4,101,817  
1,535,000   

4.35%, 01/30/2047

     1,504,137  
3,350,000   

Massachusetts Mutual Life Insurance Co.
8.88%, 06/01/2039(3)

     5,146,220  
2,010,000   

MetLife, Inc.
4.60%, 05/13/2046

     2,101,849  
13,040,000   

Metropolitan Life Global Funding I
1.75%, 12/19/2018(3)

             13,030,207  
700,000   

MGIC Investment Corp.
5.75%, 08/15/2023

     731,500  
4,940,000   

Nationwide Mutual Insurance Co.
9.38%, 08/15/2039(3)

     7,650,766  
3,000,000   

Teachers Insurance & Annuity Association of America
6.85%, 12/16/2039(3)

     3,915,792  
     

 

 

 
        82,131,571  
     

 

 

 
  

Internet - 0.2%

  
  

Amazon.com, Inc.

  
2,940,000   

4.80%, 12/05/2034

     3,264,438  
5,535,000   

4.95%, 12/05/2044

     6,356,615  
4,990,000   

Netflix, Inc.
5.88%, 02/15/2025

     5,414,150  
  

Zayo Group LLC / Zayo Capital, Inc.

  
1,955,000   

6.00%, 04/01/2023

     2,042,975  
2,500,000   

6.38%, 05/15/2025

     2,645,325  
     

 

 

 
        19,723,503  
     

 

 

 
  

Iron/Steel - 0.2%

  
  

AK Steel Corp.

  
1,095,000   

7.63%, 05/15/2020

     1,116,900  
1,375,000   

7.63%, 10/01/2021

     1,431,719  
1,095,000   

8.38%, 04/01/2022

     1,136,063  
1,035,000   

ArcelorMittal
7.25%, 02/25/2022

     1,166,963  
965,000   

Signode Industrial Group U.S., Inc.
6.38%, 05/01/2022(3)

     979,475  
  

Steel Dynamics, Inc.

  
665,000   

5.13%, 10/01/2021

     688,275  
1,770,000   

5.50%, 10/01/2024

     1,878,412  
  

United States Steel Corp.

  
287,000   

6.88%, 04/01/2021

     292,381  
1,060,000   

7.38%, 04/01/2020

     1,135,525  
465,000   

7.50%, 03/15/2022

     480,117  
2,540,000   

8.38%, 07/01/2021(3)

     2,819,400  
1,910,000   

Vale Overseas Ltd.
6.88%, 11/10/2039

     1,964,912  
1,420,000   

Vale S.A.
5.63%, 09/11/2042

     1,298,306  
     

 

 

 
        16,388,448  
     

 

 

 
  

IT Services - 0.7%

  
  

Apple, Inc.

  
5,000,000   

2.85%, 02/23/2023

     5,045,995  
4,230,000   

3.85%, 08/04/2046

     3,931,459  
3,990,000   

4.38%, 05/13/2045

     4,074,999  
1,500,000   

4.45%, 05/06/2044

     1,543,065  
4,085,000   

4.65%, 02/23/2046

     4,299,389  
2,710,000   

Conduent Finance, Inc. / Xerox Business Services LLC
10.50%, 12/15/2024(3)

     3,052,138  
  

Diamond 1 Finance Corp. / Diamond 2 Finance Corp.

  
3,375,000   

3.48%, 06/01/2019(3)

     3,444,437  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          4,465,000   

4.42%, 06/15/2021(3)

   $ 4,646,909  
10,705,000   

6.02%, 06/15/2026(3)

     11,557,985  
  

Hewlett Packard Enterprise Co.

  
1,760,000   

2.45%, 10/05/2017

     1,769,034  
4,000,000   

2.85%, 10/05/2018

     4,051,532  
9,750,000   

3.60%, 10/15/2020

     10,008,824  
2,950,000   

4.90%, 10/15/2025

     3,071,950  
4,230,000   

6.35%, 10/15/2045

     4,476,228  
     

 

 

 
                 64,973,944  
     

 

 

 
  

Lodging - 0.1%

  
3,650,000   

Boyd Gaming Corp.
6.38%, 04/01/2026(3)

     3,914,625  
1,745,000   

FelCor Lodging L.P.
6.00%, 06/01/2025

     1,836,613  
2,995,000   

Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75%, 11/15/2021(3)

     3,062,387  
     

 

 

 
        8,813,625  
     

 

 

 
  

Machinery - Construction & Mining - 0.0%

  
1,500,000   

Caterpillar, Inc.
3.80%, 08/15/2042

     1,452,075  
     

 

 

 
  

Machinery-Diversified - 0.0%

  
2,780,000   

Cloud Crane LLC
10.13%, 08/01/2024(3)

     3,058,000  
760,000   

Gardner Denver, Inc.
6.88%, 08/15/2021(3)

     758,100  
     

 

 

 
        3,816,100  
     

 

 

 
  

Media - 2.7%

  
  

21st Century Fox America, Inc.

  
10,470,000   

3.38%, 11/15/2026(3)

     10,193,205  
7,290,000   

4.95%, 10/15/2045

     7,363,993  
850,000   

6.15%, 02/15/2041

     999,819  
1,865,000   

6.40%, 12/15/2035

     2,254,129  
2,450,000   

6.90%, 03/01/2019

     2,684,007  
  

CBS Corp.

  
2,980,000   

2.90%, 01/15/2027

     2,734,823  
2,815,000   

4.90%, 08/15/2044

     2,852,459  
1,130,000   

CBS Radio, Inc.
7.25%, 11/01/2024(3)

     1,177,313  
  

CCO Holdings LLC / CCO Holdings Capital Corp.

  
1,695,000   

5.13%, 05/01/2023(3)

     1,758,562  
1,600,000   

5.25%, 09/30/2022

     1,656,352  
3,870,000   

5.75%, 09/01/2023

     4,053,825  
205,000   

5.75%, 01/15/2024

     215,250  
860,000   

5.75%, 02/15/2026(3)

     911,332  
7,490,000   

Cequel Communications Holdings I LLC / Cequel Capital Corp.
5.13%, 12/15/2021(3)

     7,584,575  
  

Charter Communications Operating LLC / Charter Communications

  
5,455,000   

3.58%, 07/23/2020

     5,588,429  
6,075,000   

4.46%, 07/23/2022

     6,351,625  
7,335,000   

6.38%, 10/23/2035

     8,270,594  
  

Charter Communications Operating LLC / Charter Communications Operating Capital

  
3,505,000   

4.91%, 07/23/2025

     3,685,543  
11,148,000   

6.48%, 10/23/2045

     12,672,467  
960,000   

Clear Channel Worldwide Holdings, Inc.
7.63%, 03/15/2020

     962,400  
  

Comcast Corp.

  
7,060,000   

3.15%, 03/01/2026

     6,906,918  
5,965,000   

3.20%, 07/15/2036

     5,241,463  
2,425,000   

3.40%, 07/15/2046

     2,049,911  
4,975,000   

4.25%, 01/15/2033

     5,068,406  
10,150,000   

4.60%, 08/15/2045

     10,411,911  
2,725,000   

4.75%, 03/01/2044

     2,890,487  
975,000   

5.65%, 06/15/2035

     1,140,698  
1,980,000   

6.45%, 03/15/2037

     2,513,436  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          4,200,000   

6.95%, 08/15/2037

   $ 5,600,553  
510,000   

7.05%, 03/15/2033

     678,089  
  

Cox Communications, Inc.

  
1,485,000   

2.95%, 06/30/2023(3)

     1,407,409  
12,735,000   

4.50%, 06/30/2043(3)

     10,706,913  
4,145,000   

4.70%, 12/15/2042(3)

     3,576,534  
7,875,000   

4.80%, 02/01/2035(3)

     7,260,144  
2,604,000   

6.45%, 12/01/2036(3)

     2,687,870  
1,275,000   

8.38%, 03/01/2039(3)

     1,586,517  
  

CSC Holdings LLC

  
2,310,000   

5.25%, 06/01/2024

     2,321,550  
2,860,000   

10.13%, 01/15/2023(3)

     3,315,827  
1,050,000   

10.88%, 10/15/2025(3)

     1,249,500  
  

DISH DBS Corp.

  
2,840,000   

5.00%, 03/15/2023

     2,793,850  
1,825,000   

5.88%, 07/15/2022

     1,897,087  
455,000   

5.88%, 11/15/2024

     460,119  
3,620,000   

6.75%, 06/01/2021

     3,889,256  
1,260,000   

7.88%, 09/01/2019

     1,387,575  
  

Gray Television, Inc.

  
880,000   

5.13%, 10/15/2024(3)

     864,600  
630,000   

5.88%, 07/15/2026(3)

     626,062  
205,000   

Grupo Televisa S.A.B.
5.00%, 05/13/2045

     175,341  
3,740,000   

Liberty Interactive LLC
8.25%, 02/01/2030

     3,927,000  
1,350,000   

NBC Universal Media LLC
5.95%, 04/01/2041

                1,648,292  
600,000   

NBCUniversal Enterprise, Inc.
5.25%, 12/31/2049(3)(8)

     628,500  
335,000   

Quebecor Media, Inc.
5.75%, 01/15/2023

     350,912  
3,485,000   

SFR Group S.A.
7.38%, 05/01/2026(3)

     3,576,481  
  

Sinclair Television Group, Inc.

  
570,000   

5.13%, 02/15/2027(3)

     536,869  
675,000   

5.88%, 03/15/2026(3)

     676,687  
2,205,000   

6.13%, 10/01/2022

     2,305,614  
4,555,000   

Sky plc
3.13%, 11/26/2022(3)

     4,532,949  
  

TEGNA, Inc.

  
2,305,000   

4.88%, 09/15/2021(3)

     2,362,625  
1,285,000   

5.50%, 09/15/2024(3)

     1,301,866  
2,610,000   

6.38%, 10/15/2023

     2,760,075  
  

Time Warner Cable, Inc.

  
540,000   

4.00%, 09/01/2021

     558,405  
1,875,000   

4.50%, 09/15/2042

     1,684,498  
1,300,000   

5.50%, 09/01/2041

     1,320,439  
10,340,000   

5.88%, 11/15/2040

     11,115,593  
14,780,000   

6.75%, 07/01/2018

     15,733,665  
2,825,000   

6.75%, 06/15/2039

     3,305,357  
2,450,000   

8.25%, 04/01/2019

     2,744,936  
535,000   

8.75%, 02/14/2019

     597,127  
1,565,000   

Time Warner Entertainment Co. L.P.
8.38%, 07/15/2033

     2,053,681  
  

Time Warner, Inc.

  
3,625,000   

2.95%, 07/15/2026

     3,346,629  
7,145,000   

5.35%, 12/15/2043

     7,516,890  
1,985,000   

6.10%, 07/15/2040

     2,289,868  
3,225,000   

Tribune Media Co.
5.88%, 07/15/2022

     3,257,250  
2,570,000   

Viacom, Inc.
3.45%, 10/04/2026

     2,385,523  
  

Videotron Ltd.

  
1,320,000   

5.00%, 07/15/2022

     1,372,800  
2,340,000   

5.38%, 06/15/2024(3)

     2,445,300  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          3,075,000   

Virgin Media Secured Finance plc
5.50%, 08/15/2026(3)

   $ 3,121,125  
     

 

 

 
               262,135,684  
     

 

 

 
  

Metal Fabricate/Hardware - 0.0%

  
  

Novelis Corp.

  
1,045,000   

5.88%, 09/30/2026(3)

     1,060,675  
1,880,000   

6.25%, 08/15/2024(3)

     1,978,700  
     

 

 

 
        3,039,375  
     

 

 

 
  

Mining - 0.3%

  
  

Anglo American Capital plc

  
320,000   

3.63%, 05/14/2020(3)

     322,400  
580,000   

4.13%, 04/15/2021(3)

     588,700  
535,000   

4.13%, 09/27/2022(3)

     539,762  
480,000   

4.88%, 05/14/2025(3)

     486,000  
871,000   

9.38%, 04/08/2019(3)

     989,674  
2,365,000   

Barrick North America Finance LLC
5.75%, 05/01/2043

     2,643,805  
1,825,000   

BHP Billiton Finance USA Ltd.
5.00%, 09/30/2043

     2,038,737  
2,520,000   

Constellium N.V.
7.88%, 04/01/2021(3)

     2,705,850  
7,000,000   

Goldcorp, Inc.
3.63%, 06/09/2021

     7,178,598  
1,940,000   

Kaiser Aluminum Corp.
5.88%, 05/15/2024

     2,032,150  
155,000   

New Gold, Inc.
6.25%, 11/15/2022(3)

     155,388  
205,000   

Newmont Mining Corp.
4.88%, 03/15/2042

     202,314  
  

Rio Tinto Finance USA Ltd.

  
554,000   

2.88%, 08/21/2022

     557,836  
905,000   

3.75%, 06/15/2025

     938,528  
1,090,000   

Southern Copper Corp.
5.88%, 04/23/2045

     1,110,817  
  

Teck Resources Ltd.

  
715,000   

8.00%, 06/01/2021(3)

     788,287  
1,480,000   

8.50%, 06/01/2024(3)

     1,722,350  
     

 

 

 
        25,001,196  
     

 

 

 
  

Miscellaneous Manufacturing - 0.2%

  
4,000,000   

Bombardier, Inc.
6.13%, 01/15/2023(3)

     3,910,000  
  

General Electric Co.

  
4,795,000   

4.13%, 10/09/2042

     4,886,546  
8,310,000   

4.50%, 03/11/2044

     8,904,248  
5,380,000   

Siemens Financieringsmaatschappij N.V.
2.35%, 10/15/2026(3)

     4,967,074  
     

 

 

 
        22,667,868  
     

 

 

 
  

Office/Business Equipment - 0.1%

  
  

CDW LLC / CDW Finance Corp.

  
1,495,000   

5.00%, 09/01/2023

     1,524,900  
2,740,000   

6.00%, 08/15/2022

     2,890,700  
     

 

 

 
        4,415,600  
     

 

 

 
  

Oil & Gas - 4.1%

  
  

Anadarko Petroleum Corp.

  
1,875,000   

3.45%, 07/15/2024

     1,848,780  
1,250,000   

4.50%, 07/15/2044

     1,206,391  
9,480,000   

4.85%, 03/15/2021

     10,190,479  
1,300,000   

6.45%, 09/15/2036

     1,565,526  
5,185,000   

6.60%, 03/15/2046

     6,497,116  
2,275,000   

6.95%, 06/15/2019

     2,523,910  
2,110,000   

8.70%, 03/15/2019

     2,399,213  
  

Antero Resources Corp.

  
340,000   

5.38%, 11/01/2021

     348,925  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          875,000   

5.63%, 06/01/2023

   $ 892,500  
880,000   

Apache Corp.
3.63%, 02/01/2021

     913,624  
3,865,000   

BG Energy Capital plc
4.00%, 10/15/2021(3)

     4,101,820  
3,380,000   

Blue Racer Midstream LLC / Blue Racer Finance Corp.
6.13%, 11/15/2022(3)

     3,464,500  
  

BP Capital Markets plc

  
4,510,000   

2.11%, 09/16/2021

     4,424,959  
3,670,000   

2.75%, 05/10/2023

     3,617,350  
11,505,000   

3.06%, 03/17/2022

            11,642,427  
9,110,000   

3.22%, 11/28/2023

     9,159,249  
4,915,000   

3.25%, 05/06/2022

     5,021,233  
2,840,000   

3.81%, 02/10/2024

     2,943,632  
1,730,000   

3.99%, 09/26/2023

     1,822,612  
6,540,000   

California Resources Corp.
8.00%, 12/15/2022(3)

     5,820,600  
600,000   

Callon Petroleum Co.
6.13%, 10/01/2024(3)

     635,250  
  

Canadian Natural Resources Ltd.

  
6,860,000   

3.45%, 11/15/2021

     6,993,928  
4,324,000   

3.80%, 04/15/2024

     4,336,873  
4,626,000   

3.90%, 02/01/2025

     4,657,138  
2,385,000   

6.25%, 03/15/2038

     2,770,142  
  

Cenovus Energy, Inc.

  
9,005,000   

3.80%, 09/15/2023

     8,958,039  
1,902,000   

5.70%, 10/15/2019

     2,054,647  
  

Concho Resources, Inc.

  
1,290,000   

5.50%, 10/01/2022

     1,339,987  
1,415,000   

5.50%, 04/01/2023

     1,468,062  
  

ConocoPhillips Co.

  
1,085,000   

1.50%, 05/15/2018

     1,081,400  
1,500,000   

4.30%, 11/15/2044

     1,477,213  
840,000   

4.95%, 03/15/2026

     922,714  
2,895,000   

5.95%, 03/15/2046

     3,553,746  
135,000   

6.50%, 02/01/2039

     170,202  
  

Continental Resources, Inc.

  
585,000   

3.80%, 06/01/2024

     546,244  
391,000   

4.50%, 04/15/2023

     386,113  
3,565,000   

4.90%, 06/01/2044

     3,137,200  
1,489,000   

5.00%, 09/15/2022

     1,518,780  
4,010,000   

Denbury Resources, Inc.
9.00%, 05/15/2021(3)

     4,380,925  
  

Devon Energy Corp.

  
10,875,000   

3.25%, 05/15/2022

     10,912,269  
565,000   

5.00%, 06/15/2045

     566,558  
3,695,000   

5.60%, 07/15/2041

     3,915,540  
3,060,000   

5.85%, 12/15/2025

     3,510,857  
444,000   

7.95%, 04/15/2032

     572,201  
1,085,000   

Devon Financing Corp. LLC
7.88%, 09/30/2031

     1,392,965  
341,000   

Diamondback Energy, Inc.
4.75%, 11/01/2024(3)

     340,574  
1,695,000   

Ecopetrol S.A.
5.88%, 09/18/2023

     1,809,412  
  

EnCana Corp.

  
16,865,000   

3.90%, 11/15/2021

     17,228,846  
4,015,000   

6.50%, 05/15/2019

     4,361,294  
2,830,000   

6.50%, 08/15/2034

     3,178,203  
1,635,000   

6.50%, 02/01/2038

     1,810,746  
  

Encana Corp.

  
4,715,000   

6.63%, 08/15/2037

     5,298,076  
575,000   

7.20%, 11/01/2031

     667,236  
2,055,000   

Energen Corp.
4.63%, 09/01/2021

     2,042,156  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          2,600,000   

Ensco plc
5.75%, 10/01/2044

   $ 2,086,500  
  

EOG Resources, Inc.

  
3,075,000   

3.90%, 04/01/2035

     2,968,974  
7,175,000   

4.15%, 01/15/2026

     7,509,391  
  

Exxon Mobil Corp.

  
4,860,000   

2.22%, 03/01/2021

     4,865,448  
1,655,000   

3.04%, 03/01/2026

     1,640,251  
1,505,000   

4.11%, 03/01/2046

     1,533,285  
  

Gazprom OAO Via Gaz Capital S.A.

  
495,000   

3.85%, 02/06/2020(7)

     504,455  
1,625,000   

9.25%, 04/23/2019(7)

     1,843,432  
  

Hess Corp.

  
1,850,000   

3.50%, 07/15/2024

     1,787,315  
6,830,000   

4.30%, 04/01/2027

     6,841,345  
5,270,000   

5.60%, 02/15/2041

     5,450,260  
3,130,000   

5.80%, 04/01/2047

     3,332,664  
3,835,000   

6.00%, 01/15/2040

     4,045,818  
1,325,000   

7.30%, 08/15/2031

     1,580,088  
700,000   

7.88%, 10/01/2029

     860,191  
3,470,000   

Kerr-McGee Corp.
6.95%, 07/01/2024

     4,156,869  
  

Laredo Petroleum, Inc.

  
2,365,000   

5.63%, 01/15/2022

     2,400,475  
1,290,000   

6.25%, 03/15/2023

     1,349,662  
1,540,000   

7.38%, 05/01/2022

     1,603,525  
1,150,000   

Lukoil International Finance B.V.
4.75%, 11/02/2026(3)

     1,151,529  
  

Marathon Oil Corp.

  
11,540,000   

2.80%, 11/01/2022

              11,148,125  
7,610,000   

5.20%, 06/01/2045

     7,441,340  
3,240,000   

5.90%, 03/15/2018

     3,373,436  
  

Matador Resources Co.

  
2,055,000   

6.88%, 04/15/2023

     2,168,025  
710,000   

6.88%, 04/15/2023(3)

     749,050  
  

MEG Energy Corp.

  
3,320,000   

6.38%, 01/30/2023(3)

     3,087,600  
1,210,000   

6.50%, 01/15/2025(3)

     1,222,100  
1,995,000   

7.00%, 03/31/2024(3)

     1,875,300  
5,825,000   

Noble Energy, Inc.
5.25%, 11/15/2043

     6,060,679  
  

Noble Holding International Ltd.

  
2,060,000   

6.20%, 08/01/2040

     1,606,800  
2,200,000   

7.75%, 01/15/2024

     2,186,250  
675,000   

PDC Energy, Inc.
6.13%, 09/15/2024(3)

     705,375  
  

Petrobras Global Finance B.V.

  
305,000   

5.38%, 01/27/2021

     306,998  
695,000   

6.13%, 01/17/2022

     716,892  
2,105,000   

6.75%, 01/27/2041

     1,874,081  
125,000   

6.88%, 01/20/2040

     111,316  
795,000   

7.38%, 01/17/2027

     825,369  
655,000   

8.38%, 05/23/2021

     730,325  
510,000   

8.75%, 05/23/2026

     574,464  
  

Petroleos de Venezuela S.A.

  
645,000   

5.50%, 04/12/2037(7)

     245,100  
2,300,000   

6.00%, 11/15/2026(7)

     873,195  
210,000   

8.50%, 10/27/2020(3)

     162,750  
  

Petroleos Mexicanos

  
435,000   

3.04%, 07/18/2018(4)

     440,003  
571,000   

5.38%, 03/13/2022(3)

     582,106  
897,000   

5.50%, 01/21/2021

     932,701  
1,620,000   

5.63%, 01/23/2046

     1,351,485  
3,200,000   

6.50%, 03/13/2027(3)

     3,291,040  
2,009,000   

6.75%, 09/21/2047

     1,895,893  
  

Pioneer Natural Resources Co.

  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          3,580,000   

3.45%, 01/15/2021

   $ 3,673,062  
1,140,000   

3.95%, 07/15/2022

     1,183,627  
1,640,000   

6.88%, 05/01/2018

     1,737,252  
  

QEP Resources, Inc.

  
4,015,000   

5.25%, 05/01/2023

                3,994,925  
205,000   

5.38%, 10/01/2022

     207,050  
230,000   

6.80%, 03/01/2020

     241,500  
  

Rice Energy, Inc.

  
1,235,000   

6.25%, 05/01/2022

     1,281,312  
510,000   

7.25%, 05/01/2023

     546,975  
1,460,000   

Rowan Cos., Inc.
5.85%, 01/15/2044

     1,204,500  
1,725,000   

RSP Permian, Inc.
6.63%, 10/01/2022

     1,822,031  
  

Shell International Finance B.V.

  
9,250,000   

2.50%, 09/12/2026

     8,607,856  
4,820,000   

2.88%, 05/10/2026

     4,625,585  
5,840,000   

4.38%, 05/11/2045

     5,937,540  
3,250,000   

4.55%, 08/12/2043

     3,371,563  
  

SM Energy Co.

  
2,590,000   

5.00%, 01/15/2024

     2,466,975  
25,000   

5.63%, 06/01/2025

     24,375  
355,000   

6.13%, 11/15/2022

     366,538  
170,000   

6.50%, 11/15/2021

     175,313  
395,000   

6.75%, 09/15/2026

     410,800  
  

Statoil ASA

  
7,305,000   

2.65%, 01/15/2024

     7,169,755  
1,095,000   

2.75%, 11/10/2021

     1,105,465  
1,315,000   

3.95%, 05/15/2043

     1,270,712  
1,080,000   

4.25%, 11/23/2041

     1,091,749  
455,000   

5.10%, 08/17/2040

     512,735  
1,520,000   

Suncor Energy, Inc.
6.10%, 06/01/2018

     1,604,675  
5,215,000   

Tesoro Corp.
4.75%, 12/15/2023(3)

     5,358,412  
500,000   

Tosco Corp.
8.13%, 02/15/2030

     686,209  
5,065,000   

Total Capital International S.A.
2.88%, 02/17/2022

     5,142,859  
  

Transocean, Inc.

  
675,000   

6.80%, 03/15/2038

     543,375  
200,000   

7.50%, 04/15/2031

     177,375  
795,000   

9.10%, 12/15/2041

     767,175  
  

Tullow Oil plc

  
2,140,000   

6.00%, 11/01/2020(3)

     2,027,650  
3,181,000   

6.25%, 04/15/2022(3)

     2,942,425  
  

Valero Energy Corp.

  
9,908,000   

3.40%, 09/15/2026

     9,511,383  
7,005,000   

4.90%, 03/15/2045

     6,931,483  
1,015,000   

6.63%, 06/15/2037

     1,200,657  
  

WPX Energy, Inc.

  
3,370,000   

5.25%, 09/15/2024

     3,318,405  
3,305,000   

6.00%, 01/15/2022

     3,437,200  
1,240,000   

8.25%, 08/01/2023

     1,410,500  
  

YPF S.A.

  
355,000   

8.50%, 07/28/2025(7)

     373,570  
1,405,000   

8.75%, 04/04/2024(3)

     1,517,681  
     

 

 

 
        402,429,886  
     

 

 

 
  

Oil & Gas Services - 0.1%

  
2,565,000   

Halliburton Co.
3.80%, 11/15/2025

     2,608,910  
  

Weatherford International Ltd.

  
445,000   

5.95%, 04/15/2042

     348,075  
1,180,000   

6.50%, 08/01/2036

     1,000,050  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          445,000   

7.00%, 03/15/2038

   $ 384,925  
     

 

 

 
        4,341,960  
     

 

 

 
  

Packaging & Containers - 0.3%

  
2,940,000   

ARD Finance S.A.
(cash) 7.13%, 09/15/2023(3)(6)

     2,987,775  
  

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

  
2,975,000   

6.00%, 06/30/2021(3)

     3,064,250  
1,125,000   

6.75%, 01/31/2021(3)

     1,162,969  
570,000   

7.25%, 05/15/2024(3)

     610,613  
EUR           535,000   

Ball Corp.
4.38%, 12/15/2023

     646,114  
        $        3,580,000   

Berry Plastics Corp.
6.00%, 10/15/2022

     3,790,325  
3,305,000   

Flex Acquisition Co., Inc.
6.88%, 01/15/2025(3)

     3,359,946  
  

Owens-Brockway Glass Container, Inc.

  
1,610,000   

5.88%, 08/15/2023(3)

     1,694,525  
1,815,000   

6.38%, 08/15/2025(3)

     1,930,706  
527,126   

Reynolds Group Issuer Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
8.25%, 02/15/2021

     542,676  
  

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu

  
3,240,000   

5.13%, 07/15/2023(3)

     3,313,548  
1,155,000   

7.00%, 07/15/2024(3)

     1,230,652  
     

 

 

 
                 24,334,099  
     

 

 

 
  

Pharmaceuticals - 1.8%

  
4,245,000   

Abbott Laboratories
2.55%, 03/15/2022

     4,136,965  
8,000,000   

AbbVie, Inc.
3.20%, 05/14/2026

     7,581,512  
  

Actavis Funding SCS

  
6,480,000   

3.00%, 03/12/2020

     6,581,101  
4,235,000   

3.45%, 03/15/2022

     4,286,527  
4,370,000   

3.80%, 03/15/2025

     4,362,090  
3,825,000   

3.85%, 06/15/2024

     3,848,814  
2,845,000   

4.55%, 03/15/2035

     2,805,022  
4,130,000   

4.75%, 03/15/2045

     4,072,820  
  

AstraZeneca plc

  
2,800,000   

2.38%, 11/16/2020

     2,813,476  
5,000,000   

3.38%, 11/16/2025

     4,963,120  
1,310,000   

Baxalta, Inc.
3.60%, 06/23/2022

     1,328,483  
6,420,000   

Bayer US Finance LLC
3.00%, 10/08/2021(3)

     6,459,547  
4,505,000   

Cardinal Health, Inc.
3.50%, 11/15/2024

     4,558,118  
  

EMD Finance LLC

  
3,265,000   

2.95%, 03/19/2022(3)

     3,255,662  
7,025,000   

3.25%, 03/19/2025(3)

     6,875,866  
  

Endo Finance LLC

  
3,555,000   

6.00%, 07/15/2023(3)

     3,030,637  
4,905,000   

6.00%, 02/01/2025(3)

     3,991,444  
4,540,000   

Express Scripts Holding Co.
3.00%, 07/15/2023

     4,371,884  
4,040,000   

Merck & Co., Inc.
3.70%, 02/10/2045

     3,826,769  
  

Mylan N.V.

  
4,325,000   

3.00%, 12/15/2018(9)

     4,359,674  
13,000,000   

3.15%, 06/15/2021(9)

     12,827,893  
2,655,000   

3.75%, 12/15/2020(9)

     2,687,540  
745,000   

5.25%, 06/15/2046(9)

     700,211  
  

Mylan, Inc.

  
1,548,000   

2.55%, 03/28/2019

     1,548,588  
5,000,000   

3.13%, 01/15/2023(3)

     4,771,065  
1,360,000   

5.40%, 11/29/2043

     1,305,350  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          2,430,000   

Perrigo Finance Unlimited Co.
3.90%, 12/15/2024

   $ 2,376,623  
  

Pfizer, Inc.

  
4,525,000   

3.00%, 12/15/2026

     4,446,152  
4,525,000   

4.00%, 12/15/2036

     4,566,847  
1,000,000   

4.30%, 06/15/2043

     1,045,032  
1,450,000   

7.20%, 03/15/2039

     2,090,582  
1,869,000   

PRA Holdings, Inc.
9.50%, 10/01/2023(3)

     2,074,590  
3,260,000   

Quintiles IMS, Inc.
4.88%, 05/15/2023(3)

     3,296,675  
16,415,000   

Shire Acquisitions Investments Ireland DAC
2.40%, 09/23/2021

     15,939,737  
  

Teva Pharmaceutical Finance Netherlands III B.V.

  
7,180,000   

1.70%, 07/19/2019

     7,051,234  
9,755,000   

2.20%, 07/21/2021

     9,293,676  
  

Valeant Pharmaceuticals International, Inc.

  
3,390,000   

5.50%, 03/01/2023(3)

     2,567,925  
8,325,000   

5.88%, 05/15/2023(3)

     6,337,406  
1,970,000   

6.13%, 04/15/2025(3)

     1,475,038  
740,000   

Vizient, Inc.
10.38%, 03/01/2024(3)

     841,750  
     

 

 

 
               174,753,445  
     

 

 

 
  

Pipelines - 1.3%

  
  

Energy Transfer Equity L.P.

  
3,685,000   

5.50%, 06/01/2027

     3,813,975  
425,000   

7.50%, 10/15/2020

     477,063  
  

Energy Transfer Partners L.P.

  
3,655,000   

3.60%, 02/01/2023

     3,662,730  
2,275,000   

4.90%, 03/15/2035

     2,189,640  
4,650,000   

5.15%, 03/15/2045

     4,515,675  
5,305,000   

5.20%, 02/01/2022

     5,725,076  
940,000   

6.05%, 06/01/2041

     1,001,140  
1,165,000   

6.63%, 10/15/2036

     1,318,667  
2,000,000   

6.70%, 07/01/2018

     2,128,588  
680,000   

7.50%, 07/01/2038

     818,547  
  

Enterprise Products Operating LLC

  
6,780,000   

3.95%, 02/15/2027

     6,913,498  
730,000   

4.45%, 02/15/2043

     700,318  
1,516,000   

4.85%, 08/15/2042

     1,530,267  
3,310,000   

4.85%, 03/15/2044

     3,374,747  
809,000   

4.90%, 05/15/2046

     834,028  
1,025,000   

5.10%, 02/15/2045

     1,081,346  
1,300,000   

5.95%, 02/01/2041

     1,497,012  
565,000   

6.30%, 09/15/2017

     581,662  
  

Kinder Morgan Energy Partners L.P.

  
3,725,000   

3.50%, 09/01/2023

     3,712,518  
960,000   

5.30%, 09/15/2020

     1,045,197  
3,155,000   

5.80%, 03/15/2035

     3,397,468  
  

Kinder Morgan, Inc.

  
1,729,000   

5.00%, 02/15/2021(3)

     1,860,290  
7,915,000   

5.05%, 02/15/2046

     7,866,758  
380,000   

5.30%, 12/01/2034

     389,723  
2,615,000   

5.55%, 06/01/2045

     2,756,315  
  

Magellan Midstream Partners L.P.

  
1,010,000   

4.25%, 09/15/2046

     951,611  
2,255,000   

5.00%, 03/01/2026

     2,477,302  
7,020,000   

Phillips 66 Partners L.P.
3.55%, 10/01/2026

     6,818,049  
  

Plains All American Pipeline L.P. / PAA Finance Corp.

  
2,190,000   

2.60%, 12/15/2019

     2,192,659  
2,420,000   

3.60%, 11/01/2024

     2,329,265  
4,060,000   

4.50%, 12/15/2026

     4,108,525  
2,325,000   

4.90%, 02/15/2045

     2,169,974  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          6,405,000   

Regency Energy Partners L.P. / Regency Energy Finance Corp.
5.00%, 10/01/2022

   $ 6,891,626  
384,000   

Southern Gas Corridor CJSC
6.88%, 03/24/2026(3)

     414,958  
  

Spectra Energy Partners L.P.

  
6,450,000   

3.38%, 10/15/2026

     6,193,187  
705,000   

4.50%, 03/15/2045

     675,116  
  

Sunoco Logistics Partners Operations L.P.

  
1,840,000   

3.90%, 07/15/2026

     1,799,032  
1,890,000   

4.25%, 04/01/2024

     1,909,076  
2,100,000   

5.30%, 04/01/2044

     2,108,112  
845,000   

5.35%, 05/15/2045

     852,130  
1,590,000   

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
6.75%, 03/15/2024

     1,737,075  
  

TransCanada PipeLines Ltd.

  
485,000   

4.88%, 01/15/2026

     539,350  
1,080,000   

6.20%, 10/15/2037

     1,364,089  
4,350,000   

Valero Energy Partners L.P.
4.38%, 12/15/2026

     4,402,491  
  

Williams Partners L.P.

  
1,165,000   

3.60%, 03/15/2022

     1,183,669  
5,435,000   

4.00%, 11/15/2021

     5,595,811  
2,015,000   

4.13%, 11/15/2020

     2,106,681  
1,160,000   

4.30%, 03/04/2024

     1,194,746  
5,155,000   

4.50%, 11/15/2023

     5,421,137  
1,300,000   

5.10%, 09/15/2045

     1,298,502  
970,000   

5.40%, 03/04/2044

     997,196  
     

 

 

 
               130,923,617  
     

 

 

 
  

Real Estate Investment Trusts - 0.9%

  
  

American Tower Corp.

  
20,485,000   

2.25%, 01/15/2022

     19,632,701  
5,881,000   

3.30%, 02/15/2021

     5,948,390  
2,610,000   

5.00%, 02/15/2024

     2,798,502  
  

Brandywine Operating Partnership L.P.

  
3,325,000   

3.95%, 02/15/2023

     3,306,849  
1,100,000   

4.95%, 04/15/2018

     1,134,070  
  

Crown Castle International Corp.

  
625,000   

3.40%, 02/15/2021

     633,869  
2,325,000   

3.70%, 06/15/2026

     2,265,448  
  

DDR Corp.

  
6,925,000   

3.50%, 01/15/2021

     7,026,022  
3,385,000   

3.63%, 02/01/2025

     3,275,465  
4,240,000   

4.25%, 02/01/2026

     4,269,527  
5,250,000   

Duke Realty L.P.
3.88%, 02/15/2021

     5,466,468  
1,385,000   

Equinix, Inc.
5.88%, 01/15/2026

     1,471,563  
9,015,000   

ERP Operating L.P.
2.85%, 11/01/2026

     8,468,862  
6,750,000   

HCP, Inc.
4.00%, 12/01/2022

     6,963,077  
  

Kimco Realty Corp.

  
880,000   

3.40%, 11/01/2022

     893,663  
2,075,000   

4.25%, 04/01/2045

     1,981,316  
3,740,000   

National Retail Properties, Inc.
4.00%, 11/15/2025

     3,807,537  
2,676,000   

Realty Income Corp.
3.25%, 10/15/2022

     2,702,021  
3,975,000   

Ventas Realty L.P. / Ventas Capital Corp.
3.25%, 08/15/2022

     4,010,501  
     

 

 

 
        86,055,851  
     

 

 

 
  

Retail - 1.4%

  
4,115,000   

AutoNation, Inc.
3.35%, 01/15/2021

     4,156,780  
  

AutoZone, Inc.

  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          3,281,000   

2.50%, 04/15/2021

   $ 3,245,559  
8,450,000   

3.25%, 04/15/2025

     8,244,614  
1,823,000   

3.70%, 04/15/2022

     1,884,293  
2,930,000   

CEC Entertainment, Inc.
8.00%, 02/15/2022

     3,061,850  
  

CVS Health Corp.

  
1,730,000   

2.75%, 12/01/2022

     1,709,134  
5,000,000   

2.88%, 06/01/2026

     4,740,040  
5,575,000   

3.50%, 07/20/2022

     5,728,469  
9,617,000   

3.88%, 07/20/2025

     9,870,648  
4,000,000   

4.00%, 12/05/2023

     4,199,356  
7,705,000   

5.13%, 07/20/2045

     8,474,198  
  

CVS Pass-Through Trust

  
13,896   

6.04%, 12/10/2028

     15,670  
30,359   

6.94%, 01/10/2030

     35,542  
  

Home Depot, Inc.

  
4,087,000   

3.50%, 09/15/2056

     3,530,731  
7,230,000   

4.25%, 04/01/2046

     7,459,639  
1,265,000   

4.88%, 02/15/2044

     1,412,300  
2,050,000   

5.88%, 12/16/2036

     2,560,290  
2,920,000   

L Brands, Inc.
6.88%, 11/01/2035

     2,847,000  
  

Lowe’s Cos., Inc.

  
9,595,000   

2.50%, 04/15/2026

     9,055,886  
7,440,000   

3.70%, 04/15/2046

     6,856,153  
5,515,000   

McDonald’s Corp.
3.70%, 01/30/2026

     5,593,528  
1,830,000   

O’Reilly Automotive Inc.
3.55%, 03/15/2026

     1,811,998  
2,240,000   

Party City Holdings, Inc.
6.13%, 08/15/2023(3)

     2,284,800  
  

Wal-Mart Stores, Inc.

  
6,500,000   

4.00%, 04/11/2043

     6,433,395  
6,170,000   

4.30%, 04/22/2044

     6,366,385  
5,945,000   

4.75%, 10/02/2043

     6,579,010  
1,000,000   

5.00%, 10/25/2040

     1,128,798  
2,000,000   

6.20%, 04/15/2038

     2,575,228  
2,800,000   

6.50%, 08/15/2037

     3,731,213  
  

Walgreens Boots Alliance, Inc.

  
4,190,000   

2.60%, 06/01/2021

     4,180,141  
8,990,000   

3.45%, 06/01/2026

     8,764,747  
     

 

 

 
               138,537,395  
     

 

 

 
  

Semiconductors - 0.6%

  
  

Broadcom Corp. / Broadcom Cayman Finance Ltd.

  
15,500,000   

3.00%, 01/15/2022(3)

     15,432,652  
7,435,000   

3.63%, 01/15/2024(3)

     7,444,420  
11,420,000   

3.88%, 01/15/2027(3)

     11,332,911  
2,710,000   

Entegris, Inc.
6.00%, 04/01/2022(3)

     2,831,950  
  

Intel Corp.

  
2,150,000   

4.10%, 05/19/2046

     2,129,878  
3,630,000   

4.90%, 07/29/2045

     4,042,016  
2,355,000   

Lam Research Corp.
2.80%, 06/15/2021

     2,354,261  
3,165,000   

Micron Technology, Inc.
5.50%, 02/01/2025

     3,180,825  
  

NXP B.V. / NXP Funding LLC

  
3,375,000   

3.88%, 09/01/2022(3)

     3,429,844  
1,705,000   

4.13%, 06/15/2020(3)

     1,764,675  
  

Sensata Technologies B.V.

  
1,440,000   

5.00%, 10/01/2025(3)

     1,439,280  
1,475,000   

5.63%, 11/01/2024(3)

     1,547,821  
     

 

 

 
        56,930,533  
     

 

 

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Software - 1.3%

  
        $          1,876,000   

Camelot Finance S.A.
7.88%, 10/15/2024(3)

   $ 1,983,870  
  

Change Healthcare Holdings, Inc.

  
1,295,000   

6.00%, 02/15/2021(3)

     1,369,462  
1,621,000   

11.00%, 12/31/2019

     1,669,630  
  

Fidelity National Information Services, Inc.

  
2,755,000   

2.25%, 08/15/2021

     2,695,478  
12,215,000   

3.00%, 08/15/2026

     11,494,816  
5,390,000   

4.50%, 08/15/2046

     5,193,896  
  

First Data Corp.

  
4,490,000   

5.38%, 08/15/2023(3)

     4,624,700  
2,910,000   

5.75%, 01/15/2024(3)

     3,000,937  
85,000   

6.75%, 11/01/2020(3)

     87,869  
2,180,000   

7.00%, 12/01/2023(3)

     2,311,890  
510,000   

Infor Software Parent LLC
(cash) 7.13%, 05/01/2021(3)(6)

     524,025  
  

Infor US, Inc.

  
155,000   

5.75%, 08/15/2020(3)

     161,200  
3,650,000   

6.50%, 05/15/2022

     3,745,812  
  

Microsoft Corp.

  
3,915,000   

1.55%, 08/08/2021

     3,789,614  
4,760,000   

2.40%, 08/08/2026

     4,441,485  
7,375,000   

2.65%, 11/03/2022

     7,382,183  
1,690,000   

2.88%, 02/06/2024(9)

     1,685,890  
5,575,000   

3.13%, 11/03/2025

     5,565,233  
10,115,000   

3.30%, 02/06/2027

     10,117,397  
3,805,000   

3.50%, 02/12/2035

     3,582,583  
7,750,000   

3.70%, 08/08/2046

     7,090,049  
1,980,000   

3.75%, 02/12/2045

     1,844,713  
6,750,000   

3.95%, 08/08/2056

     6,195,535  
3,065,000   

4.10%, 02/06/2037

     3,101,991  
5,190,000   

4.25%, 02/06/2047(9)

     5,214,715  
3,490,000   

4.45%, 11/03/2045

     3,603,910  
1,210,000   

4.75%, 11/03/2055

     1,282,798  
  

MSCI, Inc.

  
1,445,000   

5.25%, 11/15/2024(3)

     1,497,742  
270,000   

5.75%, 08/15/2025(3)

     286,033  
  

Oracle Corp.

  
4,505,000   

1.90%, 09/15/2021

     4,396,772  
8,000,000   

2.65%, 07/15/2026

     7,519,296  
2,100,000   

3.85%, 07/15/2036

     2,024,207  
10,105,000   

3.90%, 05/15/2035

     9,938,419  
790,000   

RP Crown Parent LLC
7.38%, 10/15/2024(3)

     829,500  
     

 

 

 
               130,253,650  
     

 

 

 
  

Telecommunications - 1.8%

  
  

Alcatel-Lucent USA, Inc.

  
6,665,000   

6.45%, 03/15/2029

     6,950,928  
1,015,000   

6.50%, 01/15/2028

     1,055,600  
  

Altice Financing S.A.

  
1,625,000   

6.50%, 01/15/2022(3)

     1,694,063  
1,715,000   

6.63%, 02/15/2023(3)

     1,796,463  
3,280,000   

7.50%, 05/15/2026(3)

     3,460,400  
  

AT&T, Inc.

  
2,825,000   

3.00%, 06/30/2022

     2,784,851  
18,120,000   

3.60%, 02/17/2023

     18,206,595  
5,000,000   

3.95%, 01/15/2025

     4,944,040  
3,615,000   

4.13%, 02/17/2026

     3,622,230  
4,790,000   

4.30%, 12/15/2042

     4,219,995  
1,725,000   

4.50%, 05/15/2035

     1,621,745  
3,740,000   

4.50%, 03/09/2048

     3,264,635  
1,735,000   

4.55%, 03/09/2049

     1,537,514  
835,000   

4.75%, 05/15/2046

     762,703  
7,600,000   

4.80%, 06/15/2044

     7,030,836  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          6,975,000   

5.15%, 03/15/2042

   $ 6,865,820  
137,000   

5.35%, 09/01/2040

     137,375  
2,360,000   

Cisco Systems, Inc.
5.50%, 01/15/2040

     2,880,201  
1,250,000   

Deutsche Telekom International Finance B.V.
8.75%, 06/15/2030

     1,839,247  
  

Frontier Communications Corp.

  
985,000   

10.50%, 09/15/2022

     1,026,252  
2,160,000   

11.00%, 09/15/2025

     2,184,300  
  

Level 3 Financing, Inc.

  
1,545,000   

5.38%, 08/15/2022

     1,595,213  
490,000   

5.63%, 02/01/2023

     501,025  
1,090,000   

Sprint Capital Corp.
6.88%, 11/15/2028

     1,122,700  
  

Sprint Communications, Inc.

  
2,110,000   

7.00%, 03/01/2020(3)

     2,291,987  
1,690,000   

9.00%, 11/15/2018(3)

     1,850,550  
  

Sprint Corp.

  
4,345,000   

7.13%, 06/15/2024

     4,540,525  
3,180,000   

7.25%, 09/15/2021

     3,407,370  
3,480,000   

7.88%, 09/15/2023

     3,801,900  
11,635,000   

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
3.36%, 03/20/2023(3)

     11,649,544  
890,000   

T-Mobile USA, Inc.
6.46%, 04/28/2019

     903,795  
2,875,000   

Telefonica Emisiones SAU
7.05%, 06/20/2036

     3,371,679  
  

Verizon Communications, Inc.

  
4,575,000   

3.45%, 03/15/2021

     4,691,791  
10,400,000   

3.50%, 11/01/2024

     10,330,923  
9,397,000   

4.27%, 01/15/2036

     8,748,043  
9,917,000   

4.52%, 09/15/2048

     9,010,556  
7,223,000   

4.67%, 03/15/2055

     6,468,196  
13,198,000   

4.86%, 08/21/2046

     12,675,095  
8,560,000   

5.01%, 08/21/2054

     8,083,054  
     

 

 

 
               172,929,739  
     

 

 

 
  

Transportation - 0.7%

  
8,215,000   

Burlington Northern Santa Fe LLC
4.55%, 09/01/2044

     8,774,589  
1,415,000   

Canadian Pacific Railway Co.
4.50%, 01/15/2022

     1,521,940  
  

CSX Corp.

  
1,615,000   

4.10%, 03/15/2044

     1,547,957  
1,000,000   

4.75%, 05/30/2042

     1,049,149  
  

FedEx Corp.

  
4,900,000   

3.88%, 08/01/2042

     4,413,249  
895,000   

4.10%, 02/01/2045

     836,406  
6,480,000   

4.40%, 01/15/2047

     6,373,022  
1,640,000   

4.55%, 04/01/2046

     1,636,777  
3,160,000   

4.75%, 11/15/2045

     3,258,456  
4,355,000   

Norfolk Southern Corp.
2.90%, 06/15/2026

     4,192,450  
  

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

  
3,575,000   

3.05%, 01/09/2020(3)

     3,626,698  
11,745,000   

3.40%, 11/15/2026(3)

     11,253,824  
9,895,000   

4.88%, 07/11/2022(3)

     10,650,246  
  

Russian Railways via RZD Capital plc

  
EUR             800,000   

4.60%, 03/06/2023(7)

     965,073  
        $          1,605,000   

5.70%, 04/05/2022(7)

     1,712,792  
7,170,000   

Ryder System, Inc.
2.25%, 09/01/2021

     7,018,347  
1,970,000   

Union Pacific Corp.
4.38%, 11/15/2065

     1,958,111  
     

 

 

 
        70,789,086  
     

 

 

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Trucking & Leasing - 0.0%

  
  

Park Aerospace Holdings Ltd.

  
        $          1,660,000   

5.25%, 08/15/2022(3)(9)

   $ 1,701,500  
1,205,000   

5.50%, 02/15/2024(3)(9)

     1,237,535  
     

 

 

 
        2,939,035  
     

 

 

 
  

Total Corporate Bonds
(cost $4,394,483,129)

         4,419,148,767  
     

 

 

 

Foreign Government Obligations - 4.3%

  
  

Argentina - 0.4%

  
  

Argentine Republic Government International Bond

  
EUR          8,585,000   

2.26%, 12/31/2038(4)

     5,444,659  
        $          9,365,000   

2.50%, 12/31/2038(4)

     5,768,840  
1,000,000   

6.25%, 04/22/2019(3)

     1,056,500  
3,350,000   

6.88%, 04/22/2021(3)

     3,562,725  
6,560,000   

6.88%, 01/26/2027(3)

     6,494,400  
1,700,000   

7.50%, 04/22/2026(3)

     1,774,800  
5,050,000   

7.50%, 04/22/2026(7)

     5,272,200  
EUR          1,183,449   

7.82%, 12/31/2033

     1,283,790  
        $          2,278,312   

8.28%, 12/31/2033

     2,329,574  
  

City of Buenos Aires Argentina

  
1,350,000   

7.50%, 06/01/2027(3)

     1,373,625  
2,326,000   

8.95%, 02/19/2021(3)

     2,603,259  
515,000   

Province of Salta Argentina
9.13%, 07/07/2024(3)

     544,613  
  

Provincia de Buenos Aires

  
1,065,000   

7.88%, 06/15/2027(3)

     1,060,953  
840,000   

9.13%, 03/16/2024(3)

     915,600  
745,000   

9.95%, 06/09/2021(3)

     836,263  
425,000   

Provincia de Cordoba
7.13%, 06/10/2021(3)

     435,625  
1,050,000   

Provincia del Chubut Argentina
7.75%, 07/26/2026(3)

     1,029,903  
     

 

 

 
        41,787,329  
     

 

 

 
  

Azerbaijan - 0.0%

  
2,270,000   

Republic of Azerbaijan International Bond
4.75%, 03/18/2024(7)

     2,259,558  
755,000   

Southern Gas Corridor CJSC
6.88%, 03/24/2026(7)

     815,868  
     

 

 

 
        3,075,426  
     

 

 

 
  

Bahrain - 0.0%

  
1,135,000   

Bahrain Government International Bond
7.00%, 10/12/2028(3)

     1,163,323  
     

 

 

 
  

Brazil - 0.3%

  
  

Brazil Minas SPE via State of Minas Gerais

  
1,195,000   

5.33%, 02/15/2028(7)

     1,174,088  
335,000   

5.33%, 02/15/2028(3)

     329,138  
BRL          4,180,683   

Brazil Notas do Tesouro Nacional
6.00%, 08/15/2050(11)

     1,401,255  
  

Brazilian Government International Bond

  
        $        13,306,000   

2.63%, 01/05/2023

     12,108,460  
2,395,000   

4.25%, 01/07/2025

     2,323,150  
4,034,000   

5.00%, 01/27/2045

     3,449,070  
594,000   

5.63%, 02/21/2047

     552,420  
5,355,000   

6.00%, 04/07/2026

     5,737,882  
540,000   

7.13%, 01/20/2037

     592,650  
242,778   

8.00%, 01/15/2018

     252,950  
3,684,000   

8.25%, 01/20/2034

     4,420,800  
     

 

 

 
        32,341,863  
     

 

 

 
  

Bulgaria - 0.1%

  
  

Bulgaria Government International Bond

  
EUR          3,895,000   

2.95%, 09/03/2024(7)

     4,582,515  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

EUR          4,325,000   

3.13%, 03/26/2035(7)

   $ 4,581,296  
     

 

 

 
        9,163,811  
     

 

 

 
  

Cameroon - 0.0%

  
        $          2,290,000   

Republic of Cameroon International Bond
9.50%, 11/19/2025(3)

     2,466,284  
     

 

 

 
  

Colombia - 0.1%

  
  

Colombia Government International Bond

  
2,750,000   

3.88%, 04/25/2027

     2,695,000  
200,000   

4.00%, 02/26/2024

     203,300  
2,320,000   

5.00%, 06/15/2045

     2,258,520  
2,395,000   

7.38%, 09/18/2037

     2,969,800  
COP   1,450,000,000   

7.75%, 04/14/2021

     519,448  
10,000,000   

9.85%, 06/28/2027

     4,212  
$85,000   

10.38%, 01/28/2033

     124,525  
     

 

 

 
        8,774,805  
     

 

 

 
  

Croatia - 0.1%

  
  

Croatia Government International Bond

  
EUR          1,470,000   

3.00%, 03/11/2025(7)

     1,581,187  
680,000   

3.88%, 05/30/2022(7)

     790,949  
        $          2,115,000   

6.38%, 03/24/2021(7)

     2,313,281  
2,280,000   

6.63%, 07/14/2020(7)

     2,493,568  
     

 

 

 
        7,178,985  
     

 

 

 
  

Dominican Republic - 0.1%

  
  

Dominican Republic International Bond

  
1,840,000   

5.50%, 01/27/2025(3)

     1,827,065  
2,780,000   

5.88%, 04/18/2024(7)

     2,851,390  
595,000   

6.60%, 01/28/2024(3)

     636,650  
143,000   

6.85%, 01/27/2045(7)

     140,615  
1,020,000   

6.88%, 01/29/2026(3)

     1,088,391  
1,812,000   

7.45%, 04/30/2044(7)

     1,911,660  
360,000   

7.50%, 05/06/2021(7)

     396,000  
     

 

 

 
        8,851,771  
     

 

 

 
  

Egypt - 0.0%

  
  

Egypt Government International Bond

  
356,000   

6.13%, 01/31/2022(3)

     359,201  
1,130,000   

7.50%, 01/31/2027(3)

     1,131,593  
420,000   

8.50%, 01/31/2047(3)

     428,971  
     

 

 

 
        1,919,765  
     

 

 

 
  

Ghana - 0.0%

  
  

Ghana Government International Bond

  
1,170,000   

8.13%, 01/18/2026(7)

     1,141,698  
841,000   

9.25%, 09/15/2022(3)

     888,499  
850,000   

10.75%, 10/14/2030(3)

     1,001,725  
     

 

 

 
        3,031,922  
     

 

 

 
  

Honduras - 0.0%

  
710,000   

Honduras Government International Bond
6.25%, 01/19/2027(3)

     705,030  
     

 

 

 
  

Hungary - 0.4%

  
  

Hungary Government International Bond

  
7,746,000   

5.38%, 02/21/2023

     8,445,309  
6,718,000   

5.75%, 11/22/2023

     7,500,512  
4,189,000   

6.25%, 01/29/2020

     4,599,522  
16,630,000   

6.38%, 03/29/2021

     18,619,946  
     

 

 

 
                 39,165,289  
     

 

 

 
  

Indonesia - 0.3%

  
  

Indonesia Government International Bond

  
1,371,000   

3.70%, 01/08/2022(3)

     1,389,757  
EUR          1,750,000   

3.75%, 06/14/2028(3)

     1,982,051  
1,435,000   

3.75%, 06/14/2028(7)

     1,625,281  
        $          1,700,000   

4.75%, 01/08/2026(7)

     1,779,818  
645,000   

5.13%, 01/15/2045(7)

     647,614  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          600,000   

5.25%, 01/08/2047(3)

   $ 614,402  
1,104,000   

5.88%, 01/15/2024(7)

     1,231,867  
696,000   

6.63%, 02/17/2037(7)

     821,622  
4,850,000   

7.75%, 01/17/2038(7)

     6,427,453  
7,907,000   

8.50%, 10/12/2035(7)

     10,975,960  
     

 

 

 
        27,495,825  
     

 

 

 
  

Israel - 0.0%

  
1,200,000   

Israel Government International Bond
4.50%, 01/30/2043

     1,215,600  
     

 

 

 
  

Ivory Coast - 0.1%

  
  

Ivory Coast Government International Bond

  
3,015,000   

5.38%, 07/23/2024(7)

     2,852,642  
6,312,180   

5.75%, 12/31/2032(7)

     5,844,952  
2,005,000   

6.38%, 03/03/2028(7)

     1,950,705  
     

 

 

 
        10,648,299  
     

 

 

 
  

Kazakhstan - 0.0%

  
1,385,000   

Kazakhstan Government International Bond
5.13%, 07/21/2025(7)

     1,486,587  
     

 

 

 
  

Mexico - 0.3%

  
  

Mexico Government International Bond

  
EUR        1,465,000   

3.00%, 03/06/2045

     1,324,479  
1,575,000   

3.38%, 02/23/2031

     1,692,969  
        $        2,535,000   

3.60%, 01/30/2025

     2,465,288  
2,174,000   

4.00%, 10/02/2023

     2,188,131  
EUR        2,000,000   

4.00%, 03/15/2115

     1,738,426  
        $        1,320,000   

4.35%, 01/15/2047

     1,140,216  
11,538,000   

4.75%, 03/08/2044

     10,586,115  
7,722,000   

5.75%, 10/12/2110

     7,174,742  
374,000   

6.05%, 01/11/2040

     408,595  
     

 

 

 
                 28,718,961  
     

 

 

 
  

Mongolia - 0.0%

  
  

Mongolia Government International Bond

  
425,000   

4.13%, 01/05/2018(7)

     411,749  
1,355,000   

10.88%, 04/06/2021(3)

     1,429,064  
     

 

 

 
        1,840,813  
     

 

 

 
  

Morocco - 0.0%

  
1,170,000   

Morocco Government International Bond
4.25%, 12/11/2022(7)

     1,201,005  
     

 

 

 
  

Panama - 0.1%

  
  

Panama Government International Bond

  
553,000   

3.75%, 03/16/2025

     558,530  
1,020,000   

3.88%, 03/17/2028

     1,016,940  
1,424,000   

8.88%, 09/30/2027

     1,982,920  
2,632,000   

9.38%, 04/01/2029

     3,770,340  
     

 

 

 
        7,328,730  
     

 

 

 
  

Peru - 0.1%

  
  

Peru Government Bond

  
PEN        3,325,000   

5.20%, 09/12/2023

     996,988  
2,295,000   

6.95%, 08/12/2031

     733,011  
        $        4,454,000   

Peruvian Government International Bond
8.75%, 11/21/2033

     6,603,055  
     

 

 

 
        8,333,054  
     

 

 

 
  

Philippines - 0.1%

  
  

Philippine Government International Bond

  
1,690,000   

3.95%, 01/20/2040

     1,696,731  
280,000   

6.38%, 01/15/2032

     360,757  
275,000   

7.75%, 01/14/2031

     389,383  
275,000   

9.50%, 02/02/2030

     433,673  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          470,000   

Power Sector Assets & Liabilities Management Corp.
7.39%, 12/02/2024(7)

   $ 597,913  
     

 

 

 
        3,478,457  
     

 

 

 
  

Qatar - 0.0%

  
1,295,000   

Qatar Government International Bond
4.63%, 06/02/2046(3)

     1,315,254  
     

 

 

 
  

Romania - 0.2%

  
  

Romanian Government International Bond

  
EUR          170,000   

2.75%, 10/29/2025(3)

     191,597  
1,650,000   

2.75%, 10/29/2025(7)

     1,859,618  
525,000   

2.88%, 05/26/2028(3)

     573,912  
5,620,000   

3.63%, 04/24/2024(7)

     6,779,636  
430,000   

3.88%, 10/29/2035(3)

     475,901  
7,227,000   

3.88%, 10/29/2035(7)

     7,998,456  
     

 

 

 
                 17,879,120  
     

 

 

 
  

Russia - 0.3%

  
  

Russian Foreign Bond - Eurobond

  
        $        1,000,000   

4.75%, 05/27/2026(7)

     1,032,720  
1,600,000   

4.88%, 09/16/2023(7)

     1,694,560  
20,300,000   

5.00%, 04/29/2020(7)

     21,670,250  
2,600,000   

5.63%, 04/04/2042(7)

     2,817,308  
3,000,000   

5.88%, 09/16/2043(7)

     3,367,500  
481,000   

12.75%, 06/24/2028(7)

     825,877  
     

 

 

 
        31,408,215  
     

 

 

 
  

Saudi Arabia - 0.2%

  
  

Saudi Government International Bond

  
7,040,000   

2.38%, 10/26/2021(3)

     6,856,960  
2,285,000   

3.25%, 10/26/2026(3)

     2,180,758  
11,655,000   

4.50%, 10/26/2046(3)

     11,401,084  
     

 

 

 
        20,438,802  
     

 

 

 
  

South Africa - 0.0%

  
1,540,000   

South Africa Government International Bond
4.30%, 10/12/2028

     1,446,476  
     

 

 

 
  

Sri Lanka - 0.0%

  
  

Sri Lanka Government International Bond

  
761,000   

6.83%, 07/18/2026(3)

     759,189  
515,000   

6.85%, 11/03/2025(7)

     514,434  
     

 

 

 
        1,273,623  
     

 

 

 
  

Turkey - 0.6%

  
  

Turkey Government International Bond

  
2,525,000   

3.25%, 03/23/2023

     2,254,244  
1,340,000   

4.88%, 10/09/2026

     1,248,719  
4,180,000   

4.88%, 04/16/2043

     3,408,330  
969,000   

5.63%, 03/30/2021

     997,295  
17,570,000   

5.75%, 03/22/2024

     17,701,775  
2,125,000   

6.00%, 03/25/2027

     2,142,434  
8,605,000   

6.00%, 01/14/2041

     8,035,625  
4,030,000   

6.63%, 02/17/2045

     4,062,401  
2,680,000   

6.75%, 04/03/2018

     2,784,520  
1,233,000   

6.88%, 03/17/2036

     1,276,155  
2,780,000   

7.00%, 03/11/2019

     2,952,332  
3,845,000   

7.00%, 06/05/2020

     4,144,910  
3,552,000   

7.38%, 02/05/2025

     3,914,730  
     

 

 

 
        54,923,470  
     

 

 

 
  

Ukraine - 0.2%

  
  

Ukraine Government International Bond

  
1,414,000   

0.00%, 05/31/2040(3)(4)

     417,625  
707,000   

7.75%, 09/01/2019(3)

     703,112  
4,015,000   

7.75%, 09/01/2019(7)

     3,992,917  
1,137,000   

7.75%, 09/01/2020(3)

     1,112,122  
1,365,000   

7.75%, 09/01/2020(7)

     1,335,134  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $          1,502,000   

7.75%, 09/01/2021(3)

   $ 1,451,683  
1,120,000   

7.75%, 09/01/2022(3)

     1,070,160  
550,000   

7.75%, 09/01/2022(7)

     525,525  
620,000   

7.75%, 09/01/2023(3)

     586,607  
1,025,000   

7.75%, 09/01/2023(7)

     969,793  
1,395,000   

7.75%, 09/01/2024(3)

     1,305,251  
620,000   

7.75%, 09/01/2025(3)

     576,650  
300,000   

7.75%, 09/01/2025(7)

     279,024  
620,000   

7.75%, 09/01/2026(3)

     573,500  
510,000   

7.75%, 09/01/2026(7)

     471,750  
1,602,000   

7.75%, 09/01/2027(3)

     1,475,955  
2,980,000   

7.75%, 09/01/2027(7)

     2,745,534  
     

 

 

 
        19,592,342  
     

 

 

 
  

Uruguay - 0.0%

  
  

Uruguay Government International Bond

  
1,012,000   

5.10%, 06/18/2050

     944,196  
812,000   

7.63%, 03/21/2036

     1,029,738  
175,000   

7.88%, 01/15/2033

     223,650  
     

 

 

 
        2,197,584  
     

 

 

 
  

Venezuela - 0.3%

  
  

Venezuela Government International Bond

  
345,000   

6.00%, 12/09/2020(7)

     181,125  
1,395,000   

7.00%, 12/01/2018(7)

     1,022,116  
3,170,000   

7.00%, 03/31/2038(7)

     1,410,650  
5,285,000   

7.65%, 04/21/2025(7)

     2,451,183  
3,790,000   

7.75%, 10/13/2019(7)

     2,283,475  
14,965,000   

8.25%, 10/13/2024(7)

     7,108,375  
10,932,200   

9.00%, 05/07/2023(7)

     5,534,973  
8,620,000   

9.25%, 05/07/2028(7)

     4,137,600  
     

 

 

 
        24,129,497  
     

 

 

 
  

Total Foreign Government Obligations
(cost $425,475,117)

            425,977,317  
     

 

 

 

Municipal Bonds - 0.4%

  
  

Development - 0.2%

  
  

State of California

  
725,000   

7.30%, 10/01/2039

     1,018,661  
12,785,000   

7.60%, 11/01/2040

     19,007,204  
550,000   

7.63%, 03/01/2040

     804,705  
     

 

 

 
        20,830,570  
     

 

 

 
  

General - 0.0%

  
2,280,000   

Chicago Transit Auth
6.90%, 12/01/2040

     2,863,153  
     

 

 

 
  

General Obligation - 0.1%

  
2,795,000   

California State, GO Taxable
7.55%, 04/01/2039

     4,114,296  
585,000   

Illinois State, GO
5.67%, 03/01/2018

     605,586  
     

 

 

 
        4,719,882  
     

 

 

 
  

Transportation - 0.1%

  
  

Port Auth of New York & New Jersey

  
1,850,000   

4.46%, 10/01/2062

     1,896,139  
15,000   

4.93%, 10/01/2051

     16,788  
900,000   

4.96%, 08/01/2046

     1,011,141  
4,165,000   

5.31%, 08/01/2046

     4,502,323  
     

 

 

 
        7,426,391  
     

 

 

 
  

Total Municipal Bonds
(cost $34,772,755)

     35,839,996  
     

 

 

 

Senior Floating Rate Interests - 0.0%(12)

  
  

Insurance - 0.0%

  
455,000   

Asurion LLC
8.50%, 03/03/2021

     461,256  
     

 

 

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Internet - 0.0%

  
        $          1,046,851   

Lands’ End, Inc.
4.25%, 04/04/2021

   $ 789,064  
     

 

 

 
  

Machinery-Diversified - 0.0%

  
1,884,768   

Gardner Denver, Inc.
4.56%, 07/30/2020

     1,861,831  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $3,367,313)

     3,112,151  
     

 

 

 

U.S. Government Securities - 0.2%

  
  

U.S. Treasury Securities - 0.2%

  
  

U.S. Treasury Bonds - 0.0%

  
500,000   

3.00%, 11/15/2044

     494,746  
2,300,000   

3.00%, 11/15/2045

     2,271,878  
     

 

 

 
        2,766,624  
     

 

 

 
  

U.S. Treasury Notes - 0.2%

  
3,375,000   

1.63%, 12/31/2019

     3,390,822  
13,000,000   

1.63%, 11/30/2020

     12,958,868  
520,000   

2.25%, 11/15/2024

     516,629  
1,250,000   

2.38%, 08/15/2024

     1,256,006  
     

 

 

 
        18,122,325  
     

 

 

 
  

Total U.S. Government Securities
(cost $21,132,673)

              20,888,949  
     

 

 

 

Convertible Bonds - 0.1%

  
  

Commercial Services - 0.0%

  
489,000   

Cardtronics, Inc.
1.00%, 12/01/2020(9)

     577,020  
     

 

 

 
  

Home Builders - 0.0%

  
180,000   

M/I Homes, Inc.
3.00%, 03/01/2018

     183,375  
     

 

 

 
  

Insurance - 0.0%

  
1,000,000   

MGIC Investment Corp.
2.00%, 04/01/2020

     1,535,000  
     

 

 

 
  

Internet - 0.1%

  
1,460,000   

Zillow Group, Inc.
2.00%, 12/01/2021(3)

     1,468,212  
1,310,000   

Priceline Group, Inc.
0.90%, 09/15/2021

     1,413,163  
     

 

 

 
        2,881,375  
     

 

 

 
  

Media - 0.0%

  
1,160,000   

DISH Network Corp.
3.38%, 08/15/2026(3)

     1,355,025  
1,415,000   

Liberty Media Corp-Liberty Formula One
1.00%, 01/30/2023(3)

     1,437,109  
     

 

 

 
        2,792,134  
     

 

 

 
  

Oil & Gas - 0.0%

  
196,000   

PDC Energy, Inc.
1.13%, 09/15/2021

     220,745  
1,415,000   

Cobalt International Energy, Inc.
2.63%, 12/01/2019

     523,550  
     

 

 

 
        744,295  
     

 

 

 
  

Semiconductors - 0.0%

  
1,060,000   

Microchip Technology, Inc.
1.63%, 02/15/2025

     1,435,638  
     

 

 

 
  

Total Convertible Bonds
(cost $10,669,524)

     10,148,837  
     

 

 

 

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Total Long-Term Investments
(cost $8,863,191,266)

        9,497,091,310  

Short-Term Investments - 3.0%

     
  

Other Investment Pools & Funds - 3.0%

     
300,303,763       

Morgan Stanley Institutional Liquidity Funds, Institutional Class

      $ 300,303,763  
        

 

 

 
  

Total Short-Term Investments
(cost $300,303,763)

        300,303,763  
        

 

 

 
  

Total Investments
(cost $9,163,495,029)^

     99.4%      $ 9,797,395,073  
  

Other Assets and Liabilities

     0.6%        54,646,705  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     9,852,041,778  
     

 

 

    

 

 

 

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

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $ 769,200,683  

Unrealized Depreciation

     (135,300,639
  

 

 

 

Net Unrealized Appreciation

   $      633,900,044  
  

 

 

 

 

* Non-income producing.
(1) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2017, the aggregate fair value of these securities was $4, which represents 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(2) The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

          Period

        Acquired

   Shares/ Par    Security    Cost Basis  
        10/2016    3,799,308    TCEH Corp.    $                     —    
        10/2016    1,750,000    Texas Competitive Electric Holdings Co. LLC      —    
        

 

 

 
         $ —    
        

 

 

 

 

     At January 31, 2017, the aggregate value of these securities was $4, which represents 0.0% of total net assets.

 

(3) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $787,449,527, which represents 8.0% of total net assets.
(4) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(5) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(6) Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

(7) These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $187,229,700, which represents 1.9% of total net assets.
(8) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(9) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $38,253,023 at January 31, 2017.
(10) Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(11) The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(12) Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2017.

 

Futures Contracts Outstanding at January 31, 2017                      
Description    Number of
Contracts
             Expiration
Date
          Notional
Amount
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

                   

U.S. Treasury 2-Year Note Future

     1,208           03/31/2017        $      261,758,905      $      261,890,626      $ 131,721    

U.S. Treasury 5-Year Note Future

     4,317           03/31/2017          508,635,856        508,832,651        196,795    

U.S. Treasury Long Bond Future

     840           03/22/2017          126,654,991        126,708,750        53,759    
                   

 

 

 

Total

                    $ 382,275    
                   

 

 

 

Short position contracts:

                   

Euro BUXL 30-Year Bond Future

     55           03/08/2017        $ 10,121,649      $ 9,927,080      $ 194,569    

Euro-BOBL Future

     45           03/08/2017          6,428,563        6,457,891        (29,328)   

Euro-Bund Future

     117           03/08/2017          20,412,174        20,477,258        (65,084)   

U.S. Treasury 10-Year Note Future

     5,699           03/22/2017          710,462,975        709,347,406        1,115,569    

U.S. Treasury Ultra Bond Future

     373           03/22/2017          60,281,727        59,936,438        345,289    
                   

 

 

 

Total

                    $       1,561,015    
                   

 

 

 
                   
                   

 

 

 

Total futures contracts

                    $ 1,943,290    
                   

 

 

 

 

        OTC Credit Default Swap Contracts Outstanding at January 31, 2017

 

 
                  

(Pay)/Receive    

Fixed          

          Upfront     Upfront           Unrealized  
        Reference Entity   Counter-
party
      

    Notional          Rate/Implied    

    Amount (a)    Credit Spread (b)

    Expiration    
Date    
    Premiums
Paid
    Premiums
Received
    Market Value †     Appreciation/
(Depreciation)
 

Credit default swaps on single-name issues:

 

                  

Buy protection:

                    

Venezuela Government International Bond

    BOA          USD       745,000       (5.00%)/39.67%       03/20/19     $ 138,287       $     $ 322,381     $ 184,094  

Venezuela Government International Bond

    DEUT          USD       585,000       (5.00%)/39.67%       03/20/19       106,318               253,145       146,827  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total

               $ 244,605       $     $ 575,526     $ 330,921  
              

 

 

   

 

 

   

 

 

   

 

 

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Credit default swaps on single-name issues:

 

           

Sell protection:

 

                  

Brazilian Government International Bond

    CBK          USD       855,000       1.00%/2.46%       12/20/21     $ —         $ (78,249   $ (55,066   $ 23,183  

Brazilian Government International Bond

    CBK          USD       905,000       1.00%/2.46%       12/20/21       —           (79,627     (58,285     21,342  

Brazilian Government International Bond

    CBK          USD       805,000       1.00%/2.46%       12/20/21       —           (72,123     (51,845     20,278  

Brazilian Government International Bond

    CBK          USD       830,000       1.00%/2.46%       12/20/21       —           (73,261     (53,456     19,805  

Brazilian Government International Bond

    BCLY          USD       555,000       1.00%/2.46%       12/20/21       —           (51,888     (35,745     16,143  

Brazilian Government International Bond

    GSC          USD       535,000       1.00%/2.46%       12/20/21       —           (47,503     (34,456     13,047  

Brazilian Government International Bond

    CBK          USD       535,000       1.00%/2.46%       12/20/21       —           (47,478     (34,456     13,022  

Brazilian Government International Bond

    GSC          USD       535,000       1.00%/2.46%       12/20/21       —           (47,438     (34,456     12,982  

Brazilian Government International Bond

    CBK          USD       470,000       1.00%/2.46%       12/20/21       —           (42,486     (30,270     12,216  

Brazilian Government International Bond

    BOA          USD       470,000       1.00%/2.46%       12/20/21       —           (42,109     (30,270     11,839  

Brazilian Government International Bond

    BOA          USD       345,000       1.00%/2.46%       12/20/21       —           (30,452     (22,220     8,232  

Brazilian Government International Bond

    BOA          USD       270,000       1.00%/2.46%       12/20/21       —           (25,026     (17,389     7,637  

Genworth Holding, Inc.

    GSC          USD       675,000       5.00%/7.33%       12/20/21       —           (37,021     (54,600     (17,579

Genworth Holding, Inc.

    GSC          USD       640,000       5.00%/7.33%       12/20/21       —           (31,875     (51,770     (19,895

Genworth Holding, Inc.

    GSC          USD       645,000       5.00%/7.33%       12/20/21       —           (32,160     (52,174     (20,014

Penerbangan Malaysia Bhd

    HSBC          USD       3,085,000       1.00%/1.33%       12/20/21       —           (93,268     (42,773     50,495  

Penerbangan Malaysia Bhd

    BNP          USD       2,370,000       1.00%/1.33%       12/20/21       —           (60,322     (32,859     27,463  

Penerbangan Malaysia Bhd

    HSBC          USD       1,590,000       1.00%/1.33%       12/20/21       —           (48,070     (22,045     26,025  

Penerbangan Malaysia Bhd

    HSBC          USD       750,000       1.00%/1.33%       12/20/21       —           (22,674     (10,398     12,276  

Penerbangan Malaysia Bhd

    BOA          USD       885,000       1.00%/1.33%       12/20/21       —           (24,263     (12,270     11,993  

Penerbangan Malaysia Bhd

    GSC          USD       415,000       1.00%/1.33%       12/20/21       —           (12,008     (5,754     6,254  

Penerbangan Malaysia Bhd

    MSC          USD       290,000       1.00%/1.33%       12/20/21       —           (8,014     (4,021     3,993  

Russian Foreign Bond - Eurobond

    BOA          USD       4,155,000       1.00%/1.43%       12/20/20       —           (384,318     (61,869     322,449  

Russian Foreign Bond - Eurobond

    BNP          USD       2,630,000       1.00%/1.43%       12/20/20       —           (253,652     (39,162     214,490  

Russian Foreign Bond - Eurobond

    GSC          USD       915,000       1.00%/1.43%       12/20/20       —           (59,566     (13,625     45,941  

Russian Foreign Bond - Eurobond

    BOA          USD       1,695,000       1.00%/1.82%       12/20/21       —           (92,990     (61,339     31,651  

Russian Foreign Bond - Eurobond

    BOA          USD       1,220,000       1.00%/1.82%       12/20/21       —           (74,297     (44,150     30,147  

Russian Foreign Bond - Eurobond

    BCLY          USD       1,055,000       1.00%/1.82%       12/20/21       —           (57,879     (38,179     19,700  

Russian Foreign Bond - Eurobond

    BNP          USD       655,000       1.00%/1.82%       12/20/21       —           (39,462     (23,704     15,758  

Russian Foreign Bond - Eurobond

    BNP          USD       590,000       1.00%/1.82%       12/20/21       —           (34,287     (21,351     12,936  

Russian Foreign Bond - Eurobond

    HSBC          USD       145,000       1.00%/1.82%       12/20/21       —           (7,955     (5,247     2,708  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total

               $ —         $   (2,011,721   $   (1,055,204   $ 956,517  
              

 

 

   

 

 

   

 

 

   

 

 

 
                    
              

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

 

             $   244,605         $   (2,011,721   $   (479,678   $   1,287,438  
              

 

 

   

 

 

   

 

 

   

 

 

 
                    
              

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

 

             $   244,605         $   (2,011,721   $   (479,678   $   1,287,438  
              

 

 

   

 

 

   

 

 

   

 

 

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

(b) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on January 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2017  
        Reference Entity   

Notional

Amount (a)

     (Pay)/Receive  
Fixed Rate  
     Expiration  
Date  
     Cost Basis      Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

                 

Sell protection:

                 

CDX.NA.HY.27

     USD    18,070,000        5.00%        12/20/21      $ 746,822      $ 1,196,114      $ 449,292  
           

 

 

    

 

 

    

 

 

 
                 
           

 

 

    

 

 

    

 

 

 

Total

            $   746,822      $   1,196,114      $   449,292  
           

 

 

    

 

 

    

 

 

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

 

      Foreign Currency Contracts Outstanding at January 31, 2017  
Currency    Buy / Sell              Delivery Date              Counterparty       Contract 
Amount
        Market Value †          Unrealized   
     Appreciation/   
    (Depreciation)   
 

 

 

COP

     Sell           03/15/17        SSG      $ 504,338      $ 520,791     $ (16,453)   

EUR

     Buy           02/28/17        CSI        1,676,065        1,676,026       (39)   

EUR

     Buy           03/15/17        RBC        967,814        1,000,460       32,646    

EUR

     Buy           03/15/17        SSG        873,845        882,568       8,723    

EUR

     Buy           03/15/17        UBS        738,167        745,208       7,041    

EUR

     Buy           03/15/17        CSI        340,319        340,697       378    

EUR

     Sell           02/28/17        UBS        5,863,589        5,934,709       (71,120)   

EUR

     Sell           03/15/17        SSG        327,847        335,290       (7,443)   

EUR

     Sell           03/15/17        ANZ        421,863        434,795       (12,932)   

EUR

     Sell           03/15/17        UBS        442,500        458,589       (16,089)   

EUR

     Sell           03/15/17        MSC        999,464        1,016,684       (17,220)   

EUR

     Sell           03/15/17        MSC        46,671,300        47,239,039       (567,739)   

GBP

     Sell           02/28/17        MSC        1,901,595        1,904,276       (2,681)   

PEN

     Sell           03/15/17        SSG        1,524,873        1,599,805       (74,932)   
                 

 

 

 

Total

                  $ (737,860)   
                 

 

 

 

 

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)

Counterparty Abbreviations:

ANZ   

Australia and New Zealand Banking Group

BCLY   

Barclays

BNP   

BNP Paribas Securities Services

BOA   

Banc of America Securities LLC

CBK   

Citibank NA

CSI   

Credit Suisse International

DEUT   

Deutsche Bank Securities, Inc.

GSC   

Goldman Sachs & Co.

HSBC   

HSBC Bank USA

MSC   

Morgan Stanley

RBC   

RBC Dominion Securities, Inc.

SSG   

State Street Global Markets LLC

UBS   

UBS AG


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Currency Abbreviations:

BRL   

Brazilian Real

COP   

Colombian Peso

EUR   

Euro

GBP   

British Pound

PEN   

Peruvian Nuevo Sol

Index Abbreviations:

CDX.NA.HY   

Credit Derivatives North American High Yield

Other Abbreviations:

ADR   

American Depositary Receipt

CJSC   

Closed Joint Stock Company

CMO   

Collateralized Mortgage Obligation

JSC   

Joint Stock Company

MSCI   

Morgan Stanley Capital International

OJSC   

Open Joint Stock Company

OTC   

Over-the-Counter

PAC   

Planned Amortization Class

PJSC   

Private Joint Stock Company

PIK   

Pay in Kind

REIT   

Real Estate Investment Trust

Municipal Abbreviations:

GO   

General Obligation


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level  3(1)  

Assets

           

Common Stocks

           

Banks

   $ 533,781,938       $ 533,781,938       $ —       $ —   

Capital Goods

     333,614,707         333,614,707         —         —   

Consumer Durables & Apparel

     51,536,628         51,536,628         —         —   

Consumer Services

     63,210,575         63,210,575         —         —   

Diversified Financials

     174,198,923         174,198,923         —         —   

Energy

     588,062,028         588,062,028         —         —   

Food, Beverage & Tobacco

     430,852,603         357,670,742         73,181,861         —   

Household & Personal Products

     86,240,632         86,240,632         —         —   

Insurance

     207,920,984         207,920,984         —         —   

Materials

     164,852,608         164,852,608         —         —   

Pharmaceuticals, Biotechnology & Life Sciences

     562,148,655         465,695,357         96,453,298         —   

Real Estate

     21,306,294         21,306,294         —         —   

Retailing

     39,190,689         39,190,689         —         —   

Semiconductors & Semiconductor Equipment

     261,851,188         261,851,188         —         —   

Software & Services

     159,442,416         159,442,416         —         —   

Technology Hardware & Equipment

     141,029,683         141,029,683         —         —   

Telecommunication Services

     154,539,129         154,539,129         —         —   

Transportation

     119,513,919         119,513,919         —         —   

Utilities

     337,568,703         314,075,822         23,492,877          

Asset & Commercial Mortgage Backed Securities

     151,112,991         —         151,112,991         —   

Corporate Bonds

     4,419,148,767         —         4,419,148,767         —   

Foreign Government Obligations

     425,977,317         —         425,977,317         —   

Municipal Bonds

     35,839,996         —         35,839,996         —   

Senior Floating Rate Interests

     3,112,151         —         3,112,151         —   

U.S. Government Securities

     20,888,949         —         20,888,949         —   

Convertible Bonds

     10,148,837         —         10,148,837         —   

Short-Term Investments

     300,303,763         300,303,763         —         —   

Foreign Currency Contracts(2)

     48,788         —         48,788         —   

Futures Contracts(2)

     2,037,702         2,037,702         —         —   

Swaps - Credit Default(2)

     1,794,218         —         1,794,218         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   9,801,275,781       $   4,540,075,727       $ 5,261,200,050       $  
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (786,648)      $ —       $ (786,648)      $ —   

Futures Contracts(2)

     (94,412)        (94,412)        —         —   

Swaps - Credit Default(2)

     (57,488)        —         (57,488)        —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (938,548)      $ (94,412)      $ (844,136)      $             —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2017 is not presented.


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 95.2%

  
  

Automobiles & Components - 2.6%

  
853,039   

Delphi Automotive plc

   $ 59,763,913  
2,632,787   

Goodyear Tire & Rubber Co.

     85,275,971  
280,990   

Magna International, Inc.

     12,155,179  
1,636,000   

Tata Motors Ltd. ADR

     63,738,560  
     

 

 

 
     220,933,623  
     

 

 

 
  

Banks - 10.4%

  
13,638,919   

Banco Santander S.A.

     76,198,780  
8,593,699   

Bank of America Corp.

     194,561,345  
2,912,876   

CaixaBank S.A.

     10,677,118  
1,548,400   

Citigroup, Inc.

     86,447,172  
3,822,524   

FinecoBank Banca Fineco S.p.A.

     22,770,451  
2,081,869   

ICICI Bank Ltd.

     8,269,275  
6,099,100   

ICICI Bank Ltd. ADR

     47,268,025  
6,213,170   

Itau Unibanco Holding S.A. ADR

     73,377,538  
1,427,765   

JP Morgan Chase & Co.

     120,831,752  
888,676   

PNC Financial Services Group, Inc.

     107,049,911  
                  4,256,500   

Sberbank of Russia PJSC ADR

     49,908,373  
296,410   

Sumitomo Mitsui Financial Group, Inc.

     11,628,755  
149,445   

UniCredit S.p.A.

     4,079,407  
416,459   

US Bancorp

     21,926,566  
895,890   

Wells Fargo & Co.

     50,465,484  
     

 

 

 
     885,459,952  
     

 

 

 
  

Capital Goods - 4.0%

  
1,493,548   

AerCap Holdings N.V.*

     66,119,370  
188,042   

Airbus Group SE

     12,746,422  
724,839   

AMETEK, Inc.

     37,039,273  
220,343   

Cie de Saint-Gobain

     10,826,698  
179,110   

Eaton Corp. plc

     12,677,406  
1,082,496   

Fastenal Co.

     53,778,401  
52,732   

General Dynamics Corp.

     9,548,711  
806,800   

Harry’s, Inc.*(1)(2)(3)

     11,392,016  
34,270   

Honeywell International, Inc.

     4,054,826  
1,798,000   

Kawasaki Heavy Industries Ltd.

     5,626,302  
82,745   

Lockheed Martin Corp.

     20,796,301  
266,022   

Middleby Corp.*

     35,694,832  
395,607   

Siemens AG

     51,175,079  
28,164   

TransDigm Group, Inc.

     6,094,690  
     

 

 

 
     337,570,327  
     

 

 

 
  

Commercial & Professional Services - 0.5%

  
128,089   

Equifax, Inc.

     15,022,278  
4,595   

Klarna Holding AB*(1)(2)(3)

     505,817  
207,348   

Nielsen Holdings plc

     8,482,607  
628,395   

TransUnion*

     19,813,294  
     

 

 

 
     43,823,996  
     

 

 

 
  

Consumer Durables & Apparel - 2.7%

  
849,159   

Crocs, Inc.*

     6,198,861  
430,600   

Newell Brands, Inc.

     20,380,298  
1,579,973   

NIKE, Inc. Class B

     83,580,572  
327,144   

Pandora A/S

     42,871,839  
2,438,200   

Sony Corp.

     73,823,186  
     

 

 

 
           226,854,756  
     

 

 

 
  

Consumer Services - 2.5%

  
57,167   

Chipotle Mexican Grill, Inc.*

     24,092,460  
1   

Hilton Grand Vacations, Inc.*

     29  
1,558,736   

Hilton Worldwide Holdings, Inc.

     89,752,038  
446,113   

Las Vegas Sands Corp.

     23,456,622  
221,953   

McDonald’s Corp.

     27,204,779  
102,219   

Panera Bread Co. Class A*

     21,369,904  
235,364   

Wynn Resorts Ltd.

     23,872,971  
     

 

 

 
        209,748,803  
     

 

 

 


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Diversified Financials - 4.0%

 

480,697   

American Express Co.

   $ 36,715,637  
159,369   

Banca Generali S.p.A.

     4,065,282  
64,538   

BlackRock, Inc.

     24,135,921  
                  2,187,442   

Blackstone Group L.P.

     67,001,349  
553,076   

Capital One Financial Corp.

     48,333,312  
430,255   

Deutsche Bank AG*

     8,592,602  
241,720   

Goldman Sachs Group, Inc.

     55,431,231  
189,038   

Intercontinental Exchange, Inc.

     11,032,258  
189,018   

Macquarie Group Ltd.

     12,137,876  
1,201,740   

OneMain Holdings, Inc.*

     26,894,941  
1,545,957   

Saban Capital Acquisition Corp. UNIT*

     16,031,574  
862,854   

Synchrony Financial

     30,907,430  
438,190   

WisdomTree Investments, Inc.

     4,513,357  
     

 

 

 
        345,792,770  
     

 

 

 
  

Energy - 3.2%

 

285,599   

Anadarko Petroleum Corp.

     19,857,698  
512,895   

Baker Hughes, Inc.

     32,353,417  
73,662   

Centennial Resource Development, Inc. Class A*(1)(2)(3)

     1,230,385  
285,380   

Continental Resources, Inc.*

     13,858,053  
323,086   

Diamondback Energy, Inc.*

     33,978,955  
480,223   

Eni S.p.A.

     7,383,820  
792,129   

Kinder Morgan, Inc.

     17,696,162  
630,678   

Newfield Exploration Co.*

     25,277,574  
812,753   

Petroleo Brasileiro S.A. ADR*

     8,338,846  
170,794   

Pioneer Natural Resources Co.

     30,782,203  
9,386,047   

Rosneft Oil Co. PJSC GDR

     62,237,301  
288,590   

Transocean Ltd.*

     4,031,602  
390,910   

WPX Energy, Inc.*

     5,445,376  
339,372   

YPF Sociedad Anonima ADR

     7,354,191  
     

 

 

 
        269,825,583  
     

 

 

 
  

Food & Staples Retailing - 0.6%

 

291,119   

Costco Wholesale Corp.

     47,728,960  
190,330   

Seven & I Holdings Co., Ltd.

     7,599,563  
     

 

 

 
        55,328,523  
     

 

 

 
  

Food, Beverage & Tobacco - 3.0%

 

322,433   

Altria Group, Inc.

     22,950,781  
1,795,700   

BRF S.A. ADR

     25,373,241  
647,989   

Coca-Cola Co.

     26,936,903  
68,738   

JM Smucker Co.

     9,338,057  
662,260   

Molson Coors Brewing Co. Class B

     63,921,335  
726,226   

Mondelez International, Inc. Class A

     32,157,287  
1,164,399   

Monster Beverage Corp.*

     49,603,398  
288,800   

Post Holdings, Inc.*

     24,166,784  
     

 

 

 
              254,447,786  
     

 

 

 
  

Health Care Equipment & Services - 5.1%

 

237,376   

ABIOMED, Inc.*

     25,249,685  
1,212,100   

Acadia Healthcare Co., Inc.*

     46,508,277  
330,543   

Align Technology, Inc.*

     30,307,488  
1,394,800   

Boston Scientific Corp.*

     33,558,888  
383,858   

Cardinal Health, Inc.

     28,773,996  
82,342   

DENTSPLY SIRONA, Inc.

     4,668,791  
362,017   

Edwards Lifesciences Corp.*

     34,840,516  
1,321,367   

HCA Holdings, Inc.*

     106,079,343  
487,699   

Invuity, Inc.*

     3,170,044  
64,592   

Laboratory Corp. of America Holdings*

     8,668,892  
314,280   

McKesson Corp.

     43,732,062  
523,176   

Medtronic plc

     39,771,840  
89,609   

Quest Diagnostics, Inc.

     8,236,859  
140,093   

UnitedHealth Group, Inc.

     22,709,075  
     

 

 

 
        436,275,756  
     

 

 

 


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Household & Personal Products - 1.0%

 

136,693   

Beiersdorf AG

   $ 12,127,224  
490,137   

Colgate-Palmolive Co.

     31,653,047  
1,345,520   

Coty, Inc. Class A

     25,833,984  
199,618   

Estee Lauder Cos., Inc. Class A

     16,210,978  
     

 

 

 
        85,825,233  
     

 

 

 
  

Insurance - 5.2%

 

174,746   

Aflac, Inc.

     12,230,473  
164,974   

Allstate Corp.

     12,407,694  
425,086   

American International Group, Inc.

     27,316,026  
109,950   

Aon plc

     12,391,365  
135,631   

Arthur J Gallagher & Co.

     7,301,017  
493,258   

Assicurazioni Generali S.p.A.

     7,870,957  
515,401   

AXA S.A.

     12,667,138  
86,700   

Axis Capital Holdings Ltd.

     5,549,667  
                  1,286,618   

Chubb Ltd.

     169,177,401  
32,099   

Everest Re Group Ltd.

     7,059,533  
179,919   

Loews Corp.

     8,380,627  
414,340   

Marsh & McLennan Cos., Inc.

     28,183,407  
447,055   

MetLife, Inc.

     24,324,263  
389,800   

Prudential Financial, Inc.

     40,971,878  
51,984   

Reinsurance Group of America, Inc.

     6,522,432  
40,514   

RenaissanceRe Holdings Ltd.

     5,522,868  
393,300   

Sony Financial Holdings, Inc.

     6,587,062  
90,358   

Torchmark Corp.

     6,644,927  
113,079   

Travelers Cos., Inc.

     13,318,445  
232,245   

Willis Towers Watson plc

     29,060,817  
     

 

 

 
        443,487,997  
     

 

 

 
  

Materials - 4.9%

 

2,524,911   

BHP Billiton plc

     46,048,808  
737,300   

Dow Chemical Co.

     43,965,199  
1,956,586   

Freeport-McMoRan, Inc.*

     32,577,157  
31,033,887   

Glencore plc*

     128,532,497  
1,054,874   

International Paper Co.

     59,705,868  
8,548,347   

Ivanhoe Mines Ltd. Class A*

     26,080,260  
277,479   

LafargeHolcim Ltd.*

     14,940,527  
2,149,872   

Platform Specialty Products Corp.*

     26,099,446  
148,935   

Praxair, Inc.

     17,639,861  
595,673   

Steel Dynamics, Inc.

     20,139,704  
     

 

 

 
              415,729,327  
     

 

 

 
  

Media - 1.8%

 

107,742   

DISH Network Corp. Class A*

     6,375,094  
186,169   

Time Warner, Inc.

     18,030,468  
1,652,400   

Twenty-First Century Fox, Inc. Class A

     51,852,312  
1,035,100   

Viacom, Inc. Class B

     43,619,114  
278,430   

Walt Disney Co.

     30,808,279  
25,200   

Weinstein Co. LLC*(1)(2)(3)

      
     

 

 

 
        150,685,267  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 7.4%

 

310,554   

Alkermes plc*

     16,804,077  
285,003   

Allergan plc*

     62,384,306  
4,322,580   

Bristol-Myers Squibb Co.

     212,498,033  
380,900   

Celgene Corp.*

     44,241,535  
546,591   

Hikma Pharmaceuticals plc

     12,589,711  
143,556   

Incyte Corp.*

     17,400,423  
1,214,696   

Merck & Co., Inc.

     75,299,005  
37,909   

Mettler-Toledo International, Inc.*

     16,173,117  
94,470   

Mylan N.V.*

     3,594,583  
995,167   

Pfizer, Inc.

     31,576,649  
190,510   

Regeneron Pharmaceuticals, Inc.*

     68,448,338  
47,031   

TESARO, Inc.*

     7,658,528  
427,100   

Thermo Fisher Scientific, Inc.

     65,085,769  
     

 

 

 
        633,754,074  
     

 

 

 


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Real Estate - 1.3%

 

632,466   

LaSalle Hotel Properties REIT

   $ 19,081,499  
1   

Park Hotels & Resorts, Inc. REIT

     27  
309,063   

Public Storage REIT

     66,448,545  
338,252   

Realogy Holdings Corp. REIT

     8,764,109  
300,375   

Vonovia SE

     9,841,152  
153,417   

WeWork Companies, Inc. Class A, REIT*(1)(2)(3)

     7,700,345  
     

 

 

 
        111,835,677  
     

 

 

 
  

Retailing - 5.5%

 

152,543   

Advance Auto Parts, Inc.

     25,053,662  
52,177   

Amazon.com, Inc.*

     42,966,716  
264,329   

CarMax, Inc.*

     17,633,388  
401,322   

Expedia, Inc.

     48,796,742  
12,011   

Honest Co.*(1)(2)(3)

     414,139  
10,615   

JAND, Inc. Class A*(1)(2)(3)

     104,239  
408,251   

L Brands, Inc.

     24,580,793  
994,778   

Lowe’s Cos., Inc.

     72,698,376  
897,471   

Netflix, Inc.*

     126,283,144  
29,460   

Priceline Group, Inc.*

     46,403,330  
341,180   

TJX Cos., Inc.

     25,561,206  
770,636   

Tory Burch LLC*(1)(2)(3)

     38,308,295  
     

 

 

 
        468,804,030  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 3.2%

 

402,184   

Analog Devices, Inc.

     30,139,669  
356,135   

Broadcom Ltd.

     71,048,932  
356,662   

Intel Corp.

     13,132,295  
                  1,301,363   

Micron Technology, Inc.*

     31,375,862  
421,241   

QUALCOMM, Inc.

     22,506,907  
141,737   

SK Hynix, Inc.

     6,545,967  
2,790,563   

SunPower Corp.*

     18,529,338  
2,007,990   

Taiwan Semiconductor Manufacturing Co., Ltd.

     11,965,332  
2,108,400   

Taiwan Semiconductor Manufacturing Co., Ltd. ADR

     65,170,644  
     

 

 

 
                270,414,946  
     

 

 

 
  

Software & Services - 16.9%

 

220,433   

Accenture plc Class A

     25,100,706  
1,101,242   

Activision Blizzard, Inc.

     44,280,941  
481,631   

Adobe Systems, Inc.*

     54,607,323  
246,141   

Akamai Technologies, Inc.*

     16,882,811  
866,145   

Alibaba Group Holding Ltd. ADR*

     87,749,150  
136,196   

Alliance Data Systems Corp.

     31,104,443  
203,620   

Alphabet, Inc. Class C*

     162,242,380  
510,809   

Autodesk, Inc.*

     41,549,204  
251,623   

Automatic Data Processing, Inc.

     25,411,407  
2,994,979   

Cadence Design Systems, Inc.*

     77,959,303  
129,031   

Capgemini S.A.

     10,505,503  
104,154   

CoStar Group, Inc.*

     21,049,523  
1,820,500   

eBay, Inc.*

     57,946,515  
994,209   

Facebook, Inc. Class A*

     129,565,317  
98,358   

FleetCor Technologies, Inc.*

     14,506,821  
675,943   

Genpact Ltd.*

     16,682,273  
1,385,777   

Global Payments, Inc.

     107,092,847  
171,097   

IBM Corp.

     29,859,848  
2,446,310   

Just Eat plc*

     16,660,320  
918,425   

Microsoft Corp.

     59,376,176  
1,422,738   

Mobileye N.V.*

     61,120,825  
96,500   

Nintendo Co., Ltd.

     19,751,786  
635,210   

Oracle Corp.

     25,478,273  
259,200   

Salesforce.com, Inc.*

     20,502,720  
712,117   

ServiceNow, Inc.*

     64,532,043  
499,840   

SS&C Technologies Holdings, Inc.

     16,059,859  
2,600   

Trade Desk, Inc. Class A*

     77,116  


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

120,501   

Ultimate Software Group, Inc.*

   $ 23,336,224  
515,408   

Verint Systems, Inc.*

     19,250,489  
212,676   

VeriSign, Inc.*

     17,058,742  
340,124   

Visa, Inc. Class A

     28,131,656  
831,794   

Workday, Inc. Class A*

     69,113,763  
640,150   

Zillow Group, Inc. Class A*

     23,032,597  
627,190   

Zillow Group, Inc. Class C*

     22,189,982  
     

 

 

 
        1,439,768,886  
     

 

 

 
  

Technology Hardware & Equipment - 3.6%

 

169,457   

Amphenol Corp. Class A

     11,436,653  
295,395   

Apple, Inc.

     35,846,183  
932,746   

Cisco Systems, Inc.

     28,653,957  
                  5,242,200   

Flex Ltd.*

     82,145,274  
348,700   

Motorola Solutions, Inc.

     28,143,577  
61,984   

Samsung Electronics Co., Ltd.

     105,420,831  
549,709   

Trimble, Inc.*

     16,282,381  
     

 

 

 
        307,928,856  
     

 

 

 
  

Telecommunication Services - 1.4%

 

904,861   

AT&T, Inc.

     38,148,940  
5,589,744   

Bharti Infratel Ltd.

     24,238,473  
1,288,642   

Sprint Corp.*

     11,894,166  
649,582   

Verizon Communications, Inc.

     31,836,014  
8,660,886   

Zegona Communications plc

     12,911,035  
     

 

 

 
        119,028,628  
     

 

 

 
  

Transportation - 3.4%

 

194,504   

Alaska Air Group, Inc.

     18,248,366  
661,800   

American Airlines Group, Inc.

     29,284,650  
420,015   

Canadian National Railway Co.

     29,192,051  
366,056   

FedEx Corp.

     69,224,850  
461,151   

J.B. Hunt Transport Services, Inc.

     45,690,841  
162,988   

Southwest Airlines Co.

     8,525,902  
679,281   

Swift Transportation Co.*

     15,507,985  
293,533   

Union Pacific Corp.

     31,284,747  
128,059   

United Continental Holdings, Inc.*

     9,024,318  
337,184   

United Parcel Service, Inc. Class B

     36,796,890  
     

 

 

 
              292,780,600  
     

 

 

 
  

Utilities - 1.0%

 

205,730   

American Electric Power Co., Inc.

     13,179,064  
219,214   

Duke Energy Corp.

     17,217,067  
115,339   

Entergy Corp.

     8,262,886  
212,267   

PG&E Corp.

     13,137,205  
323,977   

PPL Corp.

     11,287,359  
248,598   

Public Service Enterprise Group, Inc.

     11,000,461  
327,393   

Southern Co.

     16,183,036  
     

 

 

 
        90,267,078  
     

 

 

 
  

Total Common Stocks
(cost $7,480,677,366)

     8,116,372,474  
     

 

 

 

Corporate Bonds - 0.0%

  
  

Internet - 0.0%

 

$        157,087   

DraftKings, Inc.
5.00%, 12/23/2017(1)(2)(3)

     157,087  
     

 

 

 
  

Total Corporate Bonds
(cost $157,087)

     157,087  
     

 

 

 

Preferred Stocks - 3.3%

  
  

Capital Goods - 0.0%

 

372,334   

Lithium Technology Corp. *(1)(2)(3)

     1,813,267  
     

 

 

 
  

Commercial & Professional Services - 0.0%

 

33,739   

Rubicon Global Holdings LLC *(1)(2)(3)

     757,441  
     

 

 

 
  

Consumer Durables & Apparel - 0.0%

 

83,332   

One Kings Lane, Inc. *(1)(2)(3)

     86,665  
     

 

 

 

 


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Consumer Services - 0.2%

 

10,074   

Airbnb, Inc. Series E *(1)(2)(3)

   $ 1,057,770  
244,180   

DraftKings, Inc. *(1)(2)(3)

     468,826  
952,691   

DraftKings, Inc. Series D *(1)(2)(3)

     3,782,183  
                  1,939,742   

DraftKings, Inc. Series D-1 *(1)(2)(3)

     10,125,453  
     

 

 

 
     15,434,232  
     

 

 

 
  

Diversified Financials - 0.2%

 

1,161,507   

Social Finance, Inc. *(1)(2)(3)

     18,324,283  
     

 

 

 
  

Health Care Equipment & Services - 0.1%

 

956,830   

Moderna Therapeutics, Inc. Series E *(1)(2)(3)

     8,400,967  
     

 

 

 
  

Real Estate - 0.8%

 

245,862   

Redfin Corp. Series G *(1)(2)(3)

     1,015,410  
762,484   

WeWork Companies, Inc. Class D-1 *(1)(2)(3)

     38,270,787  
599,094   

WeWork Companies, Inc. Class D-2 *(1)(2)(3)

     30,069,876  
     

 

 

 
     69,356,073  
     

 

 

 
  

Retailing - 0.2%

 

448,670   

Coupang LLC *(1)(2)(3)

     1,839,547  
278,194   

Honest Co. *(1)(2)(3)

     9,592,129  
23,702   

JAND, Inc. Series D *(1)(2)(3)

     232,754  
     

 

 

 
     11,664,430  
     

 

 

 
  

Software & Services - 1.6%

 

143,626   

Birst, Inc. Series F *(1)(2)(3)

     755,473  
25,867   

Cloudera, Inc. *(1)(2)(3)

     475,694  
18,389   

Dropbox, Inc. Series C *(1)(2)(3)

     316,475  
566,622   

Essence Group Holdings Corp. *(1)(2)(3)

     1,144,576  
52,337   

ForeScout Technologies, Inc. *(1)(2)(3)

     689,802  
12,426   

General Assembly Space, Inc. *(1)(2)(3)

     609,134  
77,707   

Lookout, Inc. Series F *(1)(2)(3)

     621,656  
95,031   

MarkLogic Corp. Series F *(1)(2)(3)

     1,003,527  
118,110   

Nutanix, Inc. *(1)(2)(3)

     3,461,975  
2,286,050   

Pinterest, Inc. Series G *(1)(2)(3)

     14,310,673  
47,064   

Sharecare *(1)(2)(3)

     11,759,882  
33,135   

Trade Desk, Inc. Series C *(1)(2)(3)

     956,576  
2,000,820   

Uber Technologies, Inc. *(1)(2)(3)

     97,584,449  
58,205   

Veracode, Inc. *(1)(2)(3)

     1,193,785  
306,876   

Zuora, Inc. Series F *(1)(2)(3)

     1,166,129  
     

 

 

 
           136,049,806  
     

 

 

 
  

Technology Hardware & Equipment - 0.2%

 

5,362,869   

Rethink Robotics, Inc. *(1)(2)(3)

     18,524,422  
     

 

 

 
  

Telecommunication Services - 0.0%

 

1,923   

DocuSign, Inc. Series B *(1)(2)(3)

     35,710  
576   

DocuSign, Inc. Series B-1 *(1)(2)(3)

     10,696  
1,383   

DocuSign, Inc. Series D *(1)(2)(3)

     25,682  
29,941   

DocuSign, Inc. Series E *(1)(2)(3)

     556,005  
     

 

 

 
     628,093  
     

 

 

 
  

Total Preferred Stocks
(cost $170,301,987)

     281,039,679  
     

 

 

 

Convertible Preferred Stocks - 0.0%

  
  

Retailing - 0.0%

 

28,025   

Honest Co. Series C *(1)(2)(3)

     966,302  
     

 

 

 
  

Total Convertible Preferred Stocks
(cost $758,281)

     966,302  
     

 

 

 
  

Total Long-Term Investments
(cost $7,651,894,721)

     8,398,535,542  
     

 

 

 

Short-Term Investments - 1.5%

  
  

Other Investment Pools & Funds - 1.5%

 

125,581,602   

Fidelity Institutional Government Fund, Institutional Class

     125,581,602  
     

 

 

 
  

Total Short-Term Investments
(cost $125,581,602)

     125,581,602  
     

 

 

 


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

    

Total Investments
(cost $7,777,476,323)^

     100.0%      $ 8,524,117,144  
    

Other Assets and Liabilities

     0.0%        (1,288,094
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $   8,522,829,050  
       

 

 

    

 

 

 

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

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

    $ 1,026,520,255  

Unrealized Depreciation

      (279,879,434
   

 

 

 

Net Unrealized Appreciation

    $     746,640,821  
   

 

 

 

 

* Non-income producing.
(1) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2017, the aggregate fair value of these securities was $341,818,304, which represents 4.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(2) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $341,818,304, which represents 4.0% of total net assets.
(3) The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

              Period

            Acquired

   Shares/ Par             Security    Cost Basis    

        07/2015

     10,074     Airbnb, Inc. Series E Preferred    $ 937,833    

        03/2015

     143,626     Birst, Inc. Series F Preferred      838,905    

        12/2016

     73,662     Centennial Resource Development, Inc. Class A      1,071,045    

        11/2014

     448,670     Coupang LLC Preferred      1,396,764    

        02/2014

     25,867     Cloudera, Inc. Preferred      376,623    

        02/2014

     1,923     DocuSign, Inc. Series B Preferred      25,254    

        02/2014

     576     DocuSign, Inc. Series B-1 Preferred      7,564    

        02/2014

     1,383     DocuSign, Inc. Series D Preferred      18,162    

        02/2014

     29,941     DocuSign, Inc. Series E Preferred      393,197    

        12/2015

     157,087     DraftKings, Inc.      157,087    

        12/2014

     244,180     DraftKings, Inc. Preferred      439,837    

        08/2015

     952,691     DraftKings, Inc. Series D Preferred      5,131,092    

        08/2015

     1,939,742     DraftKings, Inc. Series D-1 Preferred      14,868,916    

        01/2014

     18,389     Dropbox, Inc. Series C Preferred      351,252    

        05/2014

     566,622     Essence Group Holdings Corp. Preferred      895,999    

        11/2015

     52,337     ForeScout Technologies, Inc. Preferred      621,083    

        07/2015

     12,426     General Assembly Space, Inc. Preferred      609,134    

        06/2015

     806,800     Harry’s, Inc.          10,846,942    

        01/2015

     12,011     Honest Co.      324,985    


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

        08/2015

     278,194     Honest Co. Preferred      12,728,766    

        08/2014

     28,025     Honest Co. Series C Convertible Preferred      758,281    

        04/2015

     10,615     JAND, Inc. Class A      121,917    

        04/2015

     23,702     JAND, Inc. Series D Preferred      272,225    

        08/2015

     4,595     Klarna Holding AB      503,982    

        08/2014

     372,334     Lithium Technology Corp. Preferred      1,814,756    

        07/2014

     77,707     Lookout, Inc. Series F Preferred      887,655    

        04/2015

     95,031     MarkLogic Corp. Series F Preferred      1,103,709    

        12/2014

     956,830     Moderna Therapeutics, Inc. Series E Preferred      5,900,771    

        08/2014

     118,110     Nutanix, Inc. Preferred      1,582,261    

        01/2014

     83,332     One Kings Lane, Inc. Preferred      1,284,729    

        03/2015

     2,286,050     Pinterest, Inc. Series G Preferred      16,411,763    

        12/2014

     245,862     Redfin Corp. Series G Preferred      810,779    

        03/2015

     5,362,869     Rethink Robotics, Inc. Preferred      13,365,342    

        09/2015

     33,739     Rubicon Global Holdings LLC Preferred      673,447    

        03/2015

     47,064     Sharecare Preferred      11,759,882    

        09/2015

     1,161,507     Social Finance, Inc. Preferred      18,324,283    

        11/2013

     770,636     Tory Burch LLC      60,399,726    

        02/2016

     33,135     Trade Desk, Inc. Series C Preferred      518,608    

        06/2014

     2,000,820     Uber Technologies, Inc. Preferred      31,038,821    

        08/2014

     58,205     Veracode, Inc. Preferred      1,074,808    

        12/2014

     153,417     WeWork Companies, Inc. Class A, REIT      2,554,571    

        12/2014

     762,484     WeWork Companies, Inc. Class D-1 Preferred      12,696,243    

        12/2014

     599,094     WeWork Companies, Inc. Class D-2 Preferred      9,975,610    

        10/2005

     25,200     Weinstein Co. LLC      23,636,380    

        01/2015

     306,876     Zuora, Inc. Series F Preferred      1,165,914    

        01/2015

     306,876     Zuora, Inc. Series F Preferred      1,165,914    
          270,676,903    
       

 

 

 
        $     270,676,903    
       

 

 

 

At January 31, 2017, the aggregate value of these securities was $341,818,304, which represents 4.0% of total net assets.

 

Foreign Currency Contracts Outstanding at January 31, 2017  
Currency    Buy / Sell        Delivery Date            Counterparty      Contract
Amount
     Market Value †     

Unrealized

Appreciation/

(Depreciation)

 

EUR

     Sell            03/15/17        CBK      $ 11,709,671      $ 11,811,923      $ (102,252)  

EUR

     Sell            03/15/17        CBK        6,794,863        7,020,528        (225,665)  

EUR

     Sell            03/15/17        MSC        46,281,269        46,844,264        (562,995)  

JPY

     Sell            03/15/17        CBK        94,510,821        95,893,274        (1,382,453)  
                   

 

 

 

Total

                    $             (2,273,365)  
                   

 

 

 

 

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)     
Counterparty Abbreviations:     
CBK    Citibank NA   
MSC    Morgan Stanley   
Currency Abbreviations:     
EUR    Euro   
JPY    Japanese Yen   
Other Abbreviations:     
ADR    American Depositary Receipt   
CMO    Collateralized Mortgage Obligation   
GDR    Global Depositary Receipt   
PJSC    Private Joint Stock Company   
REIT    Real Estate Investment Trust   


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total     Level 1(1)      Level 2(1)         Level 3(1)  

Assets

         

Common Stocks

         

Automobiles & Components

   $ 220,933,623      $ 220,933,623       $ —      $ —   

Banks

     885,459,952        701,927,793         183,532,159        —   

Capital Goods

     337,570,327        245,803,810         80,374,501        11,392,016   

Commercial & Professional Services

     43,823,996        43,318,179         —        505,817   

Consumer Durables & Apparel

     226,854,756        110,159,731         116,695,025        —   

Consumer Services

     209,748,803        209,748,803         —        —   

Diversified Financials

     345,792,770        320,997,010         24,795,760        —   

Energy

     269,825,583        198,974,077         69,621,121        1,230,385   

Food & Staples Retailing

     55,328,523        47,728,960         7,599,563        —   

Food, Beverage & Tobacco

     254,447,786        254,447,786         —        —   

Health Care Equipment & Services

     436,275,756        436,275,756         —        —   

Household & Personal Products

     85,825,233        73,698,009         12,127,224        —   

Insurance

     443,487,997        416,362,840         27,125,157        —   

Materials

     415,729,327        226,207,495         189,521,832        —   

Media

     150,685,267        150,685,267         —        —   

Pharmaceuticals, Biotechnology & Life Sciences

     633,754,074        621,164,363         12,589,711        —   

Real Estate

     111,835,677        94,294,180         9,841,152        7,700,345   

Retailing

     468,804,030        429,977,357         —        38,826,673   

Semiconductors & Semiconductor Equipment

     270,414,946        251,903,647         18,511,299        —   

Software & Services

     1,439,768,886        1,392,851,277         46,917,609        —   

Technology Hardware & Equipment

     307,928,856        202,508,025         105,420,831        —   

Telecommunication Services

     119,028,628        94,790,155         24,238,473        —   

Transportation

     292,780,600        292,780,600         —        —   

Utilities

     90,267,078        90,267,078         —        —   

Corporate Bonds

     157,087        —         —        157,087   

Preferred Stocks

     281,039,679        —         —        281,039,679   

Convertible Preferred Stocks

     966,302        —         —        966,302   

Short-Term Investments

     125,581,602        125,581,602         —        —   
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     8,524,117,144      $     7,253,387,423       $     928,911,417      $     341,818,304   
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (2,273,365   $ —       $ (2,273,365   $ —   
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (2,273,365   $ —       $ (2,273,365   $ —   
  

 

 

   

 

 

    

 

 

   

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the period ended January 31, 2017:

 

     Common Stocks     

Convertible
Preferred
Stocks

 

     Corporate Bonds      Preferred
Stocks
     Total  

Beginning balance

   $ 58,122,250      $ 1,051,218        $157,087      $ 290,651,430      $ 349,981,985  

Purchases

     1,071,045        -        -        -        1,071,045  

Sales

     -        -        -        -        -  

Accrued discounts/(premiums)

     -        -        -        -        -  

Total realized gain/(loss)

     -        -        -        -        -  


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

 

Net change in unrealized appreciation/(depreciation)      461,941        (84,916     -        (9,611,751     (9,234,726

Transfers into Level 3

     -        -       -        -       -  

Transfers out of Level 3

     -        -       -        -       -  
  

 

 

 

Ending balance

           $ 59,655,236              $ 966,302                 $ 157,087              $ 281,039,679             $         341,818,304  
  

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at January 31, 2017 was $(9,234,726).


 

The Hartford Checks and Balances Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount           Market Value  

Affiliated Investment Companies - 100.2%

     
    

Domestic Equity Funds - 67.2%

     
14,200,585     

The Hartford Capital Appreciation Fund, Class Y

      $ 596,282,545  
23,581,419     

The Hartford Dividend and Growth Fund, Class Y

        594,487,563  
          

 

 

 
    

Total Domestic Equity Funds
(cost $1,055,773,378)

        1,190,770,108  
          

 

 

 
    

Taxable Fixed Income Funds - 33.0%

     
56,088,782     

The Hartford Total Return Bond Fund, Class Y

        583,884,219  
          

 

 

 
    

Total Taxable Fixed Income Funds
(cost $605,759,488)

        583,884,219  
          

 

 

 
    

Total Affiliated Investment Companies
(cost $1,661,532,866)

        1,774,654,327  
          

 

 

 
    

Total Long-Term Investments
(cost $1,661,532,866)

        1,774,654,327  
          

 

 

 
    

Total Investments
(cost $1,661,532,866)^

     100.2%      $ 1,774,654,327  
    

Other Assets and Liabilities

     (0.2)%        (3,527,209
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $   1,771,127,118  
       

 

 

    

 

 

 

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $ 134,996,730  

Unrealized Depreciation

     (21,875,269
  

 

 

 

Net Unrealized Appreciation

   $     113,121,461  
  

 

 

 

 

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


 

The Hartford Checks and Balances Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

           

Affiliated Investment Companies

   $     1,774,654,327      $     1,774,654,327      $                     —      $                     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 1,774,654,327      $ 1,774,654,327      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.


 

The Hartford Conservative Allocation Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount           Market Value  

Affiliated Investment Companies - 100.1%

     
    

Alternative Funds - 6.1%

     
620,741     

Hartford Real Total Return Fund, Class Y

 

   $ 5,555,635  
305,283     

The Hartford Global Real Asset Fund, Class Y

 

     2,765,863  
          

 

 

 
    

Total Alternative Funds
(cost $9,025,839)

 

     8,321,498  
          

 

 

 
    

Domestic Equity Funds - 27.6%

     
439,880     

Hartford Core Equity Fund, Class Y

 

     11,084,988  
304,513     

Hartford Small Cap Core Fund, Class Y

 

     4,141,372  
591,756     

The Hartford Equity Income Fund, Class Y

 

     11,065,833  
66,871     

The Hartford Growth Opportunities Fund, Class Y

 

     2,767,776  
270,234     

The Hartford MidCap Fund, Class Y

 

     8,323,210  
          

 

 

 
    

Total Domestic Equity Funds
(cost $34,100,307)

 

     37,383,179  
          

 

 

 
    

International/Global Equity Funds - 7.2%

     
309,637     

Hartford Schroders International Multi-Cap Value Fund, Class Y

 

     2,774,344  
356,875     

The Hartford International Opportunities Fund, Class Y

 

     5,527,988  
97,866     

The Hartford International Small Company Fund, Class Y

 

     1,390,673  
          

 

 

 
    

Total International/Global Equity Funds
(cost $9,393,468)

 

     9,693,005  
          

 

 

 
    

Multi-Strategy Funds - 5.1%

 

646,280     

The Hartford Global All-Asset Fund, Class Y

 

     6,928,117  
          

 

 

 
    

Total Multi-Strategy Funds
(cost $6,442,429)

 

     6,928,117  
          

 

 

 
    

Taxable Fixed Income Funds - 54.1%

     
501,132     

The Hartford Inflation Plus Fund, Class Y*

 

     5,547,534  
1,823,082     

The Hartford Quality Bond Fund, Class Y

 

     18,084,972  
1,131,036     

The Hartford Short Duration Fund, Class Y

 

     11,106,773  
1,379,098     

The Hartford Strategic Income Fund, Class Y

 

     11,970,568  
1,349,333     

The Hartford Total Return Bond Fund, Class Y

 

     14,046,558  
1,208,393     

The Hartford World Bond Fund, Class Y

 

     12,470,611  
          

 

 

 
    

Total Taxable Fixed Income Funds
(cost $73,710,357)

 

     73,227,016  
          

 

 

 
    

Total Affiliated Investment Companies
(cost $132,672,400)

 

     135,552,815  
          

 

 

 
    

Total Long-Term Investments
(cost $132,672,400)

 

     135,552,815  
          

 

 

 
    

Total Investments
(cost $132,672,400)^

     100.1%      $ 135,552,815  
    

Other Assets and Liabilities

     (0.1)%        (119,243
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $   135,433,572  
       

 

 

    

 

 

 

 

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

 

   For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $ 4,796,969  

Unrealized Depreciation

     (1,916,554
  

 

 

 

Net Unrealized Appreciation

   $       2,880,415  
  

 

 

 

 

* Non-income producing.

 

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


 

The Hartford Conservative Allocation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

           

Affiliated Investment Companies

   $     135,552,815      $     135,552,815      $                     —      $                     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 135,552,815      $ 135,552,815      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.


 

Hartford Core Equity Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 95.5%

  
  

Banks - 10.2%

  
2,985,665   

Bank of America Corp.

   $ 67,595,456  
716,145   

Citigroup, Inc.

     39,982,375  
936,727   

JP Morgan Chase & Co.

     79,275,206  
102,797   

M&T Bank Corp.

     16,711,708  
495,216   

PNC Financial Services Group, Inc.

     59,653,720  
     

 

 

 
           263,218,465  
     

 

 

 
  

Capital Goods - 7.0%

  
720,456   

AMETEK, Inc.

     36,815,301  
352,259   

Fortune Brands Home & Security, Inc.

     19,420,039  
95,509   

General Dynamics Corp.

     17,294,770  
390,597   

Honeywell International, Inc.

     46,215,437  
233,243   

Illinois Tool Works, Inc.

     29,668,510  
167,101   

Snap-on, Inc.

     30,333,844  
     

 

 

 
     179,747,901  
     

 

 

 
  

Commercial & Professional Services - 3.2%

  
234,842   

Equifax, Inc.

     27,542,270  
443,740   

Republic Services, Inc.

     25,461,801  
342,468   

Verisk Analytics, Inc. Class A*

     28,301,556  
     

 

 

 
     81,305,627  
     

 

 

 
  

Consumer Durables & Apparel - 2.7%

  
688,483   

NIKE, Inc. Class B

     36,420,751  
624,678   

VF Corp.

     32,158,423  
     

 

 

 
     68,579,174  
     

 

 

 
  

Consumer Services - 2.8%

  
927,970   

Aramark

     31,402,505  
733,603   

Starbucks Corp.

     40,509,558  
     

 

 

 
     71,912,063  
     

 

 

 
  

Diversified Financials - 1.8%

  
286,739   

Capital One Financial Corp.

     25,058,121  
625,053   

Synchrony Financial

     22,389,399  
     

 

 

 
     47,447,520  
     

 

 

 
  

Energy - 3.3%

  
306,704   

Baker Hughes, Inc.

     19,346,888  
204,525   

Concho Resources, Inc.*

     28,518,966  
366,643   

EOG Resources, Inc.

     37,243,596  
     

 

 

 
     85,109,450  
     

 

 

 
  

Food & Staples Retailing - 3.5%

  
352,117   

Costco Wholesale Corp.

     57,729,582  
977,020   

Kroger Co.

     33,179,599  
     

 

 

 
     90,909,181  
     

 

 

 
  

Food, Beverage & Tobacco - 6.4%

  
824,100   

Altria Group, Inc.

     58,659,438  
315,467   

Molson Coors Brewing Co. Class B

     30,448,875  
1,150,298   

Mondelez International, Inc. Class A

     50,935,196  
554,174   

Monster Beverage Corp.*

     23,607,812  
     

 

 

 
     163,651,321  
     

 

 

 
  

Health Care Equipment & Services - 5.6%

  
481,331   

HCA Holdings, Inc.*

     38,641,253  
536,877   

Hologic, Inc.*

     21,759,625  
490,980   

Medtronic plc

     37,324,299  
290,761   

UnitedHealth Group, Inc.

     47,132,358  
     

 

 

 
     144,857,535  
     

 

 

 
  

Household & Personal Products - 3.3%

  
670,929   

Colgate-Palmolive Co.

     43,328,595  
499,541   

Estee Lauder Cos., Inc. Class A

     40,567,724  
     

 

 

 
        83,896,319  
     

 

 

 


 

Hartford Core Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Insurance - 4.2%

 

345,368   

Allstate Corp.

   $ 25,975,127  
396,253   

Chubb Ltd.

     52,103,307  
798,035   

XL Group Ltd.

     29,982,175  
     

 

 

 
        108,060,609  
     

 

 

 
  

Materials - 3.6%

 

593,663   

Crown Holdings, Inc.*

     32,158,725  
432,605   

Dow Chemical Co.

     25,796,236  
299,226   

Ecolab, Inc.

     35,946,019  
     

 

 

 
        93,900,980  
     

 

 

 
  

Media - 2.4%

 

828,144   

Comcast Corp. Class A

     62,458,621  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 6.6%

 

162,100   

Allergan plc*

     35,482,069  
682,129   

Bristol-Myers Squibb Co.

     33,533,462  
434,566   

Eli Lilly & Co.

     33,474,619  
648,180   

Merck & Co., Inc.

     40,180,678  
184,755   

Thermo Fisher Scientific, Inc.

     28,154,814  
     

 

 

 
        170,825,642  
     

 

 

 
  

Retailing - 4.4%

 

8,553   

AutoZone, Inc.*

     6,200,754  
375,614   

Dollar Tree, Inc.*

     28,993,645  
520,662   

Lowe’s Cos., Inc.

     38,049,979  
529,576   

TJX Cos., Inc.

     39,675,834  
     

 

 

 
        112,920,212  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 1.9%

 

340,178   

Analog Devices, Inc.

     25,492,939  
120,346   

Broadcom Ltd.

     24,009,027  
     

 

 

 
        49,501,966  
     

 

 

 
  

Software & Services - 11.6%

 

157,282   

Accenture plc Class A

     17,909,701  
75,133   

Alphabet, Inc. Class A*

     61,623,335  
16,968   

Alphabet, Inc. Class C*

     13,519,933  
399,422   

Automatic Data Processing, Inc.

     40,337,628  
636,992   

eBay, Inc.*

     20,275,455  
232,032   

Electronic Arts, Inc.*

     19,358,430  
539,247   

GoDaddy, Inc. Class A*

     19,267,295  
431,425   

Mastercard, Inc. Class A

     45,873,420  
673,495   

Microsoft Corp.

     43,541,452  
458,619   

PayPal Holdings, Inc.*

     18,243,864  
     

 

 

 
        299,950,513  
     

 

 

 
  

Technology Hardware & Equipment - 4.9%

 

665,080   

Apple, Inc.

     80,707,458  
504,580   

Keysight Technologies, Inc.*

     18,704,781  
103,689   

SYNNEX Corp.

     12,461,344  
191,459   

Western Digital Corp.

     15,265,026  
     

 

 

 
        127,138,609  
     

 

 

 
  

Transportation - 1.3%

 

176,146   

FedEx Corp.

     33,310,970  
     

 

 

 
  

Utilities - 4.8%

 

662,274   

American Electric Power Co., Inc.

     42,425,272  
395,947   

NextEra Energy, Inc.

     48,986,563  
422,365   

Pinnacle West Capital Corp.

     32,788,194  
     

 

 

 
              124,200,029  
     

 

 

 
  

Total Common Stocks
(cost $2,271,414,402)

     2,462,902,707  
     

 

 

 

 


 

Hartford Core Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

    

Total Long-Term Investments
(cost $2,271,414,402)

 

     2,462,902,707  
          

 

 

 

Short-Term Investments - 3.9%

     
    

Other Investment Pools & Funds - 3.9%

 

100,654,789     

Fidelity Institutional Government Fund, Institutional Class

 

   $ 100,654,789  
          

 

 

 
    

Total Short-Term Investments
(cost $100,654,789)

 

     100,654,789  
          

 

 

 
    

Total Investments
(cost $2,372,069,191)^

     99.4%      $ 2,563,557,496  
    

Other Assets and Liabilities

     0.6%        15,155,589  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $   2,578,713,085  
       

 

 

    

 

 

 

 

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 shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $ 236,957,581  

Unrealized Depreciation

     (45,469,276
  

 

 

 

Net Unrealized Appreciation

   $     191,488,305  
  

 

 

 

 

* Non-income producing.

Futures Contracts Outstanding at January 31, 2017

Description   

Number of

Contracts

    

Expiration

Date

    

Notional

Amount

    

Market

Value †

    

Unrealized

Appreciation/

(Depreciation)

 

Long position contracts:

              

S&P 500 (E-Mini) Future

     717        03/17/2017      $         81,151,666      $         81,540,825      $ 389,159  
              

 

 

 
              
              

 

 

 

Total futures contracts

               $         389,159  
              

 

 

 

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


 

Hartford Core Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total    Level 1(1)    Level 2(1)    Level 3(1)

Assets

                   

Common Stocks

                   

Banks

     $ 263,218,465      $ 263,218,465      $      $

Capital Goods

       179,747,901        179,747,901              

Commercial & Professional Services

       81,305,627        81,305,627              

Consumer Durables & Apparel

       68,579,174        68,579,174              

Consumer Services

       71,912,063        71,912,063              

Diversified Financials

       47,447,520        47,447,520              

Energy

       85,109,450        85,109,450              

Food & Staples Retailing

       90,909,181        90,909,181              

Food, Beverage & Tobacco

       163,651,321        163,651,321              

Health Care Equipment & Services

       144,857,535        144,857,535              

Household & Personal Products

       83,896,319        83,896,319              

Insurance

       108,060,609        108,060,609              

Materials

       93,900,980        93,900,980              

Media

       62,458,621        62,458,621              

Pharmaceuticals, Biotechnology & Life Sciences

       170,825,642        170,825,642              

Retailing

       112,920,212        112,920,212              

Semiconductors & Semiconductor Equipment

       49,501,966        49,501,966              

Software & Services

       299,950,513        299,950,513              

Technology Hardware & Equipment

       127,138,609        127,138,609              

Transportation

       33,310,970        33,310,970              

Utilities

       124,200,029        124,200,029              

Short-Term Investments

       100,654,789        100,654,789              

Futures Contracts(2)

       389,159        389,159              
    

 

 

      

 

 

      

 

 

      

 

 

 

Total

     $     2,563,946,655      $     2,563,946,655      $                     —      $                     —
    

 

 

      

 

 

      

 

 

      

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.


 

The Hartford Dividend and Growth Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 97.3%

  
  

Automobiles & Components - 1.1%

  
7,287,990   

Ford Motor Co.

   $ 90,079,556  
     

 

 

 
  

Banks - 12.3%

  
9,696,645   

Bank of America Corp.

     219,532,043  
908,960   

Bank of Nova Scotia

     54,337,629  
2,952,980   

JP Morgan Chase & Co.

     249,910,697  
1,430,591   

PNC Financial Services Group, Inc.

     172,328,992  
585,665   

US Bancorp

     30,835,262  
4,233,310   

Wells Fargo & Co.

     238,462,352  
     

 

 

 
           965,406,975  
     

 

 

 
  

Capital Goods - 5.0%

 

841,700   

ABB Ltd. ADR*

     20,049,294  
381,430   

Boeing Co.

     62,333,291  
711,545   

Caterpillar, Inc.

     68,066,395  
1,125,160   

Eaton Corp. plc

     79,638,825  
706,444   

Honeywell International, Inc.

     83,586,454  
250,180   

Lockheed Martin Corp.

     62,877,739  
69,320   

WW Grainger, Inc.

     17,508,152  
     

 

 

 
     394,060,150  
     

 

 

 
  

Commercial & Professional Services - 0.5%

 

333,510   

Equifax, Inc.

     39,114,053  
     

 

 

 
  

Consumer Durables & Apparel - 0.2%

 

311,540   

VF Corp.

     16,038,079  
     

 

 

 
  

Consumer Services - 0.5%

 

715,796   

Hilton Worldwide Holdings, Inc.

     41,215,553  
     

 

 

 
  

Diversified Financials - 4.2%

 

176,948   

BlackRock, Inc.

     66,175,013  
221,270   

Goldman Sachs Group, Inc.

     50,741,636  
881,550   

Intercontinental Exchange, Inc.

     51,447,258  
564,660   

Invesco Ltd.

     16,329,967  
803,980   

Northern Trust Corp.

     66,698,181  
2,132,920   

Synchrony Financial

     76,401,195  
     

 

 

 
     327,793,250  
     

 

 

 
  

Energy - 9.5%

 

834,110   

Anadarko Petroleum Corp.

     57,995,668  
1,819,350   

Chevron Corp.

     202,584,623  
294,429   

EOG Resources, Inc.

     29,908,098  
1,516,746   

Exxon Mobil Corp.

     127,239,822  
392,020   

Halliburton Co.

     22,176,571  
2,011,290   

Hess Corp.

     108,971,692  
852,503   

Royal Dutch Shell plc Class B

     24,078,438  
2,517,540   

Suncor Energy, Inc.

     78,144,442  
1,857,899   

Total S.A. ADR

     93,935,373  
     

 

 

 
     745,034,727  
     

 

 

 
  

Food & Staples Retailing - 2.3%

 

358,780   

Costco Wholesale Corp.

     58,821,981  
759,240   

CVS Health Corp.

     59,835,704  
757,117   

Walgreens Boots Alliance, Inc.

     62,038,167  
     

 

 

 
     180,695,852  
     

 

 

 
  

Food, Beverage & Tobacco - 3.6%

 

687,920   

Coca-Cola Co.

     28,596,834  
1,928,070   

Mondelez International, Inc. Class A

     85,374,940  
866,830   

PepsiCo, Inc.

     89,959,618  
839,995   

Philip Morris International, Inc.

     80,748,719  
     

 

 

 
     284,680,111  
     

 

 

 
  

Health Care Equipment & Services - 4.1%

 

1,098,090   

Cardinal Health, Inc.

     82,312,826  
208,430   

McKesson Corp.

     29,003,035  


 

The Hartford Dividend and Growth Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

1,591,120   

Medtronic plc

   $ 120,956,942  
558,606   

UnitedHealth Group, Inc.

     90,550,033  
     

 

 

 
        322,822,836  
     

 

 

 
  

Household & Personal Products - 0.4%

 

297,440   

Colgate-Palmolive Co.

     19,208,675  
396,600   

Unilever N.V.

     16,121,790  
     

 

 

 
        35,330,465  
     

 

 

 
  

Insurance - 7.9%

 

1,424,333   

Chubb Ltd.

     187,285,546  
1,388,510   

Marsh & McLennan Cos., Inc.

     94,446,450  
1,131,735   

MetLife, Inc.

     61,577,701  
1,933,325   

Principal Financial Group, Inc.

     110,373,524  
1,598,840   

Prudential Financial, Inc.

     168,054,073  
     

 

 

 
        621,737,294  
     

 

 

 
  

Materials - 3.7%

 

427,280   

Ball Corp.

     32,584,373  
836,530   

BHP Billiton plc ADR

     30,608,633  
1,024,670   

Celanese Corp. Series A

     86,482,148  
1,111,420   

Dow Chemical Co.

     66,273,974  
1,359,520   

International Paper Co.

     76,948,832  
     

 

 

 
              292,897,960  
     

 

 

 
  

Media - 3.5%

 

2,856,652   

Comcast Corp. Class A

     215,448,694  
1,937,986   

Twenty-First Century Fox, Inc. Class A

     60,814,001  
     

 

 

 
        276,262,695  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 9.8%

 

4,164,720   

AstraZeneca plc ADR

     113,405,326  
2,690,470   

Bristol-Myers Squibb Co.

     132,263,505  
1,127,453   

Eli Lilly & Co.

     86,847,705  
1,117,267   

Johnson & Johnson

     126,530,488  
3,543,088   

Merck & Co., Inc.

     219,636,025  
2,797,783   

Pfizer, Inc.

     88,773,654  
     

 

 

 
        767,456,703  
     

 

 

 
  

Real Estate - 0.6%

 

432,930   

American Tower Corp. REIT

     44,808,255  
     

 

 

 
  

Retailing - 2.0%

 

479,900   

Expedia, Inc.

     58,351,041  
531,320   

L Brands, Inc.

     31,990,777  
927,760   

Lowe’s Cos., Inc.

     67,800,701  
     

 

 

 
        158,142,519  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 3.1%

 

5,534,560   

Intel Corp.

     203,782,499  
550,570   

Texas Instruments, Inc.

     41,590,058  
     

 

 

 
        245,372,557  
     

 

 

 
  

Software & Services - 7.6%

 

703,235   

Accenture plc Class A

     80,077,370  
230,477   

Alphabet, Inc. Class A*

     189,034,931  
1,611,480   

eBay, Inc.*

     51,293,408  
4,299,942   

Microsoft Corp.

     277,991,250  
     

 

 

 
        598,396,959  
     

 

 

 
  

Technology Hardware & Equipment - 4.0%

 

1,318,785   

Apple, Inc.

     160,034,560  
2,832,675   

Cisco Systems, Inc.

     87,019,776  
793,310   

Motorola Solutions, Inc.

     64,028,050  
     

 

 

 
        311,082,386  
     

 

 

 
  

Telecommunication Services - 1.9%

 

3,124,690   

Verizon Communications, Inc.

     153,141,057  
     

 

 

 
  

Transportation - 4.8%

 

426,076   

Canadian National Railway Co.

     29,620,803  


 

The Hartford Dividend and Growth Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

2,141,201     

CSX Corp.

 

   $ 99,330,314  
1,064,590     

Delta Air Lines, Inc.

 

     50,291,232  
324,370     

FedEx Corp.

 

     61,341,611  
1,234,213     

United Parcel Service, Inc. Class B

 

     134,689,665  
          

 

 

 
     375,273,625  
          

 

 

 
    

Utilities - 4.7%

 

1,291,415     

Dominion Resources, Inc.

 

     98,509,136  
1,182,950     

Edison International

 

     86,213,396  
1,862,175     

Exelon Corp.

 

     66,814,839  
988,545     

NextEra Energy, Inc.

 

     122,302,788  
          

 

 

 
     373,840,159  
          

 

 

 
    

Total Common Stocks
(cost $5,509,523,216)

 

     7,660,683,776  
          

 

 

 
    

Total Long-Term Investments
(cost $5,509,523,216)

 

     7,660,683,776  
          

 

 

 

Short-Term Investments - 2.9%

     
    

Other Investment Pools & Funds - 2.9%

 

225,232,960     

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

 

     225,232,960  
          

 

 

 
    

Total Short-Term Investments
(cost $225,232,960)

 

     225,232,960  
          

 

 

 
    

Total Investments
(cost $5,734,756,176)^

     100.2%      $ 7,885,916,736  
    

Other Assets and Liabilities

     (0.2)%        (15,157,455
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $   7,870,759,281  
       

 

 

    

 

 

 

 

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 shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $ 2,184,433,364  

Unrealized Depreciation

     (33,272,804
  

 

 

 

Net Unrealized Appreciation

   $   2,151,160,560  
  

 

 

 

 

* Non-income producing.

† 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   
REIT   Real Estate Investment Trust   


 

The Hartford Dividend and Growth Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total    Level 1(1)    Level 2(1)    Level 3(1)

Assets

                   

Common Stocks

                   

Automobiles & Components

     $ 90,079,556      $ 90,079,556      $      $

Banks

       965,406,975        965,406,975              

Capital Goods

       394,060,150        394,060,150              

Commercial & Professional Services

       39,114,053        39,114,053              

Consumer Durables & Apparel

       16,038,079        16,038,079              

Consumer Services

       41,215,553        41,215,553              

Diversified Financials

       327,793,250        327,793,250              

Energy

       745,034,727        720,956,289        24,078,438       

Food & Staples Retailing

       180,695,852        180,695,852              

Food, Beverage & Tobacco

       284,680,111        284,680,111              

Health Care Equipment & Services

       322,822,836        322,822,836              

Household & Personal Products

       35,330,465        35,330,465              

Insurance

       621,737,294        621,737,294              

Materials

       292,897,960        292,897,960              

Media

       276,262,695        276,262,695              

Pharmaceuticals, Biotechnology & Life Sciences

       767,456,703        767,456,703              

Real Estate

       44,808,255        44,808,255              

Retailing

       158,142,519        158,142,519              

Semiconductors & Semiconductor Equipment

       245,372,557        245,372,557              

Software & Services

       598,396,959        598,396,959              

Technology Hardware & Equipment

       311,082,386        311,082,386              

Telecommunication Services

       153,141,057        153,141,057              

Transportation

       375,273,625        375,273,625              

Utilities

       373,840,159        373,840,159              

Short-Term Investments

       225,232,960        225,232,960              
    

 

 

      

 

 

      

 

 

      

 

 

 

Total

     $   7,885,916,736      $   7,861,838,298      $       24,078,438      $                     —
    

 

 

      

 

 

      

 

 

      

 

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.


 

Hartford Emerging Markets Equity Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 98.5%

 

  

Brazil - 8.5%

 

173,500   

Banco Bradesco S.A. (Preference Shares)

   $ 1,800,466  
38,873   

Banco do Brasil S.A.

     383,783  
63,009   

Banco Santander Brasil S.A. ADR

     624,419  
24,300   

Centrais Eletricas Brasileiras S.A.*

     160,632  
13,947   

Cia Paranaense de Energia ADR

     142,399  
24,059   

Cosan Ltd. Class A

     196,803  
39,002   

EDP - Energias do Brasil S.A.

     173,901  
94,700   

Gerdau S.A. (Preference Shares)

     366,647  
124,200   

Itau Unibanco Holding S.A. (Preference Shares)

     1,467,807  
50,606   

Kroton Educacional S.A.

     216,968  
15,836   

Localiza Rent a Car S.A.

     185,191  
7,197   

M Dias Branco S.A.

     283,029  
56,009   

Qualicorp S.A.

     366,331  
14,416   

Raia Drogasil S.A.

     299,657  
22,901   

Smiles S.A.

     377,916  
11,200   

Telefonica Brasil S.A. (Preference Shares)

     165,880  
36,735   

Transmissora Alianca de Energia Eletrica S.A. UNIT

     250,177  
     

 

 

 
     7,462,006  
     

 

 

 
  

Chile - 0.5%

 

106,512   

Cencosud S.A.

     309,547  
29,000   

Enel Chile S.A.

     139,780  
     

 

 

 
     449,327  
     

 

 

 
  

China - 21.5%

 

496,042   

Agile Group Holdings Ltd.

     264,879  
1,522,520   

Agricultural Bank of China Ltd. Class H

     635,989  
18,582   

Alibaba Group Holding Ltd. ADR*

     1,882,542  
102,756   

Anhui Conch Cement Co., Ltd. Class H

     330,665  
1,445,019   

Bank of China Ltd. Class H

     654,473  
1,287,568   

Bank of Communications Co., Ltd. Class H

     947,061  
573,305   

China Cinda Asset Management Co., Ltd. Class H

     198,613  
3,187,025   

China Construction Bank Corp. Class H

     2,362,823  
348,318   

China Shenhua Energy Co., Ltd. Class H

     736,103  
1,223,781   

China Telecom Corp. Ltd. Class H

     577,794  
262,500   

Chongqing Rural Commercial Bank Co., Ltd. Class H

     159,844  
627,522   

Dongfeng Motor Group Co., Ltd. Class H

     665,259  
569,058   

Geely Automobile Holdings Ltd.

     672,583  
521,623   

Great Wall Motor Co., Ltd. Class H

     522,657  
171,101   

Guangzhou Automobile Group Co., Ltd. Class H

     233,350  
169,200   

Guangzhou R&F Properties Co., Ltd. Class H

     217,015  
1,640,787   

Industrial & Commercial Bank of China Ltd. Class H

     1,003,152  
345,943   

KWG Property Holding Ltd.

     198,797  
112,500   

Longfor Properties Co., Ltd.

     161,964  
6,405   

NetEase, Inc. ADR

     1,626,229  
4,703   

New Oriental Education & Technology Group, Inc. ADR*

     223,628  
1,106,179   

People’s Insurance Co. Group of China Ltd. Class H

     430,882  
96,107   

PICC Property & Casualty Co., Ltd. Class H

     145,280  
60,276   

Shanghai Pharmaceuticals Holding Co., Ltd. Class H

     153,509  
2,516   

SINA Corp.*

     175,416  
337,535   

Sinopec Shanghai Petrochemical Co., Ltd. Class H

     209,006  
67,349   

Sinopharm Group Co., Ltd. Class H

     307,779  
77,019   

Tencent Holdings Ltd.

     2,013,689  
159,466   

TravelSky Technology Ltd. Class H

     358,194  
7,332   

Weibo Corp. ADR*

     353,549  
95,208   

Weichai Power Co., Ltd. Class H

     168,709  
259,495   

Yanzhou Coal Mining Co., Ltd. Class H

     203,276  
     

 

 

 
             18,794,709  
     

 

 

 
  

Greece - 0.3%

 

15,238   

Motor Oil Hellas Corinth Refineries S.A.

     218,548  
     

 

 

 
  

Hong Kong - 4.2%

 

36,025   

Beijing Enterprises Holdings Ltd.

     179,579  


 

Hartford Emerging Markets Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

737,768   

Belle International Holdings Ltd.

   $ 449,703  
140,489   

China Everbright Ltd.

     268,226  
102,484   

China Mobile Ltd.

     1,153,214  
163,148   

China Resources Land Ltd.

     403,555  
152,791   

China Resources Power Holdings Co., Ltd.

     262,416  
461,321   

Ju Teng International Holdings Ltd.

     148,423  
405,903   

Nine Dragons Paper Holdings Ltd.

     467,168  
346,296   

Shenzhen Investment Ltd.

     140,809  
171,750   

Shimao Property Holdings Ltd.

     230,088  
     

 

 

 
        3,703,181  
     

 

 

 
  

India - 9.8%

 

125,492   

Apollo Tyres Ltd.

     334,218  
88,957   

Bharat Petroleum Corp. Ltd.

     895,602  
23,726   

Ceat Ltd.

     408,942  
42,713   

Chennai Petroleum Corp. Ltd.

     207,758  
94,945   

Dewan Housing Finance Corp. Ltd.

     400,135  
36,683   

Escorts Ltd.

     196,793  
13,732   

HCL Technologies Ltd.

     164,453  
147,345   

Hindalco Industries Ltd.

     412,172  
98,397   

Hindustan Petroleum Corp. Ltd.

     758,061  
220,911   

Housing Development & Infrastructure Ltd.*

     203,790  
7,653   

Maruti Suzuki India Ltd.

     665,972  
179,090   

Oil & Natural Gas Corp. Ltd.

     536,182  
369,340   

Power Finance Corp. Ltd.

     708,375  
24,207   

Reliance Infrastructure Ltd.

     184,317  
340,914   

Rural Electrification Corp. Ltd.

     714,663  
6,939   

SRF Ltd.

     175,734  
85,564   

Sun TV Network Ltd.

     669,970  
152,105   

Vedanta Ltd.

     569,146  
43,615   

Wipro Ltd. ADR

     402,567  
     

 

 

 
                  8,608,850  
     

 

 

 
  

Indonesia - 2.8%

 

1,920,339   

Adaro Energy Tbk PT

     244,073  
1,400,998   

Bank Negara Indonesia Persero Tbk PT

     598,592  
45,500   

Gudang Garam Tbk PT

     210,390  
4,820,539   

Telekomunikasi Indonesia Persero Tbk PT

     1,397,400  
     

 

 

 
        2,450,455  
     

 

 

 
  

Malaysia - 2.3%

 

319,499   

AirAsia Bhd

     183,931  
402,022   

MISC Bhd

     664,399  
382,558   

Tenaga Nasional Bhd

     1,156,321  
     

 

 

 
        2,004,651  
     

 

 

 
  

Malta - 0.2%

 

25,744   

Brait SE*

     151,497  
     

 

 

 
  

Mexico - 3.4%

 

382,323   

Alfa S.A.B. de C.V. Class A

     496,112  
47,565   

Coca-Cola Femsa S.A.B. de C.V. Series L

     294,694  
26,862   

Controladora Vuela Cia de Aviacion S.A.B. de C.V. ADR*

     364,517  
220,797   

Grupo Mexico S.A.B. de C.V. Series B

     664,292  
212,527   

Kimberly-Clark de Mexico S.A.B. de C.V. Class A

     382,484  
445,666   

Wal-Mart de Mexico S.A.B. de C.V.

     788,600  
     

 

 

 
        2,990,699  
     

 

 

 
  

Poland - 1.1%

 

9,335   

Jastrzebska Spolka Weglowa S.A.*

     156,131  
38,225   

Polski Koncern Naftowy Orlen S.A.

     775,728  
     

 

 

 
        931,859  
     

 

 

 
  

Qatar - 0.1%

 

12,906   

Barwa Real Estate Co.

     123,473  
     

 

 

 
  

Russia - 3.6%

 

28,653   

Lukoil PJSC ADR

     1,614,733  
69,228   

Rosneft Oil Co. PJSC GDR

     459,039  


 

Hartford Emerging Markets Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

138,641   

RusHydro PJSC ADR

   $ 235,530  
58,684   

Sberbank of Russia PJSC ADR

     688,082  
11,606   

Severstal PJSC GDR

     184,358  
     

 

 

 
        3,181,742  
     

 

 

 
  

South Africa - 6.9%

 

30,112   

African Rainbow Minerals Ltd.

     269,686  
14,824   

Barclays Africa Group Ltd.

     174,589  
49,262   

Barloworld Ltd.

     405,035  
66,166   

Exxaro Resources Ltd.

     522,061  
12,380   

Imperial Holdings Ltd.

     153,706  
43,967   

Kumba Iron Ore Ltd.*

     678,123  
22,282   

Liberty Holdings Ltd.

     181,894  
4,145   

Naspers Ltd. Class N

     660,348  
18,050   

Nedbank Group Ltd.

     311,345  
19,403   

Resilient REIT Ltd.

     168,480  
32,594   

Sappi Ltd.

     209,573  
27,995   

Shoprite Holdings Ltd.

     371,598  
26,781   

SPAR Group Ltd.

     378,611  
94,943   

Standard Bank Group Ltd.

     1,015,291  
71,782   

Telkom S.A. SOC Ltd.

     393,385  
5,884   

Tiger Brands Ltd.

     177,598  
     

 

 

 
        6,071,323  
     

 

 

 
  

South Korea - 17.7%

 

28,205   

Hana Financial Group, Inc.

     836,300  
19,874   

Hanwha Chemical Corp.

     446,442  
17,542   

Hanwha Corp.

     532,331  
8,868   

Hyundai Development Co-Engineering & Construction

     333,677  
2,390   

Hyundai Mobis Co., Ltd.

     497,206  
34,551   

Industrial Bank of Korea

     377,413  
25,257   

KB Financial Group, Inc.

     1,022,033  
6,614   

KB Insurance Co., Ltd.

     140,164  
6,076   

Kia Motors Corp.

     190,438  
24,629   

Korea Electric Power Corp.

     901,988  
5,461   

KT&G Corp.

     473,055  
6,384   

LG Display Co., Ltd.

     168,421  
1,954   

Lotte Chemical Corp.

     633,210  
5,783   

Poongsan Corp.

     216,689  
5,246   

POSCO

     1,226,122  
2,769   

Samsung Electronics Co., Ltd.

     4,709,446  
12,341   

Shinhan Financial Group Co., Ltd.

     487,744  
25,013   

SK Hynix, Inc.

     1,155,198  
5,202   

SK Innovation Co., Ltd.

     704,714  
34,131   

Woori Bank

     385,298  
     

 

 

 
                15,437,889  
     

 

 

 
  

Taiwan - 10.9%

 

996,636   

AU Optronics Corp.

     412,684  
138,286   

Cheng Shin Rubber Industry Co., Ltd.

     275,300  
923,571   

China Life Insurance Co., Ltd.

     903,878  
471,352   

Compal Electronics, Inc.

     284,392  
61,431   

FLEXium Interconnect, Inc.

     176,473  
233,000   

Fubon Financial Holding Co., Ltd.

     378,683  
740,102   

Hon Hai Precision Industry Co., Ltd.

     1,984,789  
1,520,418   

Innolux Corp.

     644,072  
240,787   

Inventec Corp.

     181,095  
69,311   

Kinsus Interconnect Technology Corp.

     159,576  
2,082   

Largan Precision Co., Ltd.

     297,802  
125,072   

Lite-On Technology Corp.

     188,915  
121,879   

Micro-Star International Co., Ltd.

     295,699  
9,895   

Silicon Motion Technology Corp. ADR

     386,895  
6,645   

St Shine Optical Co., Ltd.

     125,552  
473,131   

Taiwan Semiconductor Manufacturing Co., Ltd.

     2,819,322  
     

 

 

 
        9,515,127  
     

 

 

 

 


 

Hartford Emerging Markets Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Thailand - 2.1%

 

188,585   

Charoen Pokphand Foods plc

 

   $ 152,646  
66,334   

PTT Exploration & Production PCL

 

     184,628  
179,800   

PTT Global Chemical PCL

 

     347,242  
43,663   

PTT PCL

 

     500,990  
469,696   

Star Petroleum Refining PCL

 

     165,436  
273,794   

Thai Union Group PCL Class F

 

     161,741  
897,138   

Thaifoods Group PCL NVDR*

 

     165,563  
143,924   

Thanachart Capital PCL

 

     194,161  
        

 

 

 
               1,872,407  
        

 

 

 
  

Turkey - 1.6%

 

351,339   

Emlak Konut Gayrimenkul Yatirim Ortakligi AS REIT

 

     286,134  
478,966   

Turkiye Vakiflar Bankasi TAO

 

     624,393  
438,276   

Yapi ve Kredi Bankasi AS*

 

     445,264  
        

 

 

 
     1,355,791  
        

 

 

 
  

United Arab Emirates - 1.0%

 

213,087   

Aldar Properties PJSC

 

     148,402  
632,968   

DAMAC Properties Dubai Co. PJSC

 

     465,118  
43,710   

Emirates Telecommunications Group Co. PJSC

 

     213,022  
        

 

 

 
     826,542  
        

 

 

 
  

Total Common Stocks
(cost $76,863,005)

 

     86,150,076  
        

 

 

 

Preferred Stocks - 0.4%

     
  

Brazil - 0.4%

 

117,100   

Itausa - Investimentos Itau S.A. *

 

     344,860  
        

 

 

 
  

Total Preferred Stocks
(cost $286,855)

 

     344,860  
        

 

 

 
  

Total Long-Term Investments
(cost $77,149,860)

 

     86,494,936  
        

 

 

 

Short-Term Investments - 1.4%

     
  

Other Investment Pools & Funds - 1.4%

 

1,229,845   

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

 

     1,229,845  
        

 

 

 
  

Total Short-Term Investments
(cost $1,229,845)

 

     1,229,845  
        

 

 

 
  

Total Investments
(cost $78,379,705)^

     100.3%      $ 87,724,781  
  

Other Assets and Liabilities

     (0.3)%        (265,080
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 87,459,701  
     

 

 

    

 

 

 

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $ 12,787,932  

Unrealized Depreciation

     (3,442,856
  

 

 

 

Net Unrealized Appreciation

   $       9,345,076  
  

 

 

 

 

* Non-income producing.


 

Hartford Emerging Markets Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Futures Contracts Outstanding at January 31, 2017

Description   

Number of

Contracts

    

Expiration

Date

    

Notional

Amount

    

Market

Value †

    

Unrealized

Appreciation/

(Depreciation)

 

Long position contracts:

              

Emerging Market (mini MSCI) Index Future

     20        03/17/2017      $         882,235      $         915,100      $                 32,865  
              

 

 

 
              
              

 

 

 

Total futures contracts

               $ 32,865  
              

 

 

 

† 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)

Index Abbreviations:

MSCI   

Morgan Stanley Capital International

Other Abbreviations:

ADR   

American Depositary Receipt

GDR   

Global Depositary Receipt

NVDR   

Non-Voting Depositary Receipt

PJSC   

Private Joint Stock Company

REIT   

Real Estate Investment Trust


 

Hartford Emerging Markets Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

           

Common Stocks

           

Brazil

   $ 7,462,006      $ 7,462,006      $      $  

Chile

     449,327        449,327                

China

     18,794,709        4,261,364        14,533,345         

Greece

     218,548               218,548         

Hong Kong

     3,703,181               3,703,181         

India

     8,608,850        402,567        8,206,283         

Indonesia

     2,450,455               2,450,455         

Malaysia

     2,004,651        183,931        1,820,720         

Malta

     151,497               151,497         

Mexico

     2,990,699        2,990,699                

Poland

     931,859        156,131        775,728         

Qatar

     123,473               123,473         

Russia

     3,181,742               3,181,742         

South Africa

     6,071,323        1,082,566        4,988,757         

South Korea

     15,437,889               15,437,889         

Taiwan

     9,515,127        386,895        9,128,232         

Thailand

     1,872,407        1,541,408        330,999         

Turkey

     1,355,791               1,355,791         

United Arab Emirates

     826,542        213,022        613,520         

Preferred Stocks

     344,860        344,860                

Short-Term Investments

     1,229,845        1,229,845                

Futures Contracts(2)

     32,865        32,865                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       87,757,646      $       20,737,486      $       67,020,160      $                     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, investments valued at $2,138,334 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $991,300 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor and there were no transfers in and out of Level 3.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Corporate Bonds - 23.8%

  
  

Argentina - 0.8%

  
  

Aeropuertos Argentina S.A.

 

        $           175,000   

6.88%, 02/01/2027(1)

   $          176,925  
187,040   

10.75%, 12/01/2020(2)

     201,261  
150,000   

Banco Macro S.A.
6.75%, 11/04/2026(1)(3)

     145,605  
50,000   

IRSA Propiedades Comerciales S.A.
8.75%, 03/23/2023(1)

     53,500  
150,000   

Pampa Energia S.A.
7.50%, 01/24/2027(1)

     148,494  
     

 

 

 
        725,785  
     

 

 

 
  

Austria - 0.4%

 

200,000   

BRF GmbH
4.35%, 09/29/2026(1)

     188,250  
200,000   

Eldorado Intl. Finance GmbH
8.63%, 06/16/2021(1)

     178,000  
     

 

 

 
        366,250  
     

 

 

 
  

Azerbaijan - 0.5%

 

200,000   

Southern Gas Corridor CJSC
6.88%, 03/24/2026(1)

     216,124  
260,000   

State Oil Co. of the Azerbaijan Republic
6.95%, 03/18/2030(2)

     274,040  
     

 

 

 
        490,164  
     

 

 

 
  

Barbados - 0.3%

 

240,000   

Columbus Cable Barbados Ltd.
7.38%, 03/30/2021(2)

     255,000  
     

 

 

 
  

Bermuda - 0.8%

 

275,000   

Digicel Group Ltd.
7.13%, 04/01/2022(2)

     219,879  
215,000   

GCX Ltd.
7.00%, 08/01/2019(2)

     214,576  
310,000   

Inkia Energy Ltd.
8.38%, 04/04/2021(2)

     320,850  
     

 

 

 
        755,305  
     

 

 

 
  

Brazil - 1.0%

 

270,000   

Banco do Brasil S.A.
5.88%, 01/26/2022(2)

     277,830  
200,000   

Centrais Electricas Brasileiras S.A.
5.75%, 10/27/2021(2)

     201,440  
200,000   

Samarco Mineracao S.A.
4.13%, 11/01/2022(2)

     132,200  
325,000   

Votorantim Cimentos S.A.
7.25%, 04/05/2041(2)

     316,842  
     

 

 

 
        928,312  
     

 

 

 
  

British Virgin Islands - 1.7%

 

245,000   

CLP Power HK Finance Ltd.
4.25%, 11/07/2019(2)(3)(4)

     249,430  
270,000   

GTL Trade Finance, Inc.
5.89%, 04/29/2024(2)

     273,375  
470,000   

HLP Finance Ltd.
4.75%, 06/25/2022(2)

     492,648  
615,000   

SmarTone Finance Ltd.
3.88%, 04/08/2023(2)

     605,068  
     

 

 

 
        1,620,521  
     

 

 

 
  

Cayman Islands - 2.7%

 

230,000   

Alliance Global Group Cayman Islands, Inc.
6.50%, 08/18/2017(2)

     235,175  
360,000   

Alpha Star Holding Ltd.
4.97%, 04/09/2019(2)

     357,300  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

        $            275,000   

Emirates NBD Tier Ltd.
5.75%, 05/30/2019(2)(3)(4)

   $ 279,702  
225,000   

Geely Automobile Holdings Ltd.
5.25%, 10/06/2019(2)

     233,033  
300,000   

KWG Property Holding Ltd.
8.98%, 01/14/2019(2)

     313,462  
200,000   

Longfor Properties Co., Ltd.
6.75%, 01/29/2023(2)

     211,868  
240,000   

MAF Global Securities Ltd.
7.13%, 10/29/2018(2)(3)(4)

     254,160  
200,000   

Semiconductor Manufacturing International Corp.
4.13%, 10/07/2019(2)

     205,496  
275,000   

Shimao Property Holdings Ltd.
8.38%, 02/10/2022(2)

     307,916  
200,000   

Yuzhou Properties Co., Ltd.
6.00%, 10/25/2023(2)

     194,827  
     

 

 

 
           2,592,939  
     

 

 

 
  

Chile - 0.6%

 

200,000   

Cencosud S.A.
5.15%, 02/12/2025(1)

     205,802  
350,000   

Empresa Electrica Angamos S.A.
4.88%, 05/25/2029(2)

     339,747  
     

 

 

 
     545,549  
     

 

 

 
  

China - 0.2%

 

225,000   

Industrial & Commercial Bank of China Ltd.
4.88%, 09/21/2025(1)

     234,560  
     

 

 

 
  

Colombia - 0.6%

 

200,000   

Banco de Bogota S.A.
6.25%, 05/12/2026(1)

     207,800  
280,000   

Empresa de Energia de Bogota S.A. ESP
6.13%, 11/10/2021(2)

     289,100  
  COP     280,000,000   

Empresa de Telecomunicaciones de Bogota
7.00%, 01/17/2023(1)

     72,547  
     

 

 

 
     569,447  
     

 

 

 
  

Dominican Republic - 0.2%

 

        $            200,000   

Aeropuertos Dominicanos Siglo XXI S.A.
6.75%, 03/30/2029(1)

     204,250  
     

 

 

 
  

India - 1.3%

 

255,000   

Bharti Airtel Ltd.
4.38%, 06/10/2025(1)

     252,075  
240,000   

ICICI Bank Ltd.
6.38%, 04/30/2022(2)(3)

     240,433  
230,000   

Indian Oil Corp. Ltd.
5.75%, 08/01/2023(2)

     254,987  
230,000   

NTPC Ltd.
4.38%, 11/26/2024(2)

     234,344  
275,000   

Reliance Industries Ltd.
4.88%, 02/10/2045(1)

     263,198  
     

 

 

 
     1,245,037  
     

 

 

 
  

Ireland - 0.6%

 

350,000   

Borets Finance Ltd.
7.63%, 09/26/2018(2)

     352,737  
200,000   

Novolipetsk Steel via Steel Funding DAC
4.50%, 06/15/2023(2)

     199,990  
     

 

 

 
     552,727  
     

 

 

 
  

Kazakhstan - 0.7%

 

295,000   

Halyk Savings Bank of Kazakhstan JSC
7.25%, 01/28/2021(2)

     315,709  
310,000   

Zhaikmunai LLP
6.38%, 02/14/2019(2)

     303,682  
     

 

 

 
     619,391  
     

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Luxembourg - 2.1%

 

        $            200,000   

Codere Finance 2 Luxembourg S.A.
7.63%, 11/01/2021(1)

   $ 190,350  
  ZAR            475,000   

European Investment Bank
0.00%, 12/31/2018(5)

     30,311  
        $            275,000   

Minerva Luxembourg S.A.
6.50%, 09/20/2026(1)

     273,281  
365,000   

Petrobras Global Finance B.V.
5.38%, 01/27/2021

     367,391  
380,000   

Sberbank of Russia Via SB Capital S.A.
5.13%, 10/29/2022(2)

     387,553  
200,000   

Severstal OAO Via Steel Capital S.A.
5.90%, 10/17/2022(2)

     216,344  
515,000   

VTB Bank OJSC Via VTB Capital S.A.
6.95%, 10/17/2022(2)

     557,488  
     

 

 

 
              2,022,718  
     

 

 

 
  

Mauritius - 0.4%

 

200,000   

Greenko Investment Co.
4.88%, 08/16/2023(2)

     191,582  
200,000   

MTN Mauritius Investment Ltd.
5.37%, 02/13/2022(1)

     202,163  
     

 

 

 
        393,745  
     

 

 

 
  

Mexico - 2.1%

 

225,000   

BBVA Bancomer S.A.
6.75%, 09/30/2022(2)

     244,688  
200,000   

Mexico City Airport Trust
5.50%, 10/31/2046(1)

     180,700  
  

Petroleos Mexicanos

 

  EUR            255,000   

5.50%, 02/24/2025(2)

     298,002  
        $          1,085,000   

6.75%, 09/21/2047

     1,023,914  
200,000   

Trust F
5.25%, 01/30/2026(1)

     189,000  
     

 

 

 
        1,936,304  
     

 

 

 
  

Morocco - 0.3%

 

295,000   

OCP S.A.
6.88%, 04/25/2044(2)

     302,375  
     

 

 

 
  

Netherlands - 1.4%

 

240,000   

ICTSI Treasury B.V.
5.88%, 09/17/2025(2)

     252,018  
200,000   

Ihs Netherlands Holdco B.V.
9.50%, 10/27/2021(1)

     211,215  
330,000   

Myriad International Holdings B.V.
5.50%, 07/21/2025(2)

     336,488  
  

Petrobras Global Finance B.V.

 

150,000   

7.25%, 03/17/2044

     140,700  
90,000   

7.38%, 01/17/2027

     93,438  
40,000   

8.38%, 05/23/2021

     44,600  
265,000   

VTR Finance B.V.
6.88%, 01/15/2024(2)

     278,250  
     

 

 

 
        1,356,709  
     

 

 

 
  

Peru - 0.7%

 

321,000   

Banco de Credito del Peru/Panama
6.88%, 09/16/2026(2)(3)

     360,323  
250,000   

Union Andina de Cementos SAA
5.88%, 10/30/2021(1)

     258,150  
     

 

 

 
        618,473  
     

 

 

 
  

Philippines - 0.3%

 

240,000   

SM Investments Corp.
4.88%, 06/10/2024(2)

     249,136  
     

 

 

 
  

Singapore - 1.1%

 

200,000   

BOC Aviation Ltd.
3.88%, 04/27/2026(1)

     195,415  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

$            260,000   

STATS ChipPAC Ltd.
8.50%, 11/24/2020(1)

   $ 273,000  
200,000   

STATS ChipPAC Pte Ltd.
8.50%, 11/24/2020(2)

     210,000  
390,000   

United Overseas Bank Ltd.
3.75%, 09/19/2024(2)(3)

     396,907  
     

 

 

 
     1,075,322  
     

 

 

 
  

Thailand - 0.7%

 

225,000   

Krung Thai Bank PCL/Cayman Islands
5.20%, 12/26/2024(2)(3)

     233,571  
435,000   

PTT Exploration & Production PCL
4.88%, 06/18/2019(1)(3)(4)

     441,230  
     

 

 

 
     674,801  
     

 

 

 
  

Turkey - 1.5%

 

200,000   

Turkcell Iletisim Hizmetleri AS
5.75%, 10/15/2025(2)

     193,872  
  

Turkiye Is Bankasi

 

225,000   

5.38%, 10/06/2021(1)

     216,416  
200,000   

5.38%, 10/06/2021(2)

     192,370  
  

Turkiye Sinai Kalkinma Bankasi AS

 

200,000   

4.88%, 05/18/2021(2)

     189,493  
400,000   

5.13%, 04/22/2020(2)

     394,080  
200,000   

Yasar Holding AS
8.88%, 05/06/2020(2)

     202,708  
     

 

 

 
     1,388,939  
     

 

 

 
  

United Arab Emirates - 0.1%

 

110,000   

DP World Ltd.
6.85%, 07/02/2037(2)

     121,334  
     

 

 

 
  

United Kingdom - 0.4%

 

  ZAR            550,000   

European Bank for Reconstruction & Development
0.00%, 12/31/2020(5)

     29,856  
        $            340,000   

Tullow Oil PLC
6.25%, 04/15/2022(2)

     314,500  
     

 

 

 
     344,356  
     

 

 

 
  

United States - 0.3%

 

230,000   

Southern Copper Corp.
6.75%, 04/16/2040

     252,640  
     

 

 

 
  

Total Corporate Bonds
(cost $22,230,772)

         22,442,089  
     

 

 

 

Foreign Government Obligations - 69.2%

 

  

Angola - 0.2%

 

200,000   

Angolan Government International Bond
9.50%, 11/12/2025(2)

     190,928  
     

 

 

 
  

Argentina - 2.4%

 

700,000   

Argentina Treasury Bill
2.90%, 03/06/2017(5)

     698,117  
  

Argentine Bonos del Tesoro

 

  ARS          1,690,000   

15.50%, 10/17/2026

     115,022  
2,145,000   

16.00%, 10/17/2023

     139,720  
7,675,000   

18.20%, 10/03/2021

     512,474  
        $            250,000   

City of Buenos Aires Argentina
7.50%, 06/01/2027(1)

     254,375  
150,000   

Provincia de Buenos Aires
9.13%, 03/16/2024(1)

     163,500  
275,000   

Provincia del Chaco Argentina
9.38%, 08/18/2024(1)

     257,813  
150,000   

Provincia del Chubut Argentina
7.75%, 07/26/2026(1)

     147,129  
     

 

 

 
     2,288,150  
     

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Brazil - 12.1%

 

  EUR            100,000   

Banco Nacional de Desenvolvimento Economico e Social
3.63%, 01/21/2019(2)

   $ 111,998  
  

Brazil Letras do Tesouro Nacional

 

  BRL          3,108,000   

0.00%, 04/01/2018(5)

     877,514  
3,649,000   

0.00%, 07/01/2018(5)

     1,006,562  
3,446,000   

0.00%, 01/01/2019(5)

     905,215  
1,508,000   

0.00%, 07/01/2019(5)

     376,996  
16,314,000   

0.00%, 01/01/2020(5)

     3,873,336  
5,094,000   

0.00%, 07/01/2020(5)

     1,151,809  
  

Brazil Notas do Tesouro Nacional

 

8,185,000   

10.00%, 01/01/2021

     2,549,323  
1,208,000   

10.00%, 01/01/2025

     366,403  
498,000   

10.00%, 01/01/2027

     149,954  
     

 

 

 
        11,369,110  
     

 

 

 
  

Bulgaria - 0.3%

 

  EUR            250,000   

Bulgaria Government International Bond
3.13%, 03/26/2035(2)

     264,815  
     

 

 

 
  

Chile - 0.4%

 

  

Bonos de la Tesoreria de la Republica en pesos

 

  CLP       45,000,000   

4.50%, 03/01/2021

     71,298  
60,000,000   

4.50%, 03/01/2026

     94,960  
152,500,000   

Chile Government International Bond
5.50%, 08/05/2020

     248,651  
     

 

 

 
        414,909  
     

 

 

 
  

Colombia - 3.1%

 

  

Colombian TES

 

  COP  1,616,900,000   

6.00%, 04/28/2028

     511,373  
346,000,000   

7.00%, 09/11/2019

     120,039  
371,000,000   

7.50%, 08/26/2026

     132,422  
1,303,300,000   

7.75%, 09/18/2030

     474,499  
2,188,000,000   

10.00%, 07/24/2024

     891,482  
2,014,500,000   

11.00%, 07/24/2020

     783,776  
     

 

 

 
              2,913,591  
     

 

 

 
  

Ecuador - 0.2%

 

        $            200,000   

Ecuador Government International Bond
10.75%, 03/28/2022(1)

     224,500  
     

 

 

 
  

Egypt - 0.2%

 

205,000   

Egypt Government International Bond
7.50%, 01/31/2027(1)

     205,289  
     

 

 

 
  

Ghana - 0.7%

 

  

Ghana Government Bond

 

  GHS            180,000   

21.00%, 03/23/2020

     42,873  
185,000   

24.00%, 11/23/2020

     47,656  
100,000   

24.50%, 06/21/2021

     26,478  
1,900,000   

24.75%, 07/19/2021

     510,509  
250,000   

Ghana Treasury Note
21.00%, 01/07/2019

     57,516  
     

 

 

 
        685,032  
     

 

 

 
  

Hungary - 3.1%

 

  

Hungary Government Bond

 

  HUF     330,120,000   

2.00%, 10/30/2019

     1,185,307  
60,510,000   

2.50%, 10/27/2021

     216,099  
159,380,000   

3.00%, 06/26/2024

     555,982  
85,850,000   

3.50%, 06/24/2020

     320,497  
75,080,000   

5.50%, 06/24/2025

     306,013  
80,650,000   

7.50%, 11/12/2020

     342,090  
     

 

 

 
        2,925,988  
     

 

 

 
  

Indonesia - 8.2%

 

  

Indonesia Treasury Bond

 

  IDR  5,466,000,000   

5.63%, 05/15/2023

     370,708  
9,920,000,000   

6.63%, 05/15/2033

     641,726  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  IDR   9,880,000,000   

8.25%, 06/15/2032

   $ 740,462  
1,301,000,000   

8.25%, 05/15/2036

     97,949  
23,698,000,000   

8.38%, 03/15/2024

     1,841,353  
11,253,000,000   

8.38%, 09/15/2026

     883,824  
13,885,000,000   

8.38%, 03/15/2034

     1,058,078  
11,201,000,000   

8.75%, 05/15/2031

     882,071  
14,956,000,000   

9.00%, 03/15/2029

     1,209,585  
     

 

 

 
           7,725,756  
     

 

 

 
  

Kazakhstan - 0.2%

 

  EUR            125,000   

KazAgro National Management Holding JSC
3.26%, 05/22/2019(2)

     136,800  
     

 

 

 
  

Malaysia - 5.1%

 

  

Malaysia Government Bond

 

  MYR         2,095,000   

3.42%, 08/15/2022

     463,192  
2,970,000   

3.49%, 03/31/2020

     668,965  
375,000   

3.66%, 10/15/2020

     84,917  
2,485,000   

3.80%, 09/30/2022

     558,205  
1,325,000   

3.80%, 08/17/2023

     296,561  
755,000   

3.89%, 07/31/2020

     172,301  
1,785,000   

3.96%, 09/15/2025

     396,959  
2,820,000   

4.05%, 09/30/2021

     646,911  
1,635,000   

4.16%, 07/15/2021

     377,079  
3,240,000   

4.50%, 04/15/2030

     729,451  
1,850,000   

Malaysia Government Investment Issue
4.39%, 07/07/2023

     425,760  
     

 

 

 
     4,820,301  
     

 

 

 
  

Mexico - 7.7%

 

  

Mexican Bonos

 

  MXN         4,989,100   

5.75%, 03/05/2026

     212,898  
66,734,800   

6.50%, 06/10/2021

     3,129,302  
15,192,700   

6.50%, 06/09/2022

     706,044  
2,571,900   

7.50%, 06/03/2027

     122,608  
9,987,400   

7.75%, 05/29/2031

     474,844  
3,773,300   

7.75%, 11/23/2034

     177,387  
2,511,400   

8.00%, 06/11/2020

     124,122  
3,086,200   

8.00%, 12/07/2023

     153,453  
2,987,800   

8.50%, 05/31/2029

     152,049  
31,260,700   

10.00%, 12/05/2024

     1,734,039  
3,744,600   

10.00%, 11/20/2036

     214,920  
122,991   

Mexican Udibonos
4.50%, 12/04/2025(6)

     6,518  
     

 

 

 
     7,208,184  
     

 

 

 
  

Mongolia - 0.2%

 

        $            200,000   

Mongolia Government International Bond
10.88%, 04/06/2021(2)

     210,932  
     

 

 

 
  

Peru - 1.2%

 

  

Peru Government Bond

 

  PEN            425,000   

5.70%, 08/12/2024

     130,321  
100,000   

6.35%, 08/12/2028

     30,819  
378,000   

6.85%, 02/12/2042

     115,971  
2,010,000   

6.90%, 08/12/2037

     630,153  
575,000   

6.95%, 08/12/2031

     183,652  
     

 

 

 
     1,090,916  
     

 

 

 
  

Poland - 4.8%

 

  

Poland Government Bond

 

  PLN            605,000   

1.50%, 04/25/2020

     146,283  
1,175,000   

1.75%, 07/25/2021

     278,940  
1,075,000   

2.50%, 07/25/2026

     241,511  
2,940,000   

3.25%, 07/25/2025

     711,056  
3,885,000   

4.00%, 10/25/2023

     999,407  
1,100,000   

5.25%, 10/25/2020

     299,206  
1,275,000   

5.75%, 10/25/2021

     356,645  
4,625,000   

5.75%, 09/23/2022

     1,300,410  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  PLN             955,000   

Republic of Poland Government Bond
2.50%, 07/25/2027

   $ 210,569  
     

 

 

 
           4,544,027  
     

 

 

 
  

Russia - 5.8%

 

  

Russian Federal Bond - OFZ

 

  RUB       12,200,000   

6.40%, 05/27/2020

     193,176  
32,715,000   

7.00%, 01/25/2023

     519,916  
35,355,000   

7.00%, 08/16/2023

     560,167  
42,610,000   

7.05%, 01/19/2028

     654,503  
18,635,000   

7.50%, 08/18/2021

     304,362  
3,195,000   

7.60%, 04/14/2021

     52,423  
73,585,000   

7.75%, 09/16/2026

     1,192,089  
118,125,000   

8.50%, 09/17/2031

     2,006,878  
     

 

 

 
     5,483,514  
     

 

 

 
  

South Africa - 6.1%

 

  

South Africa Government Bond

 

  ZAR                2,218   

6.25%, 03/31/2036

     118  
3,750,000   

6.50%, 02/28/2041

     199,183  
8,690,000   

7.00%, 02/28/2031

     532,122  
6,645,000   

8.00%, 01/31/2030

     447,314  
13,310,000   

8.25%, 03/31/2032

     898,446  
12,985,000   

8.50%, 01/31/2037

     874,072  
3,665,000   

8.75%, 01/31/2044

     249,901  
1,825,000   

8.75%, 02/28/2048

     124,194  
3,070,000   

8.88%, 02/28/2035

     215,810  
19,965,000   

9.00%, 01/31/2040

     1,403,656  
9,130,000   

10.50%, 12/21/2026

     751,404  
     

 

 

 
     5,696,220  
     

 

 

 
  

Thailand - 2.4%

 

  

Thailand Government Bond

 

  THB        5,974,808   

1.20%, 07/14/2021(2)(6)

     167,302  
21,290,672   

1.25%, 03/12/2028(2)(6)

     559,747  
22,880,000   

3.63%, 06/16/2023

     696,119  
9,920,000   

3.85%, 12/12/2025

     306,331  
15,300,000   

4.88%, 06/22/2029

     513,451  
     

 

 

 
     2,242,950  
     

 

 

 
  

Turkey - 4.8%

 

        $            200,000   

Export Credit Bank of Turkey
5.38%, 10/24/2023(1)

     189,904  
  

Turkey Government Bond

 

  TRY         1,100,000   

7.10%, 03/08/2023

     244,305  
2,875,000   

8.00%, 03/12/2025

     649,954  
1,015,000   

8.50%, 09/14/2022

     243,722  
1,245,000   

8.80%, 09/27/2023

     299,606  
1,170,000   

9.00%, 07/24/2024

     283,031  
150,000   

9.20%, 09/22/2021

     37,509  
1,225,000   

9.50%, 01/12/2022

     309,241  
735,000   

10.40%, 03/20/2024

     191,681  
1,900,000   

10.60%, 02/11/2026

     500,789  
5,900,000   

10.70%, 02/17/2021

     1,558,989  
     

 

 

 
     4,508,731  
     

 

 

 
  

Total Foreign Government Obligations
(cost $67,152,915)

     65,150,643  
     

 

 

 
  

Total Long-Term Investments
(cost $89,383,687)

     87,592,732  

Short-Term Investments - 2.0%

 

  

Other Investment Pools & Funds - 2.0%

 

1,843,511   

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

     1,843,511  
     

 

 

 
  

Total Short-Term Investments
(cost $1,843,511)

     1,843,511  
     

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Total Investments Excluding Purchased Options
(cost $91,227,198)

     95.0%      $ 89,436,243  
  

Total Purchased Options
(cost $841,999)

     0.5%      $ 428,055  
     

 

 

    

 

 

 
  

Total Investments
(cost $92,069,197)^

     95.5%      $ 89,864,298  
  

Other Assets and Liabilities

     4.5%        4,274,427  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     94,138,725  
     

 

 

    

 

 

 

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized depreciation consisted of:

Unrealized Appreciation

   $ 2,401,326  

Unrealized Depreciation

     (4,606,225
  

 

 

 

Net Unrealized Depreciation

   $         (2,204,899
  

 

 

 

 

(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $6,620,560, which represents 7.0% of total net assets.
(2) These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $16,923,711, which represents 18.0% of total net assets.
(3) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(4) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(5) Security is a zero-coupon bond.
(6) The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

        OTC Option Contracts Outstanding at January 31, 2017

 

 
Description   Counter-
party
    Exercise Price/FX Rate/
Rate
   

Expiration

    Date

          

Number of

  Contracts    

   

 Market

Value †    

   

Premiums   

Paid   
(Received)  
by Fund   

   

Unrealized 

Appreciation/ 

(Depreciation)

Purchased option contracts:

               

Calls

               

USD Call/BRL Put

    CBK       3.34 BRL per USD       07/10/17       USD       694,000     $ 22,132     $ 30,585     $ (8,453)  

USD Call/BRL Put

    GSC       3.93 BRL per USD       05/18/17       USD       1,027,000       2,095       20,930       (18,835)  

USD Call/HUF Put

    BOA       319.59 HUF per USD       06/19/17       USD       1,053,000       5,868       17,206       (11,338)  

USD Call/HUF Put

    UBS       310.10 HUF per USD       07/28/17       USD       1,868,000       21,772       29,179       (7,407)  

USD Call/INR Put

    CBK       69.65 INR per USD       07/10/17       USD       694,000       7,714       13,498       (5,784)  

USD Call/KRW Put

    CBK       1,197.00 KRW per USD       07/18/17       USD       1,984,000       33,089       46,455       (13,366)  

USD Call/KRW Put

    BCLY       1,180.00 KRW per USD       05/08/17       USD       2,069,000       28,043       43,821       (15,778)  

USD Call/TRY Put

    BOA       3.95 TRY per USD       02/19/18       USD       919,000       86,430       68,557       17,873   

USD Call/ZAR Put

    CBK       14.11 ZAR per USD       07/10/17       USD       694,000       27,964       35,429       (7,465)  
         

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

      11,002,000     $ 235,107     $ 305,660     $ (70,553)  
         

 

 

   

 

 

   

 

 

   

 

 

 

Puts

               

USD Put/IDR Call

    DEUT       12,325.00 IDR per USD       03/07/17       USD       2,250,000     $ 115     $ 8,168     $ (8,053)  

USD Put/INR Call

    JPM       64.55 INR per USD       03/06/17       USD       2,221,000       53       5,397       (5,344)  

USD Put/MXN Call

    GSC       16.82 MXN per USD       03/08/17       USD       1,863,000       15       50,394       (50,379)  

USD Put/MXN Call

    MSC       18.57 MXN per USD       03/23/17       USD       6,964,000       5,258       108,931       (103,673)  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

USD Put/MYR Call

    BOA       4.18 MYR per USD       04/21/17       USD       2,127,000     $ 2,161       52,494       (50,333)  

USD Put/MYR Call

    JPM       3.75 MYR per USD       07/04/17       USD       1,163,000       122       5,966       (5,844)  

USD Put/PLN Call

    BCLY       3.78 PLN per USD       04/27/17       USD       2,111,000       8,007       23,031       (15,024)  

USD Put/RUB Call

    DEUT       58.20 RUB per USD       03/20/17       USD       3,378,000       11,370       60,736       (49,366)  

USD Put/RUB Call

    BCLY       57.96 RUB per USD       05/19/17       USD       3,062,000       19,082       41,581       (22,499)  

USD Put/RUB Call

    CBK       57.40 RUB per USD       06/06/17       USD       959,000       5,289       4,733       556  

USD Put/RUB Call

    HSBC       59.05 RUB per USD       07/14/17       USD       2,250,000       30,731       57,938       (27,207)  
         

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

              28,348,000     $ 82,203     $ 419,369     $ (337,166
         

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

            39,350,000     $ 317,310     $ 725,029     $ (407,719
         

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

               

Calls

               

USD Call/KRW Put

    CBK       1,197.00 KRW per USD       02/17/17       USD       (1,984,000   $ (1,738   $ (10,287   $ 8,549  

USD Call/KRW Put

    JPM       1,250.00 KRW per USD       05/08/17       USD       (2,069,000     (8,118     (26,483     18,365  

USD Call/KRW Put

    GSC       1,250.00 KRW per USD       05/08/17       USD       (2,069,000     (8,119     (26,535     18,416  

USD Call/MXN Put

    CBK       22.19 MXN per USD       07/10/17       USD       (2,082,000     (59,537     (91,452     31,915  

USD Call/MXN Put

    GSC       22.65 MXN per USD       01/23/18       USD       (968,000     (49,538     (60,210     10,672  

USD Call/PLN Put

    BCLY       4.21 PLN per USD       04/27/17       USD       (2,111,000     (17,158     (27,633     10,475  

USD Call/RUB Put

    CBK       74.30 RUB per USD       05/19/17       USD       (2,074,000     (6,467     (43,969     37,502  

USD Call/RUB Put

    BCLY       74.39 RUB per USD       05/19/17       USD       (988,000     (3,041     (20,965     17,924  

USD Call/RUB Put

    GSC       83.44 RUB per USD       06/06/17       USD       (959,000     (1,445     (36,183     34,738  

USD Call/TRY Put

    BOA       6.05 TRY per USD       02/19/18       USD       (919,000     (10,114     (19,299     9,185  
         

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

            (16,223,000   $ (165,275   $ (363,016   $ 197,741  
         

 

 

   

 

 

   

 

 

   

 

 

 

Puts

               

USD Put/BRL Call

    GSC       3.33 BRL per USD       05/16/17       USD       (1,027,000   $ (53,807   $ (16,104   $ (37,703)  

USD Put/HUF Call

    BOA       280.17 HUF per USD       06/19/17       USD       (1,053,000     (19,691     (12,457     (7,234)  

USD Put/HUF Call

    UBS       274.10 HUF per USD       07/28/17       USD       (1,868,000     (28,739     (22,453     (6,286)  

USD Put/MXN Call

    CBK       20.01 MXN per USD       04/27/17       USD       (1,678,000     (19,642     (20,763     1,121  

USD Put/RUB Call

    HSBC       55.35 RUB per USD       07/14/17       USD       (2,250,000     (6,264     (18,000     11,736  

USD Put/TRY Call

    GSC       3.29 TRY per USD       02/21/17       USD       (2,111,000     (15     (19,284     19,269  
         

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

            (9,987,000   $ (128,158   $ (109,061   $ (19,097
         

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

            (26,210,000   $ (293,433   $ (472,077   $ 178,644  
         

 

 

   

 

 

   

 

 

   

 

 

 

 

        OTC Swaption Contracts Outstanding at January 31, 2017

 

                                                       

Description

   
Counter-
party

 
   
Exercise Price/FX
Rate/ Rate
 
 
    Expiration Date              
Number of
Contracts
 
 
   
Market
Value †
 
 
   


Premiums   
Paid   
(Received)  
by Fund   
 
 
 
 
 

 

Unrealized 
Appreciation/ 
(Depreciation)

 
 
 

Purchased swaption contracts:

 

                                       

Calls

               

Interest Rate Swaption KRW

    BOA       1.95     01/26/18       KRW       1,034,545,000     $ 18,260     $ 19,639     $ (1,379

Interest Rate Swaption KRW

    CBK       1.94     01/26/18       KRW       2,069,095,000       35,735       38,846       (3,111
         

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

    3,103,640,000     $ 53,995     $ 58,485     $ (4,490
         

 

 

   

 

 

   

 

 

   

 

 

 

Puts

               

Interest Rate Swaption KRW

    BOA       1.95     01/26/18       KRW       1,034,545,000     $ 18,645     $ 19,638     $ (993

Interest Rate Swaption KRW

    CBK       1.94     01/26/18       KRW       2,069,095,000       38,105       38,847       (742
         

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

    3,103,640,000     $ 56,750     $ 58,485     $ (1,735
         

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

 

      6,207,280,000     $ 110,745     $ 116,970     $ (6,225
         

 

 

   

 

 

   

 

 

   

 

 

 

 

        Futures Contracts Outstanding at January 31, 2017

 

Description   

Number of    

Contracts    

    

Expiration

Date

    

Notional    

Amount    

    

Market    

Value †    

    

Unrealized    

Appreciation/    

(Depreciation)    

 

Long position contracts:

              

U.S. Treasury 5-Year Note Future

     3        03/31/2017      $ 351,153      $ 353,601      $ 2,448    
              

 

 

 

Short position contracts:

              

Euro BUXL 30-Year Bond Future

     1        03/08/2017      $         184,593      $ 180,492      $ 4,101    

Euro-Bund Future

     1        03/08/2017        174,489        175,019        (530)   

U.S. Treasury 10-Year Note Future

     8        03/22/2017        994,204      $         995,750        (1,546)   

U.S. Treasury Long Bond Future

     5        03/22/2017        745,148        754,219        (9,071)   
              

 

 

 

Total

               $ (7,046)   
              

 

 

 
              
              

 

 

 

Total futures contracts

               $ (4,598)   
              

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Cross Currency Swap Contracts Outstanding at January 31, 2017

 

 
    Receive   Pay   Maturity
Date (1)
    Counter-
party
  Notional
Amount of
Currency
Received
    Notional
Amount of
Currency
Delivered
    Upfront
Premiums
Paid
   

Upfront
Premiums

Received

    Market Value
    Unrealized
Appreciation/
(Depreciation)
 
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered   Fixed Rate equal to 7.96% based on the notional amount of currency delivered     03/15/19     JPM     USD 1,680,778      

RUB

107,200,000


 

  $     $ (13,280   $ (101,285   $ (88,005)  
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered   Fixed Rate equal to 7.24% based on the notional amount of currency delivered     03/15/22     JPM     USD 950,376      
RUB
60,615,000
 
 
          (7,509     (61,924     (54,415)  
Fixed Rate equal to 7.96% based on the notional amount of currency delivered   Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered     03/15/19     JPM    
RUB
107,200,000
 
 
    USD 1,680,778       13,280             107,533       94,253  
Fixed Rate equal to 7.24% based on the notional amount of currency delivered   Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered     03/15/22     JPM    
RUB
60,615,000
 
 
    USD 950,376       7,509             57,270       49,761  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

 

    $ 20,789     $ (20,789   $ 1,594     $ 1,594  
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.

 

        OTC Interest Rate Swap Contracts Outstanding at January 31, 2017 

 

 

Counter-

party

           Payments made
    by Fund
  

        Payments received

        by Fund

    

Notional        

Amount        

    

Expiration            

Date            

    

Upfront
Premiums

Paid

     Upfront
Premiums
Received
     Market
Value †
     Unrealized 
Appreciation/ 
(Depreciation) 
 

 

 

BCLY

   1.98% Fixed    3M KRW KSDA      KRW        927,735,000        12/16/25      $      $      $ (8,421)      $ (8,421)   

BCLY

   1.70% Fixed    3M PLN WIBOR      PLN        7,325,000        10/06/17                      2,739         2,739    

BNP

   3M KRW KSDA    1.24% Fixed      KRW        264,840,000        12/21/21                      (4,928)        (4,928)   

BNP

   3M KRW KSDA    1.80% Fixed      KRW        2,613,325,000        01/29/28                      (31,497)        (31,497)   

DEUT

   1.31% Fixed    3M KRW KSDA      KRW        1,578,050,000        12/21/26                      71,448         71,448    

DEUT

   3M KRW KSDA    1.24% Fixed      KRW        116,000,000        12/21/21                      (5,500)        (5,500)   

GSC

   3M KRW KSDA    1.24% Fixed      KRW        207,185,000        12/21/21                      (3,889)        (3,889)   

GSC

   3.48% Fixed    6M CLICP      CLP        140,790,000        03/12/17                      (56)        (56)   

GSC

   6M PLN WIBOR    2.13% Fixed      PLN        3,500,000        11/02/21                          (14,633)        (14,633)   

HSBC

   3M KRW KSDA    1.90% Fixed      KRW        345,075,000        03/15/27                      78         78    

JPM

   1.68% Fixed    3M PLN WIBOR      PLN        5,450,000        10/03/17                      2,339         2,339    
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total

 

   $      $      $ 7,680       $ 7,680    
                 

 

 

    

 

 

    

 

 

    

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

        Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2017

 

 

Payments made

by Fund

     Payments received by
  Fund
    Notional Amount      Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

    1M MXN TIIE

     7.27% Fixed       MXN        92,025,000        01/08/18      $ —          $ —        $ (12,180)      $ (12,180)  

    1M MXN TIIE

     7.36% Fixed       MXN        45,660,000        01/10/18        —            —          (7,688)        (7,688)  

    1M MXN TIIE

     7.32% Fixed       MXN        45,665,000        01/12/18        —            —          (6,682)        (6,682)  

    1M MXN TIIE

     7.50% Fixed       MXN        92,000,000        01/07/19        —            —          24,236         24,236   

    1M MXN TIIE

     7.63% Fixed       MXN        45,685,000        01/09/19        —            —          17,228         17,228   

    1M MXN TIIE

     7.57% Fixed       MXN        45,690,000        01/11/19        —            —          14,596         14,596   

    1M MXN TIIE

     7.40% Fixed       MXN        15,450,000        01/28/20        —            —          938         938   

    1M MXN TIIE

     7.82% Fixed       MXN        20,300,000        01/03/22        —            —          (15,062)            (15,062)  

    1M MXN TIIE

     7.94% Fixed       MXN        10,075,000        01/05/22        —            —          (9,775)        (9,775)  

    1M MXN TIIE

     7.84% Fixed       MXN        10,075,000        01/07/22        —            —          (7,687)        (7,687)  

    6M CZK PRIBOR

     0.46% Fixed       CZK        18,425,000        03/15/22        —            —          8,210         8,210   
             

 

 

    

 

 

    

 

 

    

 

 

 

Total

              $ —          $ —        $ 6,134       $ 6,134   
             

 

 

    

 

 

    

 

 

    

 

 

 

 

        Foreign Currency Contracts Outstanding at January 31, 2017  
Currency    Buy / Sell            Delivery Date            Counterparty     Contract 
Amount
        Market Value †       

   Unrealized   

   Appreciation/   

   (Depreciation)   

 

 

 

AUD

     Buy         03/15/17    WEST    $ 527,702      $ 534,111     $ 6,409    

AUD

     Buy         03/15/17    JPM      79,103        79,548       445    

AUD

     Sell         03/15/17    BOA      691,321        721,997       (30,676)   

AUD

     Sell         03/15/17    CSFB      690,455        721,240       (30,785)   

BRL

     Buy         03/02/17    GSC        5,853,561        6,440,039       586,478    

BRL

     Buy         03/02/17    SSG      453,435        467,651       14,216    

BRL

     Buy         03/02/17    MSC      524,312        537,877       13,565    

BRL

     Buy         03/02/17    BCLY      244,752        256,657       11,905    

BRL

     Buy         03/02/17    JPM      174,124        185,801       11,677    

BRL

     Buy         03/02/17    BCLY      261,016        266,104       5,088    

BRL

     Buy         03/02/17    SSG      141,656        143,287       1,631    

BRL

     Buy         03/02/17    MSC      221,019        221,071       52    

BRL

     Buy         05/22/17    GSC      452,746        501,553       48,807    

BRL

     Buy         07/12/17    CBK      277,503        282,891       5,388    

BRL

     Buy         11/03/17    JPM      3,570,432        3,817,317       246,885    

BRL

     Sell         03/02/17    MSC      391,877        388,922       2,955    

BRL

     Sell         03/02/17    MSC      146,198        147,066       (868)   

BRL

     Sell         03/02/17    JPM      130,833        132,265       (1,432)   

BRL

     Sell         03/02/17    MSC      168,194        171,629       (3,435)   

BRL

     Sell         03/02/17    MSC      324,067        327,828       (3,761)   

BRL

     Sell         03/02/17    MSC      267,629        274,292       (6,663)   

BRL

     Sell         03/02/17    CBK      345,327        352,706       (7,379)   

BRL

     Sell         03/02/17    NAB      164,542        174,779       (10,237)   

BRL

     Sell         03/02/17    MSC      483,548        493,789       (10,241)   

BRL

     Sell         03/02/17    MSC      482,971        493,474       (10,503)   

BRL

     Sell         03/02/17    MSC      499,969        510,479       (10,510)   

BRL

     Sell         03/02/17    MSC      533,605        544,806       (11,201)   

BRL

     Sell         03/02/17    MSC      607,211        619,440       (12,229)   

BRL

     Sell         03/02/17    SSG      487,879        507,016       (19,137)   

BRL

     Sell         03/02/17    GSC      444,241        488,750       (44,509)   

BRL

     Sell         03/02/17    MSC      871,889        976,241       (104,352)   

BRL

     Sell         11/03/17    MSC      3,152,672        3,818,212       (665,540)   

BRL

     Sell         11/03/17    MSC      3,152,037        3,817,914       (665,877)   

CAD

     Buy         03/15/17    GSC      152,665        153,768       1,103    

CAD

     Sell         03/15/17    SCB      67,696        69,195       (1,499)   

CAD

     Sell         03/15/17    SCB      82,802        84,572       (1,770)   

CLP

     Buy         03/15/17    CIB      5,239,250        5,372,547       133,297    

CLP

     Buy         03/15/17    CBK      233,586        237,356       3,770    

CLP

     Sell         03/15/17    NAB      92,330        96,695       (4,365)   

CLP

     Sell         03/15/17    SSG      209,692        217,525       (7,833)   

CLP

     Sell         03/15/17    CIB      6,147,665        6,304,074       (156,409)   

CNH

     Buy         03/08/17    BOA      1,276,148        1,254,429       (21,719)   

CNH

     Buy         03/09/17    BCLY      894,924        877,991       (16,933)   


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

CNH

   Buy        03/15/17    JPM      1,368,414      $             1,395,894        $27,480    

CNH

   Sell        03/08/17    BCLY      623,888        622,992        896    

CNH

   Sell        03/08/17    JPM      623,302        631,438        (8,136)   

CNH

   Sell        03/09/17    BCLY      473,093        472,339        754    

CNH

   Sell        03/09/17    JPM      400,489        405,653        (5,164)   

CNH

   Sell        03/15/17    BCLY      1,374,494        1,395,894        (21,400)   

COP

   Buy        03/15/17    SSG          2,606,492        2,691,525        85,033    

COP

   Buy        03/15/17    JPM      839,057        863,754        24,697    

COP

   Buy        03/15/17    CIB      1,117,961        1,137,026        19,065    

COP

   Buy        03/15/17    BCLY      155,956        159,911        3,955    

COP

   Buy        03/15/17    SSG      445,829        447,909        2,080    

COP

   Buy        03/15/17    HSBC      47,417        48,587        1,170    

COP

   Buy        03/15/17    CSFB      99,457        99,381        (76)   

COP

   Buy        04/24/17    MSC      339,468        349,411        9,943    

COP

   Buy        07/18/17    BNP      755,286        787,049                    31,763    

COP

   Buy        07/18/17    SSG      397,960        413,781        15,821    

COP

   Buy        07/18/17    SSG      161,900        168,299        6,399    

COP

   Buy        07/21/17    SSG      228,804        239,111        10,307    

COP

   Buy        07/21/17    SSG      153,022        159,406        6,384    

COP

   Buy        08/01/17    RBS      340,076        372,553        32,477    

COP

   Buy        08/03/17    CBK      313,345        342,859        29,514    

COP

   Buy        08/03/17    CIB      172,884        189,283        16,399    

COP

   Buy        08/04/17    GSC      478,669        525,588        46,919    

COP

   Sell        03/15/17    JPM      109,103        109,390        (287)   

COP

   Sell        03/15/17    JPM      168,821        169,141        (320)   

COP

   Sell        03/15/17    CBK      312,559        314,972        (2,413)   

COP

   Sell        03/15/17    CIB      107,873        110,646        (2,773)   

COP

   Sell        03/15/17    NAB      106,250        109,594        (3,344)   

COP

   Sell        04/24/17    GSC      411,213        417,572        (6,359)   

COP

   Sell        07/18/17    SCB      1,326,420        1,369,128        (42,708)   

COP

   Sell        07/21/17    CIB      392,142        398,518        (6,376)   

COP

   Sell        08/01/17    CIB      366,305        372,553        (6,248)   

COP

   Sell        08/03/17    CIB      523,452        532,143        (8,691)   

COP

   Sell        08/04/17    CIB      516,825        525,589        (8,764)   

EGP

   Buy        02/07/17    CBK      54,090        42,786        (11,304)   

EGP

   Buy        02/07/17    CBK      73,086        59,596        (13,490)   

EGP

   Buy        03/20/17    CBK      84,238        84,881        643    

EGP

   Buy        04/10/17    GSC      13,074        12,515        (559)   

EGP

   Buy        04/10/17    SCB      23,164        22,341        (823)   

EGP

   Buy        04/10/17    SCB      24,205        23,220        (985)   

EGP

   Buy        04/10/17    GSC      56,024        53,629        (2,395)   

EGP

   Buy        06/21/17    DEUT      21,654        21,992        338    

EGP

   Buy        06/21/17    SCB      32,727        32,988        261    

EGP

   Buy        06/21/17    CBK      54,822        54,980        158    

EGP

   Buy        07/31/17    CBK      121,359        119,272        (2,087)   

EGP

   Buy        07/31/17    CBK      121,495        119,221        (2,274)   

EGP

   Buy        07/31/17    CBK      242,416        238,492        (3,924)   

EUR

   Buy        03/15/17    GSC      742,602        757,105        14,503    

EUR

   Buy        03/15/17    SCB      1,003,365        1,016,684        13,319    

EUR

   Buy        03/15/17    CBK      111,836        113,566        1,730    

EUR

   Buy        03/15/17    SSG      101,734        102,750        1,016    

EUR

   Buy        03/15/17    JPM      80,238        81,119        881    

EUR

   Sell        03/15/17    CSFB      132,345        137,360        (5,015)   

EUR

   Sell        03/15/17    CSFB      161,524        167,645        (6,121)   

EUR

   Sell        03/15/17    JPM      303,682        313,658        (9,976)   

EUR

   Sell        03/15/17    MSC      3,114,911        3,152,803        (37,892)   

EUR

   Sell        03/15/17    CSFB      1,337,220        1,379,013        (41,793)   

HUF

   Buy        03/16/17    CBK      2,032,787        2,090,796        58,009    

HUF

   Buy        03/16/17    JPM      86,502        89,616        3,114    

HUF

   Buy        03/16/17    BCLY      69,108        70,089        981    

HUF

   Buy        03/16/17    BCLY      94,422        94,846        424    

HUF

   Buy        03/16/17    JPM      439,590        439,011        (579)   

HUF

   Buy        03/20/17    BCLY      2,947,482        3,061,191        113,709    

HUF

   Buy        03/20/17    BCLY      515,723        535,709        19,986    

HUF

   Buy        03/20/17    BCLY      440,864        459,179        18,315    

HUF

   Buy        03/20/17    BCLY      294,452        306,120        11,668    


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

HUF

   Buy      03/20/17    BCLY      449,627      $                459,179        $9,552   

HUF

   Buy      03/20/17    JPM      757,212        765,298        8,086   

HUF

   Buy      03/20/17    BCLY      527,645        535,708        8,063   

HUF

   Buy      03/20/17    JPM      380,141        382,649        2,508   

HUF

   Buy      03/20/17    BCLY      380,391        382,649        2,258   

HUF

   Buy      03/20/17    JPM      380,972        382,649        1,677   

HUF

   Buy      03/20/17    BCLY      381,370        382,649        1,279   

HUF

   Buy      06/21/17    BOA      530,819        552,290                    21,471   

HUF

   Buy      08/01/17    UBS      872,939        885,306        12,367   

HUF

   Sell      03/16/17    CBK      351,754        352,336        (582)  

HUF

   Sell      03/16/17    CBK      107,279        108,096        (817)  

HUF

   Sell      03/16/17    JPM      87,995        88,919        (924)  

HUF

   Sell      03/16/17    UBS      59,522        62,054        (2,532)  

HUF

   Sell      03/16/17    JPM      167,955        170,514        (2,559)  

HUF

   Sell      03/16/17    MSC      325,669        334,402        (8,733)  

HUF

   Sell      03/16/17    CBK      1,278,930        1,315,426        (36,496)  

HUF

   Sell      09/20/17    BCLY      383,502        384,865        (1,363)  

HUF

   Sell      09/20/17    JPM      383,101        384,866        (1,765)  

HUF

   Sell      09/20/17    BCLY      382,500        384,866        (2,366)  

HUF

   Sell      09/20/17    JPM      382,300        384,866        (2,566)  

HUF

   Sell      09/20/17    JPM      761,469        769,732        (8,263)  

HUF

   Sell      09/20/17    BCLY      530,469        538,812        (8,343)  

HUF

   Sell      09/20/17    BCLY      452,035        461,839        (9,804)  

HUF

   Sell      09/20/17    BCLY      296,060        307,892        (11,832)  

HUF

   Sell      09/20/17    BCLY      443,268        461,838        (18,570)  

HUF

   Sell      09/20/17    BCLY      518,525        538,811        (20,286)  

HUF

   Sell      09/20/17    BCLY      2,964,003        3,078,924        (114,921)  

IDR

   Buy      03/15/17    JPM      1,031,404        1,048,336        16,932   

IDR

   Buy      03/15/17    SCB      1,321,444        1,328,749        7,305   

IDR

   Buy      03/15/17    BCLY      197,601        200,241        2,640   

IDR

   Buy      03/15/17    CBK      367,539        367,817        278   

IDR

   Buy      03/15/17    SSG      314,307        314,568        261   

IDR

   Buy      03/15/17    BCLY      221,833        222,017        184   

IDR

   Buy      03/15/17    CBK      451,266        450,597        (669)  

IDR

   Sell      03/09/17    DEUT      221,198        220,366        832   

IDR

   Sell      03/15/17    BCLY      177,106        177,345        (239)  

IDR

   Sell      03/15/17    CIB      108,875        109,331        (456)  

IDR

   Sell      03/15/17    CBK      394,418        395,186        (768)  

IDR

   Sell      03/15/17    CBK      207,718        208,742        (1,024)  

IDR

   Sell      03/15/17    BOA      166,000        167,128        (1,128)  

IDR

   Sell      03/15/17    BCLY      116,364        118,205        (1,841)  

IDR

   Sell      03/15/17    SCB      379,367        381,464        (2,097)  

IDR

   Sell      03/15/17    SCB      299,013        304,947        (5,934)  

IDR

   Sell      03/15/17    NAB      1,050,586        1,070,262        (19,676)  

INR

   Buy      03/15/17    BCLY      462,809        461,442        (1,367)  

INR

   Buy      07/12/17    CBK      286,266        287,689        1,423   

INR

   Sell      03/08/17    JPM      217,902        217,823        79   

INR

   Sell      03/15/17    BCLY      303,053        302,158        895   

KRW

   Buy      03/15/17    SCB      679,937        701,931        21,994   

KRW

   Buy      03/15/17    BCLY      683,290        702,245        18,955   

KRW

   Buy      03/15/17    BCLY      439,619        451,815        12,196   

KRW

   Buy      03/15/17    UBS      1,854,777        1,861,539        6,762   

KRW

   Buy      03/15/17    BCLY      317,150        323,013        5,863   

KRW

   Buy      03/15/17    BCLY      258,591        262,348        3,757   

KRW

   Buy      05/10/17    JPM      309,570        312,991        3,421   

KRW

   Buy      05/10/17    BCLY      30,532        30,842        310   

KRW

   Buy      05/10/17    BCLY      353,865        348,387        (5,478)  

KRW

   Buy      07/20/17    CBK      186,478        187,978        1,500   

KRW

   Sell      03/15/17    JPM      199,188        204,902        (5,714)  

KRW

   Sell      03/15/17    BCLY      235,616        241,412        (5,796)  

KRW

   Sell      03/15/17    SCB      314,564        323,331        (8,767)  

KRW

   Sell      03/15/17    UBS      2,520,804        2,529,994        (9,190)  

KRW

   Sell      03/15/17    BCLY      1,284,128        1,312,842        (28,714)  

KRW

   Sell      05/10/17    JPM      431,509        440,998        (9,489)  

KRW

   Sell      05/10/17    GSC      429,135        439,514        (10,379)  

KZT

   Buy      02/14/17    RBS      94,918        102,826        7,908   


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

KZT

   Buy      03/15/17    BCLY      99,707      $                103,567        $3,860   

KZT

   Buy      03/15/17    SCB      102,481        105,043        2,562   

KZT

   Buy      03/15/17    SCB      83,724        85,945        2,221   

KZT

   Buy      03/15/17    DEUT      49,853        51,783        1,930   

KZT

   Buy      03/15/17    BCLY      50,148        51,784        1,636   

MXN

   Buy      02/10/17    DEUT      1,236,655        1,107,744        (128,911)  

MXN

   Buy      02/10/17    JPM      2,182,215        1,964,268        (217,947)  

MXN

   Buy      02/21/17    GSC      617,769        579,565        (38,204)  

MXN

   Buy      02/21/17    JPM      531,676        468,338        (63,338)  

MXN

   Buy      03/10/17    JPM      72,945        67,098        (5,847)  

MXN

   Buy      03/15/17    CBK      735,993        763,710                       27,717   

MXN

   Buy      03/15/17    GSC      441,670        463,648        21,978   

MXN

   Buy      03/15/17    GSC      667,101        682,845        15,744   

MXN

   Buy      03/15/17    SSG      334,919        342,137        7,218   

MXN

   Buy      03/15/17    CBK      23,651        23,969        318   

MXN

   Buy      03/15/17    UBS      21,972        21,634        (338)  

MXN

   Buy      03/15/17    BCLY      58,668        58,182        (486)  

MXN

   Buy      03/15/17    BCLY      188,107        187,270        (837)  

MXN

   Buy      03/15/17    UBS      77,163        76,004        (1,159)  

MXN

   Buy      03/15/17    MSC      104,830        103,404        (1,426)  

MXN

   Buy      03/15/17    GSC      394,999        392,171        (2,828)  

MXN

   Buy      03/15/17    SSG      742,071        739,121        (2,950)  

MXN

   Buy      03/15/17    GSC      350,821        345,949        (4,872)  

MXN

   Buy      03/15/17    SSG      743,482        738,121        (5,361)  

MXN

   Buy      03/15/17    SSG      463,223        455,548        (7,675)  

MXN

   Buy      03/15/17    CIB      438,400        429,816        (8,584)  

MXN

   Buy      03/15/17    RBC      2,858,303        2,834,546        (23,757)  

MXN

   Buy      03/21/17    BCLY      22,354        21,947        (407)  

MXN

   Buy      05/02/17    CBK      432,361        430,868        (1,493)  

MXN

   Buy      05/31/17    DEUT      440,796        396,734        (44,062)  

MXN

   Buy      06/08/17    GSC      820,877        844,315        23,438   

MXN

   Buy      06/08/17    GSC      824,258        748,028        (76,230)  

MXN

   Buy      06/14/17    GSC      3,654,597        3,760,943        106,346   

MXN

   Buy      06/14/17    BOA      3,763,350        3,760,944        (2,406)  

MXN

   Buy      08/31/17    BOA      2,745,233        2,602,544        (142,689)  

MXN

   Sell      02/10/17    JPM      3,349,520        3,072,012        277,508   

MXN

   Sell      02/21/17    DEUT      274,192        247,415        26,777   

MXN

   Sell      03/10/17    GSC      850,573        714,467        136,106   

MXN

   Sell      03/15/17    RBC      907,536        899,993        7,543   

MXN

   Sell      03/15/17    HSBC      219,428        218,244        1,184   

MXN

   Sell      03/15/17    NAB      151,598        151,055        543   

MXN

   Sell      03/15/17    CSFB      16,278        16,058        220   

MXN

   Sell      03/15/17    MSC      182,476        183,172        (696)  

MXN

   Sell      03/15/17    JPM      251,406        253,029        (1,623)  

MXN

   Sell      03/15/17    JPM      318,867        331,177        (12,310)  

MXN

   Sell      03/15/17    CBK      281,780        295,153        (13,373)  

MXN

   Sell      03/15/17    MSC      655,449        674,744        (19,295)  

MXN

   Sell      03/15/17    CBK      546,647        566,576        (19,929)  

MXN

   Sell      03/15/17    GSC      831,060        854,867        (23,807)  

MXN

   Sell      03/27/17    MSC      523,751        498,460        25,291   

MXN

   Sell      03/27/17    CBK      539,330        537,272        2,058   

MXN

   Sell      05/31/17    GSC      387,266        361,678        25,588   

MXN

   Sell      06/08/17    BCLY      653,094        599,317        53,777   

MXN

   Sell      06/08/17    BCLY      548,578        503,407        45,171   

MXN

   Sell      06/08/17    GSC      126,976        117,557        9,419   

MXN

   Sell      06/08/17    MSC      105,115        98,357        6,758   

MXN

   Sell      06/08/17    MSC      105,115        98,357        6,758   

MXN

   Sell      06/08/17    BOA      178,619        175,348        3,271   

MXN

   Sell      06/14/17    CBK      2,887,509        2,798,163        89,346   

MXN

   Sell      06/14/17    RBS      1,765,532        1,714,970        50,562   

MXN

   Sell      06/14/17    MSC      1,542,913        1,504,377        38,536   

MXN

   Sell      06/14/17    BNP      773,293        752,189        21,104   

MXN

   Sell      06/14/17    BNP      772,392        752,188        20,204   

MXN

   Sell      07/12/17    CBK      879,313        913,330        (34,017)  

MXN

   Sell      08/31/17    BOA      2,911,511        2,602,544        308,967   

MXN

   Sell      01/25/18    GSC      386,882        398,231        (11,349)  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

MYR

   Buy      02/16/17    BCLY          5,236,091      $                5,275,450        $39,359   

MYR

   Buy      02/16/17    JPM      220,175        221,060        885   

MYR

   Buy      02/27/17    CBK      236,768        236,496        (272)  

MYR

   Buy      02/27/17    BCLY      227,991        227,704        (287)  

MYR

   Buy      02/27/17    CBK      662,824        661,017        (1,807)  

MYR

   Buy      04/25/17    JPM      501,016        499,155        (1,861)  

MYR

   Buy      04/25/17    SSG      503,272        501,403        (1,869)  

MYR

   Sell      02/16/17    JPM      175,755        175,946        (191)  

MYR

   Sell      02/16/17    JPM      121,348        121,809        (461)  

MYR

   Sell      02/16/17    BCLY      3,846,636        3,875,551        (28,915)  

MYR

   Sell      02/27/17    BCLY      516,988        516,278        710   

MYR

   Sell      04/25/17    BOA      1,120,874        1,061,267                    59,607   

MYR

   Sell      07/06/17    JPM      115,260        107,677        7,583   

NGN

   Buy      07/26/17    SCB      38,908        44,286        5,378   

NGN

   Buy      07/26/17    CBK      23,029        26,496        3,467   

NGN

   Buy      07/26/17    DEUT      14,566        16,691        2,125   

NGN

   Buy      07/26/17    SCB      6,284        7,153        869   

NGN

   Buy      08/02/17    BCLY      45,346        53,684        8,338   

NGN

   Buy      08/02/17    SCB      35,795        42,349        6,554   

NGN

   Buy      08/02/17    JPM      33,130        39,171        6,041   

NGN

   Buy      08/02/17    GSC      20,595        24,350        3,755   

NGN

   Sell      07/26/17    CBK      36,532        47,313        (10,781)  

NGN

   Sell      07/26/17    CBK      36,532        47,313        (10,781)  

NGN

   Sell      08/02/17    CBK      55,403        71,800        (16,397)  

NGN

   Sell      08/02/17    CBK      67,713        87,753        (20,040)  

NZD

   Buy      03/15/17    JPM      71,390        73,272        1,882   

NZD

   Sell      03/15/17    DEUT      689,697        729,051        (39,354)  

PEN

   Buy      03/15/17    SSG      2,837,128        2,976,544        139,416   

PEN

   Buy      03/15/17    JPM      220,567        229,761        9,194   

PEN

   Sell      03/15/17    JPM      131,064        132,379        (1,315)  

PEN

   Sell      03/15/17    SSG      125,899        130,553        (4,654)  

PEN

   Sell      03/15/17    SSG      771,186        803,403        (32,217)  

PEN

   Sell      03/15/17    SSG      703,698        738,278        (34,580)  

PHP

   Buy      03/15/17    CBK      230,064        234,194        4,130   

PHP

   Buy      03/15/17    JPM      98,972        99,738        766   

PHP

   Buy      03/15/17    JPM      55,656        55,789        133   

PHP

   Buy      03/15/17    BCLY      233,394        231,987        (1,407)  

PHP

   Sell      03/15/17    SCB      151,034        151,714        (680)  

PHP

   Sell      03/15/17    JPM      195,453        198,071        (2,618)  

PHP

   Sell      03/15/17    BCLY      156,349        159,140        (2,791)  

PHP

   Sell      03/15/17    BNP      163,079        166,163        (3,084)  

PHP

   Sell      03/15/17    CBK      1,367,393        1,391,939        (24,546)  

PLN

   Buy      03/15/17    CBK      6,182,284        6,563,984        381,700   

PLN

   Buy      03/15/17    JPM      1,141,720        1,205,248        63,528   

PLN

   Buy      03/15/17    GSC      856,707        894,579        37,872   

PLN

   Buy      03/15/17    BCLY      272,176        285,716        13,540   

PLN

   Buy      03/15/17    CBK      260,478        268,498        8,020   

PLN

   Buy      03/15/17    BCLY      160,019        165,940        5,921   

PLN

   Buy      03/15/17    BCLY      232,061        235,809        3,748   

PLN

   Buy      03/15/17    CBK      9,969        9,982        13   

PLN

   Sell      03/15/17    CBK      192,729        192,890        (161)  

PLN

   Sell      03/15/17    BCLY      3,314        3,494        (180)  

PLN

   Sell      03/15/17    MSC      190,589        191,641        (1,052)  

PLN

   Sell      03/15/17    JPM      195,266        199,627        (4,361)  

PLN

   Sell      03/15/17    JPM      428,517        434,189        (5,672)  

PLN

   Sell      03/15/17    DEUT      376,566        382,535        (5,969)  

PLN

   Sell      03/15/17    JPM      443,343        451,656        (8,313)  

PLN

   Sell      03/15/17    NAB      155,696        164,693        (8,997)  

PLN

   Sell      03/15/17    CBK      439,375        452,903        (13,528)  

PLN

   Sell      05/02/17    BCLY      930,420        921,665        8,755   

RON

   Buy      03/15/17    JPM      2,853,918        2,947,998        94,080   

RON

   Buy      03/15/17    JPM      317,319        329,291        11,972   

RON

   Sell      03/15/17    JPM      96,165        97,346        (1,181)  

RON

   Sell      03/15/17    JPM      130,204        132,197        (1,993)  

RON

   Sell      03/15/17    CBK      132,385        134,601        (2,216)  

RON

   Sell      03/15/17    BCLY      82,443        85,327        (2,884)  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

RON

   Sell      03/15/17    JPM      146,922      $ 151,426        $(4,504)  

RUB

   Buy      02/01/17    GSC      486,783        501,909                    15,126   

RUB

   Buy      02/01/17    BCLY      898,251        896,454        (1,797)  

RUB

   Buy      02/01/17    HSBC          1,331,276                    1,328,445        (2,831)  

RUB

   Buy      03/09/17    BCLY      601,997        594,420        (7,577)  

RUB

   Buy      03/09/17    BCLY      728,361        719,775        (8,586)  

RUB

   Buy      03/15/17    JPM      1,765,874        1,813,875        48,001   

RUB

   Buy      03/15/17    BCLY      374,781        386,232        11,451   

RUB

   Buy      03/15/17    BCLY      255,739        260,230        4,491   

RUB

   Buy      03/15/17    JPM      208,181        212,362        4,181   

RUB

   Buy      03/15/17    JPM      123,004        125,673        2,669   

RUB

   Buy      03/15/17    BCLY      128,578        129,292        714   

RUB

   Buy      03/15/17    CSFB      35,875        35,596        (279)  

RUB

   Buy      03/15/17    CBK      25,826        25,447        (379)  

RUB

   Buy      03/15/17    GSC      305,350        303,705        (1,645)  

RUB

   Buy      03/15/17    BCLY      381,094        379,323        (1,771)  

RUB

   Buy      03/15/17    BCLY      405,553        403,668        (1,885)  

RUB

   Buy      03/15/17    CBK      586,926        584,102        (2,824)  

RUB

   Buy      03/15/17    BOA      1,132,079        1,127,936        (4,143)  

RUB

   Buy      03/15/17    BCLY      400,267        394,786        (5,481)  

RUB

   Buy      03/15/17    BCLY      676,549        668,175        (8,374)  

RUB

   Buy      05/22/17    BCLY      1,152,872        1,151,483        (1,389)  

RUB

   Buy      06/07/17    CBK      274,698        291,763        17,065   

RUB

   Sell      02/01/17    HSBC      1,340,652        1,328,445        12,207   

RUB

   Sell      02/01/17    BCLY      898,365        896,455        1,910   

RUB

   Sell      02/01/17    GSC      432,911        431,990        921   

RUB

   Sell      02/01/17    GSC      70,573        69,918        655   

RUB

   Sell      03/09/17    CSFB      216,176        239,541        (23,365)  

RUB

   Sell      03/15/17    BCLY      366,397        361,229        5,168   

RUB

   Sell      03/15/17    BCLY      519,199        516,018        3,181   

RUB

   Sell      03/15/17    GSC      330,295        327,836        2,459   

RUB

   Sell      03/15/17    CBK      398,047        395,608        2,439   

RUB

   Sell      03/15/17    BCLY      889,175        887,281        1,894   

RUB

   Sell      03/15/17    JPM      509,047        507,628        1,419   

RUB

   Sell      03/15/17    JPM      109,133        107,908        1,225   

RUB

   Sell      03/15/17    CBK      849,453        848,789        664   

RUB

   Sell      03/15/17    BOA      134,786        134,293        493   

RUB

   Sell      03/15/17    BCLY      250,309        250,031        278   

RUB

   Sell      03/15/17    JPM      178,340        178,098        242   

RUB

   Sell      03/15/17    BCLY      213,421        213,184        237   

RUB

   Sell      03/15/17    DEUT      147,473        147,370        103   

RUB

   Sell      03/15/17    BCLY      374,568        374,553        15   

RUB

   Sell      03/15/17    BNP      66,421        66,620        (199)  

RUB

   Sell      03/15/17    BCLY      44,418        45,680        (1,262)  

RUB

   Sell      03/15/17    DEUT      44,306        45,696        (1,390)  

RUB

   Sell      03/15/17    BOA      122,975        125,607        (2,632)  

RUB

   Sell      03/15/17    BCLY      178,062        180,779        (2,717)  

RUB

   Sell      03/15/17    BCLY      288,415        291,155        (2,740)  

RUB

   Sell      03/15/17    BCLY      88,582        91,376        (2,794)  

RUB

   Sell      03/15/17    MSC      170,884        174,117        (3,233)  

RUB

   Sell      03/15/17    CBK      172,523        176,173        (3,650)  

RUB

   Sell      03/15/17    BCLY      471,376        479,401        (8,025)  

RUB

   Sell      03/15/17    MSC      940,978        962,454        (21,476)  

RUB

   Sell      03/15/17    JPM      964,144        990,352        (26,208)  

RUB

   Sell      05/22/17    BCLY      203,599        222,791        (19,192)  

RUB

   Sell      05/22/17    CBK      991,840        1,083,568        (91,728)  

RUB

   Sell      06/07/17    GSC      385,570        443,314        (57,744)  

RUB

   Sell      07/17/17    HSBC      519,128        512,345        6,783   

SGD

   Buy      03/15/17    MSC      244,959        248,438        3,479   

SGD

   Buy      03/15/17    JPM      66,449        67,433        984   

SGD

   Sell      03/15/17    CBK      175,548        177,455        (1,907)  

SGD

   Sell      03/15/17    HSBC      173,152        177,455        (4,303)  

SGD

   Sell      03/15/17    CBK      172,930        177,456        (4,526)  

SGD

   Sell      03/15/17    MSC      322,910        330,067        (7,157)  

THB

   Buy      03/15/17    JPM      4,396,995        4,445,085        48,090   

THB

   Buy      03/15/17    JPM      1,098,251        1,123,357        25,106   


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

THB

   Buy      03/15/17    BCLY      162,699      $                166,645        $3,946   

THB

   Buy      03/15/17    JPM      237,028        240,172        3,144   

THB

   Buy      03/15/17    CSFB      127,565        130,590        3,025   

THB

   Buy      03/15/17    JPM      144,640        147,055                    2,415   

THB

   Buy      03/15/17    JPM      94,596        94,820        224   

THB

   Buy      03/15/17    JPM      112,832        112,988        156   

THB

   Buy      03/15/17    BCLY      248,804        248,121        (683)  

THB

   Sell      03/15/17    JPM      105,891        106,743        (852)  

THB

   Sell      03/15/17    UBS      150,239        151,882        (1,643)  

THB

   Sell      03/15/17    CBK      415,797        418,456        (2,659)  

THB

   Sell      03/15/17    BNP      117,965        120,938        (2,973)  

THB

   Sell      03/15/17    CIB      175,233        178,567        (3,334)  

THB

   Sell      03/15/17    NAB      278,167        284,743        (6,576)  

THB

   Sell      03/15/17    BCLY          2,461,076        2,508,464        (47,388)  

TRY

   Buy      02/22/17    GSC      601,744        545,482        (56,262)  

TRY

   Buy      03/15/17    GSC      338,317        342,458        4,141   

TRY

   Buy      03/15/17    BCLY      175,415        179,345        3,930   

TRY

   Buy      03/15/17    BCLY      1,458,363        1,458,323        (40)  

TRY

   Buy      03/15/17    NAB      81,476        81,425        (51)  

TRY

   Buy      03/15/17    CBK      248,512        248,202        (310)  

TRY

   Buy      03/15/17    CBK      205,894        205,526        (368)  

TRY

   Buy      03/15/17    CBK      107,794        100,800        (6,994)  

TRY

   Buy      03/15/17    BCLY      139,580        130,909        (8,671)  

TRY

   Buy      03/15/17    JPM      284,366        265,744        (18,622)  

TRY

   Buy      03/15/17    BCLY      388,844        361,308        (27,536)  

TRY

   Buy      03/15/17    CBK      3,129,732        2,911,148        (218,584)  

TRY

   Buy      04/28/17    JPM      913,084        763,969        (149,115)  

TRY

   Buy      06/02/17    GSC      98,548        92,286        (6,262)  

TRY

   Buy      02/20/18    DEUT      9,172        7,898        (1,274)  

TRY

   Buy      02/20/18    BOA      34,209        29,437        (4,772)  

TRY

   Buy      02/20/18    HSBC      145,616        125,402        (20,214)  

TRY

   Sell      03/15/17    CBK      1,529,541        1,422,716        106,825   

TRY

   Sell      03/15/17    BCLY      363,256        345,599        17,657   

TRY

   Sell      03/15/17    NAB      104,842        98,182        6,660   

TRY

   Sell      03/15/17    CBK      301,259        298,472        2,787   

TRY

   Sell      03/15/17    CBK      207,545        207,097        448   

TRY

   Sell      03/15/17    CBK      41,909        41,891        18   

TRY

   Sell      03/15/17    JPM      162,667        163,636        (969)  

TRY

   Sell      03/15/17    JPM      229,405        235,636        (6,231)  

TRY

   Sell      03/15/17    MSC      776,605        784,143        (7,538)  

TRY

   Sell      04/28/17    GSC      1,018,675        934,516        84,159   

TRY

   Sell      04/28/17    JPM      118,792        107,401        11,391   

TRY

   Sell      06/02/17    GSC      185,569        188,419        (2,850)  

TRY

   Sell      02/20/18    DEUT      190,652        162,735        27,917   

ZAR

   Buy      02/27/17    CBK      54,530        54,305        (225)  

ZAR

   Buy      02/27/17    CBK      468,337        464,732        (3,605)  

ZAR

   Buy      03/15/17    CBK      6,477,902        6,625,255        147,353   

ZAR

   Buy      03/15/17    BCLY      194,051        201,747        7,696   

ZAR

   Buy      03/15/17    BCLY      275,186        279,795        4,609   

ZAR

   Buy      03/15/17    BCLY      124,666        128,117        3,451   

ZAR

   Buy      03/15/17    CBK      257,894        260,724        2,830   

ZAR

   Buy      03/15/17    GSC      153,935        155,507        1,572   

ZAR

   Buy      03/15/17    CBK      70,050        71,421        1,371   

ZAR

   Buy      03/15/17    SSG      61,562        62,807        1,245   

ZAR

   Buy      03/15/17    BCLY      579,887        580,944        1,057   

ZAR

   Buy      03/15/17    CBK      96,424        97,192        768   

ZAR

   Buy      03/15/17    CSFB      45,417        45,798        381   

ZAR

   Buy      03/15/17    GSC      371        368        (3)  

ZAR

   Buy      03/15/17    JPM      330,102        328,465        (1,637)  

ZAR

   Buy      03/15/17    CBK      256,267        254,024        (2,243)  

ZAR

   Buy      07/12/17    CBK      283,437        288,115        4,678   

ZAR

   Sell      02/27/17    HSBC      85,195        88,071        (2,876)  

ZAR

   Sell      02/27/17    GSC      181,786        192,837        (11,051)  

ZAR

   Sell      02/27/17    HSBC      463,616        483,203        (19,587)  

ZAR

   Sell      03/15/17    BCLY      1,196,696        1,190,602        6,094   

ZAR

   Sell      03/15/17    JPM      246,225        246,662        (437)  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

ZAR

   Sell        03/15/17      UBS      29,796      $ 30,262        $(466)  

ZAR

   Sell        03/15/17      JPM      155,399        156,096        (697)  

ZAR

   Sell        03/15/17      CBK      350,296        351,216        (920)  

ZAR

   Sell        03/15/17      MSC      242,485        245,925        (3,440)  

ZAR

   Sell        03/15/17      CBK      183,099        187,021        (3,922)  

ZAR

   Sell        03/15/17      CBK      84,834        89,093        (4,259)  

ZAR

   Sell        03/15/17      NAB      124,683        131,063        (6,380)  

ZAR

   Sell        03/15/17      CBK          3,942,247                4,031,921        (89,674)  
                   

 

 

 

Total

                    $             88,022   
                   

 

 

 

 

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)

Counterparty Abbreviations:

BCLY   

Barclays

BNP   

BNP Paribas Securities Services

BOA   

Banc of America Securities LLC

CBK   

Citibank NA

CIB   

Canadian Imperial Bank of Commerce

CIB   

Credit Agricole

CSFB   

Credit Suisse First Boston Corp.

DEUT   

Deutsche Bank Securities, Inc.

GSC   

Goldman Sachs & Co.

HSBC   

HSBC Bank USA

JPM   

JP Morgan Chase & Co.

MSC   

Morgan Stanley

NAB   

National Australia Bank Limited

RBC   

RBC Dominion Securities, Inc.

RBS   

RBS Greenwich Capital

SCB   

Standard Chartered Bank

SSG   

State Street Global Markets LLC

UBS   

UBS AG

WEST   

Westpac International

Currency Abbreviations:

ARS   

Argentine Peso

AUD   

Australian Dollar

BRL   

Brazilian Real

CAD   

Canadian Dollar

CLP   

Chilean Peso

CNH   

Chinese Renminbi

COP   

Colombian Peso

CZK   

Czech Koruna

EGP   

Egyptian Pound

EUR   

Euro

GHS   

Ghana Cedi

HUF   

Hungarian Forint

IDR   

Indonesian Rupiah

INR   

Indian Rupee

KRW   

South Korean Won

KZT   

Kazakhstani Tenge

MXN   

Mexican Peso

MYR   

Malaysian Ringgit

NGN   

Nigerian Naira

NZD   

New Zealand Dollar

PEN   

Peruvian Nuevo Sol

PHP   

Philippine Peso

PLN   

Polish Zloty

RON   

New Romanian Leu

RUB   

Russian Ruble

SGD   

Singapore Dollar

THB   

Thai Baht

TRY   

Turkish Lira

USD   

United States Dollar

ZAR   

South African Rand


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Other Abbreviations:

CJSC   

Closed Joint Stock Company

CLICP   

Sinacofi Chile Interbank Offered Rate

JSC   

Joint Stock Company

KSDA   

Korea Securities Dealers Association

LIBOR   

London Interbank Offered Rate

OJSC   

Open Joint Stock Company

OTC   

Over-the-Counter

PRIBOR   

Prague Interbank Offered Rate

TIIE   

Interbank Equilibrium Interest Rate

WIBOR   

Warsaw Interbank Offered Rate


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

                                                                                                           
     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

           

Corporate Bonds

   $ 22,442,089       $ —       $ 22,442,089       $ —   

Foreign Government Obligations

     65,150,643         —         65,150,643         —   

Short-Term Investments

     1,843,511         1,843,511         —         —   

Purchased Options

     428,055         —         428,055         —   

Foreign Currency Contracts(2)

     4,891,136         —         4,891,136         —   

Futures Contracts(2)

     6,549         6,549         —         —   

Swaps - Cross Currency(2)

     144,014         —         144,014         —   

Swaps - Interest Rate(2)

     141,812         —         141,812         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 95,047,809       $ 1,850,060       $ 93,197,749       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (4,803,114)      $ —       $ (4,803,114)      $ —   

Futures Contracts(2)

     (11,147)        (11,147)        —         —   

Swaps - Cross Currency(2)

     (142,420)        —         (142,420)        —   

Swaps - Interest Rate(2)

     (127,998)        —         (127,998)        —   

Written Options

     (293,433)        —         (293,433)        —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (5,378,112)      $ (11,147)      $ (5,366,965)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.


 

Hartford Environmental Opportunities Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount           Market Value  

Common Stocks - 94.3%

     
  

Austria - 3.8%

     
4,492   

Mayr Melnhof Karton AG

      $        506,885  
43,265   

Zumtobel Group AG

        726,830  
        

 

 

 
           1,233,715  
        

 

 

 
  

Brazil - 2.7%

     
113,000   

Cia de Saneamento do Parana (Preference Shares)

        505,633  
64,400   

Cia Energetica de Sao Paulo Class B, (Preference Shares)

        355,609  
        

 

 

 
           861,242  
        

 

 

 
  

Canada - 2.1%

     
43,900   

Boralex, Inc. Class A

        669,338  
        

 

 

 
  

China - 3.8%

     
916,717   

China Longyuan Power Group Corp. Ltd. Class H

        748,791  
96,480   

ENN Energy Holdings Ltd.

        475,642  
        

 

 

 
           1,224,433  
        

 

 

 
  

France - 5.6%

     
15,956   

Cie de Saint-Gobain

        784,009  
31,811   

Rexel S.A.

        554,814  
29,845   

Suez Environnement Co.

        452,078  
        

 

 

 
           1,790,901  
        

 

 

 
  

Germany - 5.0%

     
92,610   

E.ON SE

        713,382  
6,909   

Siemens AG

        893,737  
        

 

 

 
           1,607,119  
        

 

 

 
  

Japan - 9.0%

     
4,610   

Daikin Industries Ltd.

        457,600  
37,000   

Fujitsu General Ltd.

        727,860  
124,000   

IHI Corp.*

        333,908  
13,500   

Kyudenko Corp.

        366,333  
16,310   

Park24 Co., Ltd.

        450,168  
33,800   

Sekisui Chemical Co., Ltd.

        551,533  
        

 

 

 
           2,887,402  
        

 

 

 
  

Norway - 1.8%

     
51,755   

Tomra Systems ASA

        566,414  
        

 

 

 
  

Spain - 5.0%

     
110,680   

EDP Renovaveis S.A.

        711,050  
99,994   

Iberdrola S.A.

        631,576  
2,222   

Iberdrola S.A.*

        14,034  
14,432   

Red Electrica Corp. S.A.

        258,073  
        

 

 

 
           1,614,733  
        

 

 

 
  

Sweden - 3.1%

     
25,892   

Electrolux AB Series B

        688,496  
38,676   

Nibe Industrier AB Class B

        318,962  
        

 

 

 
           1,007,458  
        

 

 

 
  

Switzerland - 2.4%

     
32,377   

ABB Ltd.*

        771,571  
        

 

 

 
  

United Kingdom - 1.8%

     
8,183   

Delphi Automotive plc

        573,301  
        

 

 

 
  

United States - 48.2%

     
61,221   

Advanced Emissions Solutions, Inc.*

        585,273  
10,939   

American Water Works Co., Inc.

        803,360  
16,211   

Applied Materials, Inc.

        555,227  
13,163   

AquaVenture Holdings Ltd.*

        253,783  
24,015   

Avangrid, Inc.

        931,782  
12,833   

Clean Harbors, Inc.*

        712,232  
10,185   

Eaton Corp. plc

        720,894  
5,878   

Edison International

        428,389  
11,323   

First Solar, Inc.*

        353,164  


 

Hartford Environmental Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

36,754   

Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT

 

   $ 671,863  
5,402   

Hubbell, Inc. Class B

 

     659,476  
5,358   

Illinois Tool Works, Inc.

 

     681,538  
14,102   

Itron, Inc.*

 

     870,093  
16,660   

Johnson Controls International plc

 

     732,707  
56,572   

Mueller Water Products, Inc. Class A

 

     761,459  
6,854   

NextEra Energy, Inc.

 

     847,977  
14,711   

Owens Corning

 

     812,783  
16,469   

Pattern Energy Group, Inc.

 

     325,098  
8,913   

Pentair plc

 

     522,569  
5,354   

Rogers Corp.*

 

     428,052  
8,219   

Sempra Energy

 

     841,543  
11,991   

Waste Management, Inc.

 

     833,375  
7,754   

Watts Water Technologies, Inc. Class A

 

     511,764  
12,829   

Xylem, Inc.

 

     632,598  
        

 

 

 
        15,476,999  
        

 

 

 
  

Total Common Stocks
(cost $26,429,372)

 

     30,284,626  
        

 

 

 
  

Total Long-Term Investments
(cost $26,429,372)

 

     30,284,626  
        

 

 

 

Short-Term Investments - 4.9%

 

   Other Investment Pools & Funds - 4.9%  
1,570,496   

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

 

     1,570,496  
        

 

 

 
  

Total Short-Term Investments
(cost $1,570,496)

        1,570,496  
        

 

 

 
  

Total Investments
(cost $27,999,868)^

     99.2%        $      31,855,122  
  

Other Assets and Liabilities

     0.8%        272,696  
        

 

 

 
  

Total Net Assets

     100.0%        $      32,127,818  
        

 

 

 

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 shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

     $      4,598,300  

Unrealized Depreciation

     (743,046
  

 

 

 

Net Unrealized Appreciation

     $      3,855,254  
  

 

 

 

 

* Non-income producing.

 

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 Environmental Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

 

Common Stocks

           

Austria

   $ 1,233,715        $ —       $ 1,233,715       $ —   

Brazil

     861,242          861,242         —         —   

Canada

     669,338          669,338         —         —   

China

     1,224,433          —         1,224,433         —   

France

     1,790,901          —         1,790,901         —   

Germany

     1,607,119          —         1,607,119         —   

Japan

     2,887,402          —         2,887,402         —   

Norway

     566,414          —         566,414         —   

Spain

     1,614,733          14,034         1,600,699         —   

Sweden

     1,007,458          —         1,007,458         —   

Switzerland

     771,571          —         771,571         —   

United Kingdom

     573,301          573,301         —         —   

United States

     15,476,999          15,476,999         —         —   

Short-Term Investments

     1,570,496          1,570,496         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     31,855,122        $      19,165,410       $  12,689,712       $             —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.


 

The Hartford Equity Income Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount           Market Value  

Common Stocks - 97.9%

     
  

Banks - 14.5%

     
934,630   

BB&T Corp.

      $ 43,170,560  
1,735,320   

JP Morgan Chase & Co.

        146,860,131  
468,105   

M&T Bank Corp.

        76,099,830  
914,995   

PNC Financial Services Group, Inc.

        110,220,298  
893,440   

US Bancorp

        47,039,616  
2,585,550   

Wells Fargo & Co.

        145,644,031  
        

 

 

 
           569,034,466  
        

 

 

 
  

Capital Goods - 9.4%

     
290,145   

3M Co.

        50,723,149  
304,590   

Caterpillar, Inc.

        29,137,080  
1,065,685   

Eaton Corp. plc

        75,429,184  
2,813,620   

General Electric Co.

        83,564,514  
468,350   

Honeywell International, Inc.

        55,415,172  
251,300   

Raytheon Co.

        36,227,408  
355,830   

United Technologies Corp.

        39,023,876  
        

 

 

 
           369,520,383  
        

 

 

 
  

Consumer Durables & Apparel - 1.1%

     
841,700   

VF Corp.

        43,330,716  
        

 

 

 
  

Consumer Services - 0.9%

     
283,900   

McDonald’s Corp.

        34,797,623  
        

 

 

 
  

Diversified Financials - 3.4%

     
152,335   

BlackRock, Inc.

        56,970,243  
1,376,120   

Invesco Ltd.

        39,797,390  
854,215   

Thomson Reuters Corp.

        38,303,001  
        

 

 

 
           135,070,634  
        

 

 

 
  

Energy - 11.9%

     
1,708,700   

Canadian Natural Resources Ltd.

        51,654,001  
925,950   

Chevron Corp.

        103,104,532  
404,120   

Enbridge, Inc.

        17,215,512  
801,080   

Exxon Mobil Corp.

        67,202,601  
739,855   

Occidental Petroleum Corp.

        50,139,973  
569,980   

Phillips 66

        46,521,768  
2,607,390   

Suncor Energy, Inc.

        80,933,386  
1,101,220   

TransCanada Corp.

        51,953,042  
        

 

 

 
           468,724,815  
        

 

 

 
  

Food & Staples Retailing - 0.5%

     
307,300   

Wal-Mart Stores, Inc.

        20,509,202  
        

 

 

 
  

Food, Beverage & Tobacco - 6.7%

     
864,302   

British American Tobacco plc

        53,351,532  
246,740   

Diageo plc ADR

        27,642,282  
554,405   

Kraft Heinz Co.

        49,502,823  
326,300   

PepsiCo, Inc.

        33,863,414  
1,050,055   

Philip Morris International, Inc.

        100,941,787  
        

 

 

 
           265,301,838  
        

 

 

 
  

Health Care Equipment & Services - 1.2%

     
609,800   

Cardinal Health, Inc.

        45,710,608  
        

 

 

 
  

Household & Personal Products - 1.4%

     
1,343,500   

Unilever N.V.

        54,613,275  
        

 

 

 
  

Insurance - 7.6%

     
622,700   

Chubb Ltd.

        81,878,823  
1,503,650   

Marsh & McLennan Cos., Inc.

        102,278,273  
1,172,120   

MetLife, Inc.

        63,775,049  
895,300   

Principal Financial Group, Inc.

        51,112,677  
        

 

 

 
           299,044,822  
        

 

 

 
  

Materials - 2.2%

     
852,870   

Dow Chemical Co.

        50,856,638  
127,495   

Nucor Corp.

        7,406,185  


 

The Hartford Equity Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

 

302,230   

Packaging Corp. of America

 

   $ 27,859,561  
        

 

 

 
        86,122,384  
        

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 12.0%  
133,400   

Amgen, Inc.

 

     20,901,112  
774,110   

Bristol-Myers Squibb Co.

 

     38,055,248  
574,700   

Eli Lilly & Co.

 

     44,269,141  
968,850   

Johnson & Johnson

 

     109,722,262  
1,460,505   

Merck & Co., Inc.

 

     90,536,705  
646,375   

Novartis AG

 

     47,720,277  
2,653,846   

Pfizer, Inc.

 

     84,206,534  
159,426   

Roche Holding AG

 

     37,775,704  
        

 

 

 
        473,186,983  
        

 

 

 
   Retailing - 2.4%  
587,220   

Home Depot, Inc.

 

     80,789,728  
201,900   

L Brands, Inc.

 

     12,156,399  
        

 

 

 
        92,946,127  
        

 

 

 
   Semiconductors & Semiconductor Equipment - 5.7%  
931,190   

Analog Devices, Inc.

 

     69,783,379  
2,322,440   

Intel Corp.

 

     85,512,241  
832,736   

Maxim Integrated Products, Inc.

 

     37,040,097  
587,900   

QUALCOMM, Inc.

 

     31,411,497  
        

 

 

 
        223,747,214  
        

 

 

 
   Software & Services - 3.0%  
1,850,505   

Microsoft Corp.

 

     119,635,148  
        

 

 

 
   Technology Hardware & Equipment - 2.7%  
3,496,650   

Cisco Systems, Inc.

 

     107,417,088  
        

 

 

 
   Telecommunication Services - 2.6%  
1,035,740   

BCE, Inc.

 

     46,690,880  
1,132,174   

Verizon Communications, Inc.

 

     55,487,848  
        

 

 

 
        102,178,728  
        

 

 

 
   Transportation - 2.3%  
681,410   

Union Pacific Corp.

 

     72,624,678  
163,260   

United Parcel Service, Inc. Class B

 

     17,816,564  
        

 

 

 
        90,441,242  
        

 

 

 
   Utilities - 6.4%  
742,206   

Dominion Resources, Inc.

 

     56,615,474  
205,230   

Duke Energy Corp.

 

     16,118,764  
791,340   

Eversource Energy

 

     43,776,929  
318,540   

NextEra Energy, Inc.

 

     39,409,769  
390,400   

Sempra Energy

 

     39,973,056  
483,790   

UGI Corp.

 

     22,433,342  
762,240   

Xcel Energy, Inc.

 

     31,495,757  
        

 

 

 
        249,823,091  
        

 

 

 
  

Total Common Stocks
(cost $3,065,088,975)

 

     3,851,156,387  
        

 

 

 
  

Total Long-Term Investments
(cost $3,065,088,975)

 

     3,851,156,387  
        

 

 

 

Short-Term Investments - 2.2%

 

   Other Investment Pools & Funds - 2.2%      
87,272,687   

Morgan Stanley Institutional Liquidity Funds, Institutional Class

 

     87,272,687  
        

 

 

 
  

Total Short-Term Investments
(cost $87,272,687)

 

     87,272,687  
        

 

 

 


 

The Hartford Equity Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Total Investments
(cost $3,152,361,662)^

     100.1%      $     3,938,429,074  
  

Other Assets and Liabilities

     (0.1)%        (3,796,985
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     3,934,632,089  
     

 

 

    

 

 

 

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 shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $       841,280,917  

Unrealized Depreciation

     (55,213,505
  

 

 

 

Net Unrealized Appreciation

   $       786,067,412  
  

 

 

 

 

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   


 

The Hartford Equity Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

 

Common Stocks

           

Banks

   $ 569,034,466        $ 569,034,466       $ —       $ —   

Capital Goods

     369,520,383          369,520,383         —         —   

Consumer Durables & Apparel

     43,330,716          43,330,716         —         —   

Consumer Services

     34,797,623          34,797,623         —         —   

Diversified Financials

     135,070,634          135,070,634         —         —   

Energy

     468,724,815          468,724,815         —         —   

Food & Staples Retailing

     20,509,202          20,509,202         —         —   

Food, Beverage & Tobacco

     265,301,838          211,950,306         53,351,532         —   

Health Care Equipment & Services

     45,710,608          45,710,608         —         —   

Household & Personal Products

     54,613,275          54,613,275         —         —   

Insurance

     299,044,822          299,044,822         —         —   

Materials

     86,122,384          86,122,384         —         —   

Pharmaceuticals, Biotechnology & Life Sciences

     473,186,983          387,691,002         85,495,981         —   

Retailing

     92,946,127          92,946,127         —         —   

Semiconductors & Semiconductor Equipment

     223,747,214          223,747,214         —         —   

Software & Services

     119,635,148          119,635,148         —         —   

Technology Hardware & Equipment

     107,417,088          107,417,088         —         —   

Telecommunication Services

     102,178,728          102,178,728         —         —   

Transportation

     90,441,242          90,441,242         —         —   

Utilities

     249,823,091          249,823,091         —         —   

Short-Term Investments

     87,272,687          87,272,687         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 3,938,429,074        $     3,799,581,561       $ 138,847,513       $       —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.


 

The Hartford Floating Rate Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount         Market Value  

Corporate Bonds - 7.7%

     
  

Advertising - 0.1%

     
$      4,000,000   

Acosta, Inc.
7.75%, 10/01/2022(1)

      $ 3,510,000  
        

 

 

 
  

Agriculture - 0.2%

     
6,820,000   

Kernel Holding S.A.
8.75%, 01/31/2022(1)

        6,868,763  
        

 

 

 
  

Biotechnology - 0.1%

     
6,250,000   

Sterigenics-Nordion Topco LLC
(cash) 8.13%, 11/01/2021(1)(2)

        6,289,062  
        

 

 

 
  

Chemicals - 0.1%

     
4,566,000   

Hexion, Inc.
6.63%, 04/15/2020

        4,257,795  
        

 

 

 
  

Commercial Banks - 3.5%

     
3,250,000   

Access Bank plc
9.25%, 06/24/2021(1)(3)

        2,941,250  
EUR    11,400,000   

Banco Bilbao Vizcaya Argentaria S.A.
7.00%, 02/19/2019(3)(4)(5)

        11,752,514  
$      6,000,000   

Banco do Brasil S.A.
9.00%, 06/18/2024(3)(4)(5)

        6,060,000  
EUR    10,800,000   

Banco Santander S.A.
6.25%, 03/12/2019(3)(4)(5)

        11,090,451  
5,000,000   

Bank of Ireland
7.38%, 06/18/2020(3)(4)(5)

        5,548,629  
$      5,000,000   

Barclays plc
8.25%, 12/15/2018(3)(4)

        5,218,030  
  

Credit Agricole S.A.

 

5,000,000   

6.63%, 09/23/2019(3)(4)(5)

        4,918,750  
7,600,000   

6.63%, 09/23/2019(1)(3)(4)

        7,476,500  
2,150,000   

7.88%, 01/23/2024(1)(3)(4)

        2,189,586  
7,000,000   

Credit Suisse Group AG
7.50%, 12/11/2023(1)(3)(4)

        7,405,020  
GBP      4,000,000   

CYBG plc
8.00%, 12/08/2022(3)(4)(5)

        4,738,934  
$      7,000,000   

Deutsche Bank AG
7.50%, 04/30/2025(3)(4)

        6,409,620  
EUR      4,000,000   

Erste Group Bank AG
8.88%, 10/15/2021(3)(4)(5)

        4,733,606  
$      7,220,000   

HSBC Holdings plc
6.38%, 03/30/2025(3)(4)

        7,229,025  
7,000,000   

ING Groep N.V.
6.50%, 04/16/2025(3)(4)

        6,780,200  
7,000,000   

Intesa Sanpaolo S.p.A.
7.70%, 09/17/2025(1)(3)(4)

        6,387,500  
3,000,000   

Lloyds Banking Group plc
7.50%, 06/27/2024(3)(4)

        3,111,870  
7,060,000   

Royal Bank of Scotland Group plc
8.63%, 08/15/2021(3)(4)

        7,289,450  
10,915,000   

Societe Generale S.A.
6.00%, 01/27/2020(1)(3)(4)

        10,123,662  
  

Turkiye Is Bankasi

 

4,305,000   

5.50%, 04/21/2022(1)

        4,122,037  
4,000,000   

6.00%, 10/24/2022(5)

        3,830,000  
8,000,000   

UBS Group AG
7.13%, 02/19/2020(3)(4)(5)

        8,250,240  
7,000,000   

UniCredit S.p.A.
8.00%, 06/03/2024(3)(4)(5)

        6,444,662  
        

 

 

 
           144,051,536  
        

 

 

 
  

Commercial Services - 0.1%

     
4,000,000   

Hertz Corp.
5.50%, 10/15/2024(1)

        3,360,000  
        

 

 

 

 


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Electric - 0.1%

  
$      4,000,000   

GenOn Energy, Inc.
7.88%, 06/15/2017

   $ 3,100,000  
     

 

 

 
  

Engineering & Construction - 0.1%

  
4,676,000   

Aeropuertos Argentina S.A.
6.88%, 02/01/2027(1)

     4,727,436  
     

 

 

 
  

Entertainment - 0.1%

  
5,750,000   

Codere Finance 2 Luxembourg S.A.
7.63%, 11/01/2021(1)

     5,472,563  
     

 

 

 
  

Food - 0.3%

  
      GBP      7,335,000   

Iceland Bondco plc
4.61%, 07/15/2020(1)(3)

     9,135,335  
$      4,000,000   

Marfrig Holdings Europe B.V.
8.00%, 06/08/2023(5)

     4,215,000  
     

 

 

 
        13,350,335  
     

 

 

 
  

Healthcare-Products - 0.2%

  
4,000,000   

Kinetic Concepts, Inc. / KCI USA, Inc.
9.63%, 10/01/2021(1)

     4,288,000  
4,000,000   

Ortho-Clinical Diagnostics, Inc. / Ortho-Clinical Diagnostics S.A.
6.63%, 05/15/2022(1)

     3,620,000  
     

 

 

 
        7,908,000  
     

 

 

 
  

Healthcare-Services - 0.6%

  
  

Community Health Systems, Inc.

  
10,500,000   

5.13%, 08/15/2018

     10,532,812  
9,300,000   

5.13%, 08/01/2021

     8,765,250  
7,500,000   

7.13%, 07/15/2020

     6,150,000  
     

 

 

 
                25,448,062  
     

 

 

 
  

Lodging - 0.2%

  
10,524,000   

Chester Downs & Marina LLC / Chester Downs Finance Corp.
9.25%, 02/01/2020(1)

     10,524,000  
     

 

 

 
  

Machinery-Diversified - 0.1%

  
2,625,000   

Cloud Crane LLC
10.13%, 08/01/2024(1)

     2,887,500  
     

 

 

 
  

Oil & Gas - 0.8%

  
3,065,000   

KCA Deutag UK Finance plc
7.25%, 05/15/2021(1)

     2,919,413  
6,295,000   

MEG Energy Corp.
6.50%, 01/15/2025(1)

     6,357,950  
12,100,000   

Permian Resources LLC / AEPB Finance Corp.
7.54%, 08/01/2019(1)(3)

     10,285,000  
10,902,835   

Shelf Drilling Holdings Ltd.
9.50%, 11/02/2020(1)

     9,812,551  
4,000,000   

Zhaikmunai LLP
7.13%, 11/13/2019(5)

     3,930,000  
     

 

 

 
        33,304,914  
     

 

 

 
  

Pharmaceuticals - 0.5%

  
9,000,000   

Endo Finance LLC
6.00%, 07/15/2023(1)

     7,672,500  
12,000,000   

Valeant Pharmaceuticals International, Inc.
6.75%, 08/15/2018(1)

     11,835,000  
     

 

 

 
        19,507,500  
     

 

 

 
  

Real Estate Investment Trusts - 0.6%

  
18,661,218   

Realogy Corp.
3.03%, 07/20/2022

     18,773,186  
5,000,000   

Trust F/1401
5.25%, 12/15/2024(5)

     4,831,250  
     

 

 

 
        23,604,436  
     

 

 

 
  

Total Corporate Bonds
(cost $322,847,137)

     318,171,902  
     

 

 

 


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Senior Floating Rate Interests - 86.7%(6)

  
  

Aerospace/Defense - 1.4%

  
            $      7,979,878   

Fly Funding II S.a.r.l.
3.64%, 02/09/2022

   $ 8,027,279  
  

TransDigm, Inc.

  
36,314,618   

3.78%, 06/09/2023

     36,207,490  
14,750,120   

3.85%, 05/14/2022

     14,700,412  
     

 

 

 
        58,935,181  
     

 

 

 
  

Agriculture - 0.1%

  
3,843,025   

Pinnacle Operating Corp.
4.75%, 11/15/2018

     3,365,837  
     

 

 

 
  

Airlines - 0.7%

  
30,000,000   

American Airlines, Inc.
3.28%, 04/28/2023

     30,160,800  
     

 

 

 
  

Auto Manufacturers - 0.4%

  
15,712,055   

Jaguar Holding Co.
4.25%, 08/18/2022

     15,787,787  
     

 

 

 
  

Beverages - 0.3%

  
12,623,458   

Oak Tea, Inc.
3.50%, 07/02/2022

     12,702,355  
     

 

 

 
  

Chemicals - 2.3%

  
3,115,000   

Atotech B.V.
0.00%, 01/24/2024(7)

     3,130,575  
20,548,161   

Chemours Co.
3.78%, 05/12/2022

             20,471,105  
  

Ineos U.S. Finance LLC

  
13,970,826   

3.75%, 05/04/2018

     13,972,642  
2,289,204   

4.25%, 03/31/2022

     2,297,789  
19,123,900   

Nexeo Solutions LLC
5.26%, 06/09/2023

     19,267,329  
5,481,335   

Solenis International L.P., Co.
4.25%, 07/31/2021

     5,498,491  
31,618,081   

Univar, Inc.
3.52%, 07/01/2022

     31,553,897  
     

 

 

 
        96,191,828  
     

 

 

 
  

Coal - 0.9%

  
16,880,000   

American Energy - Marcellus LLC
5.25%, 08/04/2020

     10,085,800  
9,810,778   

Arch Coal, Inc.
10.00%, 10/05/2021

     9,889,264  
1,835,000   

Ascent Resources - Marcellus LLC
8.50%, 08/04/2021

     188,087  
18,982,491   

Peabody Energy Corp.
4.25%, 09/24/2020

     19,177,062  
     

 

 

 
        39,340,213  
     

 

 

 
  

Commercial Services - 5.7%

  
36,976,946   

Acosta Holdco, Inc.
4.29%, 09/26/2021

     35,682,753  
7,319,003   

Affinion Group, Inc.
6.75%, 04/30/2018

     7,290,313  
  

Brickman Group Ltd. LLC

  
33,433,192   

4.00%, 12/18/2020

     33,547,200  
11,912,388   

7.50%, 12/17/2021

     11,962,062  
2,898,000   

Brock Holdings III, Inc.
10.00%, 03/16/2018

     2,782,080  
  

Capital Automotive L.P.

  
4,281,619   

4.00%, 04/10/2019

     4,304,354  
3,305,000   

6.00%, 04/30/2020

     3,327,044  
15,185,000   

Conduent, Inc.
6.25%, 12/07/2023

     15,444,360  
4,600,000   

DigitalGlobe, Inc.
3.53%, 01/15/2024

     4,626,818  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

            $      7,393,235   

Global Payments, Inc.
3.28%, 04/22/2023

   $ 7,457,925  
6,075,393   

Innovairre Holdings Co. LLC
5.00%, 08/02/2019(8)(9)

     5,285,592  
4,520,838   

KAR Auction Services, Inc.
4.50%, 03/09/2023

     4,573,098  
11,164,697   

ON Assignment, Inc.
3.53%, 06/03/2022

     11,223,981  
14,000,000   

Quikrete Holdings, Inc.
4.02%, 11/15/2023

     14,165,340  
9,727,035   

Russell Investment Group
6.75%, 06/01/2023

     9,860,782  
33,045,288   

ServiceMaster Co.
3.28%, 11/08/2023

     33,196,635  
17,305,063   

TransUnion LLC
3.28%, 04/09/2023

     17,380,860  
  

USAGM Hold Co. LLC

  
2,238,048   

5.29%, 07/28/2022(10)

     2,252,036  
11,265,871   

5.50%, 07/28/2022

     11,336,283  
     

 

 

 
        235,699,516  
     

 

 

 
  

Construction Materials - 0.2%

  
8,641,630   

Summit Materials Cos. I LLC
3.75%, 07/17/2022

     8,706,442  
     

 

 

 
  

Distribution/Wholesale - 0.6%

  
5,383,316   

FPC Holdings, Inc.
5.25%, 11/19/2019

     5,115,819  
  

PowerTeam Services LLC

  
16,204,634   

4.25%, 05/06/2020

     16,184,378  
2,665,000   

8.25%, 11/06/2020

     2,651,675  
     

 

 

 
                23,951,872  
     

 

 

 
  

Diversified Financial Services - 3.2%

  
  

EVO Payments International LLC

  
18,165,000   

6.00%, 12/22/2023

     18,392,063  
2,150,000   

10.00%, 11/15/2024

     2,139,250  
8,422,132   

Infinity Acquisition LLC
4.25%, 08/06/2021

     8,222,106  
3,975,000   

NFP Corp.
0.00%, 01/08/2024(7)

     4,021,388  
13,545,000   

RP Crown Parent LLC
4.50%, 10/12/2023

     13,639,815  
  

SAM Finance Lux S.a.r.l.

  
25,236,995   

4.25%, 12/17/2020

     25,287,469  
EUR      7,567,080   

4.50%, 12/17/2020

     8,237,605  
$      6,981,959   

Sears Roebuck Acceptance Corp.
0.00%, 06/30/2018(7)

     6,859,775  
29,724,828   

Silver II U.S. Holdings LLC
4.00%, 12/13/2019

     28,150,303  
19,500,000   

Telenet International Finance S.a.r.l.
3.77%, 01/31/2025

     19,667,115  
     

 

 

 
        134,616,889  
     

 

 

 
  

Electric - 4.9%

  
11,408,117   

Calpine Construction Finance Co., L.P.
3.03%, 05/03/2020

     11,401,044  
  

Calpine Corp.

  
12,375,000   

3.07%, 11/30/2017

     12,375,000  
32,581,617   

3.28%, 01/31/2022

     32,581,617  
27,700,800   

3.75%, 05/31/2023

     27,843,182  
7,274,507   

3.75%, 01/15/2024

     7,307,096  
16,650,000   

Chief Exploration & Development LLC
7.75%, 05/16/2021

     16,441,875  
9,820,000   

Dynegy, Inc.
5.00%, 06/27/2023

     9,884,714  
24,973,967   

Energy Future Intermediate Holding Co. LLC
4.25%, 06/30/2017

     25,109,326  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

            $    10,741,278   

ExGen Texas Power LLC
5.75%, 09/16/2021

   $ 7,384,629  
20,397,500   

NRG Energy, Inc.
3.03%, 06/30/2023

             20,462,976  
  

Pike Corp.

  
9,623,226   

5.50%, 12/22/2021

     9,663,355  
8,625,000   

9.50%, 06/22/2022

     8,632,159  
11,597,408   

Seadrill Partners Finco LLC
4.00%, 02/21/2021

     8,538,592  
  

Vistra Operations Co. LLC

  
2,998,000   

0.00%, 08/04/2023(7)

     3,005,495  
2,080,000   

4.02%, 12/14/2023

     2,100,800  
     

 

 

 
        202,731,860  
     

 

 

 
  

Electronics - 0.2%

  
6,956,175   

Ceridian LLC
4.54%, 09/15/2020

     6,930,089  
477,120   

Provo Craft & Novelty, Inc.
0.00%, 07/07/2019(1)(7)(8)(9)(11)

      
     

 

 

 
        6,930,089  
     

 

 

 
  

Energy-Alternate Sources - 1.0%

  
2,951,015   

EMG Utica LLC
4.75%, 03/27/2020

     2,948,566  
27,219,663   

MEG Energy Corp.
4.54%, 12/31/2023

     27,355,761  
11,942,424   

TEX Operations Co. LLC
5.00%, 08/04/2023

     11,994,731  
     

 

 

 
        42,299,058  
     

 

 

 
  

Entertainment - 1.2%

  
24,047,970   

Aristocrat Technologies, Inc.
3.78%, 10/20/2021

     24,282,438  
9,548,733   

CityCenter Holdings LLC
3.75%, 10/16/2020

     9,646,226  
820,000   

Penn National Gaming, Inc.
0.00%, 01/13/2024(7)

     825,806  
15,906,042   

Scientific Games International, Inc.
6.01%, 10/01/2021

     16,015,475  
     

 

 

 
        50,769,945  
     

 

 

 
  

Environmental Control - 0.3%

  
11,559,062   

Advanced Disposal Services, Inc.
3.50%, 11/10/2023

     11,662,285  
     

 

 

 
  

Food - 3.9%

  
  

Albertsons LLC

  
33,938,544   

3.78%, 08/22/2021

     34,076,335  
5,631,735   

4.25%, 12/22/2022

     5,670,482  
16,992,328   

Hostess Brands LLC
4.00%, 08/03/2022

     17,145,259  
  

JBS USA LLC

  
59,405,000   

0.00%, 10/30/2022(7)

     59,528,562  
19,389,410   

3.75%, 05/25/2018

     19,389,410  
6,873,586   

3.75%, 09/18/2020

     6,873,586  
19,474,846   

4.00%, 10/30/2022

     19,515,354  
     

 

 

 
        162,198,988  
     

 

 

 
  

Food Service - 0.2%

  
8,779,044   

Hearthside Group Holdings LLC
4.00%, 06/02/2021

     8,844,887  
     

 

 

 
  

Hand/Machine Tools - 0.2%

  
11,220,129   

Ameriforge Group, Inc.
5.00%, 12/19/2019

     6,283,272  
     

 

 

 
  

Healthcare-Products - 2.4%

  
30,995,561   

Alere, Inc.
4.25%, 06/18/2022

     31,000,520  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

            $      6,941,738   

Immucor, Inc.
5.00%, 08/17/2018

   $ 6,768,195  
  

Kinetic Concepts, Inc.

  
15,395,000   

0.00%, 01/25/2024(7)

     15,395,000  
10,968,513   

5.00%, 11/04/2020

             10,975,423  
15,660,750   

Revlon Consumer Products Corp.
4.31%, 09/07/2023

     15,784,157  
20,831,786   

Sterigenics-Nordion Holdings LLC
4.25%, 05/15/2022

     20,857,826  
     

 

 

 
        100,781,121  
     

 

 

 
  

Healthcare-Services - 7.2%

  
19,193,136   

Air Medical Group Holdings, Inc.
4.25%, 04/28/2022

     19,117,131  
19,540,165   

American Renal Holdings, Inc.
4.75%, 09/20/2019

     19,466,889  
7,572,402   

CDRH Parent, Inc.
5.25%, 07/01/2021

     6,924,053  
26,456,032   

Community Health Systems, Inc.
4.00%, 01/27/2021

     24,995,394  
17,713,802   

DJO Finance LLC
4.25%, 06/08/2020

     17,253,243  
26,384,289   

Envision Healthcare Corp.
4.00%, 12/01/2023

     26,639,952  
  

Genoa, a QoL Healthcare Co. LLC

  
9,720,638   

4.75%, 10/28/2023

     9,765,158  
1,750,000   

9.00%, 10/25/2024

     1,767,500  
35,045,000   

inVentiv Health, Inc.
4.75%, 11/09/2023

     35,336,925  
27,221,527   

MPH Acquisition Holdings LLC
5.00%, 06/07/2023

     27,601,540  
22,193,867   

Opal Acquisition, Inc.
5.00%, 11/27/2020

     20,668,038  
16,955,792   

Ortho-Clinical Diagnostics, Inc.
4.75%, 06/30/2021

     16,821,502  
5,730,000   

Prestige Brands, Inc.
0.00%, 01/26/2024(7)

     5,780,137  
12,671,469   

Surgery Center Holdings, Inc.
4.75%, 11/03/2020

     12,814,023  
16,990,000   

Team Health, Inc.
0.00%, 01/17/2024(7)

     16,958,229  
  

U.S. Renal Care, Inc.

  
28,725,224   

5.25%, 12/31/2022

     27,051,980  
5,000,000   

9.00%, 12/31/2023

     4,600,000  
4,452,056   

Vizient, Inc.
5.00%, 02/13/2023

     4,507,707  
     

 

 

 
        298,069,401  
     

 

 

 
  

Home Furnishings - 0.2%

  
9,247,504   

Hillman Group, Inc.
4.50%, 06/30/2021

     9,296,609  
     

 

 

 
  

Household Products/Wares - 0.2%

  
6,875,578   

Galleria Co.
3.81%, 09/29/2023

     6,909,956  
     

 

 

 
  

Insurance - 3.0%

  
  

Asurion LLC

  
1,478,274   

4.03%, 07/08/2020

     1,490,898  
5,685,750   

4.75%, 11/03/2023

     5,741,413  
10,215,000   

8.50%, 03/03/2021

     10,355,456  
14,957,052   

Evertec Group LLC
3.27%, 04/17/2020

     14,867,310  
19,194,764   

HUB International Ltd.
4.00%, 10/02/2020

     19,257,722  
  

Sedgwick Claims Management Services, Inc.

  
32,604,624   

3.75%, 03/01/2021

     32,713,198  
18,125,000   

6.75%, 02/28/2022

     18,155,269  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

            $    19,979,280   

USI, Inc.
4.25%, 12/27/2019

   $         20,032,825  
     

 

 

 
        122,614,091  
     

 

 

 
  

Internet - 0.3%

  
17,470,240   

Lands’ End, Inc.
4.25%, 04/04/2021

     13,168,194  
     

 

 

 
  

IT Services - 0.3%

  
12,035,018   

IMS Health, Inc.
3.52%, 03/17/2021

     12,104,219  
     

 

 

 
  

Leisure Time - 0.9%

  
  

Delta 2 (LUX) S.a.r.l.

  
17,549,500   

5.07%, 07/30/2021

     17,634,790  
12,060,000   

8.07%, 07/31/2022

     12,105,225  
6,895,000   

Lindblad Expeditions, Inc.
5.82%, 05/08/2021

     6,912,238  
     

 

 

 
        36,652,253  
     

 

 

 
  

Lodging - 1.9%

  
7,414,870   

Caesars Entertainment Operating Co.
0.00%, 03/01/2017(7)(11)

     8,849,944  
36,150,755   

Caesars Entertainment Resort Properties LLC
7.00%, 10/11/2020

     36,460,567  
19,391,910   

Caesars Growth Properties Holdings LLC
6.25%, 05/08/2021

     19,484,797  
15,119,025   

Station Casinos LLC
3.27%, 06/08/2023

     15,166,348  
     

 

 

 
        79,961,656  
     

 

 

 
  

Machinery-Construction & Mining - 0.8%

  
8,064,502   

American Rock Salt Holdings LLC
4.75%, 05/20/2021

     8,067,889  
6,890,103   

Headwaters, Inc.
4.00%, 03/24/2022

     6,905,605  
16,191,423   

Neff Rental LLC
7.54%, 06/09/2021

     16,130,705  
     

 

 

 
        31,104,199  
     

 

 

 
  

Machinery-Diversified - 2.1%

  
29,446,202   

Brand Energy & Infrastructure Services, Inc.
4.77%, 11/26/2020

     29,379,948  
  

Gardner Denver, Inc.

  
18,750,547   

4.56%, 07/30/2020

     18,522,353  
EUR    11,431,926   

4.75%, 07/30/2020

     12,311,884  
$    19,312,983   

Gates Global LLC
4.25%, 07/06/2021

     19,240,559  
8,150,068   

Paladin Brands Holding, Inc.
7.25%, 08/16/2019

     7,579,563  
     

 

 

 
        87,034,307  
     

 

 

 
  

Media - 6.4%

  
  

Advantage Sales & Marketing, Inc.

  
28,743,324   

4.25%, 07/23/2021

     28,572,589  
12,315,000   

7.50%, 07/25/2022

     11,945,550  
18,753,479   

AVSC Holding Corp.
4.50%, 01/24/2021

     18,753,479  
14,373,975   

Camelot UK Holdings Co., Ltd.
4.75%, 10/03/2023

     14,493,710  
6,674,717   

CBS Radio, Inc.
4.50%, 10/17/2023

     6,728,982  
  

Charter Communications Operating LLC

  
1,000,000   

0.00%, 07/01/2020(7)

     1,002,030  
23,815,038   

3.03%, 01/15/2024

     23,891,007  
14,217,656   

CSC Holdings LLC
3.77%, 10/11/2024

     14,306,517  
1,602,178   

Dex Media, Inc
11.00%, 07/29/2021

     1,606,184  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

$              520,394   

Mission Broadcasting, Inc.
0.00%, 01/17/2024(7)

   $            526,680  
5,648,064   

Nexstar Broadcasting, Inc.
0.00%, 01/17/2024(7)

     5,716,292  
  

Numericable U.S. LLC

 

18,707,028   

4.29%, 01/14/2025

     18,859,116  
5,682,063   

5.29%, 01/15/2024

     5,740,644  
21,236,625   

Quebecor Media, Inc.
3.40%, 08/17/2020

     21,218,999  
  

Tribune Media Co.

 

25,385,365   

3.78%, 01/27/2024

     25,505,946  
6,094,940   

3.78%, 12/27/2020

     6,123,891  
13,200,000   

UPC Financing Partnership
3.77%, 08/31/2024

     13,200,000  
  

Virgin Media Investment Holdings Ltd.

 

24,518,348   

3.52%, 01/31/2025

     24,656,387  
  GBP          18,800,000   

4.25%, 06/30/2023

     23,652,752  
     

 

 

 
        266,500,755  
     

 

 

 
   Metal Fabricate/Hardware - 0.4%  
$         17,520,878   

Rexnord LLC
3.77%, 08/21/2023

     17,619,521  
     

 

 

 
  

Oil & Gas - 2.8%

 

  

California Resources Corp.

 

34,859,126   

3.78%, 10/01/2019

     33,900,500  
10,715,000   

11.38%, 12/31/2021

     12,047,839  
6,600,000   

Chesapeake Energy Corp.
8.50%, 08/23/2021

     7,215,978  
5,065,360   

Drillships Ocean Ventures, Inc.
5.56%, 07/25/2021

     4,467,647  
17,520,000   

Energy Transfer Equity L.P.
1.00%, 01/24/2024

     17,520,000  
9,464,446   

Fieldwood Energy LLC
3.88%, 10/01/2018

     9,070,063  
12,629,582   

KCA Deutag US Finance LLC
6.25%, 05/15/2020

     12,029,677  
13,406,400   

Pinnacle Holding Co. S.a.r.l.
4.75%, 07/30/2019

     10,859,184  
8,324,673   

Western Refining, Inc.
5.25%, 11/12/2020

     8,355,890  
     

 

 

 
     115,466,778  
     

 

 

 
   Oil & Gas Services - 1.0%  
21,133,331   

Crosby U.S. Acquisition Corp.
4.00%, 11/23/2020

     19,315,864  
6,779,524   

Drillships Financial Holding, Inc.
6.06%, 03/31/2021

     5,248,504  
4,187,072   

Pacific Drilling S.A.
4.50%, 06/03/2018

     2,093,536  
15,875,012   

Paragon Offshore Finance Co.
5.50%, 07/18/2021

     6,254,755  
  

Utex Industries, Inc.

 

7,106,049   

5.00%, 05/22/2021

     6,679,686  
3,000,000   

8.25%, 05/22/2022

     2,440,500  
     

 

 

 
     42,032,845  
     

 

 

 
   Packaging & Containers - 3.8%  
  

Anchor Glass Container Corp.

 

2,125,000   

4.25%, 12/07/2023

     2,143,594  
1,460,000   

8.75%, 12/07/2024

     1,479,462  
  

Berlin Packaging LLC

 

1,147,084   

4.50%, 10/01/2021

     1,154,735  
5,313,000   

7.75%, 10/01/2022

     5,379,412  
  

Berry Plastics Group, Inc.

 

14,770,913   

3.29%, 10/03/2022

     14,857,914  
2,795,000   

3.29%, 01/19/2024

     2,812,469  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

$        19,997,210   

Berry Plastics Holding Corp.
3.50%, 02/08/2020

   $            19,997,210  
19,595,000   

Flex Acquisition Co., Inc.
4.25%, 12/29/2023

     19,754,307  
  

Mauser U.S. Corp.

 

14,259,320   

4.50%, 07/31/2021

     14,300,957  
12,725,000   

8.75%, 07/31/2022

     12,725,000  
  

Prolampac Intermediate, Inc.

 

5,255,000   

5.00%, 11/18/2023

     5,327,256  
3,105,000   

9.50%, 11/18/2024

     3,133,473  
39,524,167   

Reynolds Group Holdings, Inc.
4.25%, 02/05/2023

     39,619,025  
13,424,973   

Signode Industrial Group U.S., Inc.
4.00%, 05/01/2021

     13,525,660  
     

 

 

 
     156,210,474  
     

 

 

 
   Pharmaceuticals - 2.4%  
39,699,012   

Endo Luxembourg Finance Co. I S.a r.l.
3.81%, 09/26/2022

     39,566,815  
  

Valeant Pharmaceuticals International, Inc.

 

5,554,607   

5.27%, 12/11/2019

     5,564,161  
20,537,854   

5.27%, 08/05/2020

     20,583,448  
32,444,693   

5.53%, 04/01/2022

     32,570,578  
     

 

 

 
     98,285,002  
     

 

 

 
   Pipelines - 0.5%  
9,879,647   

Energy Transfer Equity L.P.
4.14%, 12/02/2019

     9,905,927  
14,246,000   

Philadelphia Energy Solutions LLC
6.25%, 04/04/2018

     12,251,560  
     

 

 

 
     22,157,487  
     

 

 

 
   Real Estate - 0.7%  
  

DTZ U.S. Borrower LLC

  
26,659,980   

4.26%, 11/04/2021

     26,805,810  
453,617   

9.29%, 11/04/2022

     453,617  
     

 

 

 
     27,259,427  
     

 

 

 
   Real Estate Investment Trusts - 1.2%  
  EUR        15,840,000   

Equinix, Inc.
0.00%, 12/09/2023(7)

     17,363,802  
$        32,052,788   

MGM Growth Properties LLC
3.53%, 04/25/2023

     32,310,492  
     

 

 

 
     49,674,294  
     

 

 

 
   Retail - 4.9%  
5,400,000   

84 Lumber Co.
6.75%, 10/04/2023

     5,454,000  
  

Bass Pro Group LLC

 

17,827,202   

4.02%, 06/05/2020

     17,749,297  
31,515,000   

5.97%, 12/16/2023

     30,515,344  
3,408,707   

Coty, Inc.
3.27%, 10/27/2022

     3,445,623  
11,522,100   

Harbor Freight Tools USA, Inc.
3.78%, 08/19/2023

     11,569,456  
10,525,548   

HD Supply, Inc.
3.75%, 08/13/2021

     10,588,701  
31,502,622   

Michaels Stores, Inc.
3.75%, 01/30/2023

     31,317,072  
12,134,609   

Neiman Marcus Group, Inc.
4.25%, 10/25/2020

     10,029,740  
  

Outerwall, Inc.

 

8,493,713   

5.25%, 09/27/2023

     8,597,251  
5,265,000   

9.75%, 09/27/2024

     5,286,955  
8,099,859   

Party City Holdings, Inc.
4.21%, 08/19/2022

     8,042,512  
11,922,116   

PetSmart, Inc.
4.00%, 03/11/2022

     11,808,260  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Rite Aid Corp.

 

$        19,330,000   

4.88%, 06/21/2021

   $            19,396,495  
7,755,000   

5.75%, 08/21/2020

     7,774,387  
19,140,354   

Sports Authority, Inc.
7.50%, 11/16/2017

     3,445,264  
3,612,074   

SuperValu, Inc.
5.50%, 03/21/2019

     3,635,553  
16,494,053   

U.S. Foods, Inc.
3.78%, 06/27/2023

     16,602,254  
     

 

 

 
        205,258,164  
     

 

 

 
   Semiconductors - 0.8%  
5,833,307   

Lattice Semiconductor Corp.
5.26%, 03/10/2021

     5,818,724  
17,274,466   

NXP B.V.
3.24%, 12/07/2020

     17,347,019  
10,847,813   

ON Semiconductor Corp.
4.03%, 03/31/2023

     10,960,846  
     

 

 

 
        34,126,589  
     

 

 

 
   Software - 6.7%  
38,142,918   

CDW LLC
3.25%, 08/17/2023

     38,393,136  
28,114,538   

Dell, Inc.
4.03%, 09/07/2023

     28,234,024  
18,199,162   

Epicor Software Corp.
4.75%, 06/01/2022

     18,267,409  
  

First Data Corp.

 

54,651,484   

3.78%, 03/24/2021

     54,967,370  
18,729,040   

3.78%, 07/10/2022

     18,853,962  
6,724,358   

Hyland Software, Inc.
4.75%, 07/01/2022

     6,744,532  
  

Infor U.S., Inc.

 

15,140,824   

3.75%, 06/03/2020

     15,138,401  
  EUR          3,405,460   

4.00%, 06/03/2020

     3,691,522  
$        22,233,045   

Magic Newco LLC
5.00%, 12/12/2018

     22,283,958  
  

Peak 10, Inc.

 

2,749,500   

5.00%, 06/17/2021

     2,780,432  
4,310,000   

8.28%, 06/17/2022

     4,051,400  
13,285,000   

Quest Software U.S. Holdings Inc.
7.00%, 10/31/2022

     13,459,432  
17,317,660   

SS&C Technologies, Inc.
4.03%, 07/08/2022

     17,475,424  
35,203,100   

WEX, Inc.
4.28%, 07/01/2023

     35,599,135  
     

 

 

 
        279,940,137  
     

 

 

 
   Telecommunications - 6.5%  
9,983,551   

CommScope, Inc.
3.28%, 12/29/2022

     10,079,193  
13,114,096   

Entravision Communications Corp.
3.50%, 05/31/2020

     13,122,358  
  

Level 3 Financing, Inc.

 

25,785,000   

3.51%, 05/31/2022

     26,016,033  
27,045,000   

4.00%, 08/01/2019

     27,362,779  
16,442,500   

4.00%, 01/15/2020

     16,643,921  
27,700,550   

LTS Buyer LLC
4.25%, 04/13/2020

     27,839,052  
8,426,923   

Salem Communications Corp.
4.50%, 03/13/2020

     8,195,182  
71,025,000   

Sprint Communications, Inc.
0.00%, 01/13/2024(7)

     71,113,781  
41,228,486   

Univision Communications, Inc.
4.00%, 03/01/2020

     41,300,435  
8,043,650   

XO Communications LLC
6.00%, 03/17/2021

     8,063,759  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Zayo Group LLC

 

$        5,755,000   

0.00%, 01/12/2024(7)

   $            5,800,580  
11,955,000   

0.00%, 01/19/2024(7)

     12,049,684  
     

 

 

 
        267,586,757  
     

 

 

 
   Transportation - 0.3%  
  

Kenan Advantage Group, Inc.

 

588,265   

1.50%, 02/10/2017(10)

     589,000  
12,767,621   

4.00%, 07/31/2022

     12,783,581  
     

 

 

 
        13,372,581  
     

 

 

 
   Trucking & Leasing - 1.3%  
  

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.

 

8,000,000   

0.00%, 07/20/2020(7)

     8,072,000  
39,400,000   

0.00%, 01/13/2022(7)

     39,906,684  
6,687,668   

Consolidated Container Co.
5.00%, 07/03/2019

     6,670,948  
     

 

 

 
        54,649,632  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $3,648,595,614)

     3,599,015,553  
     

 

 

 

Common Stocks - 1.2%

 

   Energy - 0.7%  
252,908   

Arch Coal, Inc. Class A*

     18,206,847  
418,220,006   

KCA Deutag*(1)(8)(9)

     5,254,098  
389,285   

Templar Energy LLC Class A*(8)(9)

     3,892,849  
     

 

 

 
        27,353,794  
     

 

 

 
   Food & Staples Retailing - 0.0%  
5,846,778   

PC Holdings(1)(8)(9)

     6  
     

 

 

 
   Media - 0.1%  
494,501   

Dex Media, Inc.(8)(9)

     1,013,727  
15,581   

F & W Publications, Inc.(8)(9)

      
138,305   

MPM Holdings, Inc.*

     1,362,304  
     

 

 

 
        2,376,031  
     

 

 

 
   Utilities - 0.4%  
70,000,000   

TCEH Corp.*(8)(9)

     70  
1,167,128   

Vistra Energy Corp.*

     18,919,145  
     

 

 

 
        18,919,215  
     

 

 

 
  

Total Common Stocks
(cost $50,932,236)

     48,649,046  
     

 

 

 

Exchange Traded Funds - 2.5%

 

   Other Investment Pools & Funds - 2.5%  
235,200   

iShares iBoxx $ High Yield Corporate Bond ETF

     20,542,368  
402,700   

iShares U.S. Preferred Stock ETF

     15,342,870  
908,900   

PowerShares Senior Loan Portfolio

     21,177,370  
402,200   

PowerShares Variable Rate Preferred Portfolio

     10,055,000  
318,400   

SPDR Blackstone / GSO Senior Loan ETF

     15,127,184  
558,400   

SPDR Bloomberg Barclays High Yield Bond ETF

     20,610,544  
     

 

 

 
  

Total Exchange Traded Funds
(cost $101,216,197)

     102,855,336  
     

 

 

 
  

Total Long-Term Investments
(cost $4,123,591,184)

     4,068,691,837  
     

 

 

 
     

Short-Term Investments - 8.2%

 

   Other Investment Pools & Funds - 8.2%  
340,669,216   

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

     340,669,216  
     

 

 

 
  

Total Short-Term Investments
(cost $340,669,216)

     340,669,216  
     

 

 

 

 


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

 

Total Investments
(cost $4,464,260,400)^

     106.3%      $ 4,409,361,053  
 

Other Assets and Liabilities

     (6.3)%        (260,166,288)  
    

 

 

    

 

 

 
 

Total Net Assets

     100.0%      $   4,149,194,765  
    

 

 

    

 

 

 

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized depreciation consisted of:

Unrealized Appreciation

   $ 44,189,145  

Unrealized Depreciation

     (99,088,492
  

 

 

 

Net Unrealized Depreciation

   $     (54,899,347
  

 

 

 

 

* Non-income producing.
(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $155,464,732, which represents 3.7% of total net assets.
(2) Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.
(3) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(4) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(5) These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $80,344,036, which represents 1.9% of total net assets.
(6) Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2017.
(7) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(8) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2017, the aggregate fair value of these securities was $15,446,342, which represents 0.4% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(9) The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

          Period
     Acquired
   Shares/ Par             Security    Cost Basis    
  10/2016      494,501     Dex Media, Inc.    $         702,593    
  06/2010      15,581     F & W Publications, Inc.      1,558    
  08/2016      6,075,393     Innovairre Holdings Co. LLC      5,400,363    
  03/2011      418,220,006     KCA Deutag      5,667,717    
  10/2016      5,846,778     PC Holdings          —    


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  09/2013      477,120     Provo Craft & Novelty, Inc.      69,945    
  10/2016      70,000,000     TCEH Corp.      —    
  09/2016      389,285     Templar Energy LLC Class A      3,333,177    
         

 

 

 
          $         15,175,353    
         

 

 

 

At January 31, 2017, the aggregate value of these securities was $15,446,342, which represents 0.4% of total net assets.

 

(10) This security, or a portion of this security, has unfunded loan commitments. As of January 31, 2017, the aggregate value of the unfunded commitment was $2,841,036, which rounds to zero percent of total net assets.
(11) Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

Foreign Currency Contracts Outstanding at January 31, 2017  
Currency    Buy / Sell      Delivery Date         Counterparty    Contract   
Amount   
     Market Value †     

Unrealized  
Appreciation/  

(Depreciation)  

 

EUR

     Sell       02/28/17    UBS    $   73,174,214      $          74,061,752      $ (887,538)   

GBP

     Sell       02/28/17    MSC      37,060,370        37,112,612        (52,242)   
                 

 

 

 

Total

 

   $               (939,780)   
                 

 

 

 

 

 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)

    

 

Counterparty Abbreviations:

    
MSC    Morgan Stanley   
UBS    UBS AG   

 

Currency Abbreviations:

    
EUR    Euro   
GBP    British Pound   

 

Other Abbreviations:

    
ETF    Exchange Traded Fund   
SPDR    Standard & Poor’s Depositary Receipt   


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

 

Corporate Bonds

   $ 318,171,902        $ —       $ 318,171,902       $ —   

Senior Floating Rate Interests

     3,599,015,553          —         3,593,729,961         5,285,592   

Common Stocks

           

Energy

     27,353,794          18,206,847         —         9,146,947   

Food & Staples Retailing

     6          —         —          

Media

     2,376,031          —         —         2,376,031   

Utilities

     18,919,215          18,919,145         —         70   

Exchange Traded Funds

     102,855,336          102,855,336         —          

Short-Term Investments

     340,669,216          340,669,216         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 4,409,361,053        $      480,650,544       $   3,911,901,863       $       16,808,646   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (939,780)       $ —       $ (939,780)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (939,780)       $ —       $ (939,780)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between Level 1 and Level 2, and investments valued at $1,168,538 were transferred from Level 2 to Level 3 due to the unavailability of active market pricing.  

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2017 is not presented.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Corporate Bonds - 11.4%

  
   Advertising - 0.2%  
$        1,000,000   

Acosta, Inc.
7.75%, 10/01/2022(1)

   $          877,500  
     

 

 

 
   Agriculture - 0.4%  
1,706,000   

Kernel Holding S.A.
8.75%, 01/31/2022(1)

     1,718,198  
     

 

 

 
   Biotechnology - 0.3%  
1,250,000   

Sterigenics-Nordion Topco LLC
(cash) 8.13%, 11/01/2021(1)(2)

     1,257,813  
     

 

 

 
   Chemicals - 0.1%  
300,000   

Hexion, Inc.
6.63%, 04/15/2020

     279,750  
     

 

 

 
   Commercial Banks - 5.4%  
425,000   

Access Bank plc
9.25%, 06/24/2021(1)(3)

     384,625  
  

Banco Bilbao Vizcaya Argentaria S.A.

 

  EUR           800,000   

7.00%, 02/19/2019(3)(4)(5)

     824,738  
$        1,000,000   

9.00%, 05/09/2018(3)(4)(5)

     1,043,432  
1,000,000   

Banco do Brasil S.A.
9.00%, 06/18/2024(3)(4)(5)

     1,010,000  
  EUR         1,700,000   

Banco Santander S.A.
6.25%, 03/12/2019(3)(4)(5)

     1,745,719  
750,000   

Bank of Ireland
7.38%, 06/18/2020(3)(4)(5)

     832,294  
$        1,000,000   

Barclays plc
8.25%, 12/15/2018(3)(4)

     1,043,606  
2,085,000   

Credit Agricole S.A.
7.88%, 01/23/2024(1)(3)(4)

     2,123,389  
1,250,000   

Credit Suisse Group AG
7.50%, 12/11/2023(1)(3)(4)

     1,322,325  
  GBP            500,000   

CYBG plc
8.00%, 12/08/2022(3)(4)(5)

     592,367  
$        1,200,000   

Deutsche Bank AG
7.50%, 04/30/2025(3)(4)

     1,098,792  
  EUR           400,000   

Erste Group Bank AG
8.88%, 10/15/2021(3)(4)(5)

     473,361  
$        1,250,000   

ING Groep N.V.
6.50%, 04/16/2025(3)(4)

     1,210,750  
1,400,000   

Intesa Sanpaolo S.p.A.
7.70%, 09/17/2025(1)(3)(4)

     1,277,500  
1,500,000   

Lloyds Banking Group plc
7.50%, 06/27/2024(3)(4)

     1,555,935  
1,000,000   

Royal Bank of Scotland Group plc
8.63%, 08/15/2021(3)(4)

     1,032,500  
1,970,000   

Societe Generale S.A.
6.00%, 01/27/2020(1)(3)(4)

     1,827,175  
   Turkiye Is Bankasi  
861,000   

5.50%, 04/21/2022(1)

     824,407  
600,000   

6.00%, 10/24/2022(5)

     574,500  
1,500,000   

UBS Group AG
7.13%, 02/19/2020(3)(4)(5)

     1,546,920  
1,000,000   

UniCredit S.p.A.
8.00%, 06/03/2024(3)(4)(5)

     920,666  
     

 

 

 
        23,265,001  
     

 

 

 
   Commercial Services - 0.1%  
500,000   

Hertz Corp.
5.50%, 10/15/2024(1)

     420,000  
     

 

 

 
   Electric - 0.2%  
1,000,000   

GenOn Energy, Inc.
7.88%, 06/15/2017

     775,000  
     

 

 

 


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

 

   Engineering & Construction - 0.2%  
      $            935,000   

Aeropuertos Argentina S.A.
6.88%, 02/01/2027(1)

   $ 945,285  
     

 

 

 
   Entertainment - 0.3%  
1,250,000   

Codere Finance 2 Luxembourg S.A.
7.63%, 11/01/2021(1)

     1,189,688  
     

 

 

 
   Food - 0.6%  
  GBP         1,165,000   

Iceland Bondco plc
4.61%, 07/15/2020(1)(3)

     1,450,943  
      $         1,000,000   

Marfrig Holdings Europe B.V.
8.00%, 06/08/2023(5)

     1,053,750  
     

 

 

 
        2,504,693  
     

 

 

 
   Healthcare-Products - 0.2%  
500,000   

Kinetic Concepts, Inc. / KCI USA, Inc.
9.63%, 10/01/2021(1)

     536,000  
500,000   

Ortho-Clinical Diagnostics, Inc. / Ortho-Clinical Diagnostics S.A.
6.63%, 05/15/2022(1)

     452,500  
     

 

 

 
        988,500  
     

 

 

 
   Healthcare-Services - 0.9%  
  

Community Health Systems, Inc.

 

2,500,000   

5.13%, 08/15/2018

     2,507,812  
1,550,000   

7.13%, 07/15/2020

     1,271,000  
     

 

 

 
        3,778,812  
     

 

 

 
   Lodging - 0.5%  
2,005,000   

Chester Downs & Marina LLC / Chester Downs Finance Corp.
9.25%, 02/01/2020(1)

     2,005,000  
     

 

 

 
   Machinery-Diversified - 0.1%  
375,000   

Cloud Crane LLC
10.13%, 08/01/2024(1)

     412,500  
     

 

 

 
   Oil & Gas - 1.1%  
485,000   

KCA Deutag UK Finance plc
7.25%, 05/15/2021(1)

     461,962  
631,000   

MEG Energy Corp.
6.50%, 01/15/2025(1)

     637,310  
1,400,000   

Permian Resources LLC / AEPB Finance Corp.
7.54%, 08/01/2019(1)(3)

     1,190,000  
1,716,572   

Shelf Drilling Holdings Ltd.
9.50%, 11/02/2020(1)

     1,544,915  
750,000   

Zhaikmunai LLP
7.13%, 11/13/2019(5)

     736,875  
     

 

 

 
        4,571,062  
     

 

 

 
   Pharmaceuticals - 0.6%  
1,500,000   

Endo Finance LLC
6.00%, 07/15/2023(1)

     1,278,750  
1,500,000   

Valeant Pharmaceuticals International, Inc.
6.75%, 08/15/2018(1)

     1,479,375  
     

 

 

 
        2,758,125  
     

 

 

 
   REITS - 0.2%  
1,000,000   

Trust F/1401
5.25%, 12/15/2024(5)

     966,250  
     

 

 

 
  

Total Corporate Bonds
(cost $48,715,939)

            48,713,177  
     

 

 

 

Senior Floating Rate Interests - 82.2%(6)

  
   Aerospace/Defense - 1.2%  
5,125,996   

TransDigm, Inc.
3.78%, 06/09/2023

     5,110,874  
     

 

 

 
   Agriculture - 0.1%  
307,089   

Pinnacle Operating Corp.
4.75%, 11/15/2018

     268,958  
     

 

 

 


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

   Auto Manufacturers - 0.4%  
$        1,767,368   

Jaguar Holding Co.
4.25%, 08/18/2022

   $ 1,775,886  
     

 

 

 
   Beverages - 0.4%  
1,517,418   

Oak Tea, Inc.
3.50%, 07/02/2022

     1,526,902  
     

 

 

 
   Chemicals - 2.1%  
520,000   

Atotech B.V.
0.00%, 01/24/2024(7)

     522,600  
2,014,940   

Chemours Co.
3.78%, 05/12/2022

     2,007,384  
1,794,245   

Ineos U.S. Finance LLC
4.25%, 03/31/2022

     1,800,973  
855,700   

Nexeo Solutions LLC
5.26%, 06/09/2023

     862,118  
699,980   

Solenis International L.P., Co.
4.25%, 07/31/2021

     702,171  
3,176,152   

Univar, Inc.
3.52%, 07/01/2022

     3,169,705  
     

 

 

 
        9,064,951  
     

 

 

 
   Coal - 1.0%  
1,560,000   

American Energy - Marcellus LLC
5.25%, 08/04/2020

     932,100  
488,582   

Arch Coal, Inc.
10.00%, 10/05/2021

     492,491  
430,000   

Ascent Resources - Marcellus LLC
8.50%, 08/04/2021

     44,075  
2,811,149   

Peabody Energy Corp.
4.25%, 09/24/2020

     2,839,964  
     

 

 

 
        4,308,630  
     

 

 

 
   Commercial Services - 5.8%  
2,989,212   

Acosta Holdco, Inc.
4.29%, 09/26/2021

     2,884,589  
473,507   

Affinion Group, Inc.
6.75%, 04/30/2018

     471,651  
  

Brickman Group Ltd. LLC

 

3,411,460   

4.00%, 12/18/2020

     3,423,093  
3,587,411   

7.50%, 12/17/2021

     3,602,370  
402,000   

Brock Holdings III, Inc.
10.00%, 03/16/2018

     385,920  
3,800,000   

Conduent, Inc.
6.25%, 12/07/2023

     3,864,904  
890,000   

DigitalGlobe, Inc.
3.53%, 01/15/2024

     895,189  
1,508,330   

Global Payments, Inc.
3.28%, 04/22/2023

     1,521,528  
501,213   

KAR Auction Services, Inc.
4.50%, 03/09/2023

     507,007  
1,310,000   

Quikrete Holdings, Inc.
4.02%, 11/15/2023

     1,325,471  
875,288   

Russell Investment Group
6.75%, 06/01/2023

     887,324  
1,898,553   

ServiceMaster Co.
3.28%, 11/08/2023

     1,907,248  
1,455,002   

TransUnion LLC
3.28%, 04/09/2023

     1,461,375  
  

USAGM Hold Co. LLC

 

242,242   

5.29%, 07/28/2022(8)

     243,756  
1,219,394   

5.50%, 07/28/2022

     1,227,015  
     

 

 

 
               24,608,440  
     

 

 

 
   Distribution/Wholesale - 0.3%  
  

PowerTeam Services LLC

 

434,174   

4.25%, 05/06/2020

     433,631  


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

$         665,000   

8.25%, 11/06/2020

   $ 661,675  
     

 

 

 
     1,095,306  
     

 

 

 
   Diversified Financial Services - 2.5%  
  

EVO Payments International LLC

 

1,715,000   

6.00%, 12/22/2023

     1,736,437  
205,000   

10.00%, 11/15/2024

     203,975  
1,402,874   

Infinity Acquisition LLC
4.25%, 08/06/2021

     1,369,556  
385,000   

NFP Corp.
0.00%, 01/08/2024(7)

     389,493  
1,170,000   

RP Crown Parent LLC
4.50%, 10/12/2023

     1,178,190  
997,423   

Sears Roebuck Acceptance Corp.
0.00%, 06/30/2018(7)

     979,968  
2,703,849   

Silver II U.S. Holdings LLC
4.00%, 12/13/2019

     2,560,626  
2,370,000   

Telenet International Finance S.a.r.l.
3.77%, 01/31/2025

     2,390,311  
     

 

 

 
     10,808,556  
     

 

 

 
   Electric - 3.8%  
  

Calpine Corp.

 

2,625,000   

3.07%, 11/30/2017

     2,625,000  
1,091,469   

3.75%, 01/15/2023

     1,097,341  
1,218,875   

3.75%, 05/31/2023

     1,225,140  
1,115,000   

Chief Exploration & Development LLC
7.75%, 05/16/2021

     1,101,062  
930,000   

Dynegy, Inc.
5.00%, 06/27/2023

     936,129  
1,460,389   

ExGen Texas Power LLC
5.75%, 09/16/2021

     1,004,018  
2,487,500   

NRG Energy, Inc.
3.03%, 06/30/2023

     2,495,485  
  

Pike Corp.

 

1,873,548   

5.50%, 12/22/2021

     1,881,361  
2,375,000   

9.50%, 06/22/2022

     2,376,971  
510,765   

Seadrill Partners Finco LLC
4.00%, 02/21/2021

     376,051  
  

Vistra Operations Co. LLC

 

1,002,000   

0.00%, 08/04/2023(7)

     1,004,505  
210,000   

4.02%, 12/14/2023

     212,100  
     

 

 

 
              16,335,163  
     

 

 

 
   Electronics - 0.1%  
491,090   

Ceridian LLC
4.54%, 09/15/2020

     489,249  
     

 

 

 
   Energy-Alternate Sources - 1.0%  
328,915   

EMG Utica LLC
4.75%, 03/27/2020

     328,642  
2,551,703   

MEG Energy Corp.
4.54%, 12/31/2023

     2,564,461  
1,522,577   

TEX Operations Co. LLC
5.00%, 08/04/2023

     1,529,246  
     

 

 

 
     4,422,349  
     

 

 

 
   Entertainment - 1.0%  
2,123,713   

Aristocrat Technologies, Inc.
3.78%, 10/20/2021

     2,144,419  
720,000   

Penn National Gaming, Inc.
0.00%, 01/13/2024(7)

     725,098  
1,224,963   

Scientific Games International, Inc.
6.01%, 10/01/2021

     1,233,391  
     

 

 

 
     4,102,908  
     

 

 

 
   Food - 3.8%  
  

Albertsons LLC

 


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

$      2,732,747   

3.78%, 08/22/2021

   $ 2,743,842  
1,746,236   

4.25%, 12/22/2022

     1,758,250  
2,033,209   

Hostess Brands LLC
4.00%, 08/03/2022

     2,051,508  
  

JBS USA LLC

 

7,340,000   

0.00%, 10/30/2022(7)

     7,355,267  
2,504,501   

4.00%, 10/30/2022

     2,509,710  
     

 

 

 
     16,418,577  
     

 

 

 
   Food Service - 0.5%  
1,959,750   

Hearthside Group Holdings LLC
4.00%, 06/02/2021

     1,974,448  
     

 

 

 
   Hand/Machine Tools - 0.3%  
2,225,630   

Ameriforge Group, Inc.
5.00%, 12/19/2019

     1,246,353  
     

 

 

 
   Healthcare-Products - 2.9%  
2,977,330   

Alere, Inc.
4.25%, 06/18/2022

     2,977,806  
1,395,575   

Immucor, Inc.
5.00%, 08/17/2018

     1,360,686  
  

Kinetic Concepts, Inc.

 

1,925,000   

0.00%, 01/25/2024(7)

     1,925,000  
1,097,236   

5.00%, 11/04/2020

     1,097,928  
1,995,000   

Revlon Consumer Products Corp.
4.31%, 09/07/2023

     2,010,721  
2,987,362   

Sterigenics-Nordion Holdings LLC
4.25%, 05/15/2022

     2,991,096  
     

 

 

 
             12,363,237  
     

 

 

 
   Healthcare-Services - 8.6%  
2,437,875   

Air Medical Group Holdings, Inc.
4.25%, 04/28/2022

     2,428,221  
1,027,685   

American Renal Holdings, Inc.
4.75%, 09/20/2019

     1,023,831  
1,101,341   

CDRH Parent, Inc.
5.25%, 07/01/2021

     1,007,044  
  

Community Health Systems, Inc.

 

3,298,185   

4.00%, 01/27/2021

     3,116,093  
3,867,247   

4.18%, 12/31/2018

     3,814,884  
1,282,136   

DJO Finance LLC
4.25%, 06/08/2020

     1,248,801  
  

Genoa, a QoL Healthcare Co. LLC

 

1,431,413   

4.75%, 10/28/2023

     1,437,968  
750,000   

9.00%, 10/25/2024

     757,500  
5,020,000   

inVentiv Health, Inc.
4.75%, 11/09/2023

     5,061,817  
2,245,648   

MPH Acquisition Holdings LLC
5.00%, 06/07/2023

     2,276,998  
3,183,318   

Opal Acquisition, Inc.
5.00%, 11/27/2020

     2,964,465  
2,294,389   

Ortho-Clinical Diagnostics, Inc.
4.75%, 06/30/2021

     2,276,217  
880,000   

Prestige Brands, Inc.
0.00%, 01/26/2024(7)

     887,700  
975,105   

Surgery Center Holdings, Inc.
4.75%, 11/03/2020

     986,075  
1,890,000   

Team Health, Inc.
0.00%, 01/17/2024(7)

     1,886,466  
  

U.S. Renal Care, Inc.

 

2,226,677   

5.25%, 12/31/2022

     2,096,973  
2,500,000   

9.00%, 12/31/2023

     2,300,000  
1,157,007   

Vizient, Inc.
5.00%, 02/13/2023

     1,171,469  
     

 

 

 
     36,742,522  
     

 

 

 

 


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

   Home Furnishings - 0.2%  
$           972,254   

Hillman Group, Inc.
4.50%, 06/30/2021

   $ 977,416  
     

 

 

 
   Insurance - 2.7%  
1,430,000   

Asurion LLC
8.50%, 03/03/2021

     1,449,663  
1,976,797   

Evertec Group LLC
3.27%, 04/17/2020

     1,964,936  
1,729,215   

HUB International Ltd.
4.00%, 10/02/2020

     1,734,886  
  

Sedgwick Claims Management Services, Inc.

 

1,994,872   

3.75%, 03/01/2021

     2,001,515  
1,994,987   

4.25%, 03/01/2021

     2,013,700  
2,500,000   

6.75%, 02/28/2022

     2,504,175  
     

 

 

 
        11,668,875  
     

 

 

 
   Internet - 0.2%  
1,283,537   

Lands’ End, Inc.
4.25%, 04/04/2021

     967,466  
     

 

 

 
   Leisure Time - 0.8%  
  

Delta 2 (LUX) S.a.r.l.

 

917,063   

5.07%, 07/30/2021

     921,520  
1,405,000   

8.07%, 07/31/2022

     1,410,269  
985,000   

Lindblad Expeditions, Inc.
5.82%, 05/08/2021

     987,462  
     

 

 

 
        3,319,251  
     

 

 

 
   Lodging - 3.0%  
5,038,294   

Caesars Entertainment Resort Properties LLC
7.00%, 10/11/2020

     5,081,472  
2,944,658   

Caesars Growth Properties Holdings LLC
6.25%, 05/08/2021

     2,958,763  
4,619,350   

Station Casinos LLC
3.27%, 06/08/2023

     4,633,809  
     

 

 

 
                  12,674,044  
     

 

 

 
   Machinery-Construction & Mining - 0.8%  
318,254   

American Rock Salt Holdings LLC
4.75%, 05/20/2021

     318,388  
518,347   

Headwaters, Inc.
4.00%, 03/24/2022

     519,513  
2,680,400   

Neff Rental LLC
7.54%, 06/09/2021

     2,670,348  
     

 

 

 
        3,508,249  
     

 

 

 
   Machinery-Diversified - 2.8%  
3,690,172   

Brand Energy & Infrastructure Services, Inc.
4.77%, 11/26/2020

     3,681,869  
3,991,404   

Gardner Denver, Inc.
4.56%, 07/30/2020

     3,942,828  
3,487,514   

Gates Global LLC
4.25%, 07/06/2021

     3,474,436  
890,747   

Paladin Brands Holding, Inc.
7.25%, 08/16/2019

     828,394  
     

 

 

 
        11,927,527  
     

 

 

 
   Media - 5.9%  
  

Advantage Sales & Marketing, Inc.

 

3,057,837   

4.25%, 07/23/2021

     3,039,673  
1,310,000   

7.50%, 07/25/2022

     1,270,700  
1,756,001   

AVSC Holding Corp.
4.50%, 01/24/2021

     1,756,001  
1,660,838   

Camelot UK Holdings Co., Ltd.
4.75%, 10/03/2023

     1,674,672  
747,170   

CBS Radio, Inc.
4.50%, 10/17/2023

     753,244  
  

Charter Communications Operating LLC

 


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

$           500,000   

0.00%, 07/01/2020(7)

   $ 501,015  
2,977,500   

3.03%, 01/15/2024

     2,986,998  
1,532,344   

CSC Holdings LLC
3.77%, 10/11/2024

     1,541,921  
41,254   

Mission Broadcasting, Inc.
0.00%, 01/17/2024(7)

     41,752  
447,747   

Nexstar Broadcasting, Inc.
0.00%, 01/17/2024(7)

     453,156  
  

Numericable U.S. LLC

 

2,365,073   

4.29%, 01/14/2025

     2,384,301  
1,032,200   

5.29%, 01/15/2024

     1,042,842  
  

Tribune Media Co.

 

3,232,154   

3.78%, 01/27/2024

     3,247,507  
776,029   

3.78%, 12/27/2020

     779,715  
1,005,000   

UPC Financing Partnership
3.77%, 08/31/2024

     1,005,000  
2,855,000   

Virgin Media Investment Holdings Ltd.
3.52%, 01/31/2025

     2,871,074  
     

 

 

 
     25,349,571  
     

 

 

 
   Oil & Gas - 1.8%  
  

California Resources Corp.

 

2,353,372   

3.78%, 10/01/2019

     2,288,654  
715,000   

11.38%, 12/31/2021

     803,939  
625,000   

Chesapeake Energy Corp.
8.50%, 08/23/2021

     683,331  
298,555   

Drillships Ocean Ventures, Inc.
5.56%, 07/25/2021

     263,326  
1,945,000   

Energy Transfer Equity L.P.
0.00%, 01/24/2024(7)

     1,940,137  
796,335   

KCA Deutag US Finance LLC
6.25%, 05/15/2020

     758,509  
957,600   

Pinnacle Holding Co. S.a.r.l.
4.75%, 07/30/2019

     775,656  
     

 

 

 
             7,513,552  
     

 

 

 
   Oil & Gas Services - 1.1%  
2,761,531   

Crosby U.S. Acquisition Corp.
4.00%, 11/23/2020

     2,524,039  
285,068   

Drillships Financial Holding, Inc.
6.06%, 03/31/2021

     220,691  
2,654,900   

Paragon Offshore Finance Co.
5.50%, 07/18/2021

     1,046,030  
  

Utex Industries, Inc.

 

473,343   

5.00%, 05/22/2021

     444,943  
750,000   

8.25%, 05/22/2022

     610,125  
     

 

 

 
     4,845,828  
     

 

 

 
   Packaging & Containers - 3.8%  
  

Anchor Glass Container Corp.

 

205,000   

4.25%, 12/07/2023

     206,794  
140,000   

8.75%, 12/07/2024

     141,866  
  

Berlin Packaging LLC

 

284,277   

4.50%, 10/01/2021

     286,174  
1,976,143   

7.75%, 10/01/2022

     2,000,845  
  

Berry Plastics Group, Inc.

 

1,641,213   

3.29%, 10/03/2022

     1,650,879  
700,000   

3.29%, 01/19/2024

     704,375  
1,960,000   

Flex Acquisition Co., Inc.
4.25%, 12/29/2023

     1,975,935  
  

Mauser U.S. Corp.

 

1,983,586   

4.50%, 07/31/2021

     1,989,378  
2,570,000   

8.75%, 07/31/2022

     2,570,000  
  

Prolampac Intermediate, Inc.

 

490,000   

5.00%, 11/18/2023

     496,737  
970,000   

9.50%, 11/18/2024

     978,895  


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

$      2,413,950   

Reynolds Group Holdings, Inc.
4.25%, 02/05/2023

   $ 2,419,743  
1,029,083   

Signode Industrial Group U.S., Inc.
4.00%, 05/01/2021

     1,036,801  
     

 

 

 
     16,458,422  
     

 

 

 
   Pharmaceuticals - 2.7%  
2,902,809   

Endo Luxembourg Finance Co. I S.a r.l.
3.81%, 09/26/2022

     2,893,143  
  

Valeant Pharmaceuticals International, Inc.

 

968,050   

5.27%, 08/05/2020

     970,199  
7,655,237   

5.50%, 04/01/2022

     7,684,939  
     

 

 

 
     11,548,281  
     

 

 

 
   Real Estate - 1.1%  
  

DTZ U.S. Borrower LLC

 

4,659,405   

4.26%, 11/04/2021

     4,684,892  
95,745   

9.29%, 11/04/2022

     95,745  
     

 

 

 
     4,780,637  
     

 

 

 
   Real Estate Investment Trusts - 1.2%  
  EUR      1,560,000   

Equinix, Inc.
0.00%, 12/09/2023(7)

     1,710,072  
$      3,305,025   

MGM Growth Properties LLC
3.53%, 04/25/2023

     3,331,597  
     

 

 

 
     5,041,669  
     

 

 

 
   Retail - 2.4%  
600,000   

84 Lumber Co.
6.75%, 10/04/2023

     606,000  
  

Bass Pro Group LLC

 

1,538,757   

4.02%, 06/05/2020

     1,532,032  
2,375,000   

5.97%, 12/16/2023

     2,299,665  
870,625   

Harbor Freight Tools USA, Inc.
3.78%, 08/19/2023

     874,203  
961,626   

Neiman Marcus Group, Inc.
4.25%, 10/25/2020

     794,822  
   Outerwall, Inc.  
678,300   

5.25%, 09/27/2023

     686,568  
1,050,000   

9.75%, 09/27/2024

     1,054,379  
572,563   

Party City Holdings, Inc.
4.21%, 08/19/2022

     568,509  
1,205,552   

PetSmart, Inc.
4.00%, 03/11/2022

     1,194,039  
2,953,943   

Sports Authority, Inc.
7.50%, 11/16/2017

     531,710  
283,114   

SuperValu, Inc.
5.50%, 03/21/2019

     284,954  
     

 

 

 
             10,426,881  
     

 

 

 
  

Semiconductors - 0.7%

 

833,327   

Lattice Semiconductor Corp.
5.26%, 03/10/2021

     831,243  
1,611,559   

NXP B.V.
3.24%, 12/07/2020

     1,618,328  
648,375   

ON Semiconductor Corp.
4.03%, 03/31/2023

     655,131  
     

 

 

 
     3,104,702  
     

 

 

 
   Software - 6.4%  
1,974,697   

CDW LLC
3.25%, 08/17/2023

     1,987,651  
1,965,075   

Dell, Inc.
4.03%, 09/07/2023

     1,973,427  
11,856,988   

First Data Corp.
3.78%, 03/24/2021

     11,925,521  
956,015   

Hyland Software, Inc.
4.75%, 07/01/2022

     958,883  


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

$        1,747,267   

Magic Newco LLC
5.00%, 12/12/2018

   $ 1,751,268  
  

Peak 10, Inc.

 

687,375   

5.00%, 06/17/2021

     695,108  
1,845,000   

8.28%, 06/17/2022

     1,734,300  
1,770,000   

Quest Software U.S. Holdings Inc.
7.00%, 10/31/2022

     1,793,240  
1,560,507   

SS&C Technologies, Inc.
4.03%, 07/08/2022

     1,574,722  
2,890,475   

WEX, Inc.
4.28%, 07/01/2023

     2,922,993  
     

 

 

 
     27,317,113  
     

 

 

 
   Telecommunications - 5.4%  
1,002,288   

CommScope, Inc.
3.28%, 12/29/2022

     1,011,890  
1,270,000   

Level 3 Financing, Inc.
3.51%, 05/31/2022

     1,281,379  
2,164,781   

LTS Buyer LLC
4.25%, 04/13/2020

     2,175,605  
942,695   

Salem Communications Corp.
4.50%, 03/13/2020

     916,771  
14,205,000   

Sprint Communications, Inc.
0.00%, 01/13/2024(7)

     14,222,756  
  

Zayo Group LLC

 

1,135,000   

0.00%, 01/12/2024(7)

     1,143,989  
2,355,000   

0.00%, 01/19/2024(7)

     2,373,652  
     

 

 

 
     23,126,042  
     

 

 

 
   Transportation - 0.6%  
  

Kenan Advantage Group, Inc.

 

108,117   

1.50%, 02/10/2017(8)

     108,252  
2,365,202   

4.00%, 07/31/2022

     2,368,158  
     

 

 

 
     2,476,410  
     

 

 

 
   Trucking & Leasing - 2.8%  
  

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.

 

2,000,000   

0.00%, 07/20/2020(7)

     2,018,000  
9,885,000   

0.00%, 01/13/2022(7)

     10,012,121  
     

 

 

 
     12,030,121  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $356,455,773)

             351,725,366  
     

 

 

 

Common Stocks - 0.8%

  
   Energy - 0.4%  
12,719   

Arch Coal, Inc. Class A*

     915,641  
78,609   

Templar Energy LLC Class A*(9)(10)

     786,091  
     

 

 

 
     1,701,732  
     

 

 

 
   Media - 0.1%  
69,152   

MPM Holdings, Inc.*

     681,147  
     

 

 

 
   Utilities - 0.3%  
4,500,000   

TCEH Corp.*(9)(10)

     5  
75,030   

Vistra Energy Corp.*

     1,216,236  
     

 

 

 
     1,216,241  
     

 

 

 
  

Total Common Stocks
(cost $5,276,366)

     3,599,120  
     

 

 

 

Exchange Traded Funds - 2.7%

  
   Other Investment Pools & Funds - 2.7%  
20,700   

iShares iBoxx $ High Yield Corporate Bond ETF

     1,807,938  
46,900   

iShares U.S. Preferred Stock ETF

     1,786,890  
97,400   

PowerShares Senior Loan Portfolio

     2,269,420  
71,500   

PowerShares Variable Rate Preferred Portfolio

     1,787,500  
47,800   

SPDR Blackstone / GSO Senior Loan ETF

     2,270,978  
49,200   

SPDR Bloomberg Barclays High Yield Bond ETF

     1,815,972  
     

 

 

 


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Total Exchange Traded Funds
(cost $11,582,382)

 

     11,738,698  
        

 

 

 
  

Total Long-Term Investments
(cost $422,030,460)

 

     415,776,361  
        

 

 

 

Short-Term Investments - 10.9%

 

  

Other Investment Pools & Funds - 10.9%

 

46,496,064       

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

 

   $ 46,496,064  
        

 

 

 
  

Total Short-Term Investments
(cost $46,496,064)

 

     46,496,064  
        

 

 

 
  

Total Investments
(cost $468,526,524)^

     108.0%      $ 462,272,425  
  

Other Assets and Liabilities

     (8.0)%        (34,134,495
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $      428,137,930  
     

 

 

    

 

 

 

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized depreciation consisted of:

Unrealized Appreciation

   $            4,790,744  

Unrealized Depreciation

     (11,044,843
  

 

 

 

Net Unrealized Depreciation

   $ (6,254,099
  

 

 

 

 

* Non-income producing.
(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $25,617,160, which represents 6.0% of total net assets.
(2) Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.
(3) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(4) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(5) These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $12,320,872, which represents 2.9% of total net assets.
(6) Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2017.
(7) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(8) This security, or a portion of this security, has unfunded loan commitments. As of January 31, 2017, the aggregate value of the unfunded commitment was $352,008, which rounds to zero percent of total net assets.
(9) The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Period

Acquired

   Shares/ Par    Security    Cost    
      10/2016   

4,500,000

   TCEH Corp.    $ —    
      10/2016   

78,609

   Templar Energy LLC Class A      673,075    
        

 

 

 
         $         673,075    
        

 

 

 

 

  At January 31, 2017, the aggregate value of these securities was $786,096, which represents 0.2% of total net assets.

 

(10) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2017, the aggregate fair value of these securities was $786,096, which represents 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

Foreign Currency Contracts Outstanding at January 31, 2017  
Currency    Buy / Sell                   Delivery Date                Counterparty       Contract      
Amount      
     Market Value †      Unrealized
Appreciation/
(Depreciation)
 

EUR

     Sell              02/28/17        UBS      $    5,407,698      $           5,473,288      $               (65,590)    

GBP

     Sell              02/28/17        MSC        1,966,951        1,969,724        (2,773)    
                    

 

 

 

Total

                     $ (68,363)    
                    

 

 

 

 

†  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)     
Counterparty Abbreviations:     
MSC      Morgan Stanley   
UBS      UBS AG   
Currency Abbreviations:        
EUR      Euro   
GBP      British Pound   
Other Abbreviations:        
ETF      Exchange Traded Fund   
SPDR      Standard & Poor’s Depositary Receipt   


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total        Level 1(1)        Level 2(1)        Level 3(1)    

Assets

           

Corporate Bonds

   $         48,713,177        $ —        $ 48,713,177        $ —    

Senior Floating Rate Interests

     351,725,366          —          351,725,366          —    

Common Stocks

           

Energy

     1,701,732          915,641          —          786,091    

Media

     681,147          —          —          681,147    

Utilities

     1,216,241          1,216,236          —          5    

Exchange Traded Funds

     11,738,698          11,738,698          —          —    

Short-Term Investments

     46,496,064          46,496,064          —          —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 462,272,425        $ 60,366,639        $ 400,438,543        $ 1,467,243    
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (68,363)       $ —        $ (68,363)       $ —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       (68,363)       $ —        $ (68,363)       $ —    
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2017 is not presented.


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Asset & Commercial Mortgage Backed Securities - 4.2%

  
  

Cayman Islands - 0.6%

  
$        250,000   

Atlas Senior Loan Fund Ltd.
2.45%, 07/16/2026(1)(2)

   $              250,451  
500,000   

BlueMountain CLO Ltd.
2.63%, 07/15/2018(1)(2)

     501,557  
363,670   

LCM XVII L.P.
2.23%, 10/15/2026(1)(2)

     363,821  
225,000   

LSTAR Securities Investment Ltd.
4.27%, 11/01/2020(1)(2)

     223,594  
250,000   

Madison Park Funding Ltd.
3.44%, 01/27/2026(1)(2)

     250,189  
250,000   

Marine Park CLO Ltd.
2.71%, 05/18/2023(1)(2)

     247,774  
     

 

 

 
     1,837,386  
     

 

 

 
  

United States - 3.6%

  
315,000   

Ally Auto Receivables Trust
1.49%, 11/15/2019

     315,443  
  

AmeriCredit Automobile Receivables Trust

  
85,000   

1.53%, 07/08/2021

     84,672  
50,000   

1.68%, 07/08/2019

     50,048  
75,000   

1.81%, 10/08/2020

     75,227  
65,000   

2.21%, 05/10/2021

     64,986  
60,000   

2.72%, 09/09/2019

     60,304  
120,000   

2.86%, 12/09/2019

     121,395  
282,790   

Asset Backed Securities Corp. Home Equity Loan Trust
1.27%, 08/25/2034(2)

     239,961  
50,468   

Banc of America Mortgage Trust
3.21%, 04/25/2034(2)

     50,277  
520,439   

Bear Stearns Asset Backed Securities I Trust
6.00%, 11/25/2035

     529,438  
5,500   

Bear Stearns Commercial Mortgage Securities Trust
5.33%, 02/11/2044

     5,497  
  

Cabela’s Credit Card Master Note Trust

  
180,000   

1.22%, 07/15/2022(2)

     180,133  
195,000   

1.56%, 03/15/2023(2)

     195,792  
125,000   

2.71%, 02/17/2026(1)

     125,173  
  

Capital Auto Receivables Asset Trust

  
125,000   

1.46%, 06/22/2020

     124,695  
15,000   

2.22%, 01/22/2019

     15,067  
164,000   

Capital One Multi-Asset Execution Trust
1.66%, 06/17/2024

     159,371  
27,130   

Chrysler Capital Auto Receivables Trust
1.31%, 05/15/2019(1)

     27,127  
114,470   

COLT Mortgage Loan Trust
2.75%, 09/25/2046(1)(2)

     115,355  
  

Connecticut Avenue Securities

  
202,929   

2.12%, 01/25/2029(2)

     203,527  
111,749   

2.22%, 01/25/2029(2)

     112,658  
366,721   

5.77%, 11/25/2024(2)

     400,179  
800,000   

5.77%, 07/25/2025(2)

     874,963  
365,866   

Countrywide Alternative Loan Trust
5.25%, 08/25/2035

     328,288  
155,000   

CSAIL Commercial Mortgage Trust
4.36%, 08/15/2048(2)

     152,083  
  

Fannie Mae Connecticut Avenue Securities

  
250,000   

5.02%, 01/25/2029(2)

     264,860  
75,000   

6.52%, 07/25/2029(1)(2)

     79,125  
  

First Investors Auto Owner Trust

  
191,716   

1.92%, 05/15/2020(1)

     192,127  
95,000   

2.91%, 01/15/2020(1)

     95,635  
40,000   

FREMF Mortgage Trust
3.54%, 12/25/2049(1)(2)

     32,125  
  

FREMF Mortgage Trust

  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

$          45,000  

2.91%, 03/25/2045(1)(2)

   $ 45,039  
120,000  

3.70%, 04/25/2048(1)(2)

                 118,253  
165,000  

3.82%, 06/25/2047(1)(2)

     169,476  
81,438  

GLS Auto Receivables Trust
2.73%, 10/15/2020(1)

     81,385  
385,000  

GM Financial Automobile Leasing Trust
1.68%, 12/20/2018

     385,717  
50,000  

Green Tree Agency Advance Funding Trust
2.38%, 10/15/2048(1)

     49,625  
 

GSR Mortgage Loan Trust

  
85,088  

2.79%, 01/25/2035(2)

     81,312  
123,098  

3.09%, 09/25/2035(2)

     127,086  
145,000  

JP Morgan Chase Commercial Mortgage Securities Trust
4.74%, 01/15/2049(2)

     150,637  
92,949  

JP Morgan Mortgage Acquisition Trust
5.01%, 11/25/2036

     92,965  
76,417  

JP Morgan Mortgage Trust
3.00%, 09/25/2044(1)(2)

     77,413  
91,958  

LB-UBS Commercial Mortgage Trust
5.43%, 02/15/2040

     91,972  
 

LSTAR Securities Investment Trust

  
89,596  

2.77%, 04/01/2020(1)(2)

     89,512  
232,676  

2.77%, 05/01/2020(1)(2)

     231,111  
91,690  

Mill City Mortgage Loan Trust
2.50%, 04/25/2057(1)(2)

     91,256  
214,000  

Mortgage Repurchase Agreement Financing Trust
1.93%, 06/10/2019(1)(2)

     213,948  
82,677  

Nationstar HECM Loan Trust
2.01%, 08/25/2026(1)

     82,530  
 

New Residential Mortgage Loan Trust

  
134,575  

3.25%, 09/25/2056(1)(2)

     136,280  
105,246  

3.75%, 11/25/2056(1)(2)

     108,980  
 

NRZ Advance Receivables Trust

  
303,000  

2.58%, 10/15/2049(1)

     300,319  
225,000  

3.11%, 12/15/2050(1)

     224,571  
410,000  

Opteum Mortgage Acceptance Corp.
1.20%, 04/25/2035(2)

     393,412  
46,338  

Option One Mortgage Loan Trust
1.27%, 02/25/2035(2)

     46,015  
 

Santander Drive Auto Receivables Trust

  
155,000  

1.50%, 08/17/2020

     154,521  
95,858  

1.58%, 09/16/2019

     95,950  
400,000  

2.33%, 11/15/2019

     401,687  
25,607  

Skopos Auto Receivables Trust
3.10%, 12/15/2023(1)

     25,518  
 

SLM Student Loan Trust

  
44,569  

1.16%, 01/25/2027(2)

     44,139  
215,062  

1.59%, 04/27/2026(1)(2)

     215,721  
100,000  

SoFi Consumer Loan Program LLC
3.28%, 01/26/2026(1)

     100,176  
39,954  

Springleaf Funding Trust
2.41%, 12/15/2022(1)

     40,010  
339,142  

Structured Agency Credit Risk Debt Notes
2.42%, 04/25/2024(2)

     342,618  
 

Towd Point Mortgage Trust

  
189,636  

2.25%, 08/25/2055(1)(2)

     188,076  
168,917  

3.00%, 03/25/2054(1)(2)

     170,315  
199,000  

3.75%, 04/25/2055(1)(2)

     194,333  
210,000  

Volkswagen Auto Loan Enhanced Trust
1.16%, 03/20/2020

     209,742  
195,000  

Wachovia Bank Commercial Mortgage Trust
5.29%, 10/15/2044(1)(2)

     178,425  
96,000  

Wells Fargo Dealer Floorplan Master Note Trust
1.28%, 01/20/2020(2)

     96,121  
 

Westlake Automobile Receivables Trust

  
62,005  

1.70%, 05/17/2021(1)(2)

     62,090  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

$        250,000  

3.40%, 01/15/2021(1)

   $ 250,762  
    

 

 

 
       11,434,549  
    

 

 

 
 

Total Asset & Commercial Mortgage Backed Securities
(cost $13,180,443)

              13,271,935  
    

 

 

 

Corporate Bonds - 4.3%

  
 

Argentina - 0.1%

  

160,000

 

YPF S.A.
23.85%, 07/07/2020(2)(3)

     177,600  
    

 

 

 
  Austria - 0.3%   

EUR        200,000

 

BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG
8.13%, 10/30/2023(3)

     272,574  
 

Erste Group Bank AG

  
$        200,000  

5.50%, 05/26/2025(2)(3)

     204,442  
EUR        200,000  

8.88%, 10/15/2021(2)(3)(4)

     236,680  

100,000

 

Raiffeisen Bank International AG
4.50%, 02/21/2025(2)(3)

     109,704  
    

 

 

 
       823,400  
    

 

 

 
  Belgium - 0.0%   

125,000

 

KBC Groep N.V.
5.63%, 03/19/2019(2)(3)(4)

     135,956  
    

 

 

 
  Colombia - 0.1%   

$        225,000

 

Colombia Telecomunicaciones S.A. ESP
8.50%, 12/29/2049

     204,050  
    

 

 

 
  Denmark - 0.1%   

EUR        200,000

 

Danske Bank AS
5.75%, 04/06/2020(2)(3)(4)

     226,339  
    

 

 

 
  France - 0.7%   

$        225,000

 

AXA S.A.
6.46%, 12/14/2018(2)(3)(4)

     224,860  
 

BNP Paribas S.A.

  
200,000  

3.80%, 01/10/2024(1)

     200,328  
250,000  

7.63%, 03/30/2021(2)(3)(4)

     262,500  

EUR        100,000

 

Credit Agricole Assurances S.A.
4.25%, 01/13/2025(2)(3)(4)

     106,206  
 

Credit Agricole S.A.

  
$        300,000  

3.38%, 01/10/2022(1)

     300,721  
225,000  

6.63%, 09/23/2019(2)(3)(4)

     221,344  
 

Societe Generale S.A.

  
210,000  

4.00%, 01/12/2027(1)

     205,791  
500,000  

7.88%, 12/18/2023(2)(3)(4)

     488,750  
200,000  

8.25%, 11/29/2018(2)(3)(4)(5)

     207,750  
    

 

 

 
       2,218,250  
    

 

 

 
  Germany - 0.1%   

200,000

 

Commerzbank AG
8.13%, 09/19/2023(3)

     228,160  

EUR        200,000

 

Deutsche Bank AG
4.50%, 05/19/2026

     222,037  
    

 

 

 
       450,197  
    

 

 

 
  Guernsey - 0.3%   
 

Credit Suisse Group Funding Guernsey Ltd.

  
175,000  

1.25%, 04/14/2022(3)

     189,458  
$        350,000  

3.13%, 12/10/2020

     350,031  
285,000  

4.88%, 05/15/2045

     287,574  
    

 

 

 
       827,063  
    

 

 

 
  Iceland - 0.0%   

EUR        120,000

 

Arion Banki HF
1.63%, 12/01/2021(3)

     129,974  
    

 

 

 
  Ireland - 0.1%   

200,000

 

Allied Irish Banks plc
7.38%, 12/03/2020(2)(3)(4)

     219,905  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

$        200,000

  

Aquarius & Investments plc for Swiss Reinsurance Co., Ltd.
6.38%, 09/01/2024(2)(3)

   $              212,550  
     

 

 

 
        432,455  
     

 

 

 
  

Italy - 0.3%

  

EUR        100,000

  

Banca Popolare di Vicenza
2.75%, 03/20/2020(3)

     96,453  

200,000

  

Intesa Sanpaolo Vita S.p.A.
4.75%, 12/17/2024(2)(3)(4)

     212,661  
  

UniCredit S.p.A.

  
250,000   

6.75%, 09/10/2021(2)(3)(4)

     251,658  
150,000   

6.95%, 10/31/2022(3)

     185,213  
$        250,000   

8.00%, 06/03/2024(2)(3)(4)

     230,167  
     

 

 

 
        976,152  
     

 

 

 
  

Luxembourg - 0.1%

  

295,000

  

Wind Acquisition Finance S.A.
7.38%, 04/23/2021(3)

     306,771  
     

 

 

 
  

Mauritius - 0.1%

  

300,000

  

MTN Mauritius Investment Ltd.
4.76%, 11/11/2024(3)

     282,375  
     

 

 

 
  

Netherlands - 0.3%

  

EUR        200,000

  

ABN Amro Bank N.V.
5.75%, 09/22/2020(2)(3)(4)

     222,116  

100,000

  

Achmea B.V.
6.00%, 04/04/2043(2)(3)

     118,903  

$        250,000

  

Cooperatieve Rabobank UA
3.38%, 05/21/2025

     252,190  

250,000

  

ING Groep N.V.
6.50%, 04/16/2025(2)(4)

     242,150  
     

 

 

 
        835,359  
     

 

 

 
  

Spain - 0.3%

  
  

Banco Bilbao Vizcaya Argentaria S.A.

  
EUR        200,000   

7.00%, 02/19/2019(2)(3)(4)

     206,185  
$        200,000   

9.00%, 05/09/2018(2)(3)(4)(5)

     208,686  
EUR        400,000   

Banco Santander S.A.
6.25%, 03/12/2019(2)(3)(4)

     410,757  
     

 

 

 
        825,628  
     

 

 

 
  

Switzerland - 0.2%

  

200,000

  

Credit Suisse AG
5.75%, 09/18/2025(2)(3)

     240,089  

$        250,000

  

UBS AG
5.13%, 05/15/2024(3)

     254,380  

275,000

  

UBS Group AG
6.88%, 08/07/2025(2)(3)(4)

     273,884  
     

 

 

 
        768,353  
     

 

 

 
  

United Kingdom - 0.9%

  
  

Barclays plc

  
450,000   

3.20%, 08/10/2021

     447,441  
200,000   

8.25%, 12/15/2018(2)(4)

     208,721  

GBP        200,000

  

CYBG plc
8.00%, 12/08/2022(2)(3)(4)

     236,947  
  

HSBC Holdings plc

  
$        200,000   

3.60%, 05/25/2023

     202,008  
275,000   

3.90%, 05/25/2026

     275,043  
265,000   

6.88%, 06/01/2021(2)(4)

     281,439  

EUR        200,000

  

Lloyds Banking Group plc
6.38%, 06/27/2020(2)(3)(4)

     225,577  

GBP        200,000

  

Nationwide Building Society
6.88%, 06/20/2019(2)(3)(4)

     253,801  

$        315,000

  

Royal Bank of Scotland Group plc
8.63%, 08/15/2021(2)(4)

     325,238  

200,000

  

Santander UK plc
4.00%, 03/13/2024

     207,386  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

EUR          125,000   

Standard Chartered plc
4.00%, 10/21/2025(2)(3)

   $              140,244  
     

 

 

 
        2,803,845  
     

 

 

 
  

United States - 0.3%

  
$         125,000   

Concho Resources, Inc.
5.50%, 04/01/2023

     129,688  
175,000   

Continental Resources, Inc.
4.90%, 06/01/2044

     154,000  
350,000   

Eagle Materials, Inc.
4.50%, 08/01/2026

     348,358  
125,000   

Matador Resources Co.
6.88%, 04/15/2023

     131,875  
150,000   

QEP Resources, Inc.
5.38%, 10/01/2022

     151,500  
125,000   

RSP Permian, Inc.
6.63%, 10/01/2022

     132,031  
     

 

 

 
        1,047,452  
     

 

 

 
  

Total Corporate Bonds
(cost $13,389,866)

     13,471,219  
     

 

 

 

Foreign Government Obligations - 8.8%

  
  

Argentina - 0.1%

  
EUR         115,000   

Provincia de Buenos Aires
3.00%, 05/01/2020(2)(3)

     119,413  
$         350,000   

Provincia del Chubut Argentina
7.75%, 07/26/2026(1)

     343,301  
     

 

 

 
        462,714  
     

 

 

 
  

Australia - 0.2%

  
AUD         950,000   

Australia Government Bond
3.25%, 06/21/2039(3)

     684,278  
     

 

 

 
  

Brazil - 0.5%

  
BRL      5,289,602   

Brazil Notas do Tesouro Nacional
6.00%, 08/15/2022(6)

     1,687,227  
     

 

 

 
  

Canada - 1.6%

  
CAD      5,573,340   

Canadian Government Real Return Bond
4.25%, 12/01/2021(6)

     5,197,887  
     

 

 

 
  

Greece - 0.1%

  
  

Hellenic Republic Government Bond

  
EUR    96,000,000   

0.00%, 10/15/2042(2)

     248,717  
325,000   

3.00%, 02/24/2041(2)(3)

     202,820  
     

 

 

 
        451,537  
     

 

 

 
  

Iceland - 0.4%

  
ISK  112,400,000   

Iceland Rikisbref
8.00%, 06/12/2025

     1,153,906  
     

 

 

 
  

India - 0.4%

  
INR    80,000,000   

India Government Bond
8.79%, 11/08/2021

     1,286,173  
     

 

 

 
  

Japan - 1.4%

  
  

Japanese Government CPI Linked Bond

  
JPY  148,011,000   

0.10%, 09/10/2023(6)

     1,366,679  
315,333,600   

0.10%, 09/10/2024(6)

     2,935,414  
     

 

 

 
        4,302,093  
     

 

 

 
  

Mexico - 0.5%

  
  

Mexican Udibonos

  
MXN      9,635,406   

4.00%, 11/08/2046(6)

     469,449  
11,221,370   

4.50%, 11/22/2035(6)

     591,254  
$         476,000   

Mexico Government International Bond
5.75%, 10/12/2110

     442,266  
     

 

 

 
        1,502,969  
     

 

 

 


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

New Zealand - 0.5%

  
  

New Zealand Government Bond

  
NZD         828,400   

2.00%, 09/20/2025(3)(6)

   $              612,643  
1,052,060   

3.00%, 09/20/2030(3)(6)

     848,336  
     

 

 

 
        1,460,979  
     

 

 

 
  

Poland - 1.1%

  
  

Poland Government Bond

  
PLN       5,500,000   

1.75%, 07/25/2021

     1,305,678  
9,025,000   

2.50%, 07/25/2026

     2,027,566  
     

 

 

 
        3,333,244  
     

 

 

 
  

Portugal - 0.8%

  
$      1,665,000   

Portugal Government International Bond
5.13%, 10/15/2024(3)

     1,609,003  
EUR         950,000   

Portugal Obrigacoes do Tesouro OT
2.88%, 07/21/2026(1)(3)

     921,577  
     

 

 

 
        2,530,580  
     

 

 

 
  

Russia - 0.8%

  
RUB    86,025,000   

Russian Federal Bond - OFZ
6.40%, 05/27/2020

     1,362,128  
66,771,335   

Russian Federal Inflation Linked Bond
2.50%, 08/16/2023(6)

     1,066,964  
     

 

 

 
        2,429,092  
     

 

 

 
  

Spain - 0.4%

  
EUR    1,200,000   

Spain Government Bond
1.30%, 10/31/2026(1)(3)

     1,259,498  
     

 

 

 
  

Total Foreign Government Obligations
(cost $29,748,041)

     27,742,177  
     

 

 

 

U.S. Government Agencies - 5.2%

  
  

United States - 5.2%

  
  

FHLMC - 3.1%

  
$         604,383   

3.50%, 03/15/2041(7)

     78,046  
547,111   

2.50%, 03/15/2028(7)

     44,349  
2,303,322   

0.26%, 06/25/2025(2)(7)

     42,733  
250,000   

4.07%, 10/25/2027(2)

     266,758  
64,687   

3.00%, 03/15/2033(7)

     8,066  
1,050,000   

3.50%, 02/01/2047(8)

     1,072,416  
1,390,000   

4.00%, 02/01/2047(8)

     1,458,143  
200,000   

4.00%, 03/01/2047(8)

     209,367  
250,000   

5.52%, 10/25/2024(2)

     273,393  
37,163   

4.00%, 07/15/2027(7)

     4,133  
132,013   

4.17%, 07/25/2023(2)

     133,996  
250,000   

2.72%, 05/25/2025(2)

     254,253  
4,388,338   

0.08%, 10/25/2026(2)(7)

     37,779  
450,000   

4.50%, 02/01/2047(8)

     483,574  
600,000   

2.50%, 02/01/2032(5)(8)

     599,906  
500,000   

2.50%, 03/16/2032(5)

     499,131  
1,325,000   

3.00%, 02/01/2032(5)(8)

     1,359,530  
1,775,000   

3.00%, 02/01/2047(8)

     1,755,447  
215,000   

1.18%, 02/25/2020

     215,000  
474,999   

3.00%, 12/01/2046

     470,132  
100,000   

3.00%, 01/01/2047

     98,975  
1,560,000   

0.31%, 11/25/2023(2)(7)

     26,752  
396,000   

2.77%, 12/25/2028(2)

     402,960  
     

 

 

 
        9,794,839  
     

 

 

 
  

FNMA - 1.6%

  
452,632   

3.50%, 04/25/2027(7)

     48,702  
126,222   

3.50%, 10/25/2027(7)

     14,547  
1,090,000   

3.50%, 02/01/2047(8)

     1,113,844  
400,000   

4.00%, 03/01/2047(8)

     418,828  
38,107   

5.46%, 05/25/2042(2)(7)

     4,415  
303,286   

4.50%, 02/25/2043(7)

     57,273  
775,000   

4.00%, 02/01/2047(8)

     813,023  
661,407   

3.00%, 10/01/2029

     679,096  
688,827   

3.00%, 01/01/2031

     707,249  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

        $         546,330  

1.95%, 08/25/2044(2)(7)

   $ 35,845  
193,293  

2.03%, 06/25/2055(2)(7)

     12,723  
363,808  

1.93%, 05/25/2046(2)(7)

     20,111  
65,920  

3.00%, 09/25/2027(7)

     6,157  
270,621  

5.14%, 10/01/2024

                  310,631  
4,713  

2.78%, 04/01/2022

     4,811  
4,658  

3.20%, 04/01/2022

     4,838  
14,452  

3.67%, 08/01/2023

     15,305  
287,069  

3.78%, 10/01/2023

     302,975  
24,924  

3.93%, 10/01/2023

     26,649  
5,000  

3.70%, 10/01/2023

     5,288  
19,055  

3.87%, 10/01/2025

     20,256  
5,000  

3.86%, 11/01/2023

     5,342  
13,978  

4.06%, 10/01/2028

     15,111  
10,000  

3.86%, 12/01/2025

     10,642  
4,849  

3.45%, 01/01/2024

     5,058  
4,850  

3.47%, 01/01/2024

     5,065  
5,000  

3.76%, 03/01/2024

     5,317  
4,956  

3.97%, 05/01/2029

     5,315  
19,780  

3.34%, 04/01/2024

     20,516  
30,000  

2.76%, 05/01/2021

     30,573  
129,429  

3.42%, 04/01/2024

     134,796  
29,206  

3.89%, 05/01/2030

     30,446  
9,635  

3.96%, 05/01/2034

     10,076  
    

 

 

 
     4,900,823  
    

 

 

 
 

GNMA - 0.4%

  
398,277  

3.00%, 07/20/2028(7)

     36,878  
378,045  

3.00%, 08/20/2027(7)

     36,475  
285,708  

3.50%, 07/20/2029(7)

     30,481  
82,846  

3.50%, 02/16/2030(7)

     8,520  
111,949  

3.50%, 05/16/2042(7)

     21,738  
575,000  

6.00%, 02/01/2047(8)

     649,335  
100,000  

3.00%, 02/01/2047(5)(8)

     100,859  
411,496  

3.00%, 08/15/2045

     414,650  
343,316  

4.00%, 04/16/2026(7)

     38,597  
271,581  

2.50%, 05/16/2028(7)

     19,055  
172,898  

3.50%, 05/20/2043(7)

     32,827  
    

 

 

 
     1,389,415  
    

 

 

 
 

SLM Student Loan Trust - 0.1%

  
169,511  

1.21%, 07/25/2023(2)

     169,274  
160,686  

1.69%, 01/25/2022(2)

     158,071  
    

 

 

 
       327,345  
    

 

 

 
 

Total U.S. Government Agencies
(cost $16,395,310)

     16,412,422  
    

 

 

 

U.S. Government Securities - 1.5%

  
 

United States - 1.5%

  
 

U.S. Treasury Bonds - 1.3%

  
666,244  

0.75%, 02/15/2045(6)

     635,391  
2,583,620  

3.38%, 04/15/2032(6)

     3,621,548  
    

 

 

 
       4,256,939  
    

 

 

 
 

U.S. Treasury Notes - 0.2%

  
522,840  

U.S. Treasury Notes

0.13%, 01/15/2023(6)

     524,332  
    

 

 

 
 

Total U.S. Government Securities
(cost $4,869,602)

     4,781,271  
    

 

 

 

Common Stocks - 59.1%

  
 

Argentina - 0.0%

  
2,585  

YPF Sociedad Anonima ADR

     56,017  
    

 

 

 
 

Australia - 1.1%

  
7,622  

BHP Billiton plc

     139,008  
19,159  

Buru Energy Ltd.*

     2,767  
4,818  

Caltex Australia Ltd.

     104,563  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

916  

Domino’s Pizza Enterprises Ltd.

   $ 41,324  
         353,186  

Evolution Mining Ltd.

                  574,399  
150,807  

Genworth Mortgage Insurance Australia Ltd.

     380,709  
8,336  

Goodman Group REIT

     43,775  
303,626  

Kingsgate Consolidated Ltd.*

     64,260  
948,010  

Mirabela Nickel Ltd.*(9)(10)

     29,837  
30,995  

New South Resources Ltd.*

     33,971  
11,045  

NEXTDC Ltd.*

     25,844  
167,400  

Northern Star Resources Ltd.

     486,995  
8,669  

Nufarm Ltd.

     59,046  
254,160  

OceanaGold Corp.

     882,846  
20,025  

Orora Ltd.

     43,329  
724,258  

Perseus Mining Ltd.*

     185,067  
20,409  

QBE Insurance Group Ltd.

     193,624  
24,475  

Western Areas Ltd.*

     45,698  
5,831  

Westfield Corp. REIT

     38,871  
4,027  

Woodside Petroleum Ltd.

     96,554  
    

 

 

 
       3,472,487  
    

 

 

 
 

Austria - 0.3%

  
602  

Schoeller-Bleckmann Oilfield Equipment AG

     45,367  
3,629  

Strabag SE

     132,933  
1,117  

Voestalpine AG

     47,364  
40,530  

Wienerberger AG

     782,368  
    

 

 

 
       1,008,032  
    

 

 

 
 

Belgium - 0.4%

  
10,996  

Ageas

     470,821  
1,183  

Anheuser-Busch InBev N.V. ADR

     123,340  
6,643  

Melexis N.V.

     499,339  
1,454  

Telenet Group Holding N.V.*

     78,021  
1,694  

UCB S.A.

     117,005  
313  

Umicore S.A.

     17,533  
    

 

 

 
       1,306,059  
    

 

 

 
 

Bermuda - 0.3%

  
17,622  

Bank of NT Butterfield & Son Ltd.

     579,588  
9,206  

XL Group Ltd.

     345,869  
    

 

 

 
       925,457  
    

 

 

 
 

Brazil - 0.1%

  
4,300  

BR Malls Participacoes S.A.*

     20,019  
11,710  

BRF S.A.

     165,220  
4,841  

Petroleo Brasileiro S.A. ADR*

     49,669  
5,900  

Telefonica Brasil S.A. (Preference Shares)

     87,383  
    

 

 

 
       322,291  
    

 

 

 
 

British Virgin Islands - 0.0%

  
70,696  

Atlas Mara Ltd.*

     148,462  
    

 

 

 
 

Canada - 1.2%

  
1,248  

Agnico Eagle Mines Ltd.

     59,530  
10,680  

Bank of Nova Scotia

     638,215  
1,109  

BCE, Inc.

     49,993  
916  

Canadian Apartment Properties REIT

     22,329  
9,397  

Canadian Imperial Bank of Commerce

     800,216  
3,205  

Canadian Natural Resources Ltd.

     96,895  
104,951  

Centerra Gold, Inc.

     518,605  
8,210  

EcoSynthetix, Inc.*

     13,502  
2,439  

Enbridge, Inc.

     103,901  
3,700  

EnCana Corp.

     47,229  
4,600  

Husky Energy, Inc.*

     59,354  
2,570  

Killam Apartment Real Estate Investment Trust REIT

     23,977  
6,020  

Magna International, Inc.

     260,416  
1,165  

Methanex Corp.

     58,308  
62  

PrairieSky Royalty Ltd.

     1,453  
7,620  

Royal Bank of Canada

     547,879  
12,500  

Strad Energy Services Ltd.*

     17,291  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

6,300   

Suncor Energy, Inc.

   $              195,403  
1,238   

TransCanada Corp.

     58,406  
935   

Waste Connections, Inc.

     75,080  
     

 

 

 
        3,647,982  
     

 

 

 
  

China - 1.4%

  
31,959   

AAC Technologies Holdings, Inc.

     328,209  
12,359   

Alibaba Group Holding Ltd. ADR*

     1,252,090  
         118,950   

ANTA Sports Products Ltd.

     378,601  
108,760   

China Longyuan Power Group Corp. Ltd. Class H

     88,837  
8,578   

ChinaCache International Holdings Ltd.*

     22,046  
6,665   

ENN Energy Holdings Ltd.

     32,858  
84,620   

Greatview Aseptic Packaging Co., Ltd.

     39,921  
700   

Hangzhou Hikvision Digital Technology Co. Ltd. Class A

     2,659  
1,027   

Hollysys Automation Technologies Ltd.

     17,356  
136,800   

Semiconductor Manufacturing International Corp.*

     187,588  
170,683   

Sunny Optical Technology Group Co., Ltd.

     1,000,118  
40,194   

Tencent Holdings Ltd.

     1,050,887  
     

 

 

 
        4,401,170  
     

 

 

 
  

Denmark - 0.2%

  
45   

AP Moeller - Maersk A/S Class A

     72,047  
4,060   

DSV A/S

     197,436  
757   

GronlandsBANKEN A/S

     68,684  
14,697   

Nets A/S*(1)

     259,229  
     

 

 

 
        597,396  
     

 

 

 
  

Egypt - 0.2%

  
306,742   

Centamin plc

     606,546  
     

 

 

 
  

Finland - 0.0%

  
522   

Elisa Oyj

     17,590  
1,125   

Kemira Oyj

     14,094  
1,828   

Kone Oyj Class B

     82,646  
1,023   

Tikkurila Oyj

     20,874  
     

 

 

 
        135,204  
     

 

 

 
  

France - 2.1%

  
1,948   

Airbus Group SE

     132,045  
24,322   

Alstom S.A.*

     690,122  
11,728   

Amundi S.A.(1)

     643,158  
347   

Arkema S.A.

     34,270  
11,793   

BNP Paribas S.A.

     754,419  
15,885   

Cie de Saint-Gobain

     780,520  
60   

Dassault Aviation S.A.

     69,155  
4,262   

Engie S.A.

     51,027  
942   

Essilor International S.A.

     110,512  
1,775   

JCDecaux S.A.

     56,822  
555   

Kering

     132,113  
1,217   

Legrand S.A.

     70,685  
941   

LVMH Moet Hennessy Louis Vuitton SE

     189,633  
6,170   

Rexel S.A.

     107,611  
10,292   

Schneider Electric SE

     736,434  
9,380   

Societe Generale S.A.

     458,565  
189   

Unibail-Rodamco SE REIT

     43,555  
1,338   

Valeo S.A.

     81,778  
40,918   

Veolia Environnement S.A.

     696,969  
11,728   

Vinci S.A.

     822,092  
6,169   

Vivendi S.A.

     113,115  
     

 

 

 
        6,774,600  
     

 

 

 
  

Germany - 1.5%

  
827   

adidas AG

     130,505  
3,090   

Bayerische Motoren Werke AG

     282,148  
3,112   

Beiersdorf AG

     276,093  
1,643   

Brenntag AG

     95,585  
756   

Continental AG

     147,997  
28,802   

Deutsche Wohnen AG

     939,448  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

16,544   

E.ON SE

   $              127,440  
1,000   

HeidelbergCement AG

     96,604  
6,444   

Hornbach Holding AG & Co. KGaA

     437,536  
400   

Innogy SE*(1)

     13,682  
10,258   

LEG Immobilien AG

     806,845  
211   

Puma SE

     64,259  
11,313   

Rheinmetall AG

     868,175  
23,400   

TUI AG

     343,423  
     

 

 

 
        4,629,740  
     

 

 

 
  

Greece - 1.0%

  
37,826   

Aegean Airlines S.A.

     270,555  
         130,453   

Alpha Bank A.E.*

     231,497  
146,108   

Ellaktor S.A.*

     171,878  
73,647   

Frigoglass SAIC*

     8,666  
94,542   

Grivalia Properties REIC A.E. REIT

     810,341  
53,669   

Hellenic Exchanges - Athens Stock Exchange S.A. Holding

     258,585  
90,616   

Hellenic Telecommunications Organization S.A.

     821,857  
5,905   

Korres Natural Products*

     22,183  
69,995   

OPAP S.A.

     619,589  
     

 

 

 
        3,215,151  
     

 

 

 
  

Hong Kong - 0.5%

  
79,600   

AIA Group Ltd.

     492,831  
193,235   

AMVIG Holdings Ltd.

     66,496  
5,890   

Beijing Enterprises Holdings Ltd.

     29,361  
11,000   

Cheung Kong Infrastructure Holdings Ltd.

     88,459  
5,574   

China Overseas Land & Investment Ltd.

     16,368  
74,685   

Guangdong Investment Ltd.

     92,677  
34,000   

HKT Trust & HKT Ltd. UNIT

     47,495  
13,402   

Hysan Development Co., Ltd.

     61,079  
6,946   

Link REIT

     47,466  
1,560   

Melco Crown Entertainment Ltd. ADR

     26,270  
21,060   

Nine Dragons Paper Holdings Ltd.

     24,239  
25,850   

Sino Biopharmaceutical Ltd.

     20,289  
44,744   

SmarTone Telecommunications Holdings Ltd.

     61,705  
298,883   

SUNeVision Holdings Ltd.

     143,469  
1,422,866   

Tongda Group Holdings Ltd.

     397,598  
     

 

 

 
        1,615,802  
     

 

 

 
  

India - 5.7%

  
153,007   

Apollo Tyres Ltd.

     407,498  
11,277   

Bajaj Auto Ltd.

     471,951  
581,181   

Bank of Baroda*

     1,418,377  
33,772   

Bharat Electronics Ltd.

     767,908  
76,500   

Bharat Heavy Electricals Ltd.

     154,523  
113,616   

Bharti Infratel Ltd.

     492,666  
117,068   

Coal India Ltd.

     534,342  
30,877   

Container Corp. Of India Ltd.

     542,050  
169,295   

Exide Industries Ltd.

     492,794  
27,455   

Gateway Distriparks Ltd.

     97,344  
118,244   

Godrej Properties Ltd.*

     576,379  
9,327   

Hero MotoCorp Ltd.

     436,074  
104,870   

Hindalco Industries Ltd.

     293,356  
82,970   

Hindustan Zinc Ltd.

     365,400  
142,135   

ICICI Bank Ltd.

     564,566  
49,885   

Indraprastha Gas Ltd.

     691,610  
42,936   

InterGlobe Aviation Ltd.(1)

     572,633  
165,120   

IRB Infrastructure Developers Ltd.

     563,799  
161,624   

ITC Ltd.

     615,871  
47,950   

J Kumar Infraprojects Ltd.

     157,571  
293,563   

Jammu & Kashmir Bank Ltd.

     273,852  
14,088   

Larsen & Toubro Ltd.

     300,867  
49,110   

LIC Housing Finance Ltd.

     400,994  
5,898   

Maruti Suzuki India Ltd.

     513,250  
748   

MRF Ltd.

     570,444  
182,839   

NMDC Ltd.

     388,649  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

264,935   

NTPC Ltd.

   $              673,421  
132,505   

Oberoi Realty Ltd.

     607,888  
100,601   

Petronet LNG Ltd.

     556,395  
25,462   

Phoenix Mills Ltd.

     129,849  
249,384   

Power Grid Corp. of India Ltd.

     762,983  
205,669   

Redington India Ltd.

     310,269  
167,013   

State Bank of India

     641,753  
20,427   

TAKE Solutions Ltd.

     42,091  
37,275   

Tata Chemicals Ltd.

     299,936  
38,872   

Tata Motors Ltd.

     301,162  
434,536   

Tata Power Co., Ltd.

     511,192  
         122,312   

Vedanta Ltd.

     457,666  
     

 

 

 
        17,959,373  
     

 

 

 
  

Indonesia - 0.1%

  
1,459,569   

Bank Tabungan Pensiunan Nasional Tbk PT*

     282,021  
129,100   

Link Net Tbk PT

     48,343  
100,800   

Surya Citra Media Tbk PT

     21,305  
277,500   

Telekomunikasi Indonesia Persero Tbk PT

     80,443  
     

 

 

 
        432,112  
     

 

 

 
  

Ireland - 1.5%

  
1,532,617   

Bank of Ireland*

     411,749  
134,983   

C&C Group plc

     576,008  
678,369   

Cairn Homes plc*

     928,189  
28,041   

CRH plc

     977,997  
545,977   

Hibernia plc REIT

     717,278  
247,294   

Irish Residential Properties plc REIT

     309,666  
117,675   

Permanent TSB Group Holdings plc*

     345,268  
16,414   

Smurfit Kappa Group plc

     432,341  
     

 

 

 
        4,698,496  
     

 

 

 
  

Israel - 0.4%

  
6,269   

Azrieli Group Ltd.

     286,149  
53,528   

Bezeq The Israeli Telecommunication Corp. Ltd.

     93,510  
17,297   

Mobileye N.V.*

     743,079  
2,749   

Tower Semiconductor Ltd.*

     58,306  
2,140   

Wix.com Ltd.*

     112,457  
     

 

 

 
        1,293,501  
     

 

 

 
  

Italy - 1.0%

  
64,098   

Anima Holding S.p.A.(1)

     382,218  
14,089   

Banca Generali S.p.A.

     359,391  
18,282   

Beni Stabili S.p.A. SIIQ REIT

     10,282  
33,543   

Buzzi Unicem S.p.A.

     827,098  
40,770   

Cerved Information Solutions S.p.A.

     333,660  
23,698   

Enel S.p.A.

     99,072  
11,518   

Eni S.p.A.

     177,099  
50,564   

FinecoBank Banca Fineco S.p.A.

     301,205  
12,449   

Italgas S.p.A.*

     47,304  
48,567   

Leonardo-Finmeccanica S.p.A.*

     625,709  
135,491   

Saipem S.p.A.*

     69,572  
     

 

 

 
        3,232,610  
     

 

 

 
  

Japan - 6.5%

  
10,722   

Aeon Delight Co., Ltd.

     308,009  
7,125   

Alpine Electronics, Inc.

     104,045  
32,787   

Alps Electric Co., Ltd.

     873,307  
4,750   

Amano Corp.

     90,944  
5,780   

Amuse, Inc.

     92,145  
7,323   

Aoyama Trading Co., Ltd.

     258,105  
2,024   

Arealink Co., Ltd.

     22,684  
5,255   

Bandai Namco Holdings, Inc.

     144,727  
3,634   

Capcom Co., Ltd.

     77,129  
1,160   

Chugai Pharmaceutical Co., Ltd.

     34,091  
6,553   

CYBERDYNE, Inc.*

     92,492  
6,905   

Daifuku Co., Ltd.

     152,646  
1,759   

Daito Trust Construction Co., Ltd.

     245,907  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

             4,091  

Dena Co., Ltd.

   $ 91,411  
9,175  

Descente Ltd.

                  104,248  
1,052  

Disco Corp.

     134,324  
5,330  

Doshisha Co., Ltd.

     102,196  
8,115  

DTS Corp.

     183,639  
2,736  

Eiken Chemical Co., Ltd.

     70,654  
3,120  

Eisai Co., Ltd.

     171,977  
4,349  

Enplas Corp.

     128,576  
1,265  

FANUC Corp.

     248,353  
7,630  

Fuji Heavy Industries Ltd.

     305,323  
3,326  

GMO Payment Gateway, Inc.

     165,426  
3,930  

Hakuhodo DY Holdings, Inc.

     48,353  
7,998  

Harmonic Drive Systems, Inc.

     241,064  
34,030  

Hazama Ando Corp.

     237,457  
5,135  

HI-LEX Corp.

     134,542  
1,781  

Hikari Tsushin, Inc.

     162,755  
4,884  

HIS Co., Ltd.

     130,336  
7,830  

Hitachi Transport System Ltd.

     159,803  
11,135  

Hosiden Corp.

     86,057  
3,620  

Inaba Denki Sangyo Co., Ltd.

     128,347  
11,950  

Inpex Corp.

     117,268  
3,367  

Iriso Electronics Co., Ltd.

     188,295  
12,300  

Isuzu Motors Ltd.

     165,040  
2,430  

ITOCHU Corp.

     33,475  
5,790  

Japan Petroleum Exploration Co., Ltd.

     130,063  
8,005  

JGC Corp.

     138,962  
10,150  

JSR Corp.

     173,965  
5,720  

Kao Corp.

     283,052  
3,630  

KDDI Corp.

     97,532  
11,518  

Kenedix, Inc.

     43,056  
1,632  

Keyence Corp.

     633,815  
15,520  

Kinden Corp.

     197,123  
3,805  

Kissei Pharmaceutical Co., Ltd.

     93,346  
5,753  

M3, Inc.

     154,564  
3,156  

Mabuchi Motor Co., Ltd.

     162,232  
11,935  

Medipal Holdings Corp.

     193,437  
4,923  

Melco Holdings, Inc.

     141,504  
4,955  

Mimasu Semiconductor Industry Co., Ltd.

     79,891  
36,179  

Minebea Mitsumi, Inc.

     359,659  
3,230  

Mitsubishi Chemical Holdings Corp.

     22,529  
4,870  

Mitsubishi Corp.

     110,014  
3,216  

Mitsubishi Electric Corp.

     48,943  
49,095  

Mitsubishi UFJ Financial Group, Inc.

     314,381  
3,468  

Mitsui Fudosan Co., Ltd.

     80,066  
9,360  

MS&AD Insurance Group Holdings, Inc.

     313,125  
5,779  

Murata Manufacturing Co., Ltd.

     778,341  
17,764  

Nexon Co., Ltd.

     270,460  
8,712  

Nidec Corp.

     818,000  
2,724  

Nintendo Co., Ltd.

     557,553  
7,205  

Nippo Corp.

     136,210  
1,475  

Nippon Paint Holdings Co., Ltd.

     43,025  
315  

Nippon Shokubai Co., Ltd.

     21,709  
1,899  

Nippon Telegraph & Telephone Corp. ADR

     83,879  
15,910  

Nippon Television Holdings, Inc.

     289,440  
1,045  

Nitto Denko Corp.

     82,687  
3,945  

NSD Co., Ltd.

     61,433  
9,295  

NTT DoCoMo, Inc.

     222,244  
2,100  

Olympus Corp.

     72,648  
10,130  

Ono Pharmaceutical Co., Ltd.

     207,830  
5,562  

Optex Co., Ltd.

     129,770  
5,090  

PAL GROUP Holdings Co., Ltd.

     129,596  
446  

Park24 Co., Ltd.

     12,310  
207,189  

Pioneer Corp.*

     454,783  
2,469  

Rohm Co., Ltd.

     157,883  
34,555  

San-In Godo Bank Ltd.

     288,464  
2,745  

Sankyo Co., Ltd.

     91,652  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

2,541  

SCREEN Holdings Co., Ltd.

   $              158,913  
12,025  

SCSK Corp.

     451,391  
36,835  

Septeni Holdings Co., Ltd.

     119,199  
2,734  

Seven & I Holdings Co., Ltd.

     109,164  
7,580  

Shikoku Electric Power Co., Inc.*

     72,939  
620  

Shin-Etsu Chemical Co., Ltd.

     53,488  
2,160  

Shionogi & Co., Ltd.

     104,030  
485  

SHO-BOND Holdings Co., Ltd.

     20,596  
570  

SMC Corp.

     155,598  
4,864  

Sony Corp.

     147,271  
8,901  

Sumco Corp.

     139,159  
7,775  

Sumitomo Real Estate Sales Co., Ltd. REIT

     176,914  
3,590  

Suzuki Motor Corp.

     138,548  
6,995  

T&D Holdings, Inc.

     103,628  
6,265  

Tachi-S Co., Ltd.

     103,307  
14,000  

Taihei Dengyo Kaisha Ltd.

     134,070  
17,191  

Taisei Corp.

     122,118  
4,394  

Takara Leben Co., Ltd.

     24,599  
1,080  

Takeda Pharmaceutical Co., Ltd.

     45,236  
34,005  

Takuma Co., Ltd.

     294,495  
9,378  

TDK Corp.

     674,057  
6,775  

Tenma Corp.

     123,230  
5,090  

Tocalo Co., Ltd.

     115,653  
7,898  

Tokai Rika Co., Ltd.

     157,189  
8,500  

Tokio Marine Holdings, Inc.

     354,399  
9,010  

Tokyo Gas Co., Ltd.

     39,985  
3,320  

Tokyo Seimitsu Co., Ltd.

     108,666  
85,774  

Toshiba Corp.*

     183,932  
8,195  

Toyota Industries Corp.

     395,491  
1,980  

Toyota Motor Corp.

     115,143  
5,040  

TS Tech Co., Ltd.

     128,627  
10,335  

TV Asahi Holdings Corp.

     206,912  
8,760  

Ushio, Inc.

     111,190  
3,960  

Yamato Kogyo Co., Ltd.

     118,410  
10,270  

Yamazen Corp.

     87,869  
6,570  

Yondoshi Holdings, Inc.

     144,566  
    

 

 

 
       20,456,308  
    

 

 

 
 

Jersey - 0.2%

  
301,819  

Highland Gold Mining Ltd.

     661,609  
    

 

 

 
 

Kenya - 0.0%

  
174,700  

Safaricom Ltd.

     31,136  
    

 

 

 
 

Luxembourg - 0.4%

  
31,916  

BRAAS Monier Building Group S.A.

     867,879  
2,726  

Millicom International Cellular S.A.

     134,998  
6,180  

SES S.A.

     120,160  
    

 

 

 
       1,123,037  
    

 

 

 
 

Malaysia - 0.1%

  
470,794  

Inari Amertron Bhd

     189,189  
    

 

 

 
 

Mauritius - 0.1%

  
313,765  

CIEL Ltd.

     55,604  
65,030  

MCB Group Ltd.

     406,094  
    

 

 

 
       461,698  
    

 

 

 
 

Mexico - 0.0%

  
         89,500  

America Movil S.A.B. de C.V. Series L

     56,309  
1,900  

Infraestructura Energetica Nova, S.A.B. de C.V.

     8,382  
4,602  

Mexichem S.A.B. de C.V.

     10,913  
    

 

 

 
       75,604  
    

 

 

 
 

Netherlands - 1.3%

  
8,433  

Akzo Nobel N.V.

     572,308  
932  

ASML Holding N.V.

     113,145  
6,314  

Heineken N.V.

     472,218  
1,036  

IMCD Group N.V.

     46,490  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

52,855   

ING Groep N.V.

   $              759,312  
465   

InterXion Holding N.V.*

     17,870  
5,131   

NXP Semiconductors N.V.*

     502,068  
650   

Patheon N.V.*

     18,649  
10,950   

Royal Dutch Shell plc Class A

     296,982  
28,729   

Van Lanschot N.V.

     621,122  
15,830   

Wolters Kluwer N.V.

     605,366  
     

 

 

 
        4,025,530  
     

 

 

 
  

New Zealand - 0.0%

  
20,086   

New Zealand Refining Co., Ltd.

     39,824  
9,408   

Z Energy Ltd.

     50,235  
     

 

 

 
        90,059  
     

 

 

 
  

Norway - 0.1%

  
3,157   

Entra ASA(1)

     34,050  
7,489   

Statoil ASA

     139,649  
2,600   

TGS Nopec Geophysical Co. ASA

     62,425  
     

 

 

 
        236,124  
     

 

 

 
  

Philippines - 0.0%

  
         108,000   

Cemex Holdings Philippines*(1)

     24,306  
47,919   

Petron Corp.

     8,946  
8,460   

Pilipinas Shell Petroleum Corp.*

     13,379  
     

 

 

 
        46,631  
     

 

 

 
  

Russia - 0.0%

  
6,433   

Etalon Group Ltd. GDR

     24,896  
     

 

 

 
  

Singapore - 0.2%

  
1,467   

Broadcom Ltd.

     292,667  
114,300   

Genting Singapore plc

     78,837  
51,062   

Singapore Exchange Ltd.

     268,588  
     

 

 

 
        640,092  
     

 

 

 
  

South Africa - 0.2%

  
44,815   

AngloGold Ashanti Ltd.*

     569,501  
468   

Naspers Ltd. Class N

     74,558  
809   

Sasol Ltd. ADR

     24,157  
     

 

 

 
        668,216  
     

 

 

 
  

South Korea - 1.2%

  
5,256   

DuzonBizon Co., Ltd.

     104,145  
19,857   

Finetex EnE, Inc.*

     123,339  
3,649   

G-SMATT GLOBAL Co., Ltd.*

     39,721  
6,465   

Hanwha Techwin Co., Ltd.

     232,259  
13,796   

Koh Young Technology, Inc.

     518,544  
4,225   

Korea Aerospace Industries Ltd.

     225,543  
3,805   

KT Corp. ADR*

     56,580  
3,530   

LIG Nex1 Co., Ltd.

     219,567  
23   

Samsung Biologics Co., Ltd.*

     3,187  
1,300   

Samsung Electronics Co., Ltd.

     2,211,007  
     

 

 

 
        3,733,892  
     

 

 

 
  

Spain - 0.1%

  
1,173   

Axiare Patrimonio SOCIMI S.A. REIT

     17,094  
22,364   

Iberdrola S.A.

     141,254  
496   

Iberdrola S.A.*

     3,133  
2,262   

Industria de Diseno Textil S.A.

     74,817  
7,588   

Repsol S.A.

     112,467  
     

 

 

 
        348,765  
     

 

 

 
  

Sweden - 0.1%

  
1,943   

BillerudKorsnas AB

     32,370  
1,905   

D Carnegie & Co. AB*

     23,954  
677   

Hufvudstaden AB Class A

     10,787  
8,415   

Sandvik AB

     113,591  
     

 

 

 
        180,702  
     

 

 

 


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

 

Switzerland - 0.8%

  
4,169  

ABB Ltd. ADR

   $ 99,306  
368  

Actelion Ltd.*

     96,082  
116  

Flughafen Zuerich AG

     22,812  
           13,195  

Julius Baer Group Ltd.

                    620,307  
11,698  

LafargeHolcim Ltd.

     629,865  
547  

Novartis AG

     40,384  
827  

Roche Holding AG

     195,956  
42  

Swisscom AG

     18,528  
3,213  

TE Connectivity Ltd.

     238,887  
29,087  

UBS Group AG

     472,702  
    

 

 

 
       2,434,829  
    

 

 

 
 

Taiwan - 2.5%

  
43,603  

Accton Technology Corp.

     79,107  
25,317  

Advanced Ceramic X Corp.

     209,086  
18,654  

Advantech Co., Ltd.

     158,243  
82,061  

Aerospace Industrial Development Corp.

     102,312  
22,905  

Airtac International Group

     190,670  
13,502  

ASPEED Technology, Inc.

     177,525  
43,797  

Catcher Technology Co., Ltd.

     357,197  
57,791  

Chroma ATE, Inc.

     151,498  
5,042  

Chunghwa Precision Test Tech Co., Ltd.

     179,816  
13,635  

Delta Electronics, Inc.

     76,157  
183,019  

E Ink Holdings, Inc.

     144,771  
46,230  

Globalwafers Co., Ltd.

     212,448  
182,504  

Hota Industrial Manufacturing Co., Ltd.

     756,769  
79,575  

Kingpak Technology, Inc.

     546,662  
34,522  

Land Mark Optoelectronics Corp.

     306,133  
4,312  

Largan Precision Co., Ltd.

     616,772  
8,125  

Nanoplus Ltd.*

     26,444  
16,089  

Parade Technologies Ltd.

     166,359  
459  

PChome Online, Inc.

     3,799  
53,200  

Realtek Semiconductor Corp.

     185,663  
13,468  

Silergy Corp.

     204,596  
3,482  

Silicon Motion Technology Corp. ADR

     136,146  
25,152  

Sinbon Electronics Co., Ltd.

     55,211  
99,046  

Superalloy Industrial Co., Ltd.

     560,858  
203,784  

Taiwan Semiconductor Manufacturing Co., Ltd.

     1,214,320  
74,292  

Tung Thih Electronic Co., Ltd.

     701,847  
66,700  

Vanguard International Semiconductor Corp.

     120,542  
10,928  

Voltronic Power Technology Corp.

     147,991  
59,331  

Win Semiconductors Corp.

     178,502  
    

 

 

 
       7,967,444  
    

 

 

 
 

Thailand - 0.3%

  
60,330  

Delta Electronics Thailand PCL

     146,927  
262,029  

KCE Electronics PCL

     811,166  
13,600  

PTT Exploration & Production PCL

     37,853  
    

 

 

 
       995,946  
    

 

 

 
 

United Kingdom - 3.0%

  
7,871  

Anglo American plc*

     135,683  
10,578  

AstraZeneca plc

     561,364  
10,270  

AstraZeneca plc ADR

     279,652  
41,400  

Babcock International Group plc

     466,263  
13,850  

BAE Systems plc

     101,724  
22,600  

BBA Aviation plc

     79,708  
12,940  

British American Tobacco plc

     798,759  
25,060  

BT Group plc

     96,105  
579  

Cardtronics plc Class A*

     31,602  
420,777  

Cobham plc

     720,027  
2,929  

Coca-Cola European Partners plc

     101,138  
6,660  

ConvaTec Group plc*(1)

     20,602  
456  

Croda International plc

     19,255  
9,981  

Delphi Automotive plc

     699,269  
33,001  

Domino’s Pizza Group plc

     150,753  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

35,011  

Glencore plc*

   $ 145,004  
2,044  

Great Portland Estates plc REIT

     15,996  
13,330  

Hunting plc

     93,601  
         105,752  

Ibstock plc(1)

                  248,511  
14,373  

Just Eat plc*

     97,886  
169  

Liberty Global plc LiLAC Class A*

     3,890  
3,501  

National Grid plc

     41,008  
87,271  

QinetiQ Group plc

     290,266  
2,745  

RELX N.V.

     46,365  
1,066  

RELX plc

     19,135  
3,022  

Rio Tinto plc

     133,884  
4,958  

RPC Group plc

     66,954  
3,013  

Safestore Holdings plc REIT

     14,028  
3,371  

Severn Trent plc

     96,625  
13,355  

Sky plc

     168,736  
6,280  

Smith & Nephew plc

     93,947  
7,800  

STERIS plc

     552,474  
11,549  

Tritax Big Box plc REIT

     20,108  
4,998  

UBM plc

     44,411  
18,986  

Ultra Electronics Holdings plc

     441,144  
13,027  

Unilever plc

     527,669  
2,259  

UNITE Group plc

     16,674  
15,240  

Willis Towers Watson plc

     1,906,981  
5,568  

Zegona Communications plc

     8,300  
    

 

 

 
       9,355,501  
    

 

 

 
 

United States - 23.0%

  
5,442  

Abbott Laboratories

     227,318  
877  

Acadia Healthcare Co., Inc.*

     33,650  
351  

Acadia Realty Trust REIT

     11,176  
1,175  

Accenture plc Class A

     133,797  
64,520  

ACCO Brands Corp.*

     822,630  
382  

Acuity Brands, Inc.

     79,162  
16,236  

Advance Auto Parts, Inc.

     2,666,601  
945  

AdvanSix, Inc.*

     24,277  
708  

Aetna, Inc.

     83,976  
700  

Akamai Technologies, Inc.*

     48,013  
305,997  

Alacer Gold Corp.*

     564,375  
391  

Alexandria Real Estate Equities, Inc. REIT

     43,331  
3,860  

Alkermes plc*

     208,865  
2,670  

Alleghany Corp.*

     1,632,892  
833  

Allegion plc

     54,703  
2,142  

Allergan plc*

     468,862  
1,115  

Alliance Data Systems Corp.

     254,644  
2,497  

Alliant Energy Corp.

     94,012  
876  

Alnylam Pharmaceuticals, Inc.*

     35,031  
193  

Alphabet, Inc. Class A*

     158,297  
887  

Alphabet, Inc. Class C*

     706,753  
7,101  

Altria Group, Inc.

     505,449  
1,458  

Amazon.com, Inc.*

     1,200,634  
1,539  

American Tower Corp. REIT

     159,286  
4,513  

AMETEK, Inc.

     230,614  
2,430  

Anadarko Petroleum Corp.

     168,958  
2,185  

Analog Devices, Inc.

     163,744  
1,026  

Apartment Investment & Management Co. Class A, REIT

     45,216  
3,008  

Apple, Inc.

     365,021  
39,310  

Aramark

     1,330,250  
715  

Arch Coal, Inc. Class A*

     51,473  
17,864  

Arena Pharmaceuticals, Inc.*

     27,511  
248,624  

Argonaut Gold, Inc.*

     464,289  
2,772  

Arista Networks, Inc.*

     260,568  
333  

athenahealth, Inc.*

     41,955  
1,586  

Automatic Data Processing, Inc.

     160,170  
350  

AvalonBay Communities, Inc. REIT

     60,659  
2,494  

Avangrid, Inc.

     96,767  
167,005  

Avon Products, Inc.*

     980,319  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

4,021   

Baker Hughes, Inc.

   $                253,645  
1,240   

Ball Corp.

     94,562  
39,102   

Bank of America Corp.

     885,269  
2,559   

Baxter International, Inc.

     122,602  
951   

Becton Dickinson and Co.

     168,603  
16,020   

Belden, Inc.

     1,225,049  
8,190   

Berkshire Hathaway, Inc. Class B*

     1,344,307  
435   

Biogen, Inc.*

     120,599  
         153,589   

Bizlink Holding, Inc.

     813,400  
1,250   

Boeing Co.

     204,275  
3,294   

Boise Cascade Co.*

     81,691  
345   

Boston Properties, Inc. REIT

     45,161  
12,102   

Boston Scientific Corp.*

     291,174  
9,435   

Bristol-Myers Squibb Co.

     463,825  
1,283   

Brookdale Senior Living, Inc.*

     19,207  
627   

Cabot Corp.

     34,717  
2,368   

Cabot Oil & Gas Corp.

     50,865  
9,992   

Capital One Financial Corp.

     873,201  
1,021   

Cardinal Health, Inc.

     76,534  
512   

Carlisle Cos., Inc.

     55,864  
3,040   

Cavium, Inc.*

     201,278  
1,451   

CBS Corp. Class B

     93,575  
976   

Celanese Corp. Series A

     82,374  
2,840   

Celgene Corp.*

     329,866  
1,590   

Cerner Corp.*

     85,399  
1,284   

Charter Communications, Inc. Class A*

     415,952  
2,169   

Chevron Corp.

     241,518  
751   

Ciena Corp.*

     18,279  
525   

Cigna Corp.

     76,766  
13,694   

Citigroup, Inc.

     764,536  
2,504   

Cognizant Technology Solutions Corp. Class A*

     131,685  
403   

Coherent, Inc.*

     63,565  
3,239   

Colfax Corp.*

     126,321  
7,665   

Comcast Corp. Class A

     578,094  
3,703   

ConocoPhillips Co.

     180,558  
1,636   

Constellation Brands, Inc. Class A

     245,007  
13,155   

Conyers Park Acquisition Corp. UNIT*

     142,995  
258   

Coresite Realty Corp. REIT

     22,222  
1,102   

Corporate Office Properties Trust REIT

     35,066  
2,131   

Costco Wholesale Corp.

     349,377  
63,415   

Coty, Inc. Class A

     1,217,568  
1,183   

Crown Holdings, Inc.*

     64,083  
23,330   

CST Brands, Inc.

     1,124,039  
4,546   

CSX Corp.

     210,889  
15,215   

Danaher Corp.

     1,276,843  
5,230   

Deltic Timber Corp.

     397,323  
2,293   

Devon Energy Corp.

     104,423  
33,150   

Dorian LPG Ltd.*

     374,926  
1,076   

Douglas Emmett, Inc. REIT

     40,716  
2,658   

Dow Chemical Co.

     158,497  
3,837   

Dr Pepper Snapple Group, Inc.

     349,934  
1,613   

Duke Energy Corp.

     126,685  
1,758   

Duke Realty Corp. REIT

     42,772  
2,817   

Eaton Corp. plc

     199,387  
402   

Edison International

     29,298  
490   

Edwards Lifesciences Corp.*

     47,158  
1,298   

Electronic Arts, Inc.*

     108,292  
5,343   

Eli Lilly & Co.

     411,571  
995   

Empire State Realty Trust, Inc. Class A, REIT

     20,388  
682   

Energen Corp.*

     36,753  
1,068   

Envision Healthcare Corp.*

     72,624  
1,525   

EOG Resources, Inc.

     154,909  
1,029   

Equifax, Inc.

     120,681  
92   

Equinix, Inc. REIT

     35,418  
434   

Equity LifeStyle Properties, Inc. REIT

     32,090  
1,300   

Equity One, Inc. REIT

     40,547  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

           10,980  

Era Group, Inc.*

   $ 171,947  
160  

Essex Property Trust, Inc. REIT

     35,888  
3,657  

Estee Lauder Cos., Inc. Class A

     296,985  
2,164  

Eversource Energy

     119,712  
1,118  

Expedia, Inc.

     135,938  
355  

Extra Space Storage, Inc. REIT

     25,578  
6,358  

Exxon Mobil Corp.

                  533,373  
2,778  

Facebook, Inc. Class A*

     362,029  
2,955  

FedEx Corp.

     558,820  
1,006  

First Solar, Inc.*

     31,377  
10,510  

Fiserv, Inc.*

     1,129,089  
1,021  

FleetCor Technologies, Inc.*

     150,587  
15,835  

Flex Ltd.*

     248,134  
879  

Forest City Realty Trust, Inc. Class A REIT

     19,901  
5,108  

FormFactor, Inc.*

     63,595  
1,746  

Fortive Corp.

     96,571  
2,456  

Fortune Brands Home & Security, Inc.

     135,399  
13,160  

GATX Corp.

     760,911  
915  

General Dynamics Corp.

     165,688  
8,465  

General Motors Co.

     309,904  
1,926  

Genesee & Wyoming, Inc. Class A*

     145,143  
6,921  

Genpact Ltd.*

     170,810  
855  

GGP, Inc. REIT

     21,238  
5,020  

Global Payments, Inc.

     387,946  
8,041  

Graphic Packaging Holding Co.

     100,593  
1,428  

GrubHub, Inc.*

     59,333  
2,249  

HCA Holdings, Inc.*

     180,550  
1,398  

HCP, Inc. REIT

     42,387  
1,582  

HD Supply Holdings, Inc.*

     66,919  
524  

Healthcare Trust of America, Inc. Class A, REIT

     15,233  
800  

Heico Corp. Class A

     53,040  
2,098  

Helix Energy Solutions Group, Inc.*

     17,791  
1,755  

Hess Corp.

     95,086  
738  

Highwoods Properties, Inc. REIT

     37,941  
379  

Hilton Grand Vacations, Inc.*

     11,116  
1,606  

Hilton Worldwide Holdings, Inc.

     92,473  
2,457  

Home Depot, Inc.

     338,034  
13,745  

Hostess Brands, Inc.*

     196,416  
323  

Hudson Pacific Properties, Inc. REIT

     11,437  
210  

Humana, Inc.

     41,685  
809  

Illinois Tool Works, Inc.

     102,905  
623  

Illumina, Inc.*

     99,742  
2,850  

Incyte Corp.*

     345,448  
2,421  

Ingersoll-Rand plc

     192,106  
44  

Ingevity Corp.*

     2,446  
2,148  

Integrated Device Technology, Inc.*

     54,108  
3,881  

Intel Corp.

     142,898  
1,246  

International Paper Co.

     70,524  
3,484  

Ironwood Pharmaceuticals, Inc.*

     50,100  
840  

Itron, Inc.*

     51,828  
1,372  

J.B. Hunt Transport Services, Inc.

     135,938  
245  

j2 Global, Inc.

     20,533  
1,904  

Johnson & Johnson

     215,628  
6,762  

JP Morgan Chase & Co.

     572,268  
554  

Kennedy-Wilson Holdings, Inc. REIT

     11,329  
6,209  

Kinder Morgan, Inc.

     138,709  
209  

Kirby Corp.*

     13,470  
12,575  

Knight Transportation, Inc.

     420,005  
4,266  

Kroger Co.

     144,873  
1,724  

Las Vegas Sands Corp.

     90,648  
635  

LaSalle Hotel Properties REIT

     19,158  
10,698  

Legg Mason, Inc.

     339,020  
7,220  

Leidos Holdings, Inc.

     348,870  
3,349  

Liberty Global plc Class A*

     122,172  
35,502  

Liberty Global plc Series C*

     1,247,185  
2,090  

Liberty Media Corp-Liberty Braves Class A*

     41,696  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

1,515  

Liberty Media Corp-Liberty Media*

   $ 43,541  
610  

LifePoint Health, Inc.*

     36,204  
703  

Lockheed Martin Corp.

                  176,685  
2,087  

Louisiana-Pacific Corp.*

     39,924  
831  

LyondellBasell Industries N.V. Class A

     77,507  
2,674  

M&T Bank Corp.

     434,712  
3,341  

MACOM Technology Solutions Holdings, Inc.*

     158,865  
1,757  

Martin Marietta Materials, Inc.

     403,407  
           26,690  

Maxim Integrated Products, Inc.

     1,187,171  
4,196  

MaxLinear, Inc. Class A*

     107,334  
1,149  

McKesson Corp.

     159,883  
2,441  

Medicines Co.*

     87,998  
5,061  

Medtronic plc

     384,737  
6,142  

Merck & Co., Inc.

     380,743  
712  

MGM Resorts International*

     20,506  
2,004  

Microchip Technology, Inc.

     134,969  
2,337  

Micron Technology, Inc.*

     56,345  
964  

MKS Instruments, Inc.

     63,528  
12,059  

Molson Coors Brewing Co. Class B

     1,163,935  
9,451  

Mondelez International, Inc. Class A

     418,490  
1,067  

Monsanto Co.

     115,567  
6,672  

Monster Beverage Corp.*

     284,227  
22,180  

Motorola Solutions, Inc.

     1,790,148  
4,635  

Mylan N.V.*

     176,362  
2,404  

National CineMedia, Inc.

     35,243  
5,131  

Netflix, Inc.*

     721,983  
667  

Newmont Mining Corp.

     24,199  
6,478  

NextEra Energy Partners L.P.

     204,251  
2,678  

NextEra Energy, Inc.

     331,322  
3,620  

NIKE, Inc. Class B

     191,498  
2,183  

Northrop Grumman Corp.

     500,082  
1,770  

NOW, Inc.*

     37,630  
9,520  

NVIDIA Corp.

     1,039,394  
924  

O’Reilly Automotive, Inc.*

     242,337  
2,343  

Occidental Petroleum Corp.

     158,785  
538  

Oceaneering International, Inc.

     14,983  
11,055  

Oclaro, Inc.*

     108,450  
3,190  

OGE Energy Corp.

     106,993  
2,595  

OMNOVA Solutions, Inc.*

     23,615  
2,525  

Outfront Media, Inc. REIT

     69,261  
1,002  

Owens-Illinois, Inc.*

     18,938  
743  

Packaging Corp. of America

     68,490  
1,145  

Park Hotels & Resorts, Inc. REIT

     31,064  
1,005  

Parker-Hannifin Corp.

     147,866  
407  

Patterson-UTI Energy, Inc.

     11,412  
5,122  

PayPal Holdings, Inc.*

     203,753  
16,957  

Pentair plc

     994,189  
4,579  

PepsiCo, Inc.

     475,209  
1,098  

Physicians Realty Trust REIT

     20,368  
415  

Pioneer Natural Resources Co.

     74,795  
7,648  

PNC Financial Services Group, Inc.

     921,278  
17,665  

Post Holdings, Inc.*

     1,478,207  
700  

PPG Industries, Inc.

     70,007  
194  

PS Business Parks, Inc. REIT

     21,736  
312  

Public Storage REIT

     67,080  
9,047  

Pure Storage, Inc. Class A*

     102,864  
320  

Quality Care Properties, Inc. REIT*

     5,907  
651  

Regeneron Pharmaceuticals, Inc.*

     233,898  
770  

Retail Opportunity Investments Corp. REIT

     16,324  
1,720  

Rexford Industrial Realty, Inc. REIT

     39,061  
687  

Rogers Corp.*

     54,926  
1,453  

Salesforce.com, Inc.*

     114,932  
3,384  

Schlumberger Ltd.

     283,275  
110,575  

Scorpio Tankers, Inc.

     423,502  
10,180  

SEACOR Holdings, Inc.*

     748,943  
2,644  

Seagate Technology plc

     119,377  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

495  

Sempra Energy

   $ 50,683  
2,470  

ServiceNow, Inc.*

                  223,831  
424  

Sherwin-Williams Co.

     128,815  
1,861  

Signature Bank*

     293,145  
425  

Simon Property Group, Inc. REIT

     78,102  
311  

SL Green Realty Corp. REIT

     33,890  
2,185  

Southwestern Energy Co.*

     19,687  
9,807  

SS&C Technologies Holdings, Inc.

     315,099  
3,195  

Steel Dynamics, Inc.

     108,023  
1,460  

Stryker Corp.

     180,354  
1,245  

Summit Hotel Properties, Inc. REIT

     19,708  
299  

Sun Communities, Inc. REIT

     23,549  
2,859  

SunPower Corp.*

     18,984  
19,796  

Synchrony Financial

     709,093  
524  

Taubman Centers, Inc. REIT

     37,120  
           14,241  

TCF Financial Corp.

     247,081  
7,541  

Tesco Corp.*

     64,853  
1,372  

Tesoro Corp.

     110,926  
881  

Thermo Fisher Scientific, Inc.

     134,256  
1,340  

TJX Cos., Inc.

     100,393  
1,983  

Total System Services, Inc.

     100,498  
3,328  

Transocean Ltd.*

     46,492  
3,983  

TransUnion*

     125,584  
11,634  

Tutor Perini Corp.*

     346,693  
5,237  

Twenty-First Century Fox, Inc. Class A

     164,337  
1,270  

Twenty-First Century Fox, Inc. Class B

     39,383  
1,569  

UGI Corp.

     72,755  
2,215  

Ultragenyx Pharmaceutical, Inc.*

     166,147  
2,475  

United Technologies Corp.

     271,433  
2,509  

UnitedHealth Group, Inc.

     406,709  
183  

Vail Resorts, Inc.

     31,392  
1,396  

Valero Energy Corp.

     91,801  
952  

Vantiv, Inc. Class A*

     59,252  
4,412  

VeriFone Systems, Inc.*

     80,166  
1,288  

Verizon Communications, Inc.

     63,125  
2,957  

Viacom, Inc. Class B

     124,608  
5,716  

Visa, Inc. Class A

     472,770  
4,540  

Vulcan Materials Co.

     582,618  
605  

WageWorks, Inc.*

     43,651  
440  

Walgreens Boots Alliance, Inc.

     36,054  
1,030  

Walt Disney Co.

     113,970  
725  

WellCare Health Plans, Inc.*

     105,517  
18,370  

Wells Fargo & Co.

     1,034,782  
1,306  

WESCO International, Inc.*

     92,334  
2,700  

Western Digital Corp.

     215,271  
212  

Westlake Chemical Corp.

     13,125  
192  

WestRock Co.

     10,245  
1,581  

WEX, Inc.*

     180,756  
2,995  

Whiting Petroleum Corp.*

     33,215  
3,494  

Workday, Inc. Class A*

     290,316  
13,391  

XPO Logistics, Inc.*

     599,113  
2,945  

Zillow Group, Inc. Class C*

     104,194  
    

 

 

 
       72,778,362  
    

 

 

 
 

Total Common Stocks
(cost $166,968,557)

     187,004,058  
    

 

 

 

Municipal Bonds - 0.0%

  
 

General Obligation - 0.0%

  
100,000  

City of Chicago IL,GO
7.05%, 01/01/2029(5)

     101,792  
    

 

 

 
 

Total Municipal Bonds
(cost $100,000)

     101,792  
    

 

 

 


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Senior Floating Rate Interests - 0.1%(11)

  
  

Coal - 0.1%

  
$         299,250   

Arch Coal, Inc.
1.00%, 10/05/2021(12)

   $              301,644  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $305,983)

     301,644  
     

 

 

 

Convertible Bonds - 0.2%

  
  

Electrical Components & Equipment - 0.1%

  
544,000   

SunPower Corp.
0.88%, 06/01/2021

     386,920  
     

 

 

 
  

Oil & Gas - 0.1%

  
239,000   

PDC Energy, Inc.
1.13%, 09/15/2021

     269,174  
     

 

 

 
  

Total Convertible Bonds
(cost $676,353)

     656,094  
     

 

 

 

Exchange Traded Funds - 9.7%

  
  

Other Investment Pools & Funds - 9.7%

  
65,900   

iShares JP Morgan USD Emerging Markets Bond ETF

     7,389,367  
10,076   

iShares MSCI EAFE ETF

     600,832  
27,085   

iShares MSCI Mexico Capped ETF

     1,213,679  
154,440   

iShares S&P/TSX Capped Financials Index ETF

     4,276,252  
664,420   

PowerShares Senior Loan Portfolio

     15,480,986  
26,400   

SPDR Barclays Convertible Securities ETF

     1,239,744  
2,642   

SPDR S&P 500 ETF Trust

     601,134  
5,360   

TOPIX Exchange Traded Fund

     73,998  
     

 

 

 
  

Total Exchange Traded Funds
(cost $31,141,460)

     30,875,992  
     

 

 

 

Preferred Stocks - 0.2%

  
  

United States - 0.2%

  
655   

Airbnb, Inc. Series E *(1)(9)(10)

     68,775  
4,710   

Nutanix, Inc. *(1)(9)(10)

     138,057  
8,725   

Pinterest, Inc. Series G *(1)(9)(10)

     54,619  
6,334   

Southwestern Energy Co. Series B 6.25%

     140,171  
4,556   

Uber Technologies, Inc. *(1)(9)(10)

     222,206  
     

 

 

 
  

Total Preferred Stocks
(cost $558,154)

     623,828  
     

 

 

 

Convertible Preferred Stocks - 0.2%

  
  

United States - 0.2%

  
4,200   

Hess Corp. 8.00%

     270,858  
4,150   

WPX Energy, Inc. Series A 6.25%

     258,338  
     

 

 

 
        529,196  
     

 

 

 
  

Total Convertible Preferred Stocks
(cost $489,258)

     529,196  
     

 

 

 

Warrants - 0.0%

  
  

British Virgin Islands - 0.0%

  
59,200   

Atlas Mara Ltd., Expires 8/21/17*

     33  
     

 

 

 
  

Greece - 0.0%

  
141,616   

Alpha Bank A.E., Expires 12/10/17*

     306  
     

 

 

 
  

United States - 0.0%

  
40,500   

Hangzhou Hikvision Digital Technology Co., Ltd., Expires 7/13/19*

     153,862  
     

 

 

 
  

Total Warrants
(cost $427,922)

     154,201  
     

 

 

 
  

Total Long-Term Investments
(cost $278,250,949)

     295,925,829  

Short-Term Investments - 6.7%

  
  

Other Investment Pools & Funds - 6.7%

  
21,242,085   

Morgan Stanley Institutional Liquidity Funds, Institutional Class

     21,242,085  
     

 

 

 
  

Total Short-Term Investments
(cost $21,242,085)

     21,242,085  
     

 

 

 


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Total Investments Excluding Purchased Options
(cost $299,493,034)

     100.2%      $ 317,167,914  
  

Total Purchased Options
(cost $198,154)

     0.0%      $ 81,304  
        

 

 

 
  

Total Investments
(cost $299,691,188)^

     100.2%      $ 317,249,218  
  

Other Assets and Liabilities

     (0.2)%        (775,314
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $       316,473,904  
     

 

 

    

 

 

 

 

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

 

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

 

The Consolidated Schedule of Investments includes investments held by The Hartford Cayman Global All-Asset Fund, Ltd. (the “Subsidiary”), a wholly owned subsidiary of the Fund, which primarily invests in commodity-related instruments. The Fund may invest up to 25% of its total assets in the Subsidiary. As of January 31, 2017, the Fund invested 1.7% of its total assets in the Subsidiary.

 

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes.

 

^   Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $ 29,205,712  

Unrealized Depreciation

     (11,647,682
  

 

 

 

Net Unrealized Appreciation

   $         17,558,030  
  

 

 

 

 

*   Non-income producing.
(1)       Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $11,862,439, which represents 3.7% of total net assets.
(2)   Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(3)   These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $14,469,187, which represents 4.6% of total net assets.
(4)   Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(5)   This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $3,082,743 at January 31, 2017.
(6)   The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(7)   Securities disclosed are interest-only strips.
(8)   Represents or includes a TBA transaction.
(9)   These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2017, the aggregate fair value of these securities was $513,494, which represents 0.2% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

(10)     The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

          Period
          Acquired                     
   Shares/ Par            Security    Cost   

          07/2015

     655     Airbnb, Inc. Series E Preferred    $ 60,977   

          04/2015

     948,010     Mirabela Nickel Ltd.      96,780   

          08/2014

     4,710     Nutanix, Inc. Preferred      63,097   

          03/2015

     8,725     Pinterest, Inc. Series G Preferred      62,638   

          06/2014

     4,556     Uber Technologies, Inc. Preferred      70,677   
       

 

 

 
        $             354,169   
       

 

 

 

At January 31, 2017, the aggregate value of these securities was $513,494, which represents 0.2% of total net assets.

 

(11)   Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2017.
(12)   Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

OTC Option Contracts Outstanding at January 31, 2017  
Description    Counter-
party
    

Exercise Price/FX

Rate/ Rate

     Expiration
Date
            Number of
Contracts
     Market
Value †
    Premiums 
Paid 
(Received)
by Fund 
     Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

 

                  

Puts

                     
USD Put/INR Call      JPM            66.00 INR per USD        02/02/17        USD       14,596,774       $     $ 79,407       $ (79,407)  
             

 

 

    

 

 

   

 

 

    

 

 

 

Total purchased option contracts

 

       14,596,774       $     $ 79,407       $ (79,407)  
             

 

 

    

 

 

   

 

 

    

 

 

 

Written option contracts:

 

                  

Calls

                     
iPath S&P 500 Vix Short-Term      MSC            50.00 USD        01/19/18        USD       (62)      $ (7,874   $ (19,651)      $ 11,777   
             

 

 

    

 

 

   

 

 

    

 

 

 

Total written option contracts

 

       (62)      $   (7,874   $ (19,651)      $ 11,777   
             

 

 

    

 

 

   

 

 

    

 

 

 

 

OTC Swaption Contracts Outstanding at January 31, 2017  
Description    Counter-
party
     Exercise Price/FX
Rate/ Rate
    Expiration Date             Number of
Contracts
     Market
Value †
     Premiums
Paid 
(Received)
by Fund 
     Unrealized
Appreciation/
(Depreciation)
 

Purchased swaption contracts:

 

                                                            

Calls

                     
Interest Rate Swaption USD      MSC                    2.58     01/11/27        USD       125,000      $ 15,234      $ 21,237      $ (6,003)  
Interest Rate Swaption USD      GSC                    2.80     01/27/27        USD       125,000        17,639        20,844        (3,205)  
            

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

 

       250,000      $ 32,873      $ 42,081      $ (9,208)  
            

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                     
Credit Default Swaption CDX.NA.HY.27      BCLY        104.00     03/15/17        USD       3,200,000      $ 8,831      $ 27,168      $ (18,337)  
Interest Rate Swaption USD      MSC        2.58     01/11/27        USD       125,000        19,199        21,238        (2,039)  
Interest Rate Swaption USD      GSC        2.80     01/27/27        USD       125,000        16,757        20,843        (4,086)  
            

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

 

       3,450,000      $ 44,787      $ 69,249      $ (24,462)  
            

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased swaption contracts

 

       3,700,000      $     77,660      $ 111,330      $     (33,670)  
            

 

 

    

 

 

    

 

 

    

 

 

 


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Exchange Traded Option Contracts Outstanding at January 31, 2017  
Description    Exercise Price/FX Rate/ Rate            Expiration
Date
             Number of
Contracts
     Market
Value †
     Premiums
Paid 
(Received)
by Fund 
     Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

                      

Calls

                      
CBOE SPX Volatility Index      26.00 USD          04/19/17        USD        41       $ 2,870      $ 5,209       $ (2,339)  
             

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                      
SPDR S&P 500 ETF Trust Index Option      172.00 USD          04/21/17        USD        43       $ 774      $ 2,209       $ (1,435)  
             

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

                84       $ 3,644      $ 7,418       $ (3,774)  
             

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                      
SPDR S&P 500 ETF Trust Index Option      200.00 USD          03/17/17        USD        (34)      $ (1,020)      $ (19,718)      $       18,698  
SPDR S&P 500 ETF Trust Index Option      195.00 USD          03/17/17        USD        (31)        (776)        (13,670)        12,894  
SPDR S&P 500 ETF Trust Index Option      215.00 USD          03/17/17        USD        (28)        (2,744)        (9,043)        6,299  
SPDR S&P 500 ETF Trust Index Option      207.00 USD          04/21/17        USD        (43)        (5,462)        (12,109)        6,647  
SPDR S&P 500 ETF Trust Index Option      197.00 USD          06/16/17        USD        (32)        (5,536)        (21,534)        15,998  
SPDR S&P 500 ETF Trust Index Option      195.00 USD          06/16/17        USD        (15)        (2,205)        (9,914)        7,709  
SPDR S&P 500 ETF Trust Index Option      200.00 USD          06/16/17        USD        (15)        (2,775)        (9,194)        6,419  
SPDR S&P 500 ETF Trust Index Option      205.00 USD          06/16/17        USD        (15)        (3,585)        (8,399)        4,814  
SPDR S&P 500 ETF Trust Index Option      210.00 USD          06/16/17        USD        (15)        (4,530)        (8,234)        3,704  
SPDR S&P 500 ETF Trust Index Option      215.00 USD          06/16/17        USD        (14)        (5,362)        (7,979)        2,617  
SPDR S&P 500 ETF Trust Index Option      212.00 USD          06/16/17        USD        (14)        (4,690)        (7,321)        2,631  
SPDR S&P 500 ETF Trust Index Option      217.00 USD          06/16/17        USD        (14)        (5,895)        (6,202)        307  
SPDR S&P 500 ETF Trust Index Option      215.00 USD          09/15/17        USD        (14)        (9,450)        (10,793)        1,343  
             

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

                (284)      $ (54,030)      $ (144,110)      $ 90,080  
             

 

 

    

 

 

    

 

 

    

 

 

 

Total written option contracts

                (284)      $ (54,030)      $ (144,110)      $ 90,080  
             

 

 

    

 

 

    

 

 

    

 

 

 

 

Futures Contracts Outstanding at January 31, 2017  
Description  

Number of     

Contracts     

      

    Expiration    

    Date    

       Notional
Amount
       Market
Value †
    Unrealized
Appreciation/
(Depreciation)

Long position contracts:

                  
10-Year Mini JGB Future     99              03/10/2017        $         13,161,152        $         13,135,409      $ (25,743
Australian 3-Year Bond Future     9              03/15/2017          762,405          763,157       752  
CAC40 10 Euro Future     69              02/17/2017          3,610,244          3,536,198       (74,046
Canadian Government 10-Year Bond Future     11              03/22/2017          1,173,943          1,161,837       (12,106
Emerging Market (mini MSCI) Index Future     40              03/17/2017          1,743,773          1,830,200       86,427  
Euro-BOBL Future     7              03/08/2017          1,292,170          1,263,447       (28,723
Euro-BTP Future     11              03/08/2017          1,550,344          1,554,490       4,146  
Euro-Bund Future     18              03/08/2017          3,146,453          3,150,347       3,894  
Euro-Oat Future     13              03/08/2017          2,104,883          2,075,133       (29,750
Euro-Schatz Future     5              03/08/2017          605,392          605,734       342  
Japan 10-Year Bond Future     2              03/13/2017          2,660,452          2,654,858       (5,594
Long Gilt Future     22              03/29/2017          3,400,784          3,428,224       27,440  
S&P/TSX 60 Index Future     41              03/16/2017          5,653,857          5,718,102       64,245  
U.S. Treasury 10-Year Note Future     111              03/22/2017          13,856,102          13,816,031       (40,071
U.S. Treasury 10-Year Note Future     1              03/22/2017          134,361          134,156       (205
U.S. Ultra Bond Future     51              03/22/2017          8,225,665          8,195,063       (30,602
Uranium Future     60              12/22/2017          371,454          378,750       7,296  
WTI Crude Future     58              06/20/2017          2,912,291          3,172,600       260,309  
                  

 

 

 

Total

 

   $               208,011  
                  

 

 

 

Short position contracts:

                  
CBOE VIX Future     9              03/22/2017        $ 140,075        $ 128,925      $ 11,150  
Euro-BOBL Future     2              03/08/2017          287,663          287,017       646  
Nikkei 225 Index Future     28              03/09/2017          2,581,208          2,662,800       (81,592


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Nikkei 225 Index Future

     19          03/09/2017                3,101,641      $         3,193,871        (92,230

S&P 500 (E-Mini) Future

     30          03/17/2017        3,402,170        3,411,750        (9,580

U.S. Treasury 2-Year Note Future

     17          03/31/2017        3,682,923        3,685,547        (2,624

U.S. Treasury 5-Year Note Future

     4          03/31/2017        470,807        471,469        (662

U.S. Treasury Long Bond Future

     1          03/22/2017        152,289        150,844        1,445  
              

 

 

 

Total

 

   $             (173,447
              

 

 

 

              
              

 

 

 

Total futures contracts

 

   $          34,564   
              

 

 

 

 

TBA Sale Commitments Outstanding at January 31, 2017  
Description    Principal
Amount
     Maturity Date    Market Value †    Unrealized
Appreciation/
(Depreciation)

FHLMC, 4.00%

   $             1,175,000      02/01/2047    $ (1,232,603)       $ 819   

FNMA, 2.50%

     675,000      02/01/2032      (675,000)         (1,160)  

FNMA, 3.00%

     2,850,000      02/01/2047      (2,821,055)         8,719   

FNMA, 3.50%

     1,800,000      02/01/2047      (1,839,375)         3,656   

FNMA, 4.00%

     375,000      02/01/2047      (393,398)         1,113   

FNMA, 4.50%

     9,943,000      02/01/2047      (10,689,890)         4,941   

GNMA, 3.00%

     2,187,500      02/01/2047      (2,206,299)         9,156   

GNMA, 3.50%

     250,000      02/01/2047      (259,063)         (680)  

GNMA, 4.00%

     691,500      02/01/2047      (731,099)         (2,215)  
        

 

 

 

  

 

 

 

Total (proceeds $20,872,131)

   $           (20,847,782)       $                  24,349   
        

 

 

 

  

 

 

 

At January 31, 2017, the aggregate market value of TBA Sale Commitments represents (6.6)% of total net assets.

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2017  
    Reference Entity   Counter-
party
    Notional
Amount (a)
    

(Pay)/Receive
Fixed

Rate/Implied
Credit Spread (b)

     Expiration
Date
   Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

   

Buy protection:

 

   

CMBX.NA.AAA.8

    MSC       USD           2,375,000        (0.50%)      10/17/57    $ 44,911     $     $ 32,526     $ (12,385
              

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

 

   

CDX.EMS.26

    BNP       USD           3,425,000        1.00%      12/20/21    $     $ (205,930   $ (199,291   $ 6,639  

CMBX.NA.BBB.6

    CSI       USD           500,000        3.00%      05/11/63            (43,170     (30,814     12,356  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total

               $     $ (249,100   $ (230,105   $ 18,995  
              

 

 

   

 

 

   

 

 

   

 

 

 

    

                    
              

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

   $ 44,911     $ (249,100   $ (197,579   $ 6,610  
              

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

   

Sell protection:

 

   

Brazil (Federated Republic of)

    HSBC       USD           1,275,000        1.00%/2.46%      12/20/21    $     $ (95,308   $ (82,114   $ 13,194  

General Motors Co.

    JPM       USD           275,000        5.00%/1.59%      12/20/21      39,575             44,274       4,699  

Italy Republic

    JPM       USD           525,000        1.00%/1.72%      12/20/21            (10,214     (16,404     (6,190

MetLife, Inc.

    JPM       USD           385,000        1.00%/0.79%      06/20/21            (3,811     3,860       7,671  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total

               $ 39,575     $ (109,333   $ (50,384   $ 19,374  
              

 

 

   

 

 

   

 

 

   

 

 

 

    

                    
              

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

   $ 39,575     $ (109,333   $ (50,384   $ 19,374  
              

 

 

   

 

 

   

 

 

   

 

 

 

    

                    
              

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

   $ 84,486     $ (358,433   $ (247,963   $      25,984  
              

 

 

   

 

 

   

 

 

   

 

 

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

(b) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on January 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2017  
    Reference Entity   

Notional

Amount (a)

    

(Pay)/Receive

Fixed Rate

     Expiration
Date
     Cost Basis     Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

               

Buy protection:

               

CDX.NA.HY.27

     USD      2,220,000        (5.00%)        12/20/21      $ (127,321   $ (146,949   $ (19,628

CDX.NA.IG.27

     USD         975,000        (1.00%)        12/20/21        (11,070     (15,921     (4,851
           

 

 

   

 

 

   

 

 

 

Total

            $ (138,391   $ (162,870   $ (24,479
           

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

               

Sell protection:

               

CDX.NA.HY.27

     USD      3,675,000        5.00%        12/20/21      $ 144,475     $       243,261     $ 98,786  
           

 

 

   

 

 

   

 

 

 

    

               
           

 

 

   

 

 

   

 

 

 

Total

            $ 6,084     $ 80,391     $ 74,307  
           

 

 

   

 

 

   

 

 

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

 

OTC Interest Rate Swap Contracts Outstanding at January 31, 2017  

Counter-

party

        Payments made
      by Fund
           Payments received
        by Fund
 

Notional

Amount

   

Expiration      

Date      

  

Upfront      

Premiums      

Paid      

    Upfront
Premiums
Received
    Market
Value †
     Unrealized
 Appreciation/
 (Depreciation)
 

DEUT

  0.35% Fixed    6M CHF LIBOR     CHF            2,400,000     09/21/26    $       —         $     $ 122,412      $ 122,412   

DEUT

  0.35% Fixed    6M CHF LIBOR     CHF            2,400,000     09/21/26      —                 (2,690)       (2,690)  

JPM

  6M CHF LIBOR    0.35% Fixed     CHF            1,730,000     03/16/26      —                 1,631        1,631   
              

 

 

   

 

 

   

 

 

   

 

 

 

    Total

   $ —         $     $ 121,353      $ 121,353   
              

 

 

   

 

 

   

 

 

   

 

 

 
Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2017  

Payments made

by Fund

   Payments receved by
Fund
  Notional Amount      Expiration
Date
   Upfront      
Premiums      
Paid      
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

3M USD LIBOR

   1.75% Fixed         USD          650,000          03/15/27    $ —          $ (18,751)      $ 37,150       $ 55,901   

3M USD LIBOR

   2.67% Fixed     USD          75,000          01/31/47      —            —         (834)        (834)  
             

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ —          $ (18,751)      $       36,316       $ 55,067   
             

 

 

    

 

 

    

 

 

    

 

 

 

 

OTC Total Return Swap Contracts Outstanding at January 31, 2017  
Reference Entity   Counter-
party
 

Notional

Amount

    Payments  
received (paid)  
by the Fund  
 

Expiration        

Date        

    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 
Alliance Resource Partners   GSC     USD               161,316     1M LIBOR
- 2.00%
    09/29/17         $     —         $     —     $     $ 0  
Alliance Resource Partners   GSC     USD               27,322     1M LIBOR
- 2.00%
    09/29/17                             —       0  
Alliance Resource Partners   GSC     USD               23,610     1M LIBOR
- 2.50%
    09/29/17                         0  
Alliance Resource Partners   GSC     USD               2,713     1M LIBOR
- 2.00%
    09/29/17                         0  
Alliance Resource Partners   GSC     USD               30,178     1M LIBOR
- 2.00%
    09/29/17                         0  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Centennial Resource    MSC      USD        98,731      (1M LIBOR + 0.50%)              12/31/17                      —                      —      $        0  
Centennial Resource    MSC      USD        98,713      (1M LIBOR + 0.50%)      12/29/17                             0  
Cimarex Energy Co.    GSC      USD        65,036      (1M LIBOR +0.20%)      12/31/17                             0  
Cimarex Energy Co.    GSC      USD        334,915      (1M LIBOR + 0.20%)      12/31/17                             0  
Concho Resources, Inc.    MSC      USD        78,644      (1M LIBOR + 0.50%)      12/29/17                             0  
Concho Resources, Inc.    MSC      USD        78,365      (1M LIBOR + 0.50%)      12/31/17                             0  
Continental Resources, Inc.    MSC      USD        93,915      (1M LIBOR + 0.50%)      12/29/17                             0  
Continental Resources, Inc.    MSC      USD        94,012      (1M LIBOR + 0.50%)      12/31/17                             0  
Devon Energy Corp.    MSC      USD        153,743      (1M LIBOR + 0.50%)      12/29/17                               203                 203  
Devon Energy Corp.    MSC      USD        146,138      (1M LIBOR + 0.50%)      12/31/17                      203        203  
Energen Corp.    MSC      USD        72,752      (1M LIBOR + 0.50%)      12/29/17                             0  
Energen Corp.    MSC      USD        72,752      (1M LIBOR + 0.50%)      12/31/17                             0  
Financial Select Sector SPDR ETF    MSC      USD        2,651,746      (1M LIBOR + 0.30%)      11/30/17                             0  
GSCBWSEW    GSC      USD        30,722      1M LIBOR -0.40%      07/31/17                             0  
GSCBWSEW    GSC      USD        3,667,569      1M LIBOR -0.40%      07/31/17                             0  
GSGLWIIN    GSC      USD        212,263      1M LIBOR -0.40%      04/28/17                      (86      (86
GSGLWIIN    GSC      USD        674,427      1M LIBOR -0.40%      04/28/17                      (274      (274
GSGLWIIN    GSC      USD        1,456,460      1M LIBOR -0.40%      04/28/17                      (593      (593
GSGLWIIN    GSC      USD        1,475,721      1M LIBOR -0.40%      04/28/17                      (601      (601
GSGLWIIN    GSC      USD        1,492,918      1M LIBOR -0.40%      04/28/17                      (608      (608
iPath S&P 500 VIX    MSC      USD        17,989      1M LIBOR -3.00%      11/15/17                      1,657        1,657  
iPath S&P 500 VIX    MSC      USD        22,822      1M LIBOR -3.00%      11/18/17                      1,422        1,422  
iPath S&P 500 VIX    MSC      USD        14,022      1M LIBOR -3.00%      11/21/17                      739        739  
iPath S&P 500 VIX    MSC      USD        10,667      1M LIBOR -3.00%      12/06/17                      1,306        1,306  
iPath S&P 500 VIX    MSC      USD        44,009      1M LIBOR -3.00%      12/20/17                      2,741        2,741  
iPath S&P 500 VIX    MSC      USD        24,473      1M LIBOR - 30%      12/29/17                      100        100  
iPath S&P 500 VIX    MSC      USD        27,421      1M LIBOR -3.00%      01/05/18                      2,932        2,932  
iPath S&P 500 VIX    MSC      USD        19,306      1M LIBOR -3.00%      01/12/18                      1,770        1,770  
iPath S&P 500 VIX    DEUT      USD        298,334      1M LIBOR -3.20%      01/12/18                      (28,987      (28,987
iPath S&P 500 VIX    MSC      USD        19,925      1M LIBOR -3.00%      01/31/18                             0  
iPath S&P 500 VIX    MSC      USD        33,765      1M LIBOR -3.00%      08/05/17                      4,014        4,014  
iPath S&P 500 VIX    DEUT      USD        7,465      1M LIBOR -2.95%      09/13/17                      706        706  
iPath S&P 500 VIX    MSC      USD        19,291      1M LIBOR -3.00%      09/21/17                      1,016        1,016  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

iPath S&P 500 VIX      MSC        USD        25,409      1M LIBOR - 3.00%              09/29/17                    $ 104        104  
iPath S&P 500 VIX      MSC        USD        20,585      1M LIBOR - 3.00%      09/29/17                             0  
iPath S&P 500 VIX      MSC        USD        69,701      1M LIBOR - 3.00%      10/11/17                            6,567              6,567  
iShares MSCI Brazil Capped ETF      MSC        USD        525,840      1M LIBOR - 1.50%      12/31/17                             0  
iShares MSCI Brazil Capped ETF      MSC        USD        900,034      1M LIBOR - 1.50%      12/31/17                             0  
IShares MSCI Min Vol USA ETF      BOA        USD        2,533,469      (1M LIBOR + 0.15%)      11/30/17                             0  
MSCI South Africa Index      GSC        USD        2,133,226      (1M LIBOR + 0.33%)      09/29/17                             0  
Newfield Exploration Co.      MSC        USD        262,805      (1M LIBOR + 0.50%)      12/29/17                             0  
Newfield Exploration Co.      MSC        USD        228,977      (1M LIBOR + 0.50%)      12/31/17                             0  
Parsley Energy, Inc.      MSC        USD        96,327      (1M LIBOR + 0.50%)      12/29/17                             0  
Parsley Energy, Inc.      MSC        USD        84,281      (1M LIBOR + 0.50%)      12/31/17                             0  
SPDR S&P Oil & Gas ETF      MSC        USD        1,230,216      1M LIBOR - 2.41%      12/29/17                             0  
SPDR S&P Oil & Gas ETF      MSC        USD        1,099,875      1M LIBOR - 2.41%      12/31/17                             0  
Swiss Market      GSC        CHF        561,541      (Swiss Market Index Future)      03/17/17                      13,794        13,794  
WPX Energy, Inc.      GSC        USD        104,461      (1M LIBOR + 0.20%)      12/31/17                             0  
WPX Energy, Inc.      GSC        USD        174,041      (1M LIBOR + 0.20%)      12/31/17                             0  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total

                  $         —      $         —      $ 8,125      $ 8,125  
                 

 

 

    

 

 

    

 

 

    

 

 

 

 

Foreign Currency Contracts Outstanding at January 31, 2017  
Currency    Buy / Sell      Delivery Date          Counterparty   

Contract   

Amount   

     Market Value †      Unrealized
Appreciation/
(Depreciation)

AUD

     Buy       02/28/17    CBK    $   1,907,905      $             1,912,157      $                 4,252  

AUD

     Buy       02/28/17    NAB      1,909,154        1,912,915        3,761  

AUD

     Sell       02/28/17    BOA      193,593        194,020        (427

AUD

     Sell       02/28/17    NAB      380,469        381,219        (750

AUD

     Sell       02/28/17    CBK      380,371        381,219        (848

BRL

     Buy       02/02/17    MSC      1,118,992        1,118,341        (651

BRL

     Buy       03/02/17    BOA      3,468        3,464        (4

BRL

     Sell       02/02/17    MSC      1,066,127        1,118,341        (52,214

BRL

     Sell       03/02/17    MSC      1,110,761        1,110,395        366  

CAD

     Buy       02/28/17    BMO      1,203,095        1,211,469        8,374  

CAD

     Buy       02/28/17    BOA      67,514        67,646        132  

CAD

     Sell       02/28/17    BMO      6,355,180        6,399,416        (44,236

CHF

     Buy       02/28/17    SCB      5,620,520        5,681,151        60,631  

CHF

     Sell       02/28/17    SSG      288,113        288,409        (296

CHF

     Sell       02/28/17    SCB      3,624,204        3,663,300        (39,096

CLP

     Buy       02/28/17    SSG      362,931        366,059        3,128  

CLP

     Sell       02/28/17    SSG      18,584        18,597        (13

CNY

     Buy       02/28/17    SSG      168,155        167,954        (201

CNY

     Sell       02/28/17    SCB      3,171,238        3,169,513        1,725  

COP

     Buy       02/28/17    SSG      67,356        67,430        74  

COP

     Sell       02/28/17    SSG      3,429        3,426        3  

DKK

     Buy       02/28/17    BCLY      892,862        896,820        3,958  

DKK

     Sell       02/28/17    SSG      45,415        45,488        (73

EUR

     Buy       02/28/17    BOA      1,002,551        1,003,887        1,336  

EUR

     Sell       02/28/17    CSFB      49,709        49,708        1  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

EUR

     Sell         02/28/17       BCLY        21,591      $ 21,613        (22

EUR

     Sell         02/28/17       SSG        293,141        296,087        (2,946

EUR

     Sell         02/28/17       UBS        36,362,364        36,803,407        (441,043

GBP

     Buy         02/28/17       BOA        193,725        193,826        101  

GBP

     Sell         02/28/17       GSC        128,003        128,378        (375

GBP

     Sell         02/28/17       MSC                9,011,526                    9,024,229        (12,703

HKD

     Buy         02/28/17       BOA        1,399,481        1,399,100        (381

HKD

     Sell         02/28/17       SSG        71,039        71,038        1  

IDR

     Buy         02/28/17       BNP        301,352        300,446        (906

IDR

     Sell         02/28/17       SSG        15,258        15,263        (5

ILS

     Buy         02/28/17       BCLY        1,752,351        1,760,520        8,169  

ILS

     Sell         02/28/17       SCB        89,366        89,459        (93

ILS

     Sell         02/28/17       BCLY        39,106        39,288        (182

INR

     Buy         02/28/17       SCB        466,568        463,879        (2,689

INR

     Sell         02/28/17       BCLY        9,768,719        9,805,514        (36,795

JPY

     Buy         02/28/17       SCB        410,878        411,643        765  

JPY

     Sell         02/08/17       BOA        1,078,304        1,107,277        (28,973

JPY

     Sell         02/28/17       BCLY        20,325,353        20,474,705        (149,352

KRW

     Buy         02/28/17       SCB        23,970        23,786        (184

KRW

     Sell         02/28/17       BCLY        476,763        478,306        (1,543

MXN

     Buy         02/28/17       JPM        3,217,534        3,311,466        93,932  

MXN

     Sell         02/28/17       SCB        22,591        22,591         

MXN

     Sell         02/28/17       JPM        715,791        736,688        (20,897

MXN

     Sell         02/28/17       SSG        2,046,684        2,083,924        (37,240

MYR

     Buy         02/28/17       SCB        15,353        15,328        (25

MYR

     Sell         02/28/17       CBK        303,891        303,860        31  

NOK

     Buy         02/28/17       BCLY        4,726,948        4,781,157        54,209  

NOK

     Sell         02/28/17       SCB        242,610        242,896        (286

NZD

     Buy         02/28/17       BOA        296,303        296,893        590  

NZD

     Sell         02/28/17       NAB        7,249,070        7,350,492        (101,422

PEN

     Buy         02/28/17       SSG        944,279        947,258        2,979  

PEN

     Sell         02/28/17       SCB        38,029        38,098        (69

PHP

     Buy         02/28/17       SCB        212,280        212,404        124  

PHP

     Sell         02/28/17       BNP        10,766        10,782        (16

PLN

     Buy         02/28/17       BCLY        851,352        863,812        12,460  

PLN

     Sell         02/28/17       BNP        43,851        43,926        (75

PLN

     Sell         02/28/17       BCLY        2,885,642        2,927,875        (42,233

RUB

     Buy         02/28/17       HSBC        666,187        657,827        (8,360

RUB

     Sell         02/28/17       BCLY        1,877,818        1,846,004        31,814  

RUB

     Sell         02/28/17       BNP        33,454        33,421        33  

SEK

     Buy         02/28/17       BOA        12,044,765        12,171,270        126,505  

SEK

     Sell         02/28/17       BNP        627,377        628,846        (1,469

SGD

     Buy         02/28/17       SCB        1,111,215        1,119,241        8,026  

SGD

     Sell         02/28/17       BNP        56,690        56,778        (88

SGD

     Sell         02/28/17       SCB        24,662        24,840        (178

THB

     Buy         02/28/17       CBK        19,174        19,108        (66

THB

     Sell         02/28/17       JPM        988,731        989,026        (295

TRY

     Buy         02/28/17       HSBC        2,262,227        2,263,827        1,600  

TRY

     Buy         02/28/17       SCB        8,571        8,679        108  

TRY

     Sell         02/28/17       CBK        114,559        114,927        (368

TWD

     Buy         02/24/17       CBK        305,669        303,788        (1,881

TWD

     Sell         02/24/17       SCB        5,984,316        5,979,956        4,360  

ZAR

     Buy         02/28/17       SCB        663,244        655,405        (7,839

ZAR

     Sell         02/28/17       CBK        33,231        33,305        (74
                

 

 

 

Total

                 $                 (606,334
                

 

 

 

† 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)

    

Counterparty Abbreviations:

    
BCLY   

Barclays

  
BMO   

Bank of Montreal

  
BNP   

BNP Paribas Securities Services

  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

BOA   

Banc of America Securities LLC

  
CBK   

Citibank NA

  
CSFB   

Credit Suisse First Boston Corp.

  
CSI   

Credit Suisse International

  
DEUT   

Deutsche Bank Securities, Inc.

  
GSC   

Goldman Sachs & Co.

  
HSBC   

HSBC Bank USA

  
JPM   

JP Morgan Chase & Co.

  
MSC   

Morgan Stanley

  
NAB   

National Australia Bank Limited

  
SCB   

Standard Chartered Bank

  
SSG   

State Street Global Markets LLC

  
UBS   

UBS AG

  

Currency Abbreviations:

  
AUD   

Australian Dollar

  
BRL   

Brazilian Real

  
CAD   

Canadian Dollar

  
CHF   

Swiss Franc

  
CLP   

Chilean Peso

  
CNY   

Chinese Yuan

  
COP   

Colombian Peso

  
DKK   

Danish Krone

  
EUR   

Euro

  
GBP   

British Pound

  
HKD   

Hong Kong Dollar

  
IDR   

Indonesian Rupiah

  
ILS   

Israeli Shekel

  
INR   

Indian Rupee

  
ISK   

Icelandic Krona

  
JPY   

Japanese Yen

  
KRW   

South Korean Won

  
MUR   

Mauritian Rupee

  
MXN   

Mexican Peso

  
MYR   

Malaysian Ringgit

  
NOK   

Norwegian Krone

  
NZD   

New Zealand Dollar

  
PEN   

Peruvian Nuevo Sol

  
PHP   

Philippine Peso

  
PLN   

Polish Zloty

  
RUB   

Russian Ruble

  
SEK   

Swedish Krona

  
SGD   

Singapore Dollar

  
THB   

Thai Baht

  
TRY   

Turkish Lira

  
TWD   

Taiwanese Dollar

  
ZAR   

South African Rand

  

Index Abbreviations:

  
CBOE   

Chicago Board Options Exchange

  
CDX.EM   

Credit Derivatives Emerging Markets

  
CDX.NA.HY   

Credit Derivatives North American High Yield

  
MSCI   

Morgan Stanley Capital International

  
S&P   

Standard & Poors

  
SPX   

Standard and Poor’s 500 Index

  
TSX   

Toronto Stock Exchange

  

Other Abbreviations:

  
ADR   

American Depositary Receipt

  
CLO   

Collateralized Loan Obligation

  
CMO   

Collateralized Mortgage Obligation

  
ETF   

Exchange Traded Fund

  
FHLMC   

Federal Home Loan Mortgage Corp.

  
FNMA   

Federal National Mortgage Association

  
GDR   

Global Depositary Receipt

  
GNMA   

Government National Mortgage Association

  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

LIBOR   

London Interbank Offered Rate

  
MSCI   

Morgan Stanley Capital International

  
OTC   

Over-the-Counter

  
REIC   

Real Estate Investment Company

  
REIT   

Real Estate Investment Trust

  
SPDR   

Standard & Poor’s Depositary Receipt

  
TBA   

To Be Announced

  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

     Total

 

   Level 1(1)

 

   Level 2(1)

 

   Level 3(1)

 

Assets

           

Asset & Commercial Mortgage Backed Securities

   $ 13,271,935      $      $ 13,271,935      $  

Corporate Bonds

     13,471,219               13,471,219         

Foreign Government Obligations

     27,742,177               27,742,177         

U.S. Government Agencies

     16,412,422               16,412,422         

U.S. Government Securities

     4,781,271               4,781,271         

Common Stocks

           

Argentina

     56,017        56,017                

Australia

     3,472,487        882,846        2,559,804        29,837  

Austria

     1,008,032               1,008,032         

Belgium

     1,306,059        123,340        1,182,719         

Bermuda

     925,457        925,457                

Brazil

     322,291        322,291                

British Virgin Islands

     148,462        148,462                

Canada

     3,647,982        3,647,982                

China

     4,401,170        1,272,105        3,129,065         

Denmark

     597,396        327,913        269,483         

Egypt

     606,546               606,546         

Finland

     135,204               135,204         

France

     6,774,600               6,774,600         

Germany

     4,629,740        13,682        4,616,058         

Greece

     3,215,151        1,460,779        1,754,372         

Hong Kong

     1,615,802        154,471        1,461,331         

India

     17,959,373        918,157        17,041,216         

Indonesia

     432,112        330,364        101,748         

Ireland

     4,698,496        3,308,750        1,389,746         

Israel

     1,293,501        913,842        379,659         

Italy

     3,232,610        57,586        3,175,024         

Japan

     20,456,308        83,879        20,372,429         

Jersey

     661,609               661,609         

Kenya

     31,136        31,136                

Luxembourg

     1,123,037        921,033        202,004         

Malaysia

     189,189        189,189                

Mauritius

     461,698        461,698                

Mexico

     75,604        75,604                

Netherlands

     4,025,530        698,222        3,327,308         

New Zealand

     90,059               90,059         

Norway

     236,124               236,124         

Philippines

     46,631        37,685        8,946         

Russia

     24,896        24,896                

Singapore

     640,092        292,667        347,425         

South Africa

     668,216        24,157        644,059         

South Korea

     3,733,892        99,488        3,634,404         

Spain

     348,765        20,227        328,538         

Sweden

     180,702               180,702         

Switzerland

     2,434,829        338,193        2,096,636         

Taiwan

     7,967,444        844,995        7,122,449         

Thailand

     995,946        995,946                

United Kingdom

     9,355,501        4,327,699                  5,027,802         

United States

     72,778,362        71,964,962        813,400         

Municipal Bonds

     101,792               101,792         

Senior Floating Rate Interests

     301,644               301,644         

Convertible Bonds

     656,094               656,094         

Exchange Traded Funds

     30,875,992        30,801,994        73,998         

Preferred Stocks

     623,828        140,171                         483,657  

Convertible Preferred Stocks

     529,196        529,196                

Warrants

     154,201        339        153,862         

Short-Term Investments

             21,242,085                21,242,085                

Purchased Options

     81,304        3,644        77,660         

Foreign Currency Contracts(2)

     433,548               433,548         

Futures Contracts(2)

     468,092        468,092                

Swaps - Credit Default(2)

     143,345               143,345         

Swaps - Interest Rate(2)

     179,944               179,944         

Swaps - Total Return(2)

     39,274               39,274         
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $ 318,513,421      $ 149,481,241      $ 168,518,686      $ 513,494  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (1,039,882   $     $ (1,039,882   $  

Futures Contracts(2)

     (433,528     (433,528            

Swaps - Credit Default(2)

     (43,054           (43,054      

Swaps - Interest Rate(2)

     (3,524           (3,524      

Swaps - Total Return(2)

     (31,149           (31,149      

TBA Sale Commitments

     (20,847,782           (20,847,782      

Written Options

     (61,904     (61,904            
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $       (22,460,823   $       (495,432   $       (21,965,391   $                     —  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(1) For the period ended January 31, 2017, investments valued at $776,829 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $4,163,069 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor and there were no transfers in and out of Level 3.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2017 is not presented.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 95.8%

  
   Automobiles & Components - 2.9%  
1,822,143   

Chongqing Changan Automobile Co., Ltd. Class B

   $ 2,583,632  
101,807   

Delphi Automotive plc

     7,132,599  
165,800   

Goodyear Tire & Rubber Co.

     5,370,262  
58,730   

Magna International, Inc.

     2,540,566  
57,770   

Mazda Motor Corp.

     850,150  
50,551   

Tata Motors Ltd.

     391,645  
165,568   

Tata Motors Ltd. ADR

     6,450,529  
191,500   

Toyo Tire & Rubber Co., Ltd.

     2,323,089  
10,814   

Volkswagen AG (Preference Shares)

     1,688,671  
     

 

 

 
     29,331,143  
     

 

 

 
   Banks - 10.0%  
1,505,184   

Banco Santander S.A.

     8,409,258  
440,997   

Bank of America Corp.

     9,984,172  
6,726,147   

Bank of Ireland*

     1,807,028  
38,388   

Bank of Nova Scotia

     2,294,835  
32,851   

BNP Paribas S.A.

     2,101,538  
1,050,298   

CaixaBank S.A.

     3,849,857  
193,687   

Citigroup, Inc.

     10,813,545  
51,038   

Citizens Financial Group, Inc.

     1,846,044  
919,814   

Eurobank Ergasias S.A.*

     558,528  
549,306   

FinecoBank Banca Fineco S.p.A.

     3,272,169  
440,629   

Genworth Mortgage Insurance Australia Ltd.

     1,112,358  
129,827   

HDFC Bank Ltd.

     2,774,694  
156,820   

Huntington Bancshares, Inc.

     2,121,775  
645,075   

ICICI Bank Ltd.

     2,562,266  
816,785   

ICICI Bank Ltd. ADR

     6,330,084  
100,083   

IndusInd Bank Ltd.

     1,846,523  
120,352   

ING Groep N.V.

     1,728,971  
411,100   

Itau Unibanco Holding S.A. ADR

     4,855,091  
63,118   

JP Morgan Chase & Co.

     5,341,676  
144,553   

LIC Housing Finance Ltd.

     1,180,307  
220,800   

Mitsubishi UFJ Financial Group, Inc.

     1,413,897  
162,911   

Nordea Bank AB

     1,966,706  
61,760   

PNC Financial Services Group, Inc.

     7,439,610  
540,200   

Sberbank of Russia PJSC ADR

     6,333,961  
62,850   

Sumitomo Mitsui Financial Group, Inc.

     2,465,731  
31,224   

UniCredit S.p.A.

     852,323  
127,857   

Wells Fargo & Co.

     7,202,185  
     

 

 

 
             102,465,132  
     

 

 

 
   Capital Goods - 6.6%  
52,170   

AerCap Holdings N.V.*

     2,309,566  
57,025   

Airbus Group SE

     3,865,438  
65,572   

Alstom S.A.*

     1,860,565  
53,685   

Atlas Copco AB Class A

     1,721,771  
572,046   

Balfour Beatty plc

     1,866,797  
122,590   

Beijing Enterprises Holdings Ltd.

     611,093  
32,208   

BRAAS Monier Building Group S.A.

     875,819  
14,940   

Caterpillar, Inc.

     1,429,160  
92,820   

Cie de Saint-Gobain

     4,560,772  
1,058,794   

Cobham plc

     1,811,791  
129,515   

Denyo Co., Ltd.

     1,889,878  
80,667   

Eaton Corp. plc

     5,709,610  
54,569   

Fastenal Co.

     2,710,988  
11,193   

General Dynamics Corp.

     2,026,828  
140,400   

Hino Motors Ltd.

     1,481,271  
23,200   

Honeywell International, Inc.

     2,745,024  
380,000   

Kawasaki Heavy Industries Ltd.

     1,189,096  
27,643   

Legrand S.A.

     1,605,537  
103,967   

Leonardo-Finmeccanica S.p.A.*

     1,339,450  
13,151   

Lockheed Martin Corp.

     3,305,241  
24,948   

Middleby Corp.*

     3,347,523  


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

459,510   

Mitsubishi Heavy Industries Ltd.

   $ 2,064,201  
75,600   

NGK Insulators Ltd.

     1,482,334  
16,160   

Owens Corning

     892,840  
289,226   

QinetiQ Group plc

     961,973  
20,728   

Rheinmetall AG

     1,590,694  
429,790   

Sanwa Holdings Corp.

     4,000,638  
46,066   

Siemens AG

     5,959,023  
21,498   

United Technologies Corp.

     2,357,686  
     

 

 

 
        67,572,607  
     

 

 

 
   Commercial & Professional Services - 1.2%  
130,157   

Atento S.A.*

     1,184,429  
171,040   

Experian plc

     3,303,167  
61,903   

IHS Markit Ltd.*

     2,442,073  
2,210   

Klarna Holding AB*(1)(2)(3)

     243,277  
107,465   

Nippon Kanzai Co., Ltd.

     1,668,029  
3,196,459   

Spotless Group Holdings Ltd.

     2,280,991  
50,197   

TransUnion*

     1,582,711  
     

 

 

 
                12,704,677  
     

 

 

 
   Consumer Durables & Apparel - 2.8%  
25,802   

Brunello Cucinelli S.p.A.

     582,690  
853,446   

Cairn Homes plc*

     1,167,741  
241,676   

Crocs, Inc.*

     1,764,235  
10,597,165   

Global Brands Group Holding Ltd.*

     1,331,589  
163,947   

NIKE, Inc. Class B

     8,672,796  
41,941   

Pandora A/S

     5,496,319  
59,943   

Persimmon plc

     1,459,993  
14,114   

Ralph Lauren Corp.

     1,248,101  
164,200   

Sony Corp.

     4,971,605  
37,300   

VF Corp.

     1,920,204  
     

 

 

 
        28,615,273  
     

 

 

 
   Consumer Services - 3.3%  
9,197   

Chipotle Mexican Grill, Inc.*

     3,875,984  
157,557   

Compass Group plc

     2,804,048  
1,789,050   

Genting Singapore plc

     1,233,973  
1   

Hilton Grand Vacations, Inc.*

     29  
83,863   

Hilton Worldwide Holdings, Inc.

     4,828,832  
41,900   

HIS Co., Ltd.

     1,118,155  
905,006   

Kroton Educacional S.A.

     3,880,115  
784,132   

Ladbrokes Coral Group plc

     1,180,597  
92,487   

Las Vegas Sands Corp.

     4,862,966  
1,036,915   

Mandarin Oriental International Ltd.

     1,296,144  
21,849   

Marriott International, Inc. Class A

     1,848,425  
30,693   

McDonald’s Corp.

     3,762,041  
122,273   

OPAP S.A.

     1,082,348  
6,059   

Panera Bread Co. Class A*

     1,266,695  
230,000   

Sands China Ltd.

     1,011,992  
     

 

 

 
        34,052,344  
     

 

 

 
   Diversified Financials - 2.9%  
82,438   

Amundi S.A.(1)

     4,520,860  
542,312   

Anima Holding S.p.A.(1)

     3,233,818  
109,550   

Banca Generali S.p.A.

     2,794,469  
2,852   

BlackRock, Inc.

     1,066,591  
19,848   

Capital One Financial Corp.

     1,734,517  
236,139   

Cerved Information Solutions S.p.A.

     1,932,550  
89,888   

Deutsche Bank AG*

     1,795,149  
223,760   

Ichiyoshi Securities Co., Ltd.

     1,737,298  
39,638   

Intercontinental Exchange, Inc.

     2,313,274  
40,912   

Macquarie Group Ltd.

     2,627,183  
14,335   

Raymond James Financial, Inc.

     1,074,121  
51,710   

Synchrony Financial

     1,852,252  
114,841   

UBS Group AG

     1,866,319  
87,605   

WisdomTree Investments, Inc.

     902,331  
     

 

 

 
        29,450,732  
     

 

 

 

 


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

   Energy - 5.5%  
48,223   

Anadarko Petroleum Corp.

   $ 3,352,945  
55,767   

Baker Hughes, Inc.

     3,517,782  
48,861   

Cabot Oil & Gas Corp.

     1,049,534  
40,557   

Canadian Natural Resources Ltd.

     1,226,038  
18,052   

Centennial Resource Development, Inc. Class A*(1)(2)(3)

     301,525  
21,852   

Chevron Corp.

     2,433,220  
171,884   

Cobalt International Energy, Inc.*

     168,584  
11,813   

Diamondback Energy, Inc.*

     1,242,373  
101,111   

Eni S.p.A.

     1,554,664  
63,445   

Halliburton Co.

     3,589,084  
14,134   

Helmerich & Payne, Inc.

     1,005,776  
17,640   

Hess Corp.

     955,735  
5,267,085   

Hilong Holding Ltd.

     1,302,567  
90,060   

Imperial Oil Ltd.

     2,960,820  
167,538   

Kinder Morgan, Inc.

     3,742,799  
83,110   

Marathon Oil Corp.

     1,392,093  
54,042   

Newfield Exploration Co.*

     2,166,003  
314,688   

Petroleo Brasileiro S.A. ADR*

     3,228,699  
37,462   

Pioneer Natural Resources Co.

     6,751,776  
677,275   

Rosneft Oil Co. PJSC GDR

     4,490,897  
73,722   

Royal Dutch Shell plc Class B

     2,082,234  
89,078   

Southwestern Energy Co.*

     802,593  
37,721   

Total S.A.

     1,908,500  
7,700   

TransCanada Corp.

     363,268  
60,330   

Transocean Ltd.*

     842,810  
221,872   

Trican Well Service Ltd.*

     833,778  
82,840   

WPX Energy, Inc.*

     1,153,961  
70,800   

YPF Sociedad Anonima ADR

     1,534,236  
     

 

 

 
        55,954,294  
     

 

 

 
   Food & Staples Retailing - 1.1%  
23,701   

Costco Wholesale Corp.

     3,885,779  
40,200   

Seven & I Holdings Co., Ltd.

     1,605,120  
1,736,400   

Wal-Mart de Mexico S.A.B. de C.V.

     3,072,537  
37,207   

Walgreens Boots Alliance, Inc.

     3,048,742  
     

 

 

 
        11,612,178  
     

 

 

 
   Food, Beverage & Tobacco - 4.3%  
11,003   

Altria Group, Inc.

     783,193  
14,870   

Anheuser-Busch InBev N.V.

     1,552,696  
160,556   

British American Tobacco plc

     9,910,782  
621,018   

C&C Group plc

     2,650,047  
4,764   

CJ CheilJedang Corp.

     1,455,043  
94,638   

Coca-Cola Co.

     3,934,102  
70,723   

Coca-Cola HBC AG*

     1,616,593  
152,781   

Diageo plc

     4,243,926  
40,903   

Heineken N.V.

     3,059,094  
34,049   

Mondelez International, Inc. Class A

     1,507,690  
64,781   

Monster Beverage Corp.*

     2,759,671  
49,913   

Nestle S.A.

     3,656,852  
28,794   

PepsiCo, Inc.

     2,988,241  
15,986   

Philip Morris International, Inc.

     1,536,734  
592,308   

Vina Concha y Toro S.A.

     963,108  
654,929   

Yantai Changyu Pioneer Wine Co., Ltd. Class B

     1,655,341  
     

 

 

 
                44,273,113  
     

 

 

 
   Health Care Equipment & Services - 3.3%  
19,362   

ABIOMED, Inc.*

     2,059,536  
93,100   

Acadia Healthcare Co., Inc.*

     3,572,247  
25,806   

Align Technology, Inc.*

     2,366,152  
52,616   

Cardinal Health, Inc.

     3,944,095  
28,606   

Edwards Lifesciences Corp.*

     2,753,042  
31,467   

Envision Healthcare Corp.*

     2,139,756  
63,146   

HCA Holdings, Inc.*

     5,069,361  
18,316   

McKesson Corp.

     2,548,671  
51,819   

Medtronic plc

     3,939,280  


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

2,432,780   

Shandong Weigao Group Medical Polymer Co., Ltd. Class H

   $ 1,591,447  
22,078   

UnitedHealth Group, Inc.

     3,578,844  
     

 

 

 
        33,562,431  
     

 

 

 
   Household & Personal Products - 2.6%  
28,977   

Beiersdorf AG

     2,570,801  
82,147   

Colgate-Palmolive Co.

     5,305,053  
270,468   

Coty, Inc. Class A

     5,192,986  
42,082   

Estee Lauder Cos., Inc. Class A

     3,417,479  
20,989   

Procter & Gamble Co.

     1,838,636  
34,751   

Reckitt Benckiser Group plc

     2,981,828  
135,053   

Unilever N.V.

     5,486,464  
     

 

 

 
                26,793,247  
     

 

 

 
   Insurance - 3.7%  
275,600   

AIA Group Ltd.

     1,706,336  
79,214   

American International Group, Inc.

     5,090,292  
189,110   

Assicurazioni Generali S.p.A.

     3,017,643  
109,501   

AXA S.A.

     2,691,233  
30,009   

Chubb Ltd.

     3,945,884  
19,715   

Marsh & McLennan Cos., Inc.

     1,341,014  
161,076   

MetLife, Inc.

     8,764,145  
19,657   

Principal Financial Group, Inc.

     1,122,218  
83,400   

Sony Financial Holdings, Inc.

     1,396,799  
65,800   

T&D Holdings, Inc.

     974,796  
37,270   

Unum Group

     1,693,176  
24,454   

Willis Towers Watson plc

     3,059,929  
11,401   

Zurich Insurance Group AG*

     3,283,187  
     

 

 

 
        38,086,652  
     

 

 

 
   Materials - 5.9%  
14,271   

Agrium, Inc.

     1,468,629  
14,050   

Akzo Nobel N.V.

     953,507  
25,623   

BHP Billiton Ltd. ADR

     1,057,974  
35,829   

Celanese Corp. Series A

     3,023,968  
28,900   

Centerra Gold, Inc.

     142,807  
81,129   

Constellium N.V. Class A*

     608,468  
119,537   

CRH plc

     4,171,720  
23,867   

Dow Chemical Co.

     1,423,189  
5,959   

Franco-Nevada Corp.

     387,573  
225,911   

Freeport-McMoRan, Inc.*

     3,761,418  
2,291,545   

Glencore plc*

     9,490,851  
102,363   

International Paper Co.

     5,793,746  
79,900   

Klondex Mines Ltd.*

     395,432  
127,830   

LafargeHolcim Ltd.*

     6,882,854  
6,588   

LG Chem Ltd.

     1,485,568  
233,765   

Platform Specialty Products Corp.*

     2,837,907  
16,200   

PPG Industries, Inc.

     1,620,162  
25,308   

Praxair, Inc.

     2,997,480  
16,900   

Randgold Resources Ltd. ADR

     1,435,486  
33,474   

Reliance Steel & Aluminum Co.

     2,666,204  
22,355   

Rio Tinto plc ADR

     1,001,280  
63,153   

Smurfit Kappa Group plc

     1,663,437  
493,130   

Sumitomo Osaka Cement Co., Ltd.

     1,985,696  
491,340   

Taiheiyo Cement Corp.

     1,716,884  
179,965   

Vale S.A. ADR

     1,832,044  
     

 

 

 
        60,804,284  
     

 

 

 
   Media - 1.3%  
14,049   

DISH Network Corp. Class A*

     831,280  
424,900   

Grupo Televisa S.A.B. Series CPO, UNIT

     1,898,383  
85,030   

Nippon Television Holdings, Inc.

     1,546,894  
410,383   

SES S.A.

     7,979,793  
13,479   

Time Warner, Inc.

     1,305,441  
     

 

 

 
        13,561,791  
     

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 7.1%  
44,361   

Alder Biopharmaceuticals, Inc.*

     911,618  


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

21,149   

Allergan plc*

   $ 4,629,305  
73,551   

AstraZeneca plc

     3,903,277  
143,511   

AstraZeneca plc ADR

     3,907,804  
5,813   

Biogen, Inc.*

     1,611,596  
308,286   

Bristol-Myers Squibb Co.

     15,155,340  
31,100   

Celgene Corp.*

     3,612,265  
65,300   

Eisai Co., Ltd.

     3,599,380  
34,168   

Johnson & Johnson

     3,869,526  
124,406   

Merck & Co., Inc.

     7,711,928  
105,112   

Mylan N.V.*

     3,999,512  
38,273   

Novartis AG

     2,825,601  
119,650   

Ono Pharmaceutical Co., Ltd.

     2,454,774  
6,710   

Regeneron Pharmaceuticals, Inc.*

     2,410,836  
20,679   

Roche Holding AG

     4,899,852  
30,548   

Teva Pharmaceutical Industries Ltd. ADR

     1,021,220  
29,100   

Thermo Fisher Scientific, Inc.

     4,434,549  
17,249   

UCB S.A.

     1,191,390  
     

 

 

 
        72,149,773  
     

 

 

 
   Real Estate - 3.5%  
40,780   

American Tower Corp. REIT

     4,220,730  
413,100   

BR Malls Participacoes S.A.*

     1,923,194  
75,487   

Castellum AB

     1,039,885  
49,826   

Columbia Property Trust, Inc. REIT

     1,108,629  
1,342,320   

Corp. Inmobiliaria Vesta S.A.B. de C.V.

     1,476,626  
8,300   

Daito Trust Construction Co., Ltd.

     1,160,333  
91,720   

Daiwa House Industry Co., Ltd.

     2,483,974  
151,457   

Grivalia Properties REIC A.E. REIT

     1,298,172  
979,636   

Hibernia plc REIT

     1,283,862  
110,338   

Host Hotels & Resorts, Inc. REIT

     1,993,808  
16,320   

ICADE REIT

     1,157,000  
127,600   

LaSalle Hotel Properties REIT

     3,849,692  
1,777,019   

New South Resources Ltd.*

     1,947,617  
353,409   

Oberoi Realty Ltd.

     1,621,321  
41,600   

Park Hotels & Resorts, Inc. REIT

     1,129,024  
14,049   

Public Storage REIT

     3,020,535  
76,275   

Sumitomo Real Estate Sales Co., Ltd. REIT

     1,735,581  
63,399   

Vonovia SE

     2,077,134  
4,081   

WeWork Companies, Inc. Class A, REIT*(1)(2)(3)

     204,835  
35,000   

Weyerhaeuser Co. REIT

     1,096,550  
     

 

 

 
        35,828,502  
     

 

 

 
   Retailing - 2.7%  
23,467   

Advance Auto Parts, Inc.

     3,854,220  
727,000   

Allstar Co.*(1)(2)(3)

     617,950  
5,285   

Amazon.com, Inc.*

     4,352,092  
9,540   

Expedia, Inc.

     1,159,968  
5,968   

Honest Co.*(1)(2)(3)

     205,777  
5,907   

JAND, Inc. Class A*(1)(2)(3)

     58,007  
22,260   

Lowe’s Cos., Inc.

     1,626,761  
52,731   

Netflix, Inc.*

     7,419,779  
1,597   

Priceline Group, Inc.*

     2,515,483  
43,681   

TJX Cos., Inc.

     3,272,580  
39,437   

Tory Burch LLC*(1)(2)(3)

     1,960,409  
7,961   

Zalando SE*(1)

     314,848  
     

 

 

 
        27,357,874  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 3.9%  
38,202   

Broadcom Ltd.

     7,621,299  
152,700   

Intel Corp.

     5,622,414  
31,070   

Maxim Integrated Products, Inc.

     1,381,994  
125,944   

Micron Technology, Inc.*

     3,036,510  
101,884   

QUALCOMM, Inc.

     5,443,662  
34,105   

Silicon Motion Technology Corp. ADR

     1,333,506  
30,253   

SK Hynix, Inc.

     1,397,201  
38,406   

Skyworks Solutions, Inc.

     3,523,366  
129,423   

Sumco Corp.

     2,023,416  


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

418,630   

Taiwan Semiconductor Manufacturing Co., Ltd.

   $ 2,494,558  
184,400   

Taiwan Semiconductor Manufacturing Co., Ltd. ADR

     5,699,804  
     

 

 

 
        39,577,730  
     

 

 

 
   Software & Services - 9.4%  
32,331   

Accenture plc Class A

     3,681,531  
79,608   

Alibaba Group Holding Ltd. ADR*

     8,065,086  
22,869   

Alliance Data Systems Corp.

     5,222,822  
2,704   

Alphabet, Inc. Class A*

     2,217,794  
8,934   

Alphabet, Inc. Class C*

     7,118,522  
30,958   

Automatic Data Processing, Inc.

     3,126,448  
10,655   

Baidu, Inc. ADR*

     1,865,371  
27,295   

Capgemini S.A.

     2,222,316  
43,919   

ChinaCache International Holdings Ltd. ADR*

     112,872  
9,256   

CoStar Group, Inc.*

     1,870,638  
62,000   

Descartes Systems Group, Inc.*

     1,353,637  
43,907   

Envestnet, Inc.*

     1,659,685  
45,570   

Facebook, Inc. Class A*

     5,938,682  
33,700   

Global Payments, Inc.

     2,604,336  
323,762   

Just Eat plc*

     2,204,945  
170,854   

Microsoft Corp.

     11,045,711  
58,662   

Mobileye N.V.*

     2,520,120  
97,546   

Nets A/S*(1)

     1,720,538  
137,600   

Nexon Co., Ltd.

     2,094,988  
30,254   

Salesforce.com, Inc.*

     2,393,091  
58,629   

ServiceNow, Inc.*

     5,312,960  
51,865   

SS&C Technologies Holdings, Inc.

     1,666,422  
10,700   

Ultimate Software Group, Inc.*

     2,072,162  
85,730   

Verint Systems, Inc.*

     3,202,016  
34,569   

Visa, Inc. Class A

     2,859,202  
58,970   

Workday, Inc. Class A*

     4,899,817  
326,627   

Yandex N.V. Class A*

     7,558,149  
     

 

 

 
                96,609,861  
     

 

 

 
   Technology Hardware & Equipment - 4.0%  
199,500   

AAC Technologies Holdings, Inc.

     2,048,804  
13,485   

Apple, Inc.

     1,636,405  
38,269   

ARRIS International plc*

     1,093,728  
477,000   

Catcher Technology Co., Ltd.

     3,890,287  
121,226   

Cisco Systems, Inc.

     3,724,063  
311,300   

Flex Ltd.*

     4,878,071  
14,000   

Largan Precision Co., Ltd.

     2,002,508  
16,502   

Motorola Solutions, Inc.

     1,331,876  
605,489   

Nokia Oyj

     2,718,745  
7,467   

Samsung Electronics Co., Ltd.

     12,699,686  
37,130   

Western Digital Corp.

     2,960,375  
1,173,020   

WPG Holdings Ltd.

     1,403,986  
     

 

 

 
        40,388,534  
     

 

 

 
   Telecommunication Services - 2.1%  
834,090   

Bharti Infratel Ltd.

     3,616,815  
174,474   

Hellenic Telecommunications Organization S.A.

     1,582,422  
71,765   

KDDI Corp.

     1,928,209  
36,204   

Millicom International Cellular S.A.

     1,792,904  
139,000   

Nippon Telegraph & Telephone Corp.

     6,139,950  
97,300   

NTT DoCoMo, Inc.

     2,326,449  
2,845,529   

Telecom Italia S.p.A.*

     2,216,824  
64,719   

Telenor ASA

     1,025,955  
23,210   

Verizon Communications, Inc.

     1,137,522  
     

 

 

 
        21,767,050  
     

 

 

 
  

Transportation - 2.5%

 

974,753   

Air New Zealand Ltd.

     1,501,870  
53,450   

Canadian National Railway Co.

     3,714,903  
45,974   

Deutsche Post AG

     1,543,118  
8,307   

FedEx Corp.

     1,570,937  
36,453   

Genesee & Wyoming, Inc. Class A*

     2,747,098  


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

54,425   

Hitachi Transport System Ltd.

   $ 1,110,765  
41,310   

J.B. Hunt Transport Services, Inc.

     4,092,995  
56,400   

Japan Airlines Co., Ltd.

     1,795,955  
1,746,000   

Jiangsu Expressway Co., Ltd. Class H

     2,186,703  
11,030   

Kuehne + Nagel International AG

     1,509,212  
34,372   

United Parcel Service, Inc. Class B

     3,751,016  
     

 

 

 
        25,524,572  
     

 

 

 
   Utilities - 3.2%  
480,570   

Centrica plc

     1,360,502  
1,682,000   

China Longyuan Power Group Corp. Ltd. Class H

     1,373,889  
736,400   

Cia de Saneamento do Parana (Preference Shares)

     3,295,116  
628,250   

E.ON SE

     4,839,460  
20,848   

Edison International

     1,519,402  
717,000   

ENN Energy Holdings Ltd.

     3,534,776  
1,152,000   

Huadian Fuxin Energy Corp. Ltd. Class H

     267,494  
3,509,410   

Huaneng Renewables Corp. Ltd. Class H

     1,089,104  
10,697   

Iberdrola S.A.*

     67,564  
501,569   

Iberdrola S.A.

     3,167,977  
228,340   

Infraestructura Energetica Nova, S.A.B. de C.V.

     1,007,374  
379,568   

National Grid plc

     4,445,950  
860,958   

NTPC Ltd.

     2,188,414  
412,150   

Power Assets Holdings Ltd.

     3,949,163  
12,620   

UGI Corp.

     585,190  
1   

Uniper SE*

     14  
     

 

 

 
        32,691,389  
     

 

 

 
  

Total Common Stocks
(cost $936,912,212)

             980,735,183  
     

 

 

 

Corporate Bonds - 0.0%

  
  

Internet - 0.0%

 

$          78,639   

DraftKings, Inc.
5.00%, 12/23/2017(1)(2)(3)

     78,639  
     

 

 

 
  

Total Corporate Bonds
(cost $78,639)

     78,639  
     

 

 

 

Preferred Stocks - 2.1%

  
   Capital Goods - 0.1%  
198,151   

Lithium Technology Corp. *(1)(2)(3)

     964,995  
     

 

 

 
   Commercial & Professional Services - 0.1%  
15,711   

Rubicon Global Holdings LLC *(1)(2)(3)

     352,712  
     

 

 

 
   Consumer Durables & Apparel - 0.0%  
46,766   

One Kings Lane, Inc. *(1)(2)(3)

     48,637  
     

 

 

 
   Consumer Services - 0.1%  
5,648   

Airbnb, Inc. Series E *(1)(2)(3)

     593,040  
121,867   

DraftKings, Inc. *(1)(2)(3)

     233,985  
     

 

 

 
        827,025  
     

 

 

 
   Real Estate - 0.2%  
123,147   

Redfin Corp. Series G *(1)(2)(3)

     508,597  
20,282   

WeWork Companies, Inc. Class D-1 *(1)(2)(3)

     1,017,999  
15,935   

WeWork Companies, Inc. Class D-2 *(1)(2)(3)

     799,814  
     

 

 

 
        2,326,410  
     

 

 

 
   Retailing - 0.1%  
225,050   

Coupang LLC *(1)(2)(3)

     922,705  
13,190   

JAND, Inc. Series D *(1)(2)(3)

     129,526  
     

 

 

 
        1,052,231  
     

 

 

 
   Software & Services - 1.5%  
75,898   

Birst, Inc. Series F *(1)(2)(3)

     399,223  
14,984   

Cloudera, Inc. *(1)(2)(3)

     275,556  
10,669   

Dropbox, Inc. Series C *(1)(2)(3)

     183,614  
243,469   

Essence Group Holdings Corp. *(1)(2)(3)

     491,807  
26,099   

ForeScout Technologies, Inc. *(1)(2)(3)

     343,985  
5,988   

General Assembly Space, Inc. *(1)(2)(3)

     293,537  
38,688   

Lookout, Inc. Series F *(1)(2)(3)

     309,504  


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

51,890   

MarkLogic Corp. Series F *(1)(2)(3)

 

   $ 547,958  
46,333   

Nutanix, Inc. *(1)(2)(3)

 

     1,358,087  
249,735   

Pinterest, Inc. Series G *(1)(2)(3)

 

     1,563,341  
14,093   

Trade Desk, Inc. Series C *(1)(2)(3)

 

     406,852  
168,432   

Uber Technologies, Inc. *(1)(2)(3)

 

     8,214,804  
28,813   

Veracode, Inc. *(1)(2)(3)

 

     590,955  
160,709   

Zuora, Inc. Series F *(1)(2)(3)

 

     610,694  
        

 

 

 
     15,589,917  
        

 

 

 
   Telecommunication Services - 0.0%  
943   

DocuSign, Inc. Series B *(1)(2)(3)

 

     17,511  
283   

DocuSign, Inc. Series B-1 *(1)(2)(3)

 

     5,255  
677   

DocuSign, Inc. Series D *(1)(2)(3)

 

     12,572  
14,682   

DocuSign, Inc. Series E *(1)(2)(3)

 

     272,645  
        

 

 

 
     307,983  
        

 

 

 
  

Total Preferred Stocks
(cost $14,112,549)

 

     21,469,910  
        

 

 

 

Convertible Preferred Stocks - 0.1%

     
   Retailing - 0.1%  
13,926   

Honest Co. Series C *(1)(2)(3)

 

     480,169  
        

 

 

 
  

Total Convertible Preferred Stocks
(cost $376,800)

 

     480,169  
        

 

 

 
  

Total Long-Term Investments
(cost $951,480,200)

 

     1,002,763,901  
        

 

 

 

Short-Term Investments - 1.9%

     
   Other Investment Pools & Funds - 1.9%  
19,875,215   

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

 

     19,875,215  
        

 

 

 
  

Total Short-Term Investments
(cost $19,875,215)

 

     19,875,215  
        

 

 

 
  

Total Investments
(cost $971,355,415)^

     99.9%      $ 1,022,639,116  
  

Other Assets and Liabilities

     0.1%        600,914  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $       1,023,240,030  
     

 

 

    

 

 

 

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

 

  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

  For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $ 93,230,589  

Unrealized Depreciation

     (41,946,888
  

 

 

 

Net Unrealized Appreciation

   $         51,283,701  
  

 

 

 

 

* Non-income producing.
(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $35,410,562, which represents 3.5% of total net assets.
(2) The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

               Period
            Acquired             
   Shares/ Par            Security    Cost Basis   

07/2015

     5,648     Airbnb, Inc. Series E Preferred    $ 525,797  

08/2011

     727,000     Allstar Co.      316,259  

03/2015

     75,898     Birst, Inc. Series F Preferred      443,313  

12/2016

     18,052     Centennial Resource Development, Inc. Class A      262,476  

02/2014

     14,984     Cloudera, Inc. Preferred      218,167  

11/2014

     225,050     Coupang LLC Preferred      700,608  

02/2014

     943     DocuSign, Inc. Series B Preferred      12,384  

02/2014

     283     DocuSign, Inc. Series B-1 Preferred      3,716  

02/2014

     677     DocuSign, Inc. Series D Preferred      8,891  

02/2014

     14,682     DocuSign, Inc. Series E Preferred      192,810  

12/2015

     78,639     DraftKings, Inc.      78,639  

12/2014

     121,867     DraftKings, Inc. Preferred      219,517  

01/2014

     10,669     Dropbox, Inc. Series C Preferred      203,791  

05/2014

     243,469     Essence Group Holdings Corp. Preferred      384,997  

11/2015

     26,099     ForeScout Technologies, Inc. Preferred      309,717  

07/2015

     5,988     General Assembly Space, Inc. Preferred      293,537  

01/2015

     5,968     Honest Co.      161,478  

08/2014

     13,926     Honest Co. Series C Convertible Preferred      376,800  

04/2015

     5,907     JAND, Inc. Class A      67,844  

04/2015

     13,190     JAND, Inc. Series D Preferred      151,491  

08/2015

     2,210     Klarna Holding AB      242,394  

08/2014

     198,151     Lithium Technology Corp. Preferred      965,788  

07/2014

     38,688     Lookout, Inc. Series F Preferred      441,937  

04/2015

     51,890     MarkLogic Corp. Series F Preferred      602,661  

08/2014

     46,333     Nutanix, Inc. Preferred      620,700  

01/2014

     46,766     One Kings Lane, Inc. Preferred      720,992  

03/2015

     249,735     Pinterest, Inc. Series G Preferred      1,792,870  

12/2014

     123,147     Redfin Corp. Series G Preferred      406,102  

09/2015

     15,711     Rubicon Global Holdings LLC Preferred      313,599  

11/2013

     39,437     Tory Burch LLC      3,090,928  

09/2016

     14,093     Trade Desk, Inc. Series C Preferred      220,575  

06/2014

     168,432     Uber Technologies, Inc. Preferred      2,612,894  

08/2014

     28,813     Veracode, Inc. Preferred      532,058  

12/2014

     4,081     WeWork Companies, Inc. Class A, REIT      67,953  

12/2014

     20,282     WeWork Companies, Inc. Class D-1 Preferred      337,719  

12/2014

     15,935     WeWork Companies, Inc. Class D-2 Preferred      265,336  

01/2015

     160,709     Zuora, Inc. Series F Preferred      610,582  

01/2015

     160,709     Zuora, Inc. Series F Preferred      610,582  
       

 

 

 
        $       18,777,320  
       

 

 

 

At January 31, 2017, the aggregate value of these securities was $25,620,498, which represents 2.5% of total net assets.

 

(3) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2017, the aggregate fair value of these securities was $25,620,498, which represents 2.5% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

Foreign Currency Contracts Outstanding at January 31, 2017  
Currency    Buy / Sell                     Delivery Date                Counterparty       Contract      
Amount      
     Market Value †      Unrealized
Appreciation/
(Depreciation)
 

EUR

     Sell                03/15/17        CBK      $    1,396,025      $           1,408,216      $               (12,191)    

EUR

     Sell                03/15/17        MSC        1,867,878        1,890,600        (22,722)    

EUR

     Sell                03/15/17        CBK        1,035,298        1,069,681        (34,383)    

JPY

     Sell                03/15/17        CBK        11,516,841        11,685,303        (168,462)    
                      

 

 

 

Total

                       $ (237,758)    
                      

 

 

 

 

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


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)     
Counterparty Abbreviations:     
CBK    Citibank NA   
MSC    Morgan Stanley   


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total        Level 1(1)        Level 2(1)        Level 3(1)    

Assets

           

Common Stocks

           

Automobiles & Components

   $ 29,331,143        $ 21,493,956        $ 7,837,187        $ —    

Banks

     102,465,132          61,003,711          41,461,421          —    

Capital Goods

     67,572,607          27,710,285          39,862,322          —    

Commercial & Professional Services

     12,704,677          5,209,213          7,252,187          243,277    

Consumer Durables & Apparel

     28,615,273          15,355,767          13,259,506          —    

Consumer Services

     34,052,344          26,703,579          7,348,765          —    

Diversified Financials

     29,450,732          8,943,086          20,507,646          —    

Energy

     55,954,294          44,313,907          11,338,862          301,525    

Food & Staples Retailing

     11,612,178          10,007,058          1,605,120          —    

Food, Beverage & Tobacco

     44,273,113          17,122,786          27,150,327          —    

Health Care Equipment & Services

     33,562,431          31,970,984          1,591,447          —    

Household & Personal Products

     26,793,247          19,658,587          7,134,660          —    

Insurance

     38,086,652          25,016,658          13,069,994          —    

Materials

     60,804,284          34,117,204          26,687,080          —    

Media

     13,561,791          4,035,104          9,526,687          —    

Pharmaceuticals, Biotechnology & Life Sciences

     72,149,773          53,275,499          18,874,274          —    

Real Estate

     35,828,502          22,738,281          12,885,386          204,835    

Retailing

     27,357,874          24,200,883          314,848          2,842,143    

Semiconductors & Semiconductor Equipment

     39,577,730          33,662,555          5,915,175          —    

Software & Services

     96,609,861          90,087,612          6,522,249          —    

Technology Hardware & Equipment

     40,388,534          15,624,518          24,764,016          —    

Telecommunication Services

     21,767,050          1,137,522          20,629,528          —    

Transportation

     25,524,572          17,378,819          8,145,753          —    

Utilities

     32,691,389          6,474,646          26,216,743          —    

Corporate Bonds

     78,639          —          —          78,639    

Preferred Stocks

     21,469,910          —          —          21,469,910    

Convertible Preferred Stocks

     480,169          —          —          480,169    

Short-Term Investments

     19,875,215          19,875,215          —          —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 1,022,639,116        $ 637,117,435        $ 359,901,183        $ 25,620,498    
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (237,758)       $ —        $ (237,758)       $ —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $           (237,758)       $ —        $ (237,758)       $ —    
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017 investments valued at $1,838,351 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $7,282,818 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor, and there were no transfers in and out of Level 3.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the period ended January 31, 2017:

 

Investments in Securities    Common
Stocks
     Convertible Preferred
Stocks
     Corporate
Bonds
     Preferred
Stocks
     Total  

Beginning balance

   $ 3,362,849        $522,364        $78,639      $ 21,174,525      $ 25,138,377  

Accrued Discounts (Premiums)

     -        -        -        -        -  

Realized Gain (Loss)

     -        -        -        -        -  

Change in Unrealized Appreciation

(Depreciation)

     (33,545)        (42,195)        -        295,385        219,645  


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Net Purchases

     262,476        -        -        -        262,476  

Net Sales

     -        -        -        -        -  

Net Transfers in to Level 3

     -        -        -        -        -  

Net Transfers out of Level 3

     -        -        -        -        -  
  

 

 

 

Ending balance

   $ 3,591,780      $ 480,169      $ 78,639      $ 21,469,910      $ 25,620,498  
  

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at January 31, 2017 was $219,645.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.


 

Hartford Global Equity Income Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount           Market Value  

Common Stocks - 95.7%

     
    

Belgium - 1.4%

     
19,038     

Anheuser-Busch InBev N.V.

      $             1,987,910  
          

 

 

 
    

Brazil - 1.0%

     
127,000     

Itau Unibanco Holding S.A. ADR

        1,499,870  
          

 

 

 
    

Canada - 1.4%

     
19,928     

Agrium, Inc.

        2,050,791  
          

 

 

 
    

China - 2.9%

     
330,000     

ENN Energy Holdings Ltd.

        1,626,884  
2,118,000     

Jiangsu Expressway Co., Ltd. Class H

        2,652,599  
          

 

 

 
             4,279,483  
          

 

 

 
    

Finland - 1.1%

     
363,348     

Nokia Oyj

        1,631,492  
          

 

 

 
    

France - 2.6%

     
20,669     

ICADE REIT

        1,465,321  
46,820     

Total S.A.

        2,368,865  
          

 

 

 
             3,834,186  
          

 

 

 
    

Germany - 4.1%

     
58,220     

Deutsche Post AG

        1,954,155  
223,687     

E.ON SE

        1,723,079  
17,990     

Siemens AG

        2,327,157  
          

 

 

 
             6,004,391  
          

 

 

 
    

Hong Kong - 1.5%

     
237,000     

Power Assets Holdings Ltd.

        2,270,901  
          

 

 

 
    

Italy - 3.0%

     
119,542     

Assicurazioni Generali S.p.A.

        1,907,541  
98,155     

Banca Generali S.p.A.

        2,503,798  
          

 

 

 
             4,411,339  
          

 

 

 
    

Japan - 7.0%

     
10,600     

Daito Trust Construction Co., Ltd.

        1,481,871  
39,492     

Eisai Co., Ltd.

        2,176,826  
87,200     

Nippon Telegraph & Telephone Corp.

        3,851,825  
116,700     

NTT DoCoMo, Inc.

        2,790,304  
          

 

 

 
             10,300,826  
          

 

 

 
    

Luxembourg - 3.1%

     
45,023     

Millicom International Cellular S.A.

        2,229,641  
120,013     

SES S.A.

        2,333,622  
          

 

 

 
             4,563,263  
          

 

 

 
    

Mexico - 0.6%

     
497,600     

Wal-Mart de Mexico S.A.B. de C.V.

        880,497  
          

 

 

 
    

Netherlands - 3.3%

     
151,191     

ING Groep N.V.

        2,172,002  
94,697     

Royal Dutch Shell plc Class B

        2,674,660  
          

 

 

 
             4,846,662  
          

 

 

 
    

Norway - 0.9%

     
82,629     

Telenor ASA

        1,309,873  
          

 

 

 
    

Sweden - 2.6%

     
96,262     

Castellum AB

        1,326,074  
207,865     

Nordea Bank AB

        2,509,403  
          

 

 

 
             3,835,477  
          

 

 

 
    

Switzerland - 5.4%

     
15,630     

Roche Holding AG

        3,703,500  
14,701     

Zurich Insurance Group AG*

        4,233,500  
          

 

 

 
             7,937,000  
          

 

 

 
    

Taiwan - 1.6%

     
288,000     

Catcher Technology Co., Ltd.

        2,348,852  
          

 

 

 


 

Hartford Global Equity Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

    

United Kingdom - 11.2%

     
51,072     

AstraZeneca plc

      $ 2,710,339  
14,829     

AstraZeneca plc ADR

        403,794  
96,393     

British American Tobacco plc

        5,950,136  
627,686     

Centrica plc

        1,776,990  
140,486     

National Grid plc

        1,645,538  
76,704     

Persimmon plc

        1,868,230  
51,262     

Unilever N.V.

        2,079,278  
          

 

 

 
             16,434,305  
          

 

 

 
    

United States - 41.0%

     
3,797     

BlackRock, Inc.

        1,420,002  
45,269     

Bristol-Myers Squibb Co.

        2,225,424  
19,061     

Caterpillar, Inc.

        1,823,375  
29,627     

Chevron Corp.

        3,298,966  
91,372     

Cisco Systems, Inc.

        2,806,948  
32,400     

Dow Chemical Co.

        1,932,012  
6,269     

Dropbox, Inc. Class B*(1)(2)(3)

        70,213  
37,089     

Eaton Corp. plc

        2,625,159  
25,601     

Edison International

        1,865,801  
102,337     

Intel Corp.

        3,768,048  
91,653     

International Paper Co.

        5,187,560  
35,540     

JP Morgan Chase & Co.

        3,007,750  
104,706     

Marathon Oil Corp.

        1,753,826  
26,500     

Marsh & McLennan Cos., Inc.

        1,802,530  
45,629     

Maxim Integrated Products, Inc.

        2,029,578  
79,552     

Merck & Co., Inc.

        4,931,429  
41,970     

MetLife, Inc.

        2,283,588  
53,130     

Microsoft Corp.

        3,434,855  
54,600     

Park Hotels & Resorts, Inc. REIT

        1,481,844  
20,500     

Philip Morris International, Inc.

        1,970,665  
19,006     

PNC Financial Services Group, Inc.

        2,289,463  
64,615     

QUALCOMM, Inc.

        3,452,379  
27,209     

Verizon Communications, Inc.

        1,333,513  
38,800     

Wells Fargo & Co.

        2,185,604  
46,000     

Weyerhaeuser Co. REIT

        1,441,180  
          

 

 

 
             60,421,712  
          

 

 

 
    

Total Common Stocks
(cost $133,607,033)

        140,848,830  
          

 

 

 

Warrants - 0.0%

     
    

United States - 0.0%

     
1,471     

Emergent Capital, Inc. Expires 4/11/19*(2)

         
          

 

 

 
    

Total Warrants
(cost $—)

         
          

 

 

 
    

Total Long-Term Investments
(cost $133,607,033)

        140,848,830  
          

 

 

 

Short-Term Investments - 4.5%

     
    

Other Investment Pools & Funds - 4.5%

     
6,648,698     

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

        6,648,698  
          

 

 

 
    

Total Short-Term Investments
(cost $6,648,698)

        6,648,698  
          

 

 

 
    

Total Investments
(cost $140,255,731)^

     100.2%      $ 147,497,528  
    

Other Assets and Liabilities

     (0.2)%        (305,119
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $         147,192,409  
       

 

 

    

 

 

 


 

Hartford Global Equity Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

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 shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $         13,891,082  

Unrealized Depreciation

     (6,649,285
  

 

 

 

Net Unrealized Appreciation

   $ 7,241,797  
  

 

 

 

 

* Non-income producing.
(1) This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2017, the aggregate fair value of this security was $70,213, which represents 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(2) The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

    

Period

Acquired

   Shares/ Par            Security    Cost    
 

05/2012

     6,269      Dropbox, Inc. Class B    $ 56,745    
 

04/2016

     1,471      Emergent Capital, Inc. Warrants      —    
          

 

 

 

           $             56,745    
          

 

 

 

 

   At January 31, 2017, the aggregate value of these securities was $70,213, which represents 0.0% of total net assets.

 

(3) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, this holding is determined to be liquid. At January 31, 2017, the aggregate value of this security was $70,213, which represents 0.0% of total net assets.

 

†  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

REIT   

Real Estate Investment Trust


 

Hartford Global Equity Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total

 

     Level 1(1)

 

     Level 2(1)

 

     Level 3(1)

 

 

Assets

           

Common Stocks

           

Belgium

   $ 1,987,910        $ —        $ 1,987,910        $ —    

Brazil

     1,499,870          1,499,870          —          —    

Canada

     2,050,791          2,050,791          —          —    

China

     4,279,483          —          4,279,483          —    

Finland

     1,631,492          —          1,631,492          —    

France

     3,834,186          —          3,834,186          —    

Germany

     6,004,391          —          6,004,391          —    

Hong Kong

     2,270,901          —          2,270,901          —    

Italy

     4,411,339          —          4,411,339          —    

Japan

     10,300,826          —          10,300,826          —    

Luxembourg

     4,563,263          —          4,563,263          —    

Mexico

     880,497          880,497          —          —    

Netherlands

     4,846,662          —          4,846,662          —    

Norway

     1,309,873          —          1,309,873          —    

Sweden

     3,835,477          —          3,835,477          —    

Switzerland

     7,937,000          —          7,937,000          —    

Taiwan

     2,348,852          —          2,348,852          —    

United Kingdom

     16,434,305          403,794          16,030,511          —    

United States

     60,421,712          60,351,499          —          70,213    

Warrants

     —          —          —          —    

Short-Term Investments

     6,648,698          6,648,698          —          —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       147,497,528        $         71,835,149        $         75,592,166        $            70,213    
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the period ended January 31, 2017, investments valued at $1,257,533 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; there were no transfers from Level 2 to Level 1 and there were no transfers in and out of Level 3.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2017 is not presented.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 62.0%

  
 

Automobiles & Components - 0.3%

  
19,370  

NOK Corp.

   $ 393,641  
22,585  

Toyoda Gosei Co., Ltd.

     544,044  
    

 

 

 
       937,685  
    

 

 

 
 

Banks - 1.9%

  
94,583  

Banca Popolare dell’Emilia Romagna SC

     537,899  
183,857  

CaixaBank S.A.

     673,926  
26,050  

Dah Sing Financial Holdings Ltd.

     201,149  
91,571  

HSBC Holdings plc

     781,185  
18,811  

KB Financial Group, Inc.

     761,193  
117,390  

Mitsubishi UFJ Financial Group, Inc.

     751,709  
301,720  

Mizuho Financial Group, Inc.

     559,868  
69,750  

Standard Chartered plc*

     683,016  
19,165  

Sumitomo Mitsui Financial Group, Inc.

     751,881  
8,955  

Sumitomo Mitsui Trust Holdings, Inc.

     333,783  
10,710  

UniCredit S.p.A.

     292,354  
    

 

 

 
                 6,327,963  
    

 

 

 
 

Capital Goods - 1.6%

  
2,691  

AGCO Corp.

     168,995  
24,527  

Arconic, Inc.

     558,970  
94,677  

Beijing Enterprises Holdings Ltd.

     471,951  
237  

Caterpillar, Inc.

     22,672  
44,200  

Chiyoda Corp.

     297,502  
16,079  

Cie de Saint-Gobain

     790,052  
19,318  

CNH Industrial N.V.

     171,615  
3,730  

CNK International Co., Ltd.*(1)(2)

     995  
63,246  

COSCO Corp. Singapore Ltd.*(1)(2)

     12,565  
79  

Cummins, Inc.

     11,614  
7,737  

Deere & Co.

     828,246  
8,254  

Fosun International Ltd.

     12,527  
1,530  

Hino Motors Ltd.

     16,142  
2,235  

Hitachi Construction Machinery Co., Ltd.

     51,400  
24,150  

Japan Steel Works Ltd.

     453,458  
1,581  

Komatsu Ltd.

     37,436  
26,572  

Kubota Corp.

     422,422  
3,049  

MAN SE

     316,096  
619  

NOW, Inc.*

     13,160  
58  

PACCAR, Inc.

     3,904  
19,008  

Sembcorp Marine Ltd.

     20,111  
7,007  

Vinci S.A.

     491,166  
35,155  

Yangzijiang Shipbuilding Holdings Ltd.

     20,105  
    

 

 

 
       5,193,104  
    

 

 

 
 

Commercial & Professional Services - 0.1%

  
5,300  

en-japan, Inc.

     95,740  
216,637  

Hays plc

     416,861  
    

 

 

 
       512,601  
    

 

 

 
 

Diversified Financials - 0.4%

  
3,428,870  

G-Resources Group Ltd.

     61,106  
5,852  

Julius Baer Group Ltd.

     275,107  
43,939  

UBS Group AG

     714,067  
52,145  

Uranium Participation Corp.*

     168,307  
    

 

 

 
       1,218,587  
    

 

 

 
 

Energy - 33.6%

  
33,963  

Anadarko Petroleum Corp.

     2,361,447  
3,258  

Apache Corp.

     194,894  
6,060  

Arch Coal, Inc. Class A*

     436,259  
19,178  

Baker Hughes, Inc.

     1,209,748  
1,407  

Baytex Energy Corp.*

     5,628  
687,748  

BP plc

     4,107,598  
17,454  

BP plc ADR

     627,995  


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

504,187  

Buru Energy Ltd.*

   $ 72,810  
46,782  

Cabot Oil & Gas Corp.

     1,004,877  
121  

California Resources Corp.*

     2,592  
45,400  

Callon Petroleum Co.*

     693,712  
5,562  

Cameco Corp.

     70,826  
59,521  

Canadian Natural Resources Ltd.

     1,799,447  
5,457  

Cenovus Energy, Inc.

     74,479  
18,152  

Centennial Resource Development, Inc. Class A*

     331,637  
7,228  

Centennial Resource Development, Inc. Class A*(1)(2)(3)

     120,730  
59,568  

Chevron Corp.

     6,632,897  
852,000  

China Oilfield Services Ltd. Class H

     908,852  
8,641  

Cimarex Energy Co.

     1,168,350  
683,000  

CNOOC Ltd.

     852,899  
3,551  

Concho Resources, Inc.*

     495,151  
61,500  

ConocoPhillips Co.

     2,998,740  
22,973  

Cosan Ltd. Class A

     187,919  
4,611  

Denbury Resources, Inc.*

     15,447  
40,312  

Devon Energy Corp.

     1,835,808  
12,263  

Diamondback Energy, Inc.*

     1,289,700  
4,611  

Enbridge, Inc.

     196,311  
50,100  

EnCana Corp.

     639,509  
7,575  

Energen Corp.*

     408,217  
289,104  

Eni S.p.A.

     4,445,210  
8,301  

Eni S.p.A. ADR

     256,584  
2,199  

Ensco plc Class A

     24,013  
27,610  

EOG Resources, Inc.

     2,804,624  
7,238  

EQT Corp.

     438,840  
142,301  

Exxon Mobil Corp.

               11,937,631  
262,694  

Gazprom PJSC ADR

     1,303,403  
6,823  

Halliburton Co.

     385,977  
24,595  

Hess Corp.

     1,332,557  
47,166  

Hunting plc

     331,192  
83,495  

Husky Energy, Inc.*

     1,077,334  
2,867  

Imperial Oil Ltd.

     94,267  
193,970  

Inpex Corp.

     1,903,464  
25,010  

Japan Petroleum Exploration Co., Ltd.

     561,807  
3,740  

KazMunaiGas Exploration Production JSC GDR*

     37,026  
85,127  

Kelt Exploration Ltd.*

     411,488  
33,713  

Laredo Petroleum, Inc.*

     456,811  
33,027  

Lukoil PJSC ADR

     1,861,228  
7,047  

Marathon Oil Corp.

     118,037  
4,881  

Marathon Petroleum Corp.

     234,532  
2,707  

Murphy Oil Corp.

     78,259  
5,247  

Nabors Industries Ltd.

     85,264  
2,280  

National Oilwell Varco, Inc.

     86,207  
16,226  

Newfield Exploration Co.*

     650,338  
2,975  

Noble Energy, Inc.

     118,286  
5,147  

Novatek PJSC GDR

     654,995  
40,236  

Occidental Petroleum Corp.

     2,726,794  
21,060  

Painted Pony Petroleum Ltd.*

     126,562  
16,535  

Parsley Energy, Inc. Class A*

     582,363  
5,059  

Pembina Pipeline Corp.

     156,950  
340,919  

Petroleo Brasileiro S.A. ADR*

     3,391,868  
91,479  

Petronet LNG Ltd.

     505,944  
3,976  

Phillips 66

     324,521  
12,167  

Pioneer Natural Resources Co.

     2,192,858  
852  

PrairieSky Royalty Ltd.

     19,970  
187,400  

PTT Exploration & Production PCL

     521,590  
58,327  

QEP Resources, Inc.*

     1,017,223  
50,278  

Raging River Exploration, Inc.*

     365,518  
1,784  

Range Resources Corp.

     57,695  
96,289  

Repsol S.A.

     1,427,165  
3,976  

Resolute Energy Corp.*

     182,856  
25,564  

Rice Energy, Inc.*

     506,934  
211,064  

Royal Dutch Shell plc Class A

     5,724,404  
43,145  

Royal Dutch Shell plc Class A, ADR

     2,346,657  


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

132,170   

Royal Dutch Shell plc Class B

   $ 3,733,063  
8,275   

Royal Dutch Shell plc Class B, ADR

     475,564  
8,091   

RSP Permian, Inc.*

     344,353  
1,721,506   

Saipem S.p.A.*

     883,959  
9,352   

Schlumberger Ltd.

     782,856  
5,565   

Schoeller-Bleckmann Oilfield Equipment AG

     419,376  
23,393   

Seven Generations Energy Ltd. Class A*

     467,590  
92,190   

Snam S.p.A.

     350,885  
77,438   

Spartan Energy Corp.*

     169,605  
17,280   

Spectra Energy Corp.

     719,712  
114,985   

Statoil ASA

     2,144,148  
10,600   

Statoil ASA ADR

     197,902  
97,339   

Suncor Energy, Inc.

     3,021,403  
162,360   

Surgutneftegas OJSC ADR

     872,596  
47,945   

Synergy Resources Corp.*

     412,806  
23,423   

Tatneft PJSC ADR

     954,889  
3,349   

Tenaris S.A. ADR

     117,349  
8,028   

Tesoro Corp.

     649,064  
122,720   

Tidewater Midstream and Infrastructure Ltd.

     149,009  
60,164   

Total S.A.

     3,044,007  
29,273   

Total S.A. ADR

     1,480,043  
19,659   

TransCanada Corp.

     927,467  
3,881   

Valero Energy Corp.

     255,215  
2,984   

Vermilion Energy, Inc.

     123,098  
6,750   

Weatherford International plc*

     35,168  
40,053   

Whiting Petroleum Corp.*

     444,188  
63,370   

Woodside Petroleum Ltd.

     1,519,397  
58,686   

WPX Energy, Inc.*

     817,496  
29,431   

YPF Sociedad Anonima ADR

     637,770  
     

 

 

 
              110,761,703  
     

 

 

 
  

Food & Staples Retailing - 0.2%

  
750   

Andersons, Inc.

     28,313  
180,633   

J Sainsbury plc

     587,701  
     

 

 

 
        616,014  
     

 

 

 
  

Food, Beverage & Tobacco - 1.6%

  
3,392   

Adecoagro S.A.*

     39,245  
22,281   

Archer-Daniels-Midland Co.

     986,157  
34,867   

Astra Agro Lestari Tbk PT

     41,193  
11,180   

Austevoll Seafood ASA

     103,407  
15,280   

Australian Agricultural Co., Ltd.*

     16,991  
2,482   

Bakkafrost P/F

     95,394  
20,735   

BRF S.A.

     292,558  
104,620   

Bumitama Agri Ltd.

     59,386  
8,933   

Bunge Ltd.

     618,253  
73,465   

Charoen Pokphand Foods plc

     59,465  
113,670   

China Agri-Industries Holdings Ltd.*

     52,441  
7,793   

Darling Ingredients, Inc.*

     93,516  
89,190   

Felda Global Ventures Holdings Bhd

     37,218  
80,465   

First Resources Ltd.

     109,813  
1,150   

Fresh Del Monte Produce, Inc.

     65,837  
7,890   

Glanbia plc

     133,295  
285,592   

Golden Agri-Resources Ltd.

     85,904  
4,880   

GrainCorp Ltd. Class A

     35,183  
825   

Gruma S.A.B. de C.V. Class B

     11,079  
730   

Hokuto Corp.

     13,209  
2,190   

Hormel Foods Corp.

     79,497  
1,700   

Ingredion, Inc.

     217,923  
28,290   

IOI Corp. Bhd

     28,174  
27,990   

JBS S.A.

     105,703  
2,460   

Kernel Holding S.A.

     49,010  
3,026   

Kraft Heinz Co.

     270,192  
14,465   

Kuala Lumpur Kepong Bhd

     78,710  
31,170   

Marfrig Global Foods S.A.*

     63,901  
11,290   

Marine Harvest ASA

     199,334  
3,745   

MHP S.A. GDR

     33,293  


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

15,000  

Minerva S.A.*

   $ 57,171  
11,078  

NEW Zealand King Salmon Investments Ltd.*

     10,891  
4,360  

NH Foods Ltd.

     118,661  
2,740  

Origin Enterprises plc

     18,788  
2,100  

Pilgrim’s Pride Corp.

     40,194  
5,450  

Prima Meat Packers Ltd.

     21,290  
12,069  

PureCircle Ltd.*

     42,512  
2,230  

S&W Seed Co.*

     10,258  
4,080  

Salmar ASA

     115,477  
23,590  

Sao Martinho S.A.

     153,169  
1,530  

Select Harvests Ltd.

     6,499  
12,635  

SLC Agricola S.A.

     65,839  
12,704  

Tate & Lyle plc

     107,379  
770  

Tyson Foods, Inc. Class A

     48,348  
207,625  

Wilmar International Ltd.

     571,386  
    

 

 

 
               5,463,143  
    

 

 

 
 

Insurance - 1.0%

  
39,494  

Assicurazioni Generali S.p.A.

     630,209  
31,185  

Dai-ichi Life Holdings, Inc.

     565,349  
37,201  

Delta Lloyd N.V.

     214,180  
1,269,701  

Shin Kong Financial Holding Co., Ltd.*

     326,130  
68,185  

Storebrand ASA*

     415,770  
59,260  

T&D Holdings, Inc.

     877,909  
17,329  

Tongyang Life Insurance Co., Ltd.

     157,876  
    

 

 

 
       3,187,423  
    

 

 

 
 

Materials - 15.2%

  
3,275  

African Rainbow Minerals Ltd.

     29,331  
10,927  

Agnico Eagle Mines Ltd.

     521,218  
7,176  

Agrium, Inc.

     739,014  
8,109  

Alcoa Corp.

     295,573  
4,944  

Allegheny Technologies, Inc.

     107,433  
187,203  

Alrosa PAO*

     328,939  
74,661  

Alumina Ltd.

     110,010  
47,842  

Aluminum Corp. of China Ltd. Class H*

     24,711  
660  

American Vanguard Corp.

     11,352  
22,822  

Anglo American Platinum Ltd.*

     597,485  
95,733  

Anglo American plc*

     1,650,273  
12,594  

AngloGold Ashanti Ltd.*

     160,042  
4,662  

AngloGold Ashanti Ltd. ADR*

     59,254  
11,132  

Antofagasta plc

     117,617  
98,705  

ArcelorMittal*

     769,116  
1,985  

ArcelorMittal South Africa Ltd.*

     1,946  
102,874  

Barrick Gold Corp.

     1,896,455  
91,238  

BHP Billiton Ltd.

     1,851,058  
35,600  

BHP Billiton Ltd. ADR

     1,469,924  
58,300  

BHP Billiton plc

     1,063,263  
32,400  

BHP Billiton plc ADR

     1,185,516  
7,613  

Boliden AB

     222,089  
1,657  

CAP S.A.

     15,222  
51,885  

Centerra Gold, Inc.

     256,385  
15,415  

CF Industries Holdings, Inc.

     543,995  
305,578  

China Steel Corp.

     247,416  
15,910  

Cia de Minas Buenaventura SAA ADR

     219,399  
16,307  

Cia Siderurgica Nacional S.A.*

     59,771  
5,200  

Cliffs Natural Resources, Inc.*

     45,604  
1,470  

Daido Steel Co., Ltd.

     6,675  
213,302  

Eldorado Gold Corp.*

     753,194  
39,734  

Eregli Demir ve Celik Fabrikalari T.A.S.

     61,226  
3,842  

Feng Hsin Iron & Steel Co.

     5,871  
15,420  

Fertilizantes Heringer S.A.*

     12,772  
28,739  

First Quantum Minerals Ltd.

     362,426  
2,530  

FMC Corp.

     152,205  
41,788  

Fortescue Metals Group Ltd.

     211,459  
8,132  

Franco-Nevada Corp.

     528,905  
52,304  

Freeport-McMoRan, Inc.*

     870,862  


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

12,044  

Fresnillo plc

   $ 221,085  
26,354  

Gerdau S.A. (Preference Shares)

     102,034  
340,091  

Glencore plc*

               1,408,549  
134,523  

Gold Fields Ltd.

     465,174  
16,476  

Gold Fields Ltd. ADR

     57,831  
45,974  

Goldcorp, Inc.

     743,400  
109,527  

Grupo Mexico S.A.B. de C.V. Series B

     329,524  
4,368  

Harmony Gold Mining Co., Ltd.

     11,007  
13,104  

Hecla Mining Co.

     84,390  
28,608  

Hindalco Industries Ltd.

     80,026  
5,416  

Hitachi Metals Ltd.

     75,083  
2,034  

Holmen AB Class B

     74,421  
2,251  

Hyundai Steel Co.

     112,884  
16,261  

Iluka Resources Ltd.(1)

     93,321  
144,005  

Impala Platinum Holdings Ltd.*

     573,890  
4,094  

Industrias CH S.A.B. de C.V. Series B*(1)

     25,914  
315  

Ingevity Corp.*

     17,511  
2,486  

International Paper Co.

     140,708  
5,020  

Intrepid Potash, Inc.*

     10,241  
16,460  

Israel Chemicals Ltd.

     75,650  
222  

Israel Corp. Ltd.*

     41,763  
106,980  

Ivanhoe Mines Ltd. Class A*

     326,387  
14,068  

JFE Holdings, Inc.

     246,248  
37,253  

Jiangxi Copper Co., Ltd. Class H

     64,334  
41,750  

JSR Corp.

     715,569  
17,593  

JSW Steel Ltd.

     51,501  
3,475  

K+S AG

     88,276  
4,112  

KGHM Polska Miedz S.A.

     127,537  
187,768  

Kinross Gold Corp.*

     732,295  
7,514  

Kobe Steel Ltd.*

     73,088  
247  

Korea Zinc Co., Ltd.

     104,457  
450  

Koza Altin Isletmeleri AS*

     2,116  
2,431  

Kumba Iron Ore Ltd.*

     37,494  
1,820  

Kumiai Chemical Industry Co., Ltd.

     10,633  
21,065  

Kyoei Steel Ltd.

     424,798  
12,596  

LafargeHolcim Ltd.

     678,217  
30,275  

Lonmin plc*

     48,641  
1,163  

Maruichi Steel Tube Ltd.

     38,999  
3,175  

Mitsubishi Materials Corp.

     108,347  
27,035  

Mitsui Chemicals, Inc.

     127,134  
14,977  

MMC Norilsk Nickel PJSC ADR

     242,904  
5,604  

Mondi plc

     123,860  
18,269  

Monsanto Co.

     1,978,715  
20,980  

Mosaic Co.

     658,143  
23,995  

Neturen Co., Ltd.

     191,164  
41,581  

Newcrest Mining Ltd.

     681,894  
49,696  

Newmont Mining Corp.

     1,802,971  
21,662  

Nippon Steel & Sumitomo Metal Corp.

     523,301  
34,498  

Norsk Hydro ASA

     196,788  
3,269  

Northam Platinum Ltd.*

     12,409  
14,571  

Northern Star Resources Ltd.

     42,389  
1,151  

Novolipetsk Steel PJSC GDR

     22,748  
285  

Novozymes AS Class B

     11,109  
17,297  

Nucor Corp.

     1,004,783  
5,380  

Nufarm Ltd.

     36,644  
2,335  

OCI N.V.*

     44,072  
20,689  

Oji Holdings Corp.

     91,572  
2,451  

OZ Minerals Ltd.

     16,725  
66,420  

Pacific Metals Co., Ltd.*

     209,872  
14,275  

Petra Diamonds Ltd.*

     27,254  
1,957  

POSCO

     457,400  
39,117  

Potash Corp. of Saskatchewan, Inc.

     727,779  
5,033  

Randgold Resources Ltd. ADR

     427,503  
185,773  

Resolute Mining Ltd.

     206,745  
12,419  

Rio Tinto Ltd.

     630,009  
35,562  

Rio Tinto plc

     1,575,502  


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

51,100  

Rio Tinto plc ADR

   $ 2,288,769  
1,128  

Royal Bafokeng Platinum Ltd.*

     3,226  
15,899  

Salzgitter AG

     610,174  
21,073  

Sasol Ltd. ADR

     629,240  
4,997  

Severstal PJSC GDR

     79,376  
7,425  

Sibanye Gold Ltd.

     16,787  
25,170  

Silver Wheaton Corp.

     557,012  
814  

Sims Metal Management Ltd.

     6,918  
157,600  

Sinofert Holdings Ltd.

     26,306  
157,093  

South32 Ltd.

     329,712  
27,200  

South32 Ltd. ADR

     286,960  
4,334  

Southern Copper Corp.

     166,252  
1,259  

SSAB AB Class A*

     5,175  
1,462  

SSAB AB Class B*

     4,928  
414  

Stora Enso Oyj Class R

     4,698  
14,494  

Sumitomo Metal Mining Co., Ltd.

     196,368  
1,613  

Syngenta AG

     685,547  
2,123  

Syngenta AG*

     900,004  
9,306  

Tata Steel Ltd.

     63,644  
26,467  

Teck Resources Ltd. Class B

     648,983  
10,783  

ThyssenKrupp AG

     273,164  
44,760  

Tokyo Steel Manufacturing Co., Ltd.

     403,401  
25,143  

Turquoise Hill Resources Ltd.*

     91,007  
6,000  

United States Steel Corp.

     196,260  
2,976  

UPM-Kymmene Oyj

     67,495  
10,951  

Usinas Siderurgicas de Minas Gerais S.A. Class A, (Preference Shares)*

     18,245  
34,943  

Vale S.A.

     356,849  
101,345  

Vale S.A. (Preference Shares)

     982,542  
24,904  

Vedanta Ltd.

     93,186  
3,915  

Vicat S.A.

     237,804  
3,200  

Voestalpine AG

     135,690  
879  

West Fraser Timber Co., Ltd.

     30,019  
102,802  

Western Areas Ltd.*

     191,944  
2,677  

WestRock Co.

     142,845  
57,926  

Yamana Gold, Inc.

     191,417  
12,702  

Yamato Kogyo Co., Ltd.

     379,809  
11,459  

Yara International ASA

     483,175  
285,790  

Zijin Mining Group Co., Ltd. Class H

     97,787  
    

 

 

 
               50,142,456  
    

 

 

 
 

Media - 0.3%

  
8,263  

Comcast Corp. Class A

     623,195  
11,673  

SES S.A.

     226,979  
    

 

 

 
       850,174  
    

 

 

 
 

Pharmaceuticals, Biotechnology & Life Sciences - 0.0%

  
1,292  

Genus plc

     27,907  
    

 

 

 
 

Real Estate - 0.5%

  
5,602  

American Tower Corp. REIT

     579,807  
8,358  

Equity LifeStyle Properties, Inc. REIT

     617,991  
13,640  

Sumitomo Real Estate Sales Co., Ltd. REIT

     310,368  
    

 

 

 
       1,508,166  
    

 

 

 
 

Retailing - 0.1%

  
971  

Murphy USA, Inc.*

     61,853  
14,945  

Xebio Holdings Co., Ltd.

     223,296  
    

 

 

 
       285,149  
    

 

 

 
 

Semiconductors & Semiconductor Equipment - 0.4%

  
11,724  

First Solar, Inc.*

     365,671  
54,190  

Shinko Electric Industries Co., Ltd.

     410,206  
30,178  

SunPower Corp.*

     200,382  
11,285  

Tokyo Seimitsu Co., Ltd.

     369,367  
1  

Tower Semiconductor Ltd.*

     19  
    

 

 

 
       1,345,645  
    

 

 

 

 


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Software & Services - 0.2%

  
123,890   

Fujitsu Ltd.

   $ 720,043  
     

 

 

 
  

Telecommunication Services - 0.6%

  
131,625   

BT Group plc

     504,784  
21,297   

KT Corp.

     538,980  
29,931   

NTT DoCoMo, Inc.

     715,652  
19,400   

Telefonica Brasil S.A. (Preference Shares)

     287,327  
     

 

 

 
        2,046,743  
     

 

 

 
  

Transportation - 0.8%

  
8,317   

Canadian National Railway Co.

     578,052  
15,134   

D/S Norden A/S*

     269,134  
2,459   

Flughafen Zuerich AG

     483,586  
9,568   

Hamburger Hafen und Logistik AG

     195,038  
1,826,200   

Pacific Basin Shipping Ltd.*

     340,580  
140,887   

PostNL N.V.*

     618,349  
52,690   

Rumo Logistica Operadora Multimodal S.A.*

     125,409  
     

 

 

 
        2,610,148  
     

 

 

 
  

Utilities - 3.2%

  
15,480   

Avangrid, Inc.

     600,624  
66,578   

Cheung Kong Infrastructure Holdings Ltd.

     535,400  
632,620   

China Longyuan Power Group Corp. Ltd. Class H

     516,736  
10,680   

Cia de Saneamento Basico do Estado de Sao Paulo

     106,254  
35,400   

Cia Paranaense de Energia (Preference Shares)

     361,179  
79,455   

E.ON SE

     612,048  
118,577   

Enel S.p.A.

     495,727  
29,079   

Engie S.A.

     348,149  
107,271   

ENN Energy Holdings Ltd.

     528,841  
389,816   

Guangdong Investment Ltd.

     483,724  
94,402   

Iberdrola S.A.

     596,256  
1,897   

Iberdrola S.A.*

     11,982  
38,002   

Indraprastha Gas Ltd.

     526,863  
5,204   

Innogy SE*(3)

     177,997  
2,756   

Kenon Holdings Ltd.*

     35,287  
15,068   

National Grid plc

     176,494  
6,295   

NextEra Energy, Inc.

     778,817  
146,027   

NTPC Ltd.

     371,176  
72,161   

Osaka Gas Co., Ltd.

     270,490  
55,075   

Power Assets Holdings Ltd.

     527,721  
5,680   

Sempra Energy

     581,575  
18,470   

Severn Trent plc

     529,415  
21,323   

SSE plc

     400,843  
11,649   

Suez Environnement Co.

     176,454  
20,352   

UGI Corp.

     943,722  
     

 

 

 
        10,693,774  
     

 

 

 
  

Total Common Stocks
(cost $186,522,265)

             204,448,428  
     

 

 

 

Corporate Bonds - 0.5%

  
  

Construction Materials - 0.1%

  
EUR        125,000   

Buzzi Unicem S.p.A.
2.13%, 04/28/2023(4)

     138,462  
$        100,000   

Eagle Materials, Inc.
4.50%, 08/01/2026

     99,531  
     

 

 

 
        237,993  
     

 

 

 
  

Distribution/Wholesale - 0.0%

  
75,000   

Beacon Roofing Supply, Inc.
6.38%, 10/01/2023

     80,437  
     

 

 

 
  

Electric - 0.1%

  
100,000   

Abu Dhabi National Energy Co. PJSC
6.25%, 09/16/2019(4)

     109,972  
     

 

 

 
  

Electrical Components & Equipment - 0.0%

  
60,000   

EnerSys
5.00%, 04/30/2023

     61,050  
     

 

 

 

 


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Home Builders - 0.0%

  
  $        100,000   

Lennar Corp.
4.88%, 12/15/2023

   $ 101,750  
     

 

 

 
  

Machinery-Diversified - 0.0%

  
50,000   

CNH Industrial Capital LLC
3.88%, 07/16/2018

     50,875  
     

 

 

 
  

Mining - 0.0%

  
50,000   

Alamos Gold, Inc.
7.75%, 04/01/2020(4)

     52,125  
     

 

 

 
  

Oil & Gas - 0.2%

  
25,000   

Anadarko Petroleum Corp.
4.50%, 07/15/2044

     24,128  
50,000   

Concho Resources, Inc.
5.50%, 04/01/2023

     51,875  
25,000   

Continental Resources, Inc.
4.90%, 06/01/2044

     22,000  
70,000   

Devon Energy Corp.
5.00%, 06/15/2045

     70,193  
50,000   

Hess Corp.
5.60%, 02/15/2041

     51,710  
  

Marathon Oil Corp.

  
70,000   

    3.85%, 06/01/2025

     68,720  
75,000   

    5.90%, 03/15/2018

     78,089  
50,000   

Matador Resources Co.
6.88%, 04/15/2023

     52,750  
50,000   

Newfield Exploration Co.
5.63%, 07/01/2024

     52,625  
50,000   

Occidental Petroleum Corp.
4.40%, 04/15/2046

     50,636  
50,000   

Petrobras Global Finance B.V.
5.38%, 01/27/2021

     50,328  
50,000   

RSP Permian, Inc.
6.63%, 10/01/2022

     52,812  
     

 

 

 
        625,866  
     

 

 

 
  

Pipelines - 0.1%

  
75,000   

Enterprise Products Operating LLC
4.90%, 05/15/2046

     77,320  
60,000   

Sunoco Logistics Partners Operations L.P.
5.95%, 12/01/2025

     67,164  
     

 

 

 
        144,484  
     

 

 

 
  

Total Corporate Bonds
(cost $1,448,002)

             1,464,552  
     

 

 

 

Foreign Government Obligations - 1.2%

  
  

Australia - 0.1%

  
   AUD          275,655   

Australia Government Bond
3.00%, 09/20/2025(4)(5)

     247,852  
     

 

 

 
  

Brazil - 0.1%

  
  BRL          821,312   

Brazil Notas do Tesouro Nacional
6.00%, 08/15/2022(5)

     261,974  
     

 

 

 
  

Canada - 0.3%

  
  CAD      1,199,816   

Canadian Government Real Return Bond
4.25%, 12/01/2021(5)

     1,118,989  
     

 

 

 
  

Japan - 0.2%

  
  JPY     97,217,250   

Japanese Government CPI Linked Bond
0.10%, 03/10/2026(5)

     911,014  
     

 

 

 
  

Mexico - 0.1%

  
  

Mexican Udibonos

  
  MXN      1,738,158   

    4.00%, 11/15/2040(5)

     85,011  
2,080,735   

    4.00%, 11/08/2046(5)

     101,376  


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  $            76,000  

Mexico Government International Bond
5.75%, 10/12/2110

   $ 70,614  
    

 

 

 
     257,001  
    

 

 

 
 

New Zealand - 0.2%

  
  NZD           838,755  

New Zealand Government Bond
2.00%, 09/20/2025(4)(5)

     620,301  
    

 

 

 
 

Russia - 0.1%

  
  RUB      24,073,832  

Russian Federal Inflation Linked Bond
2.50%, 08/16/2023(5)

     384,685  
    

 

 

 
 

Thailand - 0.1%

  
  THB        7,895,282  

Thailand Government Bond
1.20%, 07/14/2021(4)(5)

     221,077  
    

 

 

 
 

Total Foreign Government Obligations
(cost $4,013,677)

     4,022,893  
    

 

 

 

U.S. Government Securities - 20.3%

  
 

U.S. Treasury Securities - 20.3%

  
 

U.S. Treasury Bonds - 4.2%

  
$            649,448  

0.38%, 01/15/2027(5)

     647,918  
1,174,987  

0.75%, 02/15/2042(5)

     1,126,485  
322,872  

0.75%, 02/15/2045(5)

     307,920  
1,165,095  

1.38%, 02/15/2044(5)

     1,286,767  
806,484  

1.75%, 01/15/2028(5)

     912,296  
3,131,406  

2.00%, 01/15/2026(5)

     3,567,392  
1,696,623  

2.38%, 01/15/2025(5)

     1,966,537  
897,600  

2.38%, 01/15/2027(5)

     1,066,210  
815,045  

2.50%, 01/15/2029(5)

     995,725  
708,843  

3.63%, 04/15/2028(5)

     942,470  
844,227  

3.88%, 04/15/2029(5)

     1,167,986  
    

 

 

 
     13,987,706  
    

 

 

 
 

U.S. Treasury Notes - 16.1%

  
2,349,386  

0.13%, 04/15/2018(5)

     2,380,658  
2,446,416  

0.13%, 04/15/2019(5)

     2,492,274  
2,061,374  

0.13%, 04/15/2020(5)

     2,099,270  
738,333  

0.13%, 04/15/2021(5)

     748,774  
4,106,745  

0.13%, 01/15/2022(5)

     4,157,582  
1,915,509  

0.13%, 07/15/2022(5)

     1,941,421  
6,219,708  

0.13%, 01/15/2023(5)

     6,237,459  
2,414,211  

0.13%, 07/15/2024(5)

     2,399,765  
1,359,369  

0.13%, 07/15/2026(5)

     1,329,576  
4,285,105  

0.25%, 01/15/2025(5)

     4,257,788  
2,592,900  

0.38%, 07/15/2023(5)

     2,644,714  
2,137,380  

0.38%, 07/15/2025(5)

     2,148,627  
1,365,410  

0.63%, 07/15/2021(5)

     1,422,987  
5,663,504  

0.63%, 01/15/2024(5)

     5,823,872  
1,422,120  

0.63%, 01/15/2026(5)

     1,450,104  
112,053  

1.00%, 02/15/2046(5)

     114,102  
2,873,175  

1.13%, 01/15/2021(5)

     3,039,363  
1,826,138  

1.25%, 07/15/2020(5)

     1,942,917  
3,709,000  

1.38%, 01/15/2020(5)

     3,925,620  
2,332,715  

2.13%, 01/15/2019(5)

     2,473,338  
    

 

 

 
     53,030,211  
    

 

 

 
     67,017,917  
    

 

 

 
 

Total U.S. Government Securities
(cost $66,621,266)

             67,017,917  
    

 

 

 

Convertible Bonds - 0.0%

  
 

Biotechnology - 0.0%

  
10,000  

Acorda Therapeutics, Inc.
1.75%, 06/15/2021

     7,856  
    

 

 

 
 

Electrical Components & Equipment - 0.0%

  
84,000  

SunPower Corp.
0.88%, 06/01/2021

     59,745  
    

 

 

 


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

   Oil & Gas - 0.0%      
$          39,000   

PDC Energy, Inc.
1.13%, 09/15/2021

      $ 43,924  
        

 

 

 
  

Total Convertible Bonds
(cost $117,357)

        111,525  
        

 

 

 

Exchange Traded Funds - 0.8%

     
   Other Investment Pools & Funds - 0.8%      
51,638   

PowerShares Senior Loan Portfolio

        1,203,165  
24,064   

VanEck Vectors Agribusiness ETF

        1,286,462  
        

 

 

 
           2,489,627  
        

 

 

 
  

Total Exchange Traded Funds
(cost $2,402,704)

        2,489,627  
        

 

 

 

Convertible Preferred Stocks - 0.0%

     
   Energy - 0.0%      
700   

Hess Corp. 8.00%

        45,143  
650   

WPX Energy, Inc. Series A 6.25%

        40,463  
        

 

 

 
           85,606  
        

 

 

 
  

Total Convertible Preferred Stocks
(cost $79,836)

        85,606  
        

 

 

 
  

Total Long-Term Investments
(cost $261,205,107)

        279,640,548  

Short-Term Investments - 11.9%

     
   Other Investment Pools & Funds - 11.9%      
39,085,164   

Morgan Stanley Institutional Liquidity Funds, Institutional Class

        39,085,164  
        

 

 

 
  

Total Short-Term Investments
(cost $39,085,164)

        39,085,164  
        

 

 

 
  

Total Investments Excluding Purchased Options
(cost $300,290,271)

     96.7%      $ 318,725,712  
  

Total Purchased Options
(cost $313,835)

     0.1%      $ 232,892  
     

 

 

    

 

 

 
  

Total Investments
(cost $300,604,106)^

     96.8%      $ 318,958,604  
  

Other Assets and Liabilities

     3.2%        10,707,443  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     329,666,047  
     

 

 

    

 

 

 

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

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

Other than the industry classifications “Other Investment Pools & Funds,” equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

The Consolidated Schedule of Investments includes investments held by The Hartford Cayman Global Real-Asset Fund, Ltd. (the “Subsidiary”), a wholly owned subsidiary of the Fund, which primarily invests in commodity-related instruments. The Fund may invest up to 25% of its total assets in the Subsidiary. As of January 31, 2017, the Fund invested 17.0% of its total assets in the Subsidiary.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

 

Unrealized Appreciation

   $   22,405,119  

Unrealized Depreciation

     (4,050,620
  

 

 

 

Net Unrealized Appreciation

   $       18,354,498  
  

 

 

 

 


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

* Non-income producing.
(1) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2017, the aggregate fair value of these securities was $253,525, which represents 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(2) The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

          Period

          Acquired                

   Shares/Par           Security    Cost    
          01/2013      3,730      CNK International Co., Ltd.    $ 20,155    
          11/2013              63,246      COSCO Corp. Singapore Ltd.      33,179    
          12/2016      7,228      Centennial Resource Development, Inc. Class A      105,095    
        

 

 

 
         $             158,429    
        

 

 

 

At January 31, 2017, the aggregate value of these securities was $134,290, which represents 0.0% of total net assets.

 

(3) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $298,727, which represents 0.1% of total net assets.
(4) These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $1,389,789, which represents 0.4% of total net assets.
(5) The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

OTC Option Contracts Outstanding at January 31, 2017

 

 
Description   

Counter-    

party

     Exercise Price/FX Rate/
Rate
     Expiration
Date
            Number of   
Contracts   
     Market
Value †
     Premiums 
Paid 
(Received)
by Fund 
     Unrealized 
Appreciation/ 
(Depreciation)

Purchased option contracts:

 

                   

Puts

                      

USD Put/RUB Call

     DEUT        58.00 RUB per USD        08/18/17        USD       13,427,746      $ 139,756      $ 124,878      $ 14,878  

USD Put/RUB Call

     GSC        54.00 RUB per USD        12/12/17        USD       17,260,378        67,384        155,308        (87,924
             

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

                30,688,124      $ 207,140      $ 280,186      $ (73,046
             

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

 

                 30,688,124      $     207,140      $     280,186      $ (73,046
             

 

 

    

 

 

    

 

 

    

 

 

 

 

Exchange Traded Option Contracts Outstanding at January 31, 2017

 

 
Description    Exercise Price/FX Rate/ Rate      Expiration
Date
             Number of
Contracts
     Market
Value †
     Premiums 
Paid 
(Received)
by Fund 
     Unrealized 
Appreciation/ 
(Depreciation)

Purchased option contracts:

 

                 

Calls

                    
Crude OIl Future Option      50.00 USD        05/17/17        USD        3      $ 5,700      $ 8,860      $ (3,160
Gold Future Option      1,250.00 USD        03/28/17        USD        3        3,570        12,614        (9,044
Primary Aluminum Future Option      1,800.00 USD        06/07/17        USD        8        16,482        12,174              4,308  
           

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

              14      $ 25,752      $ 33,648      $ (7,896
           

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

 

           14      $     25,752      $     33,648      $ (7,896
           

 

 

    

 

 

    

 

 

    

 

 

 


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Futures Contracts Outstanding at January 31, 2017  
Description    Number of
Contracts
    

Expiration

Date

    

Notional

Amount

    

Market

Value †

    

Unrealized

Appreciation/

(Depreciation)

 

Long position contracts:

              

10-Year Mini JGB Future

     2        03/10/2017      $ 265,882      $ 265,362      $ (520)  

Brent Crude Oil Future

     79        02/28/2017                  4,431,752                  4,390,820        (40,932)  

Cocoa Future

     5        03/16/2017        111,614        105,150        (6,464)  

Cocoa Future

     2        05/15/2017        42,000        42,040        40   

Coffee Future

     14        03/21/2017        783,193        785,137        1,944   

Coffee Future

     1        05/18/2017        57,024        57,000        (24)  

Corn Future

     50        03/14/2017        902,360        899,375        (2,985)  

Corn Future

     16        05/12/2017        293,660        293,600        (60)  

Cotton No. 2 Future

     25        03/09/2017        929,472        936,750        7,278   

Gasoline Future

     23        02/28/2017        1,513,868        1,497,397        (16,471)  

Gasoline Future

     6        03/31/2017        446,024        445,914        (110)  

Gold 100oz Future

     12        04/26/2017        1,449,449        1,453,680        4,231   

Iron Ore 62% Fe Future

     9        04/28/2017        346,963        358,785        11,822   

Iron Ore 62% Fe Future

     10        05/31/2017        387,098        390,600        3,502   

Iron Ore 62% Fe Future

     11        06/30/2017        425,451        420,585        (4,866)  

KC Hard Red Winter Wheat Future

     61        03/14/2017        1,312,466        1,309,975        (2,491)  

KC Hard Red Winter Wheat Future

     21        05/12/2017        464,241        464,362        121   

KC Hard Red Winter Wheat Future

     5        07/14/2017        113,354        113,563        209   

LME Copper Future

     9        02/13/2017        1,288,883        1,346,456        57,573   

LME Copper Future

     33        03/13/2017        4,695,808        4,941,131        245,323   

LME Nickel Future

     53        03/13/2017        3,348,459        3,157,104        (191,355)  

LME Zinc Future

     10        02/13/2017        667,296        713,187        45,891   

LME Zinc Future

     63        03/13/2017        4,210,827        4,498,200        287,373   

Lean Hogs Future

     11        04/17/2017        299,753        304,700        4,947   

Live Cattle Future

     1        04/28/2017        47,464        45,670        (1,794)  

NY Harbor ULSD Future

     10        02/28/2017        693,752        684,936        (8,816)  

NY Harbor ULSD Future

     3        03/31/2017        206,368        206,363        (5)  

Natural Gas Future

     14        03/29/2017        447,543        443,100        (4,443)  

Natural Gas Future

     97        05/26/2017        3,285,566        3,161,230        (124,336)  

Palladium Future

     8        03/29/2017        568,748        603,440        34,692   

Primary Aluminum Future

     11        02/13/2017        509,708        496,925        (12,783)  

Primary Aluminum Future

     36        03/13/2017        1,635,406        1,633,050        (2,356)  

Silver Future

     6        03/29/2017        509,843        526,290        16,447   

Silver Future

     5        05/26/2017        440,347        440,250        (97)  

Soybean Future

     18        03/14/2017        920,393        922,050        1,657   

Soybean Future

     3        05/12/2017        155,187        155,138        (49)  

Soybean Future

     20        11/14/2017        1,012,050        1,001,000        (11,050)  

Soybean Meal Future

     37        03/14/2017        1,165,451        1,238,020        72,569   

Soybean Meal Future

     15        05/12/2017        506,933        506,850        (83)  

Soybean Oil Future

     11        07/14/2017        234,652        227,040        (7,612)  

Sugar No. 11 Future

     155        02/28/2017        3,550,157        3,550,120        (37)  

Sugar No. 11 Future

     31        04/28/2017        707,316        710,371        3,055   

Uranium Future

     31        06/26/2017        152,174        191,425        39,251   

WTI Crude Future

     11        02/21/2017        587,491        580,910        (6,581)  

WTI Crude Future

     20        03/21/2017        1,073,019        1,068,400        (4,619)  

WTI Crude Future

     5        05/22/2017        272,577        271,900        (677)  

WTI Crude Future

     21        11/20/2017        1,110,563        1,161,930        51,367   

Wheat Future

     17        03/14/2017        360,755        357,638        (3,117)  

Wheat Future

     5        07/14/2017        111,830        111,813        (17)  
              

 

 

 

Total

 

   $             434,542   
              

 

 

 

Short position contracts:

              

Brent Crude Oil Future

     3        10/26/2017      $ 36,451      $ 43,860      $ (7,409)  

Brent Crude Oil Future

     4        10/31/2018        210,893        223,360        (12,467)  

Brent Crude Oil Future

     11        10/31/2019        609,222        612,480        (3,258)  

Cattle Feeder Future

     10        03/30/2017        624,000        613,875        10,125   

Cattle Feeder Future

     3        04/27/2017        184,000        183,637        363   

Corn Future

     45        12/14/2017        866,118        871,313        (5,195)  

Gasoline Future

     8        11/30/2017        523,187        515,525        7,662   

Iron Ore 62% Fe Future

     2        02/28/2017        76,643        82,240        (5,597)  


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Iron Ore 62% Fe Future

     2        03/31/2017          74,543      $ 81,140        (6,597

Iron Ore 62% Fe Future

     1        10/31/2017          34,397        35,005        (608

Iron Ore 62% Fe Future

     1        11/30/2017          34,397        34,465        (68

Iron Ore 62% Fe Future

     1        12/29/2017          34,397        33,930        467  

LME Copper Future

     9        02/13/2017          1,287,142            1,346,456        (59,314

LME Copper Future

     5        03/13/2017          742,610        748,656        (6,046

LME Nickel Future

     29        03/13/2017          1,789,192        1,727,472        61,720  

LME Zinc Future

     10        02/13/2017          676,182        713,187        (37,005

LME Zinc Future

     14        03/13/2017          992,570        999,600        (7,030

Lean Hogs Future

     21        06/14/2017          650,511        651,840        (1,329

Primary Aluminum Future

     11        02/13/2017          472,711        496,925        (24,214

Primary Aluminum Future

     36        03/13/2017          1,640,909        1,633,050        7,859  

Sugar No. 11 Future

     30        09/29/2017          628,467        673,008        (44,541

U.S. Treasury 10-Year Note Future

     14        03/22/2017          1,748,461        1,742,563        5,898  

U.S. Treasury 5-Year Note Future

     4        03/31/2017          471,305        471,469        (164

U.S. Treasury Long Bond Future

     49        03/22/2017          7,418,783        7,391,344        27,439  

U.S. Treasury Ultra Bond Future

     6        03/22/2017          975,936        964,125        11,811  

WTI Crude Future

     3        11/19/2018          162,919        166,230        (3,311
                

 

 

 

Total

 

   $ (90,809
                

 

 

 

                
                

 

 

 

Total futures contracts

 

   $             343,733  
                

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2017

 

 
    Reference Entity  

Counter-

party

 

Notional
Amount (a)

    

(Pay)/Receive
Fixed

Rate/Implied
Credit Spread (b)

     Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)

Credit default swaps on indices:

 

                 

Buy protection:

                     

CDX.EM.26

  GSC     USD             400,000        (1.00%)        12/20/21      $ 23,655      $      $ 23,275       $ (380)  
              

 

 

    

 

 

    

 

 

    

 

 

 

Sell protection:

                       

CMBX.NA.BBB.6

  DEUT     USD             110,000        3.00%        05/11/63      $      $ (9,232)      $ (6,495)      $ 2,737  
              

 

 

    

 

 

    

 

 

    

 

 

 

                       
              

 

 

    

 

 

    

 

 

    

 

 

 

Total traded indices

             $ 23,655      $ (9,232)      $ 16,780       $ 2,357  
              

 

 

    

 

 

    

 

 

    

 

 

 

Credit default swaps on single-name issues:

 

              

Sell protection:

                     

Brazil (Federated Republic of)

  GSC     USD             150,000        1.00%/2.46%        12/20/21      $      $ (12,369)      $ (9,661)      $ 2,708  

Brazil (Federated Republic of)

  HSBC     USD             150,000        1.00%/2.46%        12/20/21               (11,212)        (9,660)        1,552  

Kingdom of Saudi Arabia

  BCLY     USD             75,000        1.00%/1.13%        12/20/21               (2,219)        (351)        1,868  
              

 

 

    

 

 

    

 

 

    

 

 

 

Total

               $      $ (25,800)      $ (19,672)      $ 6,128  
              

 

 

    

 

 

    

 

 

    

 

 

 

                       
              

 

 

    

 

 

    

 

 

    

 

 

 

Total single-name issues

             $      $ (25,800)      $ (19,672)      $ 6,128  
              

 

 

    

 

 

    

 

 

    

 

 

 

                       
              

 

 

    

 

 

    

 

 

    

 

 

 

Total OTC contracts

               $ 23,655      $ (35,032)      $ (2,892)      $ 8,485  
              

 

 

    

 

 

    

 

 

    

 

 

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
(b) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on January 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2017

 

 
    Reference Entity   

Notional Amount (a)

     (Pay)/Receive
Fixed Rate
     Expiration
Date
     Cost Basis     Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

                  

Buy protection:

                  

CDX.NA.HY.27

     USD                725,000        (5.00%)          12/20/21      $ (46,945   $ (47,991   $ (1,046
              

 

 

   

 

 

   

 

 

 
                  
              

 

 

   

 

 

   

 

 

 

Total

         $   (46,945   $     (47,991   $ (1,046
              

 

 

   

 

 

   

 

 

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2017

 

 

Payments made

by Fund

  

Payments received by

Fund

   Notional Amount      Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

        1.75% Fixed

   3M USD LIBOR      USD                  100,000        12/21/46      $      $ (1,443   $   19,251      $ 20,694  
              

 

 

    

 

 

   

 

 

    

 

 

 

 

OTC Total Return Swap Contracts Outstanding at January 31, 2017

 

 
Reference Entity    Counter-
party
     Notional Amount      Payments
received (paid)
by the Fund
    Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

S&P GSCI Industrial Metals

     GSC        USD                305,154       

S&P GSCI
Industrial
Metals
 
 
 
    05/26/17      $      $      $      $ 0  

Silver Spot

     GSC        USD                202,702        Silver Spot       11/29/17                      5,331        5,331  

Silver Subindex

     BCLY        USD                505,848       
Silver
Subindex
 
 
    10/31/17                             0  

Soybean Meal Subindex

     BCLY        USD                355,783       
(Soy Meal
Subindex)
 
 
    10/26/17                             0  

Sugar No. 11 Index

     GSC        BRL                558,992       
Sugar
No.11 Index
 
 
    09/15/17                      20,361        20,361  

Uranium 308

     GSC        USD                247,189       
Uranium
308
 
 
    12/31/18                      49,212        49,212  

Wheat Subindex

     BCLY        USD                332,696       
Wheat
Subindex
 
 
    10/26/17                             0  
                

 

 

    

 

 

    

 

 

    

 

 

 

Total

                 $      $      $   74,904      $ 74,904  
                

 

 

    

 

 

    

 

 

    

 

 

 

 

Foreign Currency Contracts Outstanding at January 31, 2017  
Currency    Buy / Sell      Delivery Date          Counterparty    Contract
Amount
     Market Value †      Unrealized
Appreciation/
(Depreciation)
 

AUD

     Buy        02/28/17    CBK    $ 117,212      $ 117,473      $ 261  

AUD

     Buy        02/28/17    NAB      117,242        117,473        231  

AUD

     Sell        02/28/17    NAB      130,101        130,357        (256

AUD

     Sell        02/28/17    CBK      130,067        130,357        (290

BRL

     Buy        02/02/17    MSC      124,086        124,014        (72

BRL

     Sell        02/02/17    MSC      118,223        124,013        (5,790

BRL

     Sell        03/02/17    MSC      123,173        123,132        41  

CAD

     Sell        02/28/17    BMO      1,119,886        1,127,681        (7,795

CNY

     Buy        02/03/17    HSBC      124,748        126,162        1,414  

CNY

     Sell        02/03/17    HSBC      126,538        126,163        375  

CNY

     Sell        02/28/17    SCB      3,983,312        3,981,146        2,166  

EUR

     Buy        02/28/17    UBS      9,609        9,725        116  

EUR

     Sell        02/28/17    UBS      10,437,444            10,564,041                (126,597

GBP

     Sell        02/28/17    MSC      1,314,652        1,316,505        (1,853

JPY

     Sell        02/28/17    CBK      3,663,734        3,713,029        (49,295

JPY

     Sell        02/28/17    BCLY      8,771,018        8,835,468        (64,450

MXN

     Buy        02/28/17    JPM      2,987,028        3,074,230        87,202  


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

MXN

     Sell       02/28/17     JPM                192,499      $               198,119        (5,620)  

NZD

     Sell       02/28/17     NAB        623,910        632,639        (8,729)  

PEN

     Buy       02/28/17     SSG        110,895        111,245        350   

RUB

     Sell       02/28/17     BCLY        265,831        261,327        4,504   

THB

     Sell       02/28/17     JPM        220,749        220,815        (66)  

TRY

     Buy       02/28/17     SCB        1,558        1,578        20   
                

 

 

 

Total

                 $               (174,133)  
                

 

 

 

† 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)

    

Counterparty Abbreviations:

    
BCLY   

Barclays

  
BMO   

Bank of Montreal

  
CBK   

Citibank NA

  
DEUT   

Deutsche Bank Securities, Inc.

  
GSC   

Goldman Sachs & Co.

  
HSBC   

HSBC Bank USA

  
JPM   

JP Morgan Chase & Co.

  
MSC   

Morgan Stanley

  
NAB   

National Australia Bank Limited

  
SCB   

Standard Chartered Bank

  
SSG   

State Street Global Markets LLC

  
UBS   

UBS AG

  

Currency Abbreviations:

    
AUD   

Australian Dollar

  
BRL   

Brazilian Real

  
CAD   

Canadian Dollar

  
CNY   

Chinese Yuan

  
EUR   

Euro

  
GBP   

British Pound

  
JPY   

Japanese Yen

  
MXN   

Mexican Peso

  
NZD   

New Zealand Dollar

  
PEN   

Peruvian Nuevo Sol

  
RUB   

Russian Ruble

  
THB   

Thai Baht

  
TRY   

Turkish Lira

  
USD   

United States Dollar

  

Index Abbreviations:

    
CDX.EM   

Credit Derivatives Emerging Markets

  
CDX.NA.HY   

Credit Derivatives North American High Yield

  
CMBX.NA   

Markit Commercial Mortgage Backed North American

  
GSCI   

Goldman Sachs Commodity

  
S&P   

Standard & Poors

  

Other Abbreviations:

    
ADR   

American Depositary Receipt

  
EM   

Emerging Markets

  
ETF   

Exchange Traded Fund

  
GDR   

Global Depositary Receipt

  
JSC   

Joint Stock Company

  
LIBOR   

London Interbank Offered Rate

  
OJSC   

Open Joint Stock Company

  
OTC   

Over-the-Counter

  
PJSC   

Private Joint Stock Company

  
REIT   

Real Estate Investment Trust

  


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

     Total

 

  Level 1(1)

 

  Level 2(1)

 

  Level 3(1)

 

Assets

        

Common Stocks

        

Automobiles & Components

   $ 937,685     $     $ 937,685     $  

Banks

     6,327,963             6,327,963        

Capital Goods

     5,193,104       1,607,561       3,571,983       13,560  

Commercial & Professional Services

     512,601             512,601        

Diversified Financials

     1,218,587       168,307       1,050,280        

Energy

     110,761,703       72,057,682       38,583,291       120,730  

Food & Staples Retailing

     616,014       28,313       587,701        

Food, Beverage & Tobacco

     5,463,143       3,617,663       1,845,480        

Insurance

     3,187,423             3,187,423        

Materials

     50,142,456       27,673,167       22,469,289        

Media

     850,174       623,195       226,979        

Pharmaceuticals, Biotechnology & Life Sciences

     27,907       27,907              

Real Estate

     1,508,166       1,197,798       310,368        

Retailing

     285,149       61,853       223,296        

Semiconductors & Semiconductor Equipment

     1,345,645       566,053       779,592        

Software & Services

     720,043             720,043        

Telecommunication Services

     2,046,743       287,327       1,759,416        

Transportation

     2,610,148       972,595       1,637,553        

Utilities

     10,693,774       3,562,150       7,131,624        

Corporate Bonds

     1,464,552             1,464,552        

Foreign Government Obligations

     4,022,893             4,022,893        

U.S. Government Securities

     67,017,917             67,017,917        

Convertible Bonds

     111,525             111,525        

Exchange Traded Funds

     2,489,627       2,489,627              

Convertible Preferred Stocks

     85,606       85,606              

Short-Term Investments

                 39,084,756       39,084,756              

Purchased Options

     232,892       25,752       207,140        

Foreign Currency Contracts(2)

     96,680             96,680        

Futures Contracts(2)

     1,022,636       1,022,636              

Swaps - Credit Default(2)

     8,865             8,865        

Swaps - Interest Rate(2)

     20,694             20,694        

Swaps - Total Return(2)

     74,904             74,904        
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $ 320,181,975     $       155,159,948     $       164,887,737     $             134,290  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (270,813   $     $ (270,813   $  

Futures Contracts(2)

     (678,903     (678,903            

Swaps - Credit Default(2)

     (1,426           (1,426      
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $ (951,142   $ (678,903   $ (272,239   $  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(1) For the period ended January 31, 2017, investments valued at $1,377,522 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor; there were no transfers from Level 1 to Level 2 and investments valued at $10,548 were transferred from Level 2 to Level 3 due to the unavailability of active market pricing.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2017 is not presented.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.


 

The Hartford Growth Allocation Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount           Market Value  

Affiliated Investment Companies - 100.2%

     
    

Alternative Funds - 7.1%

     
2,378,713     

Hartford Real Total Return Fund, Class Y

      $ 21,289,485  
3,140,095     

The Hartford Global Real Asset Fund, Class Y

        28,449,257  
          

 

 

 
    

Total Alternative Funds
(cost $52,063,551)

        49,738,742  
          

 

 

 
    

Domestic Equity Funds - 58.9%

     
4,517,432     

Hartford Core Equity Fund, Class Y

        113,839,298  
4,707,106     

Hartford Small Cap Core Fund, Class Y

        64,016,642  
4,180,474     

The Hartford Equity Income Fund, Class Y

        78,174,866  
1,547,607     

The Hartford Growth Opportunities Fund, Class Y

        64,055,457  
3,016,389     

The Hartford MidCap Fund, Class Y

        92,904,783  
          

 

 

 
    

Total Domestic Equity Funds
(cost $382,671,403)

        412,991,046  
          

 

 

 
    

International/Global Equity Funds - 18.4%

     
3,297,301     

Hartford Schroders International Multi-Cap Value Fund, Class Y

        29,543,819  
4,129,615     

The Hartford International Opportunities Fund, Class Y

        63,967,738  
2,515,900     

The Hartford International Small Company Fund, Class Y

        35,750,943  
          

 

 

 
    

Total International/Global Equity Funds
(cost $126,096,592)

        129,262,500  
          

 

 

 
    

Multi-Strategy Funds - 4.1%

     
2,654,834     

The Hartford Global All-Asset Fund, Class Y

        28,459,824  
          

 

 

 
    

Total Multi-Strategy Funds
(cost $26,468,870)

        28,459,824  
          

 

 

 
    

Taxable Fixed Income Funds - 11.7%

     
2,738,327     

The Hartford Quality Bond Fund, Class Y

        27,164,203  
1,421,018     

The Hartford Short Duration Fund, Class Y

        13,954,399  
2,459,086     

The Hartford Strategic Income Fund, Class Y

        21,344,868  
1,882,370     

The Hartford World Bond Fund, Class Y

        19,426,054  
          

 

 

 
    

Total Taxable Fixed Income Funds
(cost $81,854,189)

        81,889,524  
          

 

 

 
    

Total Affiliated Investment Companies
(cost $669,154,605)

        702,341,636  
          

 

 

 
    

Total Long-Term Investments
(cost $669,154,605)

        702,341,636  
          

 

 

 
    

Total Investments
(cost $669,154,605)^

     100.2%      $ 702,341,636  
    

Other Assets and Liabilities

     (0.2)%        (1,420,232
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $       700,921,404  
       

 

 

    

 

 

 

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

 

Unrealized Appreciation

   $ 37,990,454  

Unrealized Depreciation

     (4,803,423
  

 

 

 

Net Unrealized Appreciation

   $       33,187,031  
  

 

 

 

 

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


 

The Hartford Growth Allocation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

                                                                                                                   
     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

           

Affiliated Investment Companies

   $ 702,341,636      $ 702,341,636      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       702,341,636      $       702,341,636      $                     —      $                     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.


 

The Hartford Healthcare Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount           Market  Value  

Common Stocks - 98.5%

     
    

Biotechnology - 23.9%

     
842,240     

Aduro Biotech, Inc.*

      $ 9,980,544  
162,337     

Alder Biopharmaceuticals, Inc.*

        3,336,025  
612,981     

Alkermes plc*

        33,168,402  
165,110     

Alnylam Pharmaceuticals, Inc.*

        6,602,749  
                    1,585,123     

Arena Pharmaceuticals, Inc.*

        2,441,089  
552,330     

ARIAD Pharmaceuticals, Inc.*

        13,156,501  
98,180     

Biogen, Inc.*

        27,219,423  
168,310     

Bluebird Bio, Inc.*

        12,539,095  
469,720     

Celgene Corp.*

        54,557,978  
851,770     

Cytokinetics, Inc.*

        8,900,997  
138,323     

Galapagos N.V.*

        9,014,070  
368,178     

GlycoMimetics, Inc.*

        2,094,933  
217,978     

Incyte Corp.*

        26,421,113  
123,582     

Innate Pharma S.A.*

        1,742,323  
457,733     

Ironwood Pharmaceuticals, Inc.*

        6,582,201  
412,035     

Karyopharm Therapeutics, Inc.*

        4,264,562  
378,920     

Loxo Oncology, Inc.*

        14,865,032  
618,760     

Portola Pharmaceuticals, Inc.*

        16,861,210  
165,650     

PTC Therapeutics, Inc.*

        2,170,015  
47,762     

Regeneron Pharmaceuticals, Inc.*

        17,160,409  
1,676,910     

Rigel Pharmaceuticals, Inc.*

        3,487,973  
575,409     

Syndax Pharmaceuticals, Inc.*

        4,373,108  
157,230     

T2 Biosystems, Inc.*

        849,042  
115,913     

TESARO, Inc.*

        18,875,273  
836,382     

Trevena, Inc.*

        5,837,946  
186,930     

Ultragenyx Pharmaceutical, Inc.*

        14,021,619  
          

 

 

 
                    320,523,632  
          

 

 

 
    

Drug Retail - 0.4%

     
63,633     

Walgreens Boots Alliance, Inc.

        5,214,088  
          

 

 

 
    

Health Care Distributors - 3.1%

     
229,670     

Cardinal Health, Inc.

        17,216,063  
177,120     

McKesson Corp.

        24,646,248  
          

 

 

 
             41,862,311  
          

 

 

 
    

Health Care Equipment - 23.9%

     
1,220,644     

Abbott Laboratories

        50,986,313  
110,200     

ABIOMED, Inc.*

        11,721,974  
440,640     

AtriCure, Inc.*

        7,169,213  
367,220     

Baxter International, Inc.

        17,593,510  
140,321     

Becton Dickinson and Co.

        24,877,510  
1,694,330     

Boston Scientific Corp.*

        40,765,580  
655,100     

ConforMIS, Inc.*

        5,437,330  
115,110     

Edwards Lifesciences Corp.*

        11,078,186  
689,095     

Globus Medical, Inc. Class A*

        18,164,544  
103,210     

Invuity, Inc.*

        670,865  
619,720     

K2M Group Holdings, Inc.*

        12,592,710  
936,358     

Medtronic plc

        71,181,935  
290,750     

Stryker Corp.

        35,916,348  
72,602     

Teleflex, Inc.

        12,177,534  
          

 

 

 
             320,333,552  
          

 

 

 
    

Health Care Facilities - 3.6%

     
138,116     

Acadia Healthcare Co., Inc.*

        5,299,511  
240,850     

Community Health Systems, Inc.*

        1,541,440  
755,820     

Georgia Healthcare Group plc*(1)

        3,232,792  
314,490     

HCA Holdings, Inc.*

        25,247,257  
118,200     

LifePoint Health, Inc.*

        7,015,170  
52,980     

Universal Health Services, Inc. Class B

        5,967,137  
          

 

 

 
             48,303,307  
          

 

 

 


 

The Hartford Healthcare Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

    

Health Care Services - 1.5%

     
161,817     

Envision Healthcare Corp.*

      $ 11,003,556  
460,274     

Teladoc, Inc.*

        9,205,480  
          

 

 

 
             20,209,036  
          

 

 

 
    

Health Care Supplies - 1.0%

     
1,114,530     

ConvaTec Group plc*(1)

        3,447,710  
123,746     

DENTSPLY SIRONA, Inc.

        7,016,398  
498,230     

Endologix, Inc.*

        3,417,858  
          

 

 

 
             13,881,966  
          

 

 

 
    

Health Care Technology - 2.4%

     
266,634     

Allscripts Healthcare Solutions, Inc.*

        3,122,284  
98,770     

athenahealth, Inc.*

        12,444,032  
293,703     

Cerner Corp.*

        15,774,788  
          

 

 

 
             31,341,104  
          

 

 

 
    

Life Sciences Tools & Services - 5.0%

     
92,310     

ICON plc*

        7,759,579  
82,310     

Illumina, Inc.*

        13,177,831  
32,506     

Medpace Holdings, Inc.*

        1,134,134  
273,570     

Patheon N.V.*

        7,848,723  
29,128     

Samsung Biologics Co., Ltd.*

        4,035,460  
214,220     

Thermo Fisher Scientific, Inc.

        32,644,986  
          

 

 

 
             66,600,713  
          

 

 

 
    

Managed Health Care - 10.3%

     
162,060     

Aetna, Inc.

        19,221,936  
106,718     

Cigna Corp.

        15,604,306  
33,070     

Humana, Inc.

        6,564,395  
496,180     

UnitedHealth Group, Inc.

        80,430,778  
110,470     

WellCare Health Plans, Inc.*

        16,077,804  
          

 

 

 
             137,899,219  
          

 

 

 
    

Pharmaceuticals - 23.4%

     
291,918     

Allergan plc*

        63,897,931  
1,119,050     

AstraZeneca plc ADR

        30,471,732  
1,098,780     

Bristol-Myers Squibb Co.

        54,016,025  
145,290     

Chugai Pharmaceutical Co., Ltd.

        4,269,872  
236,970     

Eisai Co., Ltd.

        13,061,948  
535,480     

Eli Lilly & Co.

        41,248,024  
77,818     

Hikma Pharmaceuticals plc

        1,792,393  
206,710     

Intersect ENT, Inc.*

        2,790,585  
67,240     

Johnson & Johnson

        7,614,930  
413,857     

Medicines Co.*

        14,919,545  
671,635     

MediWound Ltd.*

        3,828,320  
597,420     

Mylan N.V.*

        22,731,831  
447,740     

MyoKardia, Inc.*

        5,014,688  
605,750     

Nabriva Therapeutics AG ADR*

        4,930,805  
462,860     

Ono Pharmaceutical Co., Ltd.

        9,496,169  
290,528     

Revance Therapeutics, Inc.*

        5,810,560  
182,110     

Shionogi & Co., Ltd.

        8,770,816  
4,174,100     

Sino Biopharmaceutical Ltd.

        3,276,157  
89,550     

Takeda Pharmaceutical Co., Ltd.

        3,750,857  
174,805     

UCB S.A.

        12,073,796  
          

 

 

 
             313,766,984  
          

 

 

 
    

Total Common Stocks
(cost $1,257,877,428)

        1,319,935,912  
          

 

 

 
    

Total Long-Term Investments
(cost $1,257,877,428)

            1,319,935,912  
          

 

 

 

Short-Term Investments - 1.7%

     
    

Other Investment Pools & Funds - 1.7%

     
22,827,835     

Morgan Stanley Institutional Liquidity Funds, Institutional Class

        22,827,835  
          

 

 

 
    

Total Short-Term Investments
(cost $22,827,835)

        22,827,835  
          

 

 

 
    

Total Investments
(cost $1,280,705,263)^

     100.2%      $ 1,342,763,747  
    

Other Assets and Liabilities

     (0.2)%        (2,818,307
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 1,339,945,440  
       

 

 

    

 

 

 


 

The Hartford Healthcare Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

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 shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

 

Unrealized Appreciation

   $         177,215,991  

Unrealized Depreciation

     (115,157,507
  

 

 

 

Net Unrealized Appreciation

   $ 62,058,484  
  

 

 

 

 

* Non-income producing.
(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $6,680,502, which represents 0.5% of total net assets.

 

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


 

The Hartford Healthcare Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

           

Common Stocks

           

Biotechnology

   $ 320,523,632        $ 309,767,239        $ 10,756,393        $ —    

Drug Retail

     5,214,088          5,214,088          —          —    

Health Care Distributors

     41,862,311          41,862,311          —          —    

Health Care Equipment

     320,333,552          320,333,552          —          —    

Health Care Facilities

     48,303,307          48,303,307          —          —    

Health Care Services

     20,209,036          20,209,036          —          —    

Health Care Supplies

     13,881,966          13,881,966          —          —    

Health Care Technology

     31,341,104          31,341,104          —          —    

Life Sciences Tools & Services

     66,600,713          66,600,713          —          —    

Managed Health Care

     137,899,219          137,899,219          —          —    

Pharmaceuticals

     313,766,984          257,274,976          56,492,008          —    

Short-Term Investments

     22,827,835          22,827,835          —          —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $    1,342,763,747        $    1,275,515,346        $         67,248,401        $                     —    
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, investments valued at $3,673,076 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation factor; there were no transfers from Level 1 to Level 2 and there were no transfers in and out of Level 3.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.


 

The Hartford High Yield Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Asset & Commercial Mortgage Backed Securities - 0.0%

  
  

Asset-Backed - Finance & Insurance - 0.0%

  
$           920,000   

Soundview NIM Trust
8.25%, 12/25/2036(1)(2)(3)

   $  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $915,921)

      
     

 

 

 

Corporate Bonds - 93.1%

  
  

Biotechnology - 0.0%

  
105,000   

Sterigenics-Nordion Topco LLC
(cash) 8.13%, 11/01/2021(1)(4)

     105,656  
     

 

 

 
  

Chemicals - 1.3%

  
  

Chemours Co.

  
2,160,000   

6.63%, 05/15/2023

               2,149,200  
290,000   

7.00%, 05/15/2025

     288,985  
2,300,000   

Platform Specialty Products Corp.
6.50%, 02/01/2022(1)

     2,346,000  
     

 

 

 
        4,784,185  
     

 

 

 
  

Coal - 0.5%

  
605,000   

Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.
12.00%, 11/01/2021

     642,813  
1,070,000   

Foresight Energy LLC / Foresight Energy Finance Corp.
(9.00% cash, 1.00% PIK) 10.00%, 08/15/2021(1)(5)

     1,091,400  
     

 

 

 
        1,734,213  
     

 

 

 
  

Commercial Banks - 4.8%

  
  

Banco Bilbao Vizcaya Argentaria S.A.

  
    EUR        1,200,000   

7.00%, 02/19/2019(6)(7)(8)

     1,237,107  
800,000   

8.88%, 04/14/2021(6)(7)(8)

     932,688  
$           800,000   

9.00%, 05/09/2018(6)(7)(8)

     834,746  
  

Barclays plc

  
850,000   

7.88%, 03/15/2022(6)(7)(8)

     873,375  
2,135,000   

8.25%, 12/15/2018(6)(8)

     2,228,099  
1,050,000   

BNP Paribas S.A.
7.63%, 03/30/2021(1)(6)(8)

     1,102,500  
1,699,000   

CIT Group, Inc.
5.50%, 02/15/2019(1)

     1,787,484  
  

Credit Agricole S.A.

  
945,000   

7.88%, 01/23/2024(1)(6)(8)

     962,399  
505,000   

8.13%, 12/23/2025(1)(6)(8)

     536,865  
2,305,000   

Credit Suisse Group AG
6.25%, 12/18/2024(6)(7)(8)

     2,273,306  
725,000   

Intesa Sanpaolo S.p.A.
7.70%, 09/17/2025(1)(6)(8)

     661,562  
  

Royal Bank of Scotland Group plc

  
1,605,000   

6.99%, 10/05/2017(1)(6)(8)

     1,765,500  
1,200,000   

7.64%, 09/30/2017(6)(8)

     1,116,000  
405,000   

8.63%, 08/15/2021(6)(8)

     418,163  
1,130,000   

Societe Generale S.A.
8.25%, 11/29/2018(6)(7)(8)

     1,173,787  
     

 

 

 
        17,903,581  
     

 

 

 
  

Commercial Services - 2.2%

  
  

APX Group, Inc.

  
1,040,000   

7.88%, 12/01/2022

     1,128,400  
1,355,000   

7.88%, 12/01/2022(1)(9)

     1,470,175  
945,000   

Herc Rentals, Inc.
7.75%, 06/01/2024(1)

     1,022,963  
2,435,000   

Hertz Corp.
5.50%, 10/15/2024(1)

     2,045,400  
2,815,000   

Quad/Graphics, Inc.
7.00%, 05/01/2022

     2,751,662  
     

 

 

 
        8,418,600  
     

 

 

 


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Construction Materials - 2.1%

  
        $           1,650,000   

Cemex Finance LLC
6.00%, 04/01/2024(1)

   $ 1,695,375  
940,000   

Cemex S.A.B. de C.V.
6.13%, 05/05/2025(1)

     970,550  
1,705,000   

Ply Gem Industries, Inc.
6.50%, 02/01/2022

     1,777,462  
3,460,000   

Standard Industries, Inc.
5.38%, 11/15/2024(1)

     3,568,125  
     

 

 

 
        8,011,512  
     

 

 

 
  

Distribution/Wholesale - 0.4%

  
  

American Builders & Contractors Supply Co., Inc.

  
870,000   

5.63%, 04/15/2021(1)

     895,013  
420,000   

5.75%, 12/15/2023(1)

     436,800  
     

 

 

 
        1,331,813  
     

 

 

 
  

Diversified Financial Services - 4.6%

  
1,670,000   

AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust
4.50%, 05/15/2021

     1,739,806  
710,000   

FBM Finance, Inc.
8.25%, 08/15/2021(1)

     757,925  
  

Hexion 2 US Finance Corp.

  
1,580,000   

10.38%, 02/01/2022(1)(9)

     1,611,600  
835,000   

13.75%, 02/01/2022(1)(9)

     841,262  
1,285,000   

International Lease Finance Corp.
5.88%, 08/15/2022

     1,419,668  
  

Nationstar Mortgage LLC / Nationstar Capital Corp.

  
1,905,000   

6.50%, 08/01/2018

     1,933,575  
1,590,000   

6.50%, 07/01/2021

     1,619,812  
171,000   

7.88%, 10/01/2020

     177,840  
  

Navient Corp.

  
340,000   

5.50%, 01/25/2023

     320,875  
835,000   

5.88%, 10/25/2024

     770,287  
2,535,000   

6.13%, 03/25/2024

     2,398,744  
275,000   

OneMain Financial Holdings LLC
6.75%, 12/15/2019(1)

     285,313  
  

Springleaf Finance Corp.

  
525,000   

5.25%, 12/15/2019

     527,625  
705,000   

7.75%, 10/01/2021

     734,963  
1,935,000   

8.25%, 12/15/2020

     2,077,706  
     

 

 

 
                17,217,001  
     

 

 

 
  

Electric - 0.0%

  
1,460,000   

Texas Competitive Electric Holdings Co. LLC
11.50%, 10/01/2020(2)(10)

      
     

 

 

 
  

Entertainment - 2.1%

  
510,000   

GLP Capital L.P. / GLP Financing II, Inc.
5.38%, 04/15/2026

     531,675  
960,000   

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(1)(9)

     987,600  
1,850,000   

Penn National Gaming, Inc.
5.63%, 01/15/2027(1)

     1,852,349  
2,140,000   

Pinnacle Entertainment, Inc.
5.63%, 05/01/2024(1)

     2,170,880  
1,745,000   

Rivers Pittsburgh Borrower L.P. / Rivers Pittsburgh Finance Corp.
6.13%, 08/15/2021(1)

     1,792,988  
665,000   

Scientific Games International, Inc.
6.63%, 05/15/2021

     611,800  
     

 

 

 
        7,947,292  
     

 

 

 
  

Environmental Control - 0.3%

  
810,000   

Clean Harbors, Inc.
5.13%, 06/01/2021

     830,412  


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

              $        180,000   

Tervita Escrow Corp.
7.63%, 12/01/2021(1)

   $ 186,750  
     

 

 

 
        1,017,162  
     

 

 

 
  

Food - 1.5%

  
2,660,000   

Post Holdings, Inc.
5.00%, 08/15/2026(1)

     2,571,874  
  

TreeHouse Foods, Inc.

  
1,870,000   

4.88%, 03/15/2022

     1,926,100  
1,105,000   

6.00%, 02/15/2024(1)

     1,158,869  
     

 

 

 
        5,656,843  
     

 

 

 
  

Gas - 0.2%

  
640,000   

AmeriGas Partners L.P. / AmeriGas Finance Corp.
5.50%, 05/20/2025

     656,000  
     

 

 

 
  

Healthcare-Products - 1.9%

  
  

Alere, Inc.

  
2,175,000   

6.38%, 07/01/2023(1)

     2,200,828  
2,140,000   

6.50%, 06/15/2020

     2,135,506  
2,595,000   

Sterigenics-Nordion Holdings LLC
6.50%, 05/15/2023(1)

     2,633,925  
     

 

 

 
        6,970,259  
     

 

 

 
  

Healthcare-Services - 6.9%

  
  

Community Health Systems, Inc.

  
3,760,000   

6.88%, 02/01/2022

     2,735,400  
2,965,000   

7.13%, 07/15/2020

     2,431,300  
  

Envision Healthcare Corp.

  
970,000   

5.13%, 07/01/2022(1)

     986,975  
1,735,000   

5.63%, 07/15/2022

     1,787,050  
2,645,000   

HCA Holdings, Inc.
6.25%, 02/15/2021

     2,836,762  
  

HCA, Inc.

  
1,415,000   

5.38%, 02/01/2025

     1,443,300  
2,195,000   

5.88%, 05/01/2023

     2,337,675  
2,236,000   

7.50%, 11/15/2095

     2,140,970  
825,000   

LifePoint Health, Inc.
5.88%, 12/01/2023

     820,875  
945,000   

MEDNAX, Inc.
5.25%, 12/01/2023(1)

     975,712  
350,000   

MPH Acquisition Holdings LLC
7.13%, 06/01/2024(1)

     371,438  
  

Tenet Healthcare Corp.

  
2,565,000   

4.75%, 06/01/2020

     2,603,475  
2,840,000   

5.00%, 03/01/2019

     2,793,850  
455,000   

6.75%, 06/15/2023

     429,975  
1,130,000   

8.13%, 04/01/2022

     1,141,300  
     

 

 

 
                25,836,057  
     

 

 

 
  

Home Builders - 1.9%

  
1,210,000   

Beazer Homes USA, Inc.
8.75%, 03/15/2022(1)

     1,315,875  
  

KB Home

  
1,030,000   

7.00%, 12/15/2021

     1,109,825  
830,000   

7.50%, 09/15/2022

     898,475  
1,090,000   

8.00%, 03/15/2020

     1,211,263  
1,105,000   

Lennar Corp.
4.13%, 01/15/2022

     1,114,337  
1,595,000   

M/I Homes, Inc.
6.75%, 01/15/2021

     1,668,880  
     

 

 

 
        7,318,655  
     

 

 

 
  

Household Products - 0.9%

  
1,335,000   

Avon International Operations, Inc.
7.88%, 08/15/2022(1)

     1,422,176  


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

        $           1,865,000   

Revlon Consumer Products Corp.
6.25%, 08/01/2024

   $ 1,930,275  
     

 

 

 
        3,352,451  
     

 

 

 
  

Household Products/Wares - 0.2%

  
920,000   

ACCO Brands Corp.
5.25%, 12/15/2024(1)

     925,842  
     

 

 

 
  

Insurance - 0.5%

  
  

Genworth Holdings, Inc.

  
120,000   

4.80%, 02/15/2024

     97,200  
585,000   

4.90%, 08/15/2023

     479,700  
380,000   

7.20%, 02/15/2021

     351,500  
210,000   

7.63%, 09/24/2021

     193,725  
170,000   

7.70%, 06/15/2020

     163,200  
445,000   

MGIC Investment Corp.
5.75%, 08/15/2023

     465,025  
     

 

 

 
        1,750,350  
     

 

 

 
  

Internet - 1.7%

  
3,160,000   

Netflix, Inc.
5.88%, 02/15/2025

     3,428,600  
  

Zayo Group LLC / Zayo Capital, Inc.

  
2,175,000   

6.00%, 04/01/2023

     2,272,875  
835,000   

6.38%, 05/15/2025

     883,539  
     

 

 

 
        6,585,014  
     

 

 

 
  

Iron/Steel - 2.0%

  
  

AK Steel Corp.

  
640,000   

7.63%, 05/15/2020

     652,800  
910,000   

7.63%, 10/01/2021

     947,537  
1,095,000   

8.38%, 04/01/2022

     1,136,062  
685,000   

ArcelorMittal
7.25%, 02/25/2022

     772,338  
630,000   

Signode Industrial Group U.S., Inc.
6.38%, 05/01/2022(1)

     639,450  
  

United States Steel Corp.

  
191,000   

6.88%, 04/01/2021

     194,581  
1,036,000   

7.38%, 04/01/2020

     1,109,815  
315,000   

7.50%, 03/15/2022

     325,241  
1,650,000   

8.38%, 07/01/2021(1)

     1,831,500  
     

 

 

 
        7,609,324  
     

 

 

 
  

IT Services - 0.5%

  
1,575,000   

Conduent Finance, Inc. / Xerox Business Services LLC
10.50%, 12/15/2024(1)

     1,773,844  
     

 

 

 
  

Lodging - 1.7%

  
1,285,000   

Boyd Gaming Corp.
6.38%, 04/01/2026(1)

     1,378,162  
2,990,000   

FelCor Lodging L.P.
6.00%, 06/01/2025

     3,146,975  
1,810,000   

Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75%, 11/15/2021(1)

     1,850,725  
     

 

 

 
        6,375,862  
     

 

 

 
  

Machinery-Diversified - 0.7%

  
1,800,000   

Cloud Crane LLC
10.13%, 08/01/2024(1)

     1,980,000  
605,000   

Gardner Denver, Inc.
6.88%, 08/15/2021(1)

     603,488  
     

 

 

 
                  2,583,488  
     

 

 

 
  

Media - 11.4%

  
685,000   

CBS Radio, Inc.
7.25%, 11/01/2024(1)

     713,681  
  

CCO Holdings LLC / CCO Holdings Capital Corp.

  
105,000   

5.13%, 02/15/2023

     108,938  
2,150,000   

5.13%, 05/01/2023(1)

     2,230,625  


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

              $        495,000   

5.75%, 09/01/2023

   $ 518,513  
190,000   

5.75%, 01/15/2024

     199,500  
1,610,000   

5.75%, 02/15/2026(1)

     1,706,098  
3,935,000   

Cequel Communications Holdings I LLC / Cequel Capital Corp.
5.13%, 12/15/2021(1)

     3,984,975  
560,000   

Clear Channel Worldwide Holdings, Inc.
7.63%, 03/15/2020

     561,400  
  

CSC Holdings LLC

  
2,580,000   

5.25%, 06/01/2024

     2,592,900  
600,000   

10.13%, 01/15/2023(1)

     695,628  
705,000   

10.88%, 10/15/2025(1)

     838,950  
  

DISH DBS Corp.

  
1,250,000   

5.00%, 03/15/2023

     1,229,687  
3,290,000   

6.75%, 06/01/2021

     3,534,710  
2,162,000   

7.88%, 09/01/2019

     2,380,902  
  

Gray Television, Inc.

  
560,000   

5.13%, 10/15/2024(1)

     550,200  
400,000   

5.88%, 07/15/2026(1)

     397,500  
3,855,000   

Liberty Interactive LLC
8.25%, 02/01/2030

     4,047,750  
925,000   

Quebecor Media, Inc.
5.75%, 01/15/2023

     968,938  
2,330,000   

SFR Group S.A.
7.38%, 05/01/2026(1)

     2,391,162  
  

Sinclair Television Group, Inc.

  
590,000   

5.13%, 02/15/2027(1)

     555,706  
1,005,000   

5.88%, 03/15/2026(1)

     1,007,512  
  

TEGNA, Inc.

  
2,820,000   

4.88%, 09/15/2021(1)

     2,890,500  
1,250,000   

5.13%, 10/15/2019

     1,281,250  
270,000   

5.50%, 09/15/2024(1)

     273,544  
1,310,000   

6.38%, 10/15/2023

     1,385,325  
2,175,000   

Tribune Media Co.
5.88%, 07/15/2022

     2,196,750  
2,330,000   

Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH
5.50%, 01/15/2023(1)

     2,423,200  
990,000   

Videotron Ltd.
5.00%, 07/15/2022

     1,029,600  
     

 

 

 
        42,695,444  
     

 

 

 
  

Metal Fabricate/Hardware - 0.5%

  
  

Novelis Corp.

  
650,000   

5.88%, 09/30/2026(1)

     659,750  
1,200,000   

6.25%, 08/15/2024(1)

     1,263,000  
     

 

 

 
        1,922,750  
     

 

 

 
  

Mining - 1.9%

  
  

Anglo American Capital plc

  
250,000   

4.13%, 04/15/2021(1)

     253,750  
200,000   

4.13%, 09/27/2022(1)

     201,780  
1,120,000   

4.88%, 05/14/2025(1)

     1,134,000  
376,000   

9.38%, 04/08/2019(1)

     427,230  
1,975,000   

Constellium N.V.
7.88%, 04/01/2021(1)

               2,120,656  
1,290,000   

Kaiser Aluminum Corp.
5.88%, 05/15/2024

     1,351,275  
95,000   

New Gold, Inc.
6.25%, 11/15/2022(1)

     95,238  
  

Teck Resources Ltd.

  
470,000   

8.00%, 06/01/2021(1)

     518,175  
975,000   

8.50%, 06/01/2024(1)

     1,134,656  
     

 

 

 
        7,236,760  
     

 

 

 
  

Miscellaneous Manufacturing - 1.0%

  
3,775,000   

Bombardier, Inc.
6.13%, 01/15/2023(1)

     3,690,063  
     

 

 

 


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Office/Business Equipment - 0.5%

  
  

CDW LLC / CDW Finance Corp.

  
              $        405,000   

5.00%, 09/01/2023

   $ 413,100  
1,330,000   

6.00%, 08/15/2022

     1,403,150  
     

 

 

 
        1,816,250  
     

 

 

 
  

Oil & Gas - 13.1%

  
  

Antero Resources Corp.

  
470,000   

5.38%, 11/01/2021

     482,338  
1,055,000   

5.63%, 06/01/2023

     1,076,100  
2,460,000   

Blue Racer Midstream LLC / Blue Racer Finance Corp.
6.13%, 11/15/2022(1)

     2,521,500  
4,610,000   

California Resources Corp.
8.00%, 12/15/2022(1)

     4,102,900  
375,000   

Callon Petroleum Co.
6.13%, 10/01/2024(1)

     397,031  
  

Concho Resources, Inc.

  
1,740,000   

5.50%, 10/01/2022

     1,807,425  
460,000   

5.50%, 04/01/2023

     477,250  
  

Continental Resources, Inc.

  
500,000   

3.80%, 06/01/2024

     466,875  
250,000   

4.50%, 04/15/2023

     246,875  
1,935,000   

4.90%, 06/01/2044

     1,702,800  
1,415,000   

5.00%, 09/15/2022

     1,443,300  
2,665,000   

Denbury Resources, Inc.
9.00%, 05/15/2021(1)

     2,911,512  
205,000   

Diamondback Energy, Inc.
4.75%, 11/01/2024(1)

     204,744  
1,385,000   

Energen Corp.
4.63%, 09/01/2021

     1,376,344  
1,640,000   

Ensco plc
5.75%, 10/01/2044

     1,316,100  
  

Laredo Petroleum, Inc.

  
1,380,000   

5.63%, 01/15/2022

     1,400,700  
1,185,000   

6.25%, 03/15/2023

     1,239,806  
855,000   

7.38%, 05/01/2022

     890,269  
  

Matador Resources Co.

  
1,375,000   

6.88%, 04/15/2023

     1,450,625  
405,000   

6.88%, 04/15/2023(1)

     427,275  
  

MEG Energy Corp.

  
1,000,000   

6.38%, 01/30/2023(1)

     930,000  
1,210,000   

6.50%, 01/15/2025(1)

               1,222,100  
1,935,000   

7.00%, 03/31/2024(1)

     1,818,900  
  

Noble Holding International Ltd.

  
1,310,000   

6.20%, 08/01/2040

     1,021,800  
1,395,000   

7.75%, 01/15/2024

     1,386,281  
425,000   

PDC Energy, Inc.
6.13%, 09/15/2024(1)

     444,125  
  

QEP Resources, Inc.

  
2,135,000   

5.25%, 05/01/2023

     2,124,325  
200,000   

5.38%, 10/01/2022

     202,000  
235,000   

6.80%, 03/01/2020

     246,750  
  

Rice Energy, Inc.

  
660,000   

6.25%, 05/01/2022

     684,750  
500,000   

7.25%, 05/01/2023

     536,250  
930,000   

Rowan Cos., Inc.

5.85%, 01/15/2044

     767,250  
1,040,000   

RSP Permian, Inc.
6.63%, 10/01/2022

     1,098,500  
  

SM Energy Co.

  
1,745,000   

5.00%, 01/15/2024

     1,662,112  
15,000   

5.63%, 06/01/2025

     14,625  
240,000   

6.13%, 11/15/2022

     247,800  
115,000   

6.50%, 11/15/2021

     118,594  
210,000   

6.75%, 09/15/2026

     218,400  


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Transocean, Inc.

  
              $        385,000   

6.80%, 03/15/2038

   $ 309,925  
115,000   

7.50%, 04/15/2031

     101,991  
470,000   

9.10%, 12/15/2041

     453,550  
  

Tullow Oil plc

  
1,650,000   

6.00%, 11/01/2020(1)

     1,563,375  
1,340,000   

6.25%, 04/15/2022(1)

     1,239,500  
  

WPX Energy, Inc.

  
1,920,000   

5.25%, 09/15/2024

     1,890,605  
1,410,000   

6.00%, 01/15/2022

     1,466,400  
1,250,000   

8.25%, 08/01/2023

     1,421,875  
     

 

 

 
        49,133,552  
     

 

 

 
  

Oil & Gas Services - 0.3%

  
  

Weatherford International Ltd.

  
335,000   

5.95%, 04/15/2042

     262,034  
880,000   

6.50%, 08/01/2036

     745,800  
335,000   

7.00%, 03/15/2038

     289,775  
     

 

 

 
        1,297,609  
     

 

 

 
  

Packaging & Containers - 4.6%

  
1,840,000   

ARD Finance S.A.
(cash) 7.13%, 09/15/2023(1)(4)

     1,869,900  
  

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

  
1,395,000   

6.00%, 06/30/2021(1)

     1,436,850  
625,000   

6.75%, 01/31/2021(1)

     646,094  
1,581,000   

7.25%, 05/15/2024(1)

     1,693,646  
EUR        315,000   

Ball Corp.
3.50%, 12/15/2020

     375,747  
$    1,865,000   

Berry Plastics Corp.
6.00%, 10/15/2022

     1,974,569  
2,170,000   

Flex Acquisition Co., Inc.
6.88%, 01/15/2025(1)

     2,206,076  
  

Owens-Brockway Glass Container, Inc.

  
1,895,000   

5.88%, 08/15/2023(1)

     1,994,487  
1,550,000   

6.38%, 08/15/2025(1)

     1,648,812  
154,323   

Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
8.25%, 02/15/2021

     158,876  
  

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu

  
2,430,000   

5.13%, 07/15/2023(1)

               2,485,161  
815,000   

7.00%, 07/15/2024(1)

     868,383  
     

 

 

 
        17,358,601  
     

 

 

 
  

Pharmaceuticals - 4.0%

  
  

Endo Finance LLC

  
2,095,000   

6.00%, 07/15/2023(1)

     1,785,987  
2,985,000   

6.00%, 02/01/2025(1)

     2,429,044  
1,692,000   

PRA Holdings, Inc.
9.50%, 10/01/2023(1)

     1,878,120  
2,055,000   

Quintiles IMS, Inc.
4.88%, 05/15/2023(1)

     2,078,119  
  

Valeant Pharmaceuticals International, Inc.

  
1,155,000   

5.50%, 03/01/2023(1)

     874,912  
6,280,000   

5.88%, 05/15/2023(1)

     4,780,650  
1,000,000   

6.13%, 04/15/2025(1)

     748,750  
435,000   

Vizient, Inc.
10.38%, 03/01/2024(1)

     494,813  
     

 

 

 
        15,070,395  
     

 

 

 
  

Pipelines - 1.1%

  
  

Energy Transfer Equity L.P.

  
670,000   

5.50%, 06/01/2027

     693,450  
1,907,000   

7.50%, 10/15/2020

     2,140,608  
1,070,000   

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
6.75%, 03/15/2024

     1,168,975  
     

 

 

 
        4,003,033  
     

 

 

 


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

REITS - 0.3%

  
        $           1,095,000   

Equinix, Inc.
5.88%, 01/15/2026

   $ 1,163,438  
     

 

 

 
  

Retail - 1.8%

  
1,905,000   

CEC Entertainment, Inc.
8.00%, 02/15/2022

     1,990,725  
1,960,000   

L Brands, Inc.
6.88%, 11/01/2035

     1,911,000  
1,595,000   

Michaels Stores, Inc.
5.88%, 12/15/2020(1)

     1,638,862  
1,305,000   

Party City Holdings, Inc.
6.13%, 08/15/2023(1)

     1,331,100  
     

 

 

 
        6,871,687  
     

 

 

 
  

Semiconductors - 1.5%

  
1,650,000   

Entegris, Inc.
6.00%, 04/01/2022(1)

     1,724,250  
2,005,000   

Micron Technology, Inc.
5.50%, 02/01/2025

     2,015,025  
  

Sensata Technologies B.V.

  
1,005,000   

5.00%, 10/01/2025(1)

     1,004,497  
770,000   

5.63%, 11/01/2024(1)

     808,015  
     

 

 

 
        5,551,787  
     

 

 

 
  

Software - 3.9%

  
1,135,000   

Camelot Finance S.A.
7.88%, 10/15/2024(1)

     1,200,263  
  

Change Healthcare Holdings, Inc.

  
1,035,000   

6.00%, 02/15/2021(1)

     1,094,513  
1,625,000   

11.00%, 12/31/2019

     1,673,750  
  

First Data Corp.

  
1,835,000   

5.38%, 08/15/2023(1)

     1,890,050  
2,110,000   

5.75%, 01/15/2024(1)

     2,175,937  
2,305,000   

7.00%, 12/01/2023(1)

     2,444,452  
544,000   

Infor Software Parent LLC
(cash) 7.13%, 05/01/2021(1)(4)

     558,960  
2,925,000   

Infor US, Inc.
6.50%, 05/15/2022

               3,001,781  
475,000   

RP Crown Parent LLC
7.38%, 10/15/2024(1)

     498,750  
     

 

 

 
        14,538,456  
     

 

 

 
  

Telecommunications - 7.8%

  
  

Alcatel-Lucent USA, Inc.

  
3,070,000   

6.45%, 03/15/2029

     3,201,703  
660,000   

6.50%, 01/15/2028

     686,400  
  

Altice Financing S.A.

  
235,000   

6.50%, 01/15/2022(1)

     244,988  
1,570,000   

6.63%, 02/15/2023(1)

     1,644,575  
2,900,000   

7.50%, 05/15/2026(1)

     3,059,500  
  

Frontier Communications Corp.

  
765,000   

10.50%, 09/15/2022

     797,038  
1,280,000   

11.00%, 09/15/2025

     1,294,400  
  

Level 3 Financing, Inc.

  
2,365,000   

5.25%, 03/15/2026(1)

     2,356,131  
1,880,000   

5.38%, 08/15/2022

     1,941,100  
690,000   

5.63%, 02/01/2023

     705,525  
1,435,000   

Sprint Capital Corp.
6.88%, 11/15/2028

     1,478,050  
2,480,000   

Sprint Communications, Inc.
7.00%, 03/01/2020(1)

     2,693,900  
  

Sprint Corp.

  
680,000   

7.13%, 06/15/2024

     710,600  
2,660,000   

7.25%, 09/15/2021

     2,850,190  
2,565,000   

7.88%, 09/15/2023

     2,802,263  
  

Wind Acquisition Finance S.A.

  
EUR           1,500,000   

4.00%, 07/15/2020(1)

     1,647,732  
$           1,190,000   

4.75%, 07/15/2020(1)

     1,210,825  
     

 

 

 
        29,324,920  
     

 

 

 


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Trucking & Leasing - 0.5%

  
  

Park Aerospace Holdings Ltd.

  
        $           1,105,000   

5.25%, 08/15/2022(1)(9)

   $ 1,132,625  
805,000   

5.50%, 02/15/2024(1)(9)

     826,735  
     

 

 

 
        1,959,360  
     

 

 

 
  

Total Corporate Bonds
(cost $341,024,269)

     349,499,109  
     

 

 

 

Senior Floating Rate Interests - 0.4%(11)

  
  

Insurance - 0.1%

  
485,000   

Asurion LLC
8.50%, 03/03/2021

     491,669  
     

 

 

 
  

Machinery-Diversified - 0.3%

  
1,005,268   

Gardner Denver, Inc.
4.56%, 07/30/2020

     993,033  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $1,478,066)

     1,484,702  
     

 

 

 

Convertible Bonds - 2.1%

  
  

Commercial Services - 0.1%

  
325,000   

Cardtronics, Inc.
1.00%, 12/01/2020

     383,500  
     

 

 

 
  

Home Builders - 0.2%

  
873,000   

M/I Homes, Inc.
3.00%, 03/01/2018

     889,369  
     

 

 

 
  

Insurance - 0.3%

  
670,000   

MGIC Investment Corp.
2.00%, 04/01/2020

     1,028,450  
     

 

 

 
  

Internet - 0.5%

  
870,000   

Zillow Group, Inc.
2.00%, 12/01/2021(1)

     874,894  
870,000   

Priceline Group, Inc.
0.90%, 09/15/2021

     938,512  
     

 

 

 
        1,813,406  
     

 

 

 
  

Media - 0.5%

  
770,000   

DISH Network Corp.
3.38%, 08/15/2026(1)

     899,456  
940,000   

Liberty Media Corp-Liberty Formula One
1.00%, 01/30/2023(1)

     954,688  
     

 

 

 
        1,854,144  
     

 

 

 
  

Oil & Gas - 0.2%

  
1,645,000   

Cobalt International Energy, Inc.
2.63%, 12/01/2019

     608,650  
130,000   

PDC Energy, Inc.
1.13%, 09/15/2021

     146,413  
     

 

 

 
        755,063  
     

 

 

 
  

Semiconductors - 0.3%

  
705,000   

Microchip Technology, Inc.
1.63%, 02/15/2025

     954,834  
     

 

 

 
  

Total Convertible Bonds
(cost $8,579,636)

     7,678,766  
     

 

 

 

Common Stocks - 0.8%

  
  

Energy - 0.4%

  
104,555,002   

KCA Deutag*(1)(2)(10)

               1,313,525  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 0.1%

  
35,700   

Endo International plc*

     436,968  
     

 

 

 
  

Utilities - 0.3%

  
3,200,000   

TCEH Corp.*(2)(10)

     3  


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

78,357   

Vistra Energy Corp.*

      $ 1,270,167  
        

 

 

 
           1,270,170  
        

 

 

 
  

Total Common Stocks
(cost $4,258,696)

        3,020,663  
        

 

 

 
  

Total Long-Term Investments
(cost $356,256,588)

        361,683,240  

Short-Term Investments - 2.9%

     
  

Other Investment Pools & Funds - 2.9%

     
                10,891,218   

Fidelity Institutional Government Fund, Institutional Class

        10,891,218  
        

 

 

 
  

Total Short-Term Investments
(cost $10,891,218)

        10,891,218  
        

 

 

 
  

Total Investments
(cost $367,147,806)^

     99.3%      $ 372,574,458  
  

Other Assets and Liabilities

     0.7%        2,699,099  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $       375,273,557  
     

 

 

    

 

 

 

 

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $         13,676,905  

Unrealized Depreciation

     (8,250,253
  

 

 

 

Net Unrealized Appreciation

   $ 5,426,652  
  

 

 

 

 

* Non-income producing.
(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $172,660,685, which represents 46.0% of total net assets.
(2) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2017, the aggregate fair value of these securities was $1,313,528, which represents 0.4% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(3) Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(4) Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.
(5) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(6) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(7) These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $7,325,009, which represents 2.0% of total net assets.
(8) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(9) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $6,761,162 at January 31, 2017.
(10) The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

           Period
           Acquired                 
   Shares/ Par      Security    Cost Basis    
           03/2011              104,555,002     KCA Deutag    $ 1,416,929    
           10/2016      3,200,000     TCEH Corp.      —    
           10/2016      1,460,000     Texas Competitive Electric Holdings Co. LLC      —    
       

 

 

 
        $             1,416,929    
       

 

 

 

At January 31, 2017, the aggregate value of these securities was $1,313,528, which represents 0.4% of total net assets.

 

(11) Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2017.

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2017  
Reference Entity  

Counter-

party

   

Notional

Amount (a)

   

(Pay)/Receive

Fixed

Rate/Implied

Credit Spread (b)

 

Expiration

Date

   

Upfront

Premiums

Paid

   

Upfront

Premiums

Received

   

Market

Value †

   

Unrealized

Appreciation/

(Depreciation)

 

Credit default swaps on single-name issues:

 

               

Sell protection:

 

               

Genworth Holding, Inc.

    GSC       USD       445,000     5.00%/7.33%     12/20/21     $     $ (24,406   $ (35,995   $ (11,589

Genworth Holding, Inc.

    GSC       USD       425,000     5.00%/7.33%     12/20/21             (21,191     (34,379     (13,188

Genworth Holding, Inc.

    GSC       USD       430,000     5.00%/7.33%     12/20/21             (21,416     (34,783     (13,367
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $     $ (67,013   $ (105,157   $ (38,144
           

 

 

   

 

 

   

 

 

   

 

 

 
                 
           

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

            $     $ (67,013   $ (105,157   $ (38,144
           

 

 

   

 

 

   

 

 

   

 

 

 
                 
           

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

            $     $ (67,013   $ (105,157   $ (38,144
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
(b) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on January 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2017  
Reference Entity   

Notional

Amount (a)

    

(Pay)/Receive

Fixed Rate

   

Expiration

Date

     Cost Basis     

Market

Value †

    

Unrealized

Appreciation/

(Depreciation)

 

Credit default swaps on indices:

                   

Buy protection:

                   

CDX.NA.HY.27

     USD        11,950,000        (5.00%)       12/20/21      $ 493,886      $ 791,011      $ 297,125  
             

 

 

    

 

 

    

 

 

 
                   
             

 

 

    

 

 

    

 

 

 

Total

              $ 493,886      $ 791,011      $ 297,125  
             

 

 

    

 

 

    

 

 

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Foreign Currency Contracts Outstanding at January 31, 2017  
Currency    Buy / Sell              Delivery Date              Counterparty    Contract  
Amount  
      Market Value †     

  Unrealized    

  Appreciation/    

  (Depreciation)    

EUR

     Buy      02/28/17    CSFB    $ 838,573      $ 838,554      $ (19

EUR

     Sell      02/28/17    UBS      4,805,538        4,863,825        (58,287
                 

 

 

 

Total

 

   $ (58,306
                 

 

 

 

 

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)

    

Counterparty Abbreviations:

    
CSFB   

Credit Suisse First Boston Corp.

  
GSC   

Goldman Sachs & Co.

  
UBS   

UBS AG

  

Currency Abbreviations:

    
EUR   

Euro

  
USD   

United States Dollar

  

Index Abbreviations:

    
CDX.NA.HY   

Credit Derivatives North American High Yield

  

Other Abbreviations:

    
OTC   

Over-the-Counter

  
PIK   

Pay on Kind

  


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total   Level 1(1)    Level 2(1)   Level 3(1)

Assets

         

Asset & Commercial Mortgage Backed Securities

   $     $      $     $  

Corporate Bonds

     349,499,109              349,499,109        

Senior Floating Rate Interests

     1,484,702              1,484,702        

Convertible Bonds

     7,678,766              7,678,766        

Common Stocks

         

Energy

     1,313,525                    1,313,525  

Pharmaceuticals, Biotechnology & Life Sciences

     436,968       436,968               

Utilities

     1,270,170       1,270,167              3  

Short-Term Investments

     10,891,218       10,891,218               

Swaps - Credit Default(2)

     297,125              297,125        
  

 

 

 

 

 

 

 

  

 

 

 

 

 

 

 

Total

   $      372,871,583     $        12,598,353      $      358,959,702     $          1,313,528  
  

 

 

 

 

 

 

 

  

 

 

 

 

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (58,306   $      $ (58,306   $  

Swaps - Credit Default(2)

     (38,144            (38,144      
  

 

 

 

 

 

 

 

  

 

 

 

 

 

 

 

Total

   $ (96,450   $      $ (96,450   $  
  

 

 

 

 

 

 

 

  

 

 

 

 

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2017 is not presented.


 

The Hartford Inflation Plus Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Asset & Commercial Mortgage Backed Securities - 2.7%

  
  

Asset-Backed - Finance & Insurance - 0.2%

  
$        1,360,000   

HSI Asset Securitization Corp. Trust
1.04%, 02/25/2036(1)

   $ 1,217,354  
     

 

 

 
  

Asset-Backed - Home Equity - 0.1%

  
806,665   

GSAA Home Equity Trust
5.99%, 06/25/2036(1)

     405,629  
747,774   

Renaissance Home Equity Loan Trust
6.12%, 11/25/2036(2)

     450,965  
     

 

 

 
        856,594  
     

 

 

 
  

Whole Loan Collateral CMO - 2.4%

  
968,763   

Adjustable Rate Mortgage Trust
1.04%, 11/25/2035(1)

     899,696  
334,166   

Banc of America Alternative Loan Trust
6.23%, 10/25/2036(2)

     201,586  
1,339,902   

Banc of America Funding Trust
6.05%, 10/25/2036(2)

     1,110,534  
475,924   

Bear Stearns Adjustable Rate Mortgage Trust
2.83%, 10/25/2035(1)

     457,927  
819,685   

Chase Mortgage Finance Trust
3.19%, 12/25/2035(1)

     782,369  
559,223   

Deutsche Alt-A Securities Mortgage Loan Trust
0.92%, 12/25/2036(1)

     454,490  
269,590   

GreenPoint Mortgage Funding Trust
1.97%, 10/25/2045(1)

     208,772  
844,775   

GSR Mortgage Loan Trust
3.24%, 10/25/2035(1)

     738,681  
  

HarborView Mortgage Loan Trust

  
681,937   

0.96%, 01/19/2038(1)

     593,540  
672,405   

1.77%, 10/25/2037(1)

     628,333  
3,063,118   

IndyMac Index Mortgage Loan Trust
1.06%, 01/25/2036(1)

     1,960,286  
1,301,790   

JP Morgan Mortgage Trust
3.18%, 01/25/2037(1)

     1,192,652  
639,105   

Luminent Mortgage Trust
0.97%, 10/25/2046(1)

     548,663  
1,357,217   

MASTR Adjustable Rate Mortgages Trust
1.01%, 05/25/2037(1)

     837,710  
127,380   

Residential Asset Securitization Trust
1.22%, 03/25/2035(1)

     99,984  
  

Residential Funding Mortgage Securities, Inc.

  
301,420   

3.74%, 02/25/2036(1)

     272,661  
557,785   

6.00%, 07/25/2037

     514,266  
779,896   

Structured Adjustable Rate Mortgage Loan Trust
3.22%, 06/25/2035(1)

     682,810  
  

WaMu Mortgage Pass-Through Certificates Trust

  
777,181   

1.19%, 06/25/2044(1)

     724,507  
832,782   

1.39%, 12/25/2046(1)

     697,335  
  

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust

  
274,501   

0.86%, 02/25/2037(1)

     175,002  
958,925   

1.43%, 11/25/2046(1)

     700,841  
     

 

 

 
                  14,482,645  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $16,886,235)

     16,556,593  
     

 

 

 

Foreign Government Obligations - 2.8%

  
  

Argentina - 0.1%

  
ARS      10,001,398   

Argentina Treasury Bond
2.25%, 04/28/2020(3)

     632,682  
     

 

 

 
  

Brazil - 0.6%

  
BRL      11,708,878   

Brazil Notas do Tesouro Nacional
6.00%, 08/15/2022(3)

     3,734,787  
     

 

 

 


 

The Hartford Inflation Plus Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Colombia - 0.8%

  
  

Colombian TES

  
COP 8,270,452,512   

3.50%, 03/10/2021(3)

   $             2,933,278  
4,791,611,376   

4.75%, 02/23/2023(3)

     1,809,320  
     

 

 

 
        4,742,598  
     

 

 

 
  

Russia - 0.6%

  
RUB    216,433,338   

Russian Federal Inflation Linked Bond
2.50%, 08/16/2023(3)

     3,458,468  
     

 

 

 
  

South Africa - 0.2%

  
ZAR      19,474,327   

South Africa Government Bond - CPI Linked
1.88%, 02/28/2033(3)

     1,400,099  
     

 

 

 
  

Thailand - 0.5%

  
THB    113,000,000   

Bank of Thailand
1.49%, 02/17/2018(1)

     3,206,909  
     

 

 

 
  

Total Foreign Government Obligations
(cost $16,889,251)

     17,175,543  
     

 

 

 

Senior Floating Rate Interests - 5.2%(4)

  
  

Aerospace/Defense - 0.2%

  
$           506,618   

BE Aerospace, Inc.
3.94%, 12/16/2021

     508,392  
602,873   

TransDigm, Inc.
3.78%, 06/09/2023

     601,094  
     

 

 

 
        1,109,486  
     

 

 

 
  

Airlines - 0.2%

  
330,000   

American Airlines, Inc.
3.28%, 04/28/2023

     331,769  
987,500   

Delta Air Lines, Inc.
3.28%, 08/24/2022

     996,002  
     

 

 

 
        1,327,771  
     

 

 

 
  

Auto Manufacturers - 0.1%

  
841,416   

Chrysler Group LLC
3.53%, 05/24/2017

     841,677  
     

 

 

 
  

Chemicals - 0.2%

  
95,395   

Chemours Co.
3.78%, 05/12/2022

     95,038  
298,627   

Huntsman International LLC
3.93%, 04/01/2023

     301,332  
564,805   

Ineos U.S. Finance LLC
3.75%, 05/04/2018

     564,878  
184,075   

Nexeo Solutions LLC
5.26%, 06/09/2023

     185,456  
120,000   

Univar, Inc.
0.00%, 07/01/2022(5)

     119,756  
     

 

 

 
        1,266,460  
     

 

 

 
  

Commercial Services - 0.2%

  
150,000   

Conduent, Inc.
6.25%, 12/07/2023

     152,562  
105,000   

DigitalGlobe, Inc.
3.53%, 01/15/2024

     105,612  
62,128   

Global Payments, Inc.
3.28%, 04/22/2023

     62,672  
199,000   

Hertz Corp.
3.53%, 06/30/2023

     199,404  
148,875   

KAR Auction Services, Inc.
4.50%, 03/09/2023

     150,596  
145,000   

Quikrete Holdings, Inc.
4.02%, 11/15/2023

     146,713  
223,875   

Russell Investment Group
6.75%, 06/01/2023

     226,953  


 

The Hartford Inflation Plus Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

$           173,663   

TransUnion LLC
3.28%, 04/09/2023

   $                174,423  
     

 

 

 
        1,218,935  
     

 

 

 
  

Construction Materials - 0.1%

  
500,000   

ABC Supply Co., Inc.
3.53%, 10/31/2023

     504,020  
     

 

 

 
  

Diversified Financial Services - 0.2%

  
685,000   

AerCap Holdings N.V.
3.25%, 10/06/2023

     689,281  
434,248   

RPI Finance Trust
3.50%, 10/14/2022

     437,614  
395,000   

Telenet International Finance S.a.r.l.
3.77%, 01/31/2025

     398,385  
     

 

 

 
        1,525,280  
     

 

 

 
  

Electric - 0.1%

  
442,775   

Calpine Corp.
3.75%, 05/31/2023

     445,051  
     

 

 

 
  

Energy-Alternate Sources - 0.2%

  
752,446   

MEG Energy Corp.
4.54%, 12/31/2023

     756,208  
180,000   

TEX Operations Co. LLC
5.00%, 08/04/2023

     180,788  
     

 

 

 
        936,996  
     

 

 

 
  

Environmental Control - 0.0%

  
133,200   

Advanced Disposal Services, Inc.
3.50%, 11/10/2023

     134,390  
     

 

 

 
  

Food - 0.2%

  
263,677   

Albertsons LLC
4.25%, 12/22/2022

     265,491  
110,952   

B&G Foods, Inc.
3.77%, 11/02/2022

     111,923  
  

JBS USA LLC

  
320,000   

0.00%, 10/30/2022(5)

     320,665  
331,650   

4.00%, 10/30/2022

     332,340  
     

 

 

 
        1,030,419  
     

 

 

 
  

Healthcare-Products - 0.0%

  
100,000   

Kinetic Concepts, Inc.
0.00%, 01/25/2024(5)

     100,000  
104,738   

Revlon Consumer Products Corp.
4.31%, 09/07/2023

     105,563  
     

 

 

 
        205,563  
     

 

 

 
  

Healthcare-Services - 0.3%

  
207,900   

Acadia Healthcare Company, Inc.
3.78%, 02/16/2023

     209,632  
  

Community Health Systems, Inc.

  
106,231   

3.75%, 12/31/2019

     100,762  
195,463   

4.00%, 01/27/2021

     184,672  
245,000   

Envision Healthcare Corp.
4.00%, 12/01/2023

     247,374  
300,000   

inVentiv Health, Inc.
4.75%, 11/09/2023

     302,499  
329,424   

MPH Acquisition Holdings LLC
5.00%, 06/07/2023

     334,022  
190,000   

Team Health, Inc.
0.00%, 01/17/2024(5)

     189,645  
     

 

 

 
        1,568,606  
     

 

 

 
  

Household Products/Wares - 0.0%

  
290,000   

Galleria Co.
3.81%, 09/29/2023

     291,450  
     

 

 

 


 

The Hartford Inflation Plus Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Insurance - 0.1%

  
  

Asurion LLC

  
$           148,579   

4.03%, 07/08/2020

   $                149,848  
573,563   

4.75%, 11/03/2023

     579,178  
     

 

 

 
        729,026  
     

 

 

 
  

IT Services - 0.1%

  
827,458   

IMS Health, Inc.
3.52%, 03/17/2021

     832,216  
     

 

 

 
  

Lodging - 0.1%

  
194,513   

Boyd Gaming Corp.
3.76%, 09/15/2023

     196,518  
169,150   

Station Casinos LLC
3.27%, 06/08/2023

     169,679  
     

 

 

 
        366,197  
     

 

 

 
  

Media - 0.3%

  
114,713   

Camelot UK Holdings Co., Ltd.
4.75%, 10/03/2023

     115,668  
297,750   

Charter Communications Operating LLC
3.03%, 01/15/2024

     298,700  
301,875   

CSC Holdings LLC
3.77%, 10/11/2024

     303,762  
329,175   

Numericable U.S. LLC
4.29%, 01/14/2025

     331,851  
275,000   

UPC Financing Partnership
3.77%, 08/31/2024

     275,000  
673,321   

Virgin Media Investment Holdings Ltd.
3.52%, 01/31/2025

     677,112  
     

 

 

 
        2,002,093  
     

 

 

 
  

Mining - 0.1%

  
361,167   

Minerals Technologies, Inc.
3.78%, 05/09/2021

     364,327  
     

 

 

 
  

Oil & Gas - 0.2%

  
110,000   

Chesapeake Energy Corp.
8.50%, 08/23/2021

     120,266  
1,200,250   

Energy Transfer Equity L.P.
3.39%, 12/02/2019

     1,199,350  
     

 

 

 
        1,319,616  
     

 

 

 
  

Packaging & Containers - 0.3%

  
495,491   

Berry Plastics Holding Corp.
3.50%, 02/08/2020

     495,491  
165,000   

Flex Acquisition Company, Inc.
4.25%, 12/29/2023

     166,341  
968,624   

Reynolds Group Holdings, Inc.
4.25%, 02/05/2023

     970,949  
     

 

 

 
        1,632,781  
     

 

 

 
  

Pharmaceuticals - 0.1%

  
400,950   

Endo Luxembourg Finance Co. I S.a r.l.
3.81%, 09/26/2022

     399,615  
     

 

 

 
  

Real Estate - 0.1%

  
458,835   

DTZ U.S. Borrower LLC
4.26%, 11/04/2021

     461,345  
     

 

 

 
  

Real Estate Investment Trusts - 0.1%

  
EUR           210,000   

Equinix, Inc.
0.00%, 12/09/2023(5)

     230,202  
$           263,013   

MGM Growth Properties LLC
3.53%, 04/25/2023

     265,127  
     

 

 

 
        495,329  
     

 

 

 
  

Retail - 0.2%

  
300,000   

Bass Pro Group LLC
5.97%, 12/16/2023

     290,484  
243,664   

Coty, Inc.
3.27%, 10/27/2022

     246,303  


 

The Hartford Inflation Plus Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

$           129,350   

Harbor Freight Tools USA, Inc.
3.78%, 08/19/2023

   $                129,882  
319,649   

Michaels Stores, Inc.
3.75%, 01/30/2023

     317,766  
179,550   

Outerwall, Inc.
5.25%, 09/27/2023

     181,739  
184,075   

Yum! Brands, Inc.
3.52%, 06/16/2023

     186,779  
     

 

 

 
        1,352,953  
     

 

 

 
  

Semiconductors - 0.1%

  
172,857   

NXP B.V.
3.24%, 12/07/2020

     173,583  
214,463   

ON Semiconductor Corp.
4.03%, 03/31/2023

     216,697  
     

 

 

 
        390,280  
     

 

 

 
  

Software - 0.8%

  
279,300   

Dell, Inc.
4.03%, 09/07/2023

     280,487  
  

First Data Corp.

  
446,918   

3.78%, 03/24/2021

     449,502  
909,630   

3.78%, 07/10/2022

     915,697  
749,429   

Infor U.S., Inc.
3.75%, 06/03/2020

     749,309  
1,680,481   

Magic Newco LLC
5.00%, 12/12/2018

     1,684,329  
244,445   

SS&C Technologies, Inc.
4.03%, 07/08/2022

     246,671  
492,525   

WEX, Inc.
4.28%, 07/01/2023

     498,066  
     

 

 

 
        4,824,061  
     

 

 

 
  

Telecommunications - 0.6%

  
630,000   

Level 3 Financing, Inc.
3.51%, 05/31/2022

     635,645  
440,000   

Sprint Communications, Inc.
0.00%, 01/13/2024(5)

     440,550  
994,900   

Telesat Canada
4.78%, 11/17/2023

     994,900  
985,936   

Univision Communications, Inc.
4.00%, 03/01/2020

     988,125  
  

Zayo Group LLC

  
45,000   

0.00%, 01/12/2024(5)

     45,356  
95,000   

0.00%, 01/19/2024(5)

     95,752  
  

Ziggo Financing Partnership

  
485,872   

3.52%, 01/15/2022

     486,329  
56,179   

4.07%, 01/15/2022

     56,232  
     

 

 

 
        3,742,889  
     

 

 

 
  

Trucking & Leasing - 0.0%

  
300,000   

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
0.00%, 01/13/2022(5)

     303,858  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $31,399,103)

     31,622,690  
     

 

 

 

U.S. Government Agencies - 0.0%

  
  

FNMA - 0.0%

  
957   

10.50%, 12/01/2018

     962  
     

 

 

 
  

Total U.S. Government Agencies
(cost $977)

     962  
     

 

 

 


 

The Hartford Inflation Plus Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

U.S. Government Securities - 82.8%

    
  

U.S. Treasury Securities - 82.8%

    
  

U.S. Treasury Bonds - 7.0%

    
$      35,217,813   

2.50%, 01/15/2029(3)

     $ 43,024,933  
       

 

 

 
          43,024,933  
       

 

 

 
  

U.S. Treasury Notes - 75.8%

    
42,808,062   

0.13%, 04/15/2018(3)(6)

       43,377,880  
20,421,138   

0.13%, 04/15/2019(3)

       20,803,932  
11,106,608   

0.13%, 04/15/2020(3)

       11,310,792  
10,490,275   

0.13%, 01/15/2022(3)

       10,620,134  
38,813,468   

0.13%, 07/15/2022(3)

       39,338,537  
58,751,531   

0.13%, 01/15/2023(3)

       58,919,208  
42,730,014   

0.13%, 07/15/2024(3)

       42,474,318  
4,259,629   

0.25%, 01/15/2025(3)

       4,232,474  
48,653,176   

0.38%, 07/15/2023(3)

       49,625,412  
19,897,990   

0.38%, 07/15/2025(3)

       20,002,693  
59,950,391   

0.63%, 01/15/2024(3)

       61,647,946  
19,994,168   

1.13%, 01/15/2021(3)

       21,150,650  
59,692,561   

1.25%, 07/15/2020(3)

       63,509,841  
15,358,362   

1.38%, 01/15/2020(3)

       16,255,351  
       

 

 

 
          463,269,168  
       

 

 

 
  

Total U.S. Government Securities
(cost $500,708,099)

       506,294,101  
       

 

 

 
  

Total Long-Term Investments
(cost $565,883,665)

       571,649,889  

Short-Term Investments - 0.7%

    
  

Other Investment Pools & Funds - 0.7%

    
4,248,178   

Fidelity Institutional Government Fund, Institutional Class

       4,248,178  
       

 

 

 
  

Total Short-Term Investments
(cost $4,248,178)

       4,248,178  
       

 

 

 
  

Total Investments
(cost $570,131,843)^

     94.2%     $ 575,898,067  
  

Other Assets and Liabilities

     5.8%       35,639,171  
     

 

 

   

 

 

 
  

Total Net Assets

     100.0%     $         611,537,238  
     

 

 

   

 

 

 

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $ 7,061,050  

Unrealized Depreciation

     (1,294,826
  

 

 

 

Net Unrealized Appreciation

   $           5,766,224  
  

 

 

 

 

(1) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(2) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(3) The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(4) Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2017.
(5) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(6) This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.


 

The Hartford Inflation Plus Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Futures Contracts Outstanding at January 31, 2017  
Description    Number of
Contracts
     Expiration
Date
     Notional
Amount
    

Market

Value †

     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

              

U.S. Treasury 5-Year Note Future

     137        03/31/2017      $ 16,142,733      $ 16,147,805      $ 5,072    
              

 

 

 

Short position contracts:

              

U.S. Treasury 2-Year Note Future

     233        03/31/2017      $       50,486,737      $       50,513,672      $           (26,935)   
              

 

 

 
              
              

 

 

 

Total futures contracts

               $ (21,863)   
              

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2017  
        Reference Entity   Counter-
party
    Notional
Amount (a)
   

(Pay)/Receive
Fixed

Rate/Implied
Credit Spread (b)

    Expiration    
Date    
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
   

Market

Value †

    Unrealized
Appreciation/
(Depreciation)
 

    Sell protection:

                 

CMBX.NA.AAA.6

    MSC       USD       11,420,786       0.50%         05/11/63     $ —         $ (366,985)      $ (5,421)      $ 361,564   

CMBX.NA.AAA.6

    UBS       USD       1,658,807       0.50%         05/11/63       —           (53,031)        (787)        52,244   

CMBX.NA.AAA.6

    CSI       USD       979,296       0.50%         05/11/63       —           (35,750)        (465)        35,285   

CMBX.NA.AAA.6

    MSC       USD       954,314       0.50%         05/11/63       —           (31,645)        (453)        31,192   

CMBX.NA.AAA.6

    DEUT       USD       929,332       0.50%         05/11/63       —           (31,222)        (441)        30,781   

CMBX.NA.AAA.6

    GSC       USD       1,756,737       0.50%         05/11/63       —           (28,568)        (859)        27,709   

CMBX.NA.AAA.6

    MSC       USD       794,429       0.50%         05/11/63       —           (26,690)        (377)        26,313   

CMBX.NA.AAA.6

    GSC       USD       589,576       0.50%         05/11/63       —           (19,380)        (280)        19,100   

CMBX.NA.AAA.6

    GSC       USD       554,601       0.50%         05/11/63       —           (18,621)        (263)        18,358   
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $ —         $ (611,892)      $ (9,346)      $ 602,546   
           

 

 

   

 

 

   

 

 

   

 

 

 

    

                 
           

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

            $ —         $ (611,892)      $ (9,346)      $ 602,546   
           

 

 

   

 

 

   

 

 

   

 

 

 

    

                 
           

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

            $           —         $ (611,892)      $         (9,346)      $         602,546   
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
(b) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on January 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

 

OTC Interest Rate Swap Contracts Outstanding at January 31, 2017  
Counter-
party
      Payments made
    by Fund
   

          Payments received

          by Fund

 

Notional

Amount

    Expiration        
Date        
    Upfront     
Premiums     
Paid     
    Upfront    
Premiums    
Received    
   

Market   

Value †   

   

Unrealized   

Appreciation/   

(Depreciation)   

 

BCLY

    1.40% Fixed     CPURNSA     USD       16,050,000       01/15/18     $ —        $         —        $ 10,822        $ 10,822     

BCLY

    2.29% Fixed     CPURNSA     USD       29,572,000       01/15/22       —          —          6,346          6,346     

BOA

    2.12% Fixed     CPURNSA     USD       9,480,000       01/15/24       —          —          79,148          79,148     

DEUT

    1.44% Fixed     CPURNSA     USD       16,190,000       09/11/20       —          —          463,711          463,711     
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $             —        $ —        $       560,027        $       560,027     
           

 

 

   

 

 

   

 

 

   

 

 

 


 

The Hartford Inflation Plus Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2017  

Payments made

by Fund

  

Payments received by      

Fund

  Notional Amount     

Expiration    

Date    

    

Upfront    

Premiums    

Paid    

    

Upfront    

Premiums    

Received    

    

Market      

Value †      

     Unrealized
Appreciation/
(Depreciation)
 

 

 

12M Federal Funds Rate

   0.94% Fixed   USD      13,439,000        08/22/24      $ —          $ —         $ 825,966       $ 825,966   

12M Federal Funds Rate

   1.03% Fixed   USD      9,012,000        09/06/26        —            —           711,029         711,029   

12M Federal Funds Rate

   1.00% Fixed   USD      3,322,000        09/29/26        97,295            —           276,059         178,764   
             

 

 

    

 

 

    

 

 

    

 

 

 

Total

 

   $     97,295          $         —         $   1,813,054       $   1,715,759   
             

 

 

    

 

 

    

 

 

    

 

 

 

 

Bond Forward Contracts Outstanding at January 31, 2017  
Counterparty    Reference
Obligation
   Notional
Amount
     Expiration
Date
    

Unrealized      

Appreciation/      

(Depreciation)      

 

 

 

BOA

   U.S. Treasury Bonds, 0.13%, 07/15/2024      USD        11,790,581        02/28/2017      $ 19,441    

BOA

   U.S. Treasury Bonds, 2.38%, 01/15/2025      USD        24,642,784        02/15/2017        92,884    

BOA

   U.S. Treasury Bonds, 2.38%, 01/15/2027      USD        14,599,610        02/28/2017        68,498    
              

 

 

 

Total

               $             180,823    
              

 

 

 

 

Foreign Currency Contracts Outstanding at January 31, 2017  
Currency    Buy / Sell                Delivery Date          Counterparty    Contract  
Amount  
     Market Value †      Unrealized
Appreciation/
(Depreciation)
 

 

 

BRL

   Buy        03/15/17    MSC    $ 4,273,903      $ 4,346,551      $ 72,648    

BRL

   Sell        03/15/17    MSC      2,123,574        2,137,350        (13,776)   

BRL

   Sell        03/15/17    SSG      5,407,167        5,856,375        (449,208)   

CAD

   Buy        02/28/17    BMO      1,255,768        1,264,509        8,741    

CHF

   Sell        02/28/17    SCB      3,784,390        3,825,214        (40,824)   

COP

   Sell        03/15/17    BCLY      1,233,393        1,229,104        4,289    

COP

   Sell        03/15/17    SSG      3,128,150        3,230,202        (102,052)   

EUR

   Sell        02/28/17    UBS      6,398,486        6,476,094        (77,608)   

GBP

   Sell        02/28/17    MSC      5,051,230        5,058,350        (7,120)   

JPY

   Sell        02/28/17    BCLY      8,687,000        8,750,832        (63,832)   

JPY

   Sell        04/14/17    SSG          35,494,659              36,865,265        (1,370,606)   

RUB

   Sell        03/15/17    JPM      3,391,192        3,483,374        (92,182)   

THB

   Sell        03/15/17    JPM      3,176,973        3,211,719        (34,746)   

ZAR

   Sell        03/15/17    CBK      1,380,028        1,411,419        (31,391)   
                    

 

 

 

Total

 

   $             (2,197,667)   
                    

 

 

 

 

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)

   

Counterparty Abbreviations:

   
BCLY   

Barclays

 
BMO   

Bank of Montreal

 
BOA   

Banc of America Securities LLC

 
CBK   

Citibank NA

 
CSI   

Credit Suisse International

 
DEUT   

Deutsche Bank Securities, Inc.

 
GSC   

Goldman Sachs & Co.

 
JPM   

JP Morgan Chase & Co.

 
MSC   

Morgan Stanley

 
SCB   

Standard Chartered Bank

 
SSG   

State Street Global Markets LLC

 
UBS   

UBS AG

 

Currency Abbreviations:

   
ARS   

Argentine Peso

 


 

The Hartford Inflation Plus Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

BRL   

Brazilian Real

 
CAD   

Canadian Dollar

 
CHF   

Swiss Franc

 
COP   

Colombian Peso

 
EUR   

Euro

 
GBP   

British Pound

 
JPY   

Japanese Yen

 
RUB   

Russian Ruble

 
THB   

Thai Baht

 
ZAR   

South African Rand

 

Index Abbreviations:

   
CMBX.NA   

Markit Commercial Mortgage Backed North American

 
CPURNSA   

Consumer Price All Urban Non-Seasonally Adjusted

 

Other Abbreviations:

   
CMO   

Collateralized Mortgage Obligation

 
FNMA   

Federal National Mortgage Association

 
OTC   

Over-the-Counter

 


 

The Hartford Inflation Plus Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total     Level 1(1)     Level 2(1)     Level 3(1)  

Assets

        

Asset & Commercial Mortgage Backed Securities

   $ 16,556,593      $ —      $ 16,556,593      $ —   

Foreign Government Obligations

     17,175,543        —        17,175,543        —   

Senior Floating Rate Interests

     31,622,690        —        31,622,690        —   

U.S. Government Agencies

     962        —        962        —   

U.S. Government Securities

     506,294,101        —        506,294,101        —   

Short-Term Investments

     4,248,178        4,248,178        —        —   

Bond Forward Contracts(2)

     180,823        —        180,823        —   

Foreign Currency Contracts(2)

     85,678        —        85,678        —   

Futures Contracts(2)

     5,072        5,072        —        —   

Swaps - Credit Default(2)

     602,546        —        602,546        —   

Swaps - Interest Rate(2)

     2,275,786        —        2,275,786        —   
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $      579,047,972      $ 4,253,250      $      574,794,722      $ —   
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (2,283,345)     $ —      $ (2,283,345)     $ —   

Futures Contracts(2)

     (26,935)       (26,935)       —        —   
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (2,310,280)     $             (26,935)     $ (2,283,345)     $                   —   
  

 

 

   

 

 

   

 

 

   

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.


 

Hartford International Equity Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 94.1%

  
  

Argentina - 0.5%

 

2,726   

Grupo Financiero Galicia S.A. ADR

   $ 84,697  
2,833   

YPF Sociedad Anonima ADR

     61,391  
     

 

 

 
        146,088  
     

 

 

 
  

Australia - 3.5%

 

4,425   

Australia & New Zealand Banking Group Ltd.

     98,316  
1,648   

BHP Billiton Ltd. ADR

     68,046  
7,832   

BHP Billiton plc

     142,838  
2,050   

Commonwealth Bank of Australia

     127,018  
4,645   

Dexus Property Group REIT

     31,643  
7,175   

Goodman Group REIT

     37,678  
8,717   

GPT Group REIT

     30,956  
9,120   

Insurance Australia Group Ltd.

     39,913  
18,882   

Mirvac Group REIT

     29,085  
4,195   

National Australia Bank Ltd.

     96,469  
15,284   

Resolute Mining Ltd.

     17,009  
30,912   

South32 Ltd.

     64,698  
10,581   

Stockland REIT

     34,917  
4,425   

Suncorp Group Ltd.

     43,750  
13,075   

Telstra Corp. Ltd.

     49,607  
15,018   

Vicinity Centres REIT

     32,587  
2,332   

Wesfarmers Ltd.

     71,241  
10,026   

Western Areas Ltd.*

     18,720  
4,560   

Westpac Banking Corp.

     109,775  
     

 

 

 
        1,144,266  
     

 

 

 
  

Austria - 0.1%

 

1,779   

Zumtobel Group AG

     29,886  
     

 

 

 
  

Belgium - 1.5%

 

1,488   

Ageas

     63,712  
5,883   

AGFA-Gevaert N.V.*

     23,205  
2,207   

Anheuser-Busch InBev N.V.

     230,451  
1,193   

Orange Belgium S.A.*

     26,923  
885   

Proximus S.A.

     25,417  
1,501   

UCB S.A.

     103,674  
     

 

 

 
        473,382  
     

 

 

 
  

Brazil - 3.6%

 

36,175   

BR Malls Participacoes S.A.*

     168,413  
5,800   

Cia de Saneamento do Parana (Preference Shares)

     25,953  
3,000   

Cia Paranaense de Energia (Preference Shares)

     30,608  
10,400   

Cyrela Brazil Realty S.A. Empreendimentos e Participacoes

     42,741  
11,400   

Itau Unibanco Holding S.A. (Preference Shares)

     134,726  
12,805   

Itau Unibanco Holding S.A. ADR

     151,227  
54,597   

Kroton Educacional S.A.

     234,079  
4,253   

Localiza Rent a Car S.A.

     49,736  
80   

Petro Rio S.A.*

     665  
16,509   

Petroleo Brasileiro S.A. ADR*

     169,382  
5,900   

Sao Martinho S.A.

     38,309  
1,600   

Telefonica Brasil S.A. (Preference Shares)

     23,697  
27,700   

Usinas Siderurgicas de Minas Gerais S.A. Class A, (Preference Shares)*

     46,151  
4,552   

Vale S.A. ADR

     46,339  
     

 

 

 
                      1,162,026  
     

 

 

 
  

Canada - 6.5%

 

580   

Atco Ltd. Class I

     20,423  
1,139   

Bank of Montreal

     86,157  
1,751   

Bank of Nova Scotia

     104,636  
1,860   

Barrick Gold Corp.

     34,277  
710   

BCE, Inc.

     32,007  
4,850   

Cameco Corp.

     61,759  
830   

Canadian Imperial Bank of Commerce

     70,680  
390   

Canadian National Railway Co.

     27,106  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

305   

Canadian Tire Corp. Ltd. Class A

   $ 32,437  
825   

Canadian Utilities Ltd. Class A

     23,484  
6,250   

Centerra Gold, Inc.

     30,884  
1,270   

CI Financial Corp.

     26,547  
4,038   

Descartes Systems Group, Inc.*

     88,161  
10,357   

Eldorado Gold Corp.*

     36,560  
465   

Emera, Inc.

     16,238  
4,500   

EnCana Corp.

     57,441  
7,541   

First Quantum Minerals Ltd.

     95,099  
1,390   

Fortis, Inc.

     44,694  
165   

Franco-Nevada Corp.

     10,732  
298   

George Weston Ltd.

     25,416  
1,075   

Gildan Activewear, Inc.

     28,121  
1,282   

Great-West Lifeco, Inc.

     35,132  
1,129   

H&R REIT

     19,574  
685   

IGM Financial, Inc.

     21,051  
600   

Industrial Alliance Insurance & Financial Services, Inc.

     25,245  
527   

Intact Financial Corp.

     38,479  
8,700   

Ivanhoe Mines Ltd. Class A*

     26,543  
6,139   

Kinross Gold Corp.*

     23,942  
4,876   

Klondex Mines Ltd.*

     24,132  
786   

Loblaw Cos. Ltd.

     41,310  
2,060   

Magna International, Inc.

     89,112  
4,100   

Manulife Financial Corp.

     78,613  
1,075   

Metro, Inc.

     32,657  
1,090   

National Bank of Canada

     47,051  
1,781   

Northern Dynasty Minerals Ltd.*

     5,160  
1,080   

Open Text Corp.

     36,967  
1,947   

Painted Pony Petroleum Ltd.*

     11,701  
1,548   

Power Corp. of Canada

     36,319  
1,194   

Power Financial Corp.

     31,023  
14,551   

Raging River Exploration, Inc.*

     105,785  
1,125   

RioCan REIT

     22,487  
1,176   

Rogers Communications, Inc. Class B

     51,016  
1,770   

Royal Bank of Canada

     127,263  
1,501   

Sun Life Financial, Inc.

     59,244  
945   

TELUS Corp.

     31,547  
2,317   

Toronto-Dominion Bank

     120,030  
4,950   

Uranium Participation Corp.*

     15,977  
     

 

 

 
                      2,110,219  
     

 

 

 
  

Chile - 0.4%

  
174,140   

Banco de Chile

     20,776  
328   

Banco de Credito e Inversiones

     16,871  
412,745   

Banco Santander Chile

     22,350  
75,928   

Colbun S.A.

     14,645  
27,159   

Enel Generacion Chile S.A.

     17,448  
156,340   

Enersis Americas S.A.

     27,984  
1,636,654   

Itau CorpBanca

     13,428  
     

 

 

 
        133,502  
     

 

 

 
  

China - 4.8%

  
9,246   

AAC Technologies Holdings, Inc.

     94,954  
3,267   

Alibaba Group Holding Ltd. ADR*

     330,980  
948   

Baidu, Inc. ADR*

     165,966  
1,209   

BeiGene Ltd. ADR*

     42,121  
72,496   

China Longyuan Power Group Corp. Ltd. Class H

     59,216  
48,000   

CSPC Pharmaceutical Group Ltd.

     54,022  
80,000   

Daphne International Holdings Ltd.*

     7,168  
32,117   

ENN Energy Holdings Ltd.

     158,335  
14,910   

Fuyao Glass Industry Group Co., Ltd. Class H(1)

     44,070  
22,288   

Gree Electric Appliances, Inc. of Zhuhai Class A

     83,539  
13,200   

Hangzhou Hikvision Digital Technology Co., Ltd. Class A

     50,148  
28,000   

Huadian Fuxin Energy Corp. Ltd. Class H

     6,502  
1,111   

Kweichow Moutai Co., Ltd. Class A

     55,637  
218   

NetEase, Inc. ADR

     55,350  
61,960   

PICC Property & Casualty Co., Ltd. Class H

     93,662  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

29,600   

Semiconductor Manufacturing International Corp.*

   $ 40,589  
6,895   

Tencent Holdings Ltd.

     180,272  
22,000   

TravelSky Technology Ltd. Class H

     49,417  
     

 

 

 
                      1,571,948  
     

 

 

 
  

Colombia - 0.1%

 

35,375   

Grupo Aval Acciones y Valores S.A. (Preference Shares)

     14,454  
1,625   

Grupo de Inversiones Suramericana S.A.

     21,668  
     

 

 

 
        36,122  
     

 

 

 
  

Czech Republic - 0.1%

 

1,195   

CEZ AS

     20,468  
     

 

 

 
  

Denmark - 0.7%

 

1,600   

D/S Norden A/S*

     28,453  
1,851   

DSV A/S

     90,013  
161   

H. Lundbeck A/S*

     6,915  
851   

ISS A/S

     30,303  
648   

Pandora A/S

     84,920  
     

 

 

 
        240,604  
     

 

 

 
  

Finland - 0.4%

 

1,686   

Kone Oyj Class B

     76,226  
10,132   

Nokia Oyj

     45,494  
     

 

 

 
        121,720  
     

 

 

 
  

France - 7.5%

 

8,381   

Air France-KLM*

     44,282  
4,490   

Alstom S.A.*

     127,401  
5,486   

BNP Paribas S.A.

     350,949  
1,312   

Capgemini S.A.

     106,821  
3,855   

Cie de Saint-Gobain

     189,418  
490   

Cie Generale des Etablissements Michelin

     52,642  
3,952   

Coface S.A.*

     25,543  
3,426   

Engie S.A.

     41,018  
776   

Essilor International S.A.

     91,037  
240   

Fonciere Des Regions REIT

     20,005  
275   

ICADE REIT

     19,496  
260   

Imerys S.A.

     20,880  
925   

Klepierre REIT

     35,125  
431   

L’Oreal S.A.

     78,363  
795   

Lagardere SCA

     19,946  
1,043   

Legrand S.A.

     60,579  
1,086   

Metropole Television S.A.

     21,347  
4,415   

Orange S.A.

     68,540  
297   

Renault S.A.

     26,743  
2,762   

Rexel S.A.

     48,172  
2,391   

Schneider Electric SE

     171,086  
1,564   

Societe Generale S.A.

     76,460  
282   

Sopra Steria Group

     32,696  
3,894   

Television Francaise

     42,899  
139   

Thales S.A.

     13,040  
9,056   

Total S.A.

     458,190  
1,339   

Valeo S.A.

     81,839  
442   

Vicat S.A.

     26,848  
1,030   

Vinci S.A.

     72,200  
     

 

 

 
        2,423,565  
     

 

 

 
  

Germany - 4.7%

 

2,146   

Beiersdorf AG

     190,390  
1,789   

Deutsche Bank AG*

     35,728  
4,211   

Deutsche Lufthansa AG

     56,253  
2,065   

Deutsche Post AG

     69,312  
5,300   

Deutsche Telekom AG

     92,787  
32,199   

E.ON SE

     248,032  
882   

Hamburger Hafen und Logistik AG

     17,979  
280   

Hannover Rueck SE

     30,842  
770   

HeidelbergCement AG

     74,385  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

4,691   

Infineon Technologies AG

   $ 86,321  
2,967   

Innogy SE*(1)

     101,483  
3,499   

Kontron AG*

     10,996  
425   

Merck KGaA

     46,891  
1,286   

METRO AG

     44,008  
350   

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

     65,907  
1,356   

Rheinmetall AG

     104,061  
1,702   

RWE AG*

     22,662  
968   

Salzgitter AG

     37,150  
2,688   

TUI AG

     39,450  
3,547   

Zalando SE*(1)

     140,280  
     

 

 

 
                      1,514,917  
     

 

 

 
  

Greece - 0.5%

  
19,821   

Alpha Bank A.E.*

     35,174  
10,055   

Hellenic Telecommunications Organization S.A.

     91,196  
3,792   

OPAP S.A.

     33,566  
     

 

 

 
        159,936  
     

 

 

 
  

Hong Kong - 3.3%

  
30,340   

AIA Group Ltd.

     187,845  
35,635   

AMVIG Holdings Ltd.

     12,263  
12,325   

BOC Hong Kong Holdings Ltd.

     49,274  
9,190   

China Mobile Ltd.

     103,412  
5,805   

CK Hutchison Holdings Ltd.

     69,574  
5,033   

CLP Holdings Ltd.

     49,125  
2,500   

Dah Sing Financial Holdings Ltd.

     19,304  
627,000   

G-Resources Group Ltd.

     11,174  
2,402   

Hang Seng Bank Ltd.

     48,960  
5,460   

Henderson Land Development Co., Ltd.

     30,139  
17,000   

HKT Trust & HKT Ltd. UNIT

     23,748  
5,250   

Hongkong Land Holdings Ltd.

     35,457  
4,609   

Hysan Development Co., Ltd.

     21,005  
216,000   

NetMind Financial Holdings Ltd.*

     1,411  
52,000   

New World Department Store China Ltd.*

     7,488  
27,830   

New World Development Co., Ltd.

     32,110  
160,000   

Pacific Basin Shipping Ltd.*

     29,839  
33,770   

PCCW Ltd.

     20,497  
34,307   

Sands China Ltd.

     150,950  
74,500   

Sino Biopharmaceutical Ltd.

     58,473  
4,060   

Sun Hung Kai Properties Ltd.

     55,870  
2,820   

Swire Pacific Ltd. Class A

     28,730  
7,777   

Swire Properties Ltd.

     21,883  
     

 

 

 
        1,068,531  
     

 

 

 
  

Hungary - 0.3%

  
19,194   

Magyar Telekom Telecommunications plc

     34,273  
270   

MOL Hungarian Oil & Gas plc

     19,027  
1,095   

OTP Bank plc

     33,672  
     

 

 

 
        86,972  
     

 

 

 
  

India - 2.4%

  
9,250   

Allahabad Bank*

     9,102  
1,295   

Britannia Industries Ltd.

     59,808  
4,471   

Canara Bank*

     18,724  
9,538   

Corp. Bank*

     6,070  
3,024   

Emami Ltd.

     46,104  
1,105   

HDFC Bank Ltd. ADR

     76,168  
6,764   

Hindustan Petroleum Corp. Ltd.

     52,111  
16,459   

ICICI Bank Ltd.

     65,376  
13,128   

ICICI Bank Ltd. ADR

     101,742  
6,731   

Indiabulls Housing Finance Ltd.

     74,573  
877   

Maruti Suzuki India Ltd.

     76,317  
20,711   

Nava Bharat Ventures Ltd.

     34,775  
13,031   

NTPC Ltd.

     33,123  
2,957   

Yes Bank Ltd.

     60,926  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

10,807   

Zee Entertainment Enterprises Ltd.

   $ 77,891  
     

 

 

 
        792,810  
     

 

 

 
  

Indonesia - 0.1%

  
39,920   

Bank Central Asia Tbk PT

     45,755  
     

 

 

 
  

Ireland - 1.7%

  
276,362   

Bank of Ireland*

     74,247  
5,972   

C&C Group plc

     25,400  
77,915   

Cairn Homes plc*

     106,608  
6,061   

CRH plc

     210,846  
53,557   

Hibernia plc REIT

     70,189  
2,106   

Smurfit Kappa Group plc

     55,472  
     

 

 

 
        542,762  
     

 

 

 
  

Israel - 0.6%

  
5,198   

Bank Hapoalim BM

     31,407  
7,222   

Bank Leumi Le-Israel BM*

     29,871  
13,105   

Bezeq The Israeli Telecommunication Corp. Ltd.

     22,894  
1,214   

Mizrahi Tefahot Bank Ltd.

     18,699  
2,449   

Mobileye N.V.*

     105,209  
     

 

 

 
        208,080  
     

 

 

 
  

Italy - 3.0%

  
4,076   

Assicurazioni Generali S.p.A.

     65,041  
7,298   

Banca Popolare dell’Emilia Romagna SC

     41,504  
8,224   

Davide Campari-Milano S.p.A.

     82,492  
18,606   

Eni S.p.A.

     286,082  
14,050   

FinecoBank Banca Fineco S.p.A.

     83,695  
8,737   

Geox S.p.A.

     18,835  
7,562   

Leonardo-Finmeccanica S.p.A.*

     97,424  
1,307   

Luxottica Group S.p.A.

     70,176  
171,959   

Saipem S.p.A.*

     88,298  
55,695   

Telecom Italia S.p.A.*

     47,893  
36,060   

Telecom Italia S.p.A.

     25,747  
2,526   

UniCredit S.p.A.

     68,950  
     

 

 

 
        976,137  
     

 

 

 
  

Japan - 13.4%

  
2,650   

Aisan Industry Co., Ltd.

     22,252  
300   

Alpha Systems, Inc.

     5,216  
3,300   

Alpine Electronics, Inc.

     48,189  
1,100   

Avex Group Holdings, Inc.

     16,533  
1,100   

Benesse Holdings, Inc.

     32,016  
1,900   

Canon, Inc.

     56,214  
800   

Cawachi Ltd.

     20,585  
3,750   

Chiyoda Corp.

     25,240  
1,470   

Chubu Steel Plate Co., Ltd.

     8,328  
4,900   

Citizen Watch Co., Ltd.

     30,428  
1,000   

CMIC Holdings Co., Ltd.

     13,238  
3,100   

Dai-ichi Life Holdings, Inc.

     56,200  
850   

Dena Co., Ltd.

     18,993  
3,910   

Eisai Co., Ltd.

                      215,522  
520   

en-japan, Inc.

     9,393  
1,400   

Exedy Corp.

     37,911  
12,000   

Fujitsu Ltd.

     69,743  
2,900   

Funai Electric Co., Ltd.

     23,277  
700   

Gendai Agency, Inc.

     3,832  
6,200   

Gree, Inc.

     33,443  
4,201   

Hino Motors Ltd.

     44,322  
1,400   

Hisaka Works Ltd.

     11,633  
2,930   

Honda Motor Co., Ltd.

     87,194  
1,120   

Honeys Co., Ltd.

     10,718  
3,600   

Hosiden Corp.

     27,822  
1,700   

Ichiyoshi Securities Co., Ltd.

     13,199  
2,800   

Inpex Corp.

     27,477  
1,700   

Japan Petroleum Exploration Co., Ltd.

     38,188  
2,000   

Japan Steel Works Ltd.

     37,553  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

3,700   

JSR Corp.

   $                    63,416  
4,220   

KDDI Corp.

     113,385  
2,400   

Keihin Corp.

     42,473  
2,800   

Komatsu Ltd.

     66,300  
1,200   

Kuroda Electric Co., Ltd.

     24,753  
1,800   

Kyoei Steel Ltd.

     36,299  
600   

Melco Holdings, Inc.

     17,246  
1,000   

Miraial Co., Ltd.

     8,558  
17,060   

Mitsubishi Heavy Industries Ltd.

     76,637  
9,490   

Mitsubishi Motors Corp.

     51,409  
26,529   

Mitsubishi UFJ Financial Group, Inc.

     169,879  
2,300   

Mitsui Chemicals, Inc.

     10,816  
3,700   

Mitsui Fudosan Co., Ltd.

     85,423  
59,264   

Mizuho Financial Group, Inc.

     109,969  
1,000   

Nakayama Steel Works Ltd.*

     6,734  
4,200   

NET One Systems Co., Ltd.

     28,673  
1,800   

Neturen Co., Ltd.

     14,340  
4,100   

Nexon Co., Ltd.

     62,423  
2,352   

NGK Insulators Ltd.

     46,117  
2,539   

NGK Spark Plug Co., Ltd.

     57,186  
3,600   

Nichicon Corp.

     33,857  
850   

Nidec Corp.

     79,809  
2,600   

Nikon Corp.

     41,962  
540   

Nintendo Co., Ltd.

     110,528  
9,000   

Nippon Chemi-Con Corp.

     20,754  
699   

Nippon Telegraph & Telephone Corp.

     30,876  
2,415   

Nippon Television Holdings, Inc.

     43,934  
2,200   

Nissin Kogyo Co., Ltd.

     36,346  
2,100   

NOK Corp.

     42,677  
4,000   

Oita Bank Ltd.

     14,988  
5,838   

Ono Pharmaceutical Co., Ltd.

     119,774  
7,000   

Pacific Metals Co., Ltd.*

     22,118  
738   

PAL GROUP Holdings Co., Ltd.

     18,790  
17,200   

Pioneer Corp.*

     37,754  
500   

Proto Corp.

     6,184  
1,600   

Relia, Inc.

     16,667  
870   

Rohm Co., Ltd.

     55,633  
430   

Sankyo Co., Ltd.

     14,357  
8,000   

Sanyo Shokai Ltd.

     11,906  
2,910   

Seven & I Holdings Co., Ltd.

     116,191  
900   

Shinkawa Ltd.*

     6,843  
5,300   

Shinko Electric Industries Co., Ltd.

     40,120  
3,730   

Showa Corp.

     25,667  
3,270   

Sony Corp.

     99,008  
2,610   

Sumitomo Heavy Industries Ltd.

     17,945  
5,600   

Sumitomo Mitsui Financial Group, Inc.

     219,699  
750   

Sumitomo Mitsui Trust Holdings, Inc.

     27,955  
1,100   

Sumitomo Real Estate Sales Co., Ltd. REIT

     25,030  
2,400   

Sumitomo Riko Co., Ltd.

     24,783  
610   

Suzuken Co., Ltd.

     20,139  
9,675   

T&D Holdings, Inc.

     143,331  
1,900   

Taiyo Yuden Co., Ltd.

     23,173  
4,310   

Takeda Pharmaceutical Co., Ltd.

     180,527  
3,000   

Tochigi Bank Ltd.

     15,250  
2,600   

Tokai Rika Co., Ltd.

     51,746  
1,782   

Tokio Marine Holdings, Inc.

     74,299  
890   

Tokyo Seimitsu Co., Ltd.

     29,130  
4,100   

Tokyo Steel Manufacturing Co., Ltd.

     36,951  
8,000   

Toshiba Machine Co., Ltd.

     34,835  
10,000   

Toyo Engineering Corp.

     26,661  
6,005   

Toyo Tire & Rubber Co., Ltd.

     72,847  
1,900   

Toyoda Gosei Co., Ltd.

     45,769  
2,000   

Ushio, Inc.

     25,386  
1,500   

Xebio Holdings Co., Ltd.

     22,412  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

1,040   

Yamato Kogyo Co., Ltd.

   $ 31,098  
     

 

 

 
                      4,332,404  
     

 

 

 
  

Kazakhstan - 0.0%

  
821   

KazMunaiGas Exploration Production JSC GDR*

     8,128  
     

 

 

 
  

Luxembourg - 0.4%

  
285   

RTL Group S.A.

     21,773  
4,923   

SES S.A.

     95,727  
     

 

 

 
        117,500  
     

 

 

 
  

Malaysia - 0.8%

  
16,185   

AMMB Holdings Bhd

     16,735  
12,194   

Berjaya Sports Toto Bhd

     8,066  
15,170   

Gamuda Bhd

     16,480  
20,005   

Genting Malaysia Bhd

     22,752  
5,651   

Hong Leong Bank Bhd

     16,820  
3,204   

Hong Leong Financial Group Bhd

     10,622  
16,841   

Malayan Banking Bhd

     31,254  
9,893   

MISC Bhd

     16,350  
9,357   

Public Bank Bhd

     42,460  
12,679   

Tenaga Nasional Bhd

     38,324  
42,600   

YTL Corp. Bhd

     14,630  
30,786   

YTL Power International Bhd

     9,939  
     

 

 

 
        244,432  
     

 

 

 
  

Mexico - 0.4%

  
2,075   

Promotora y Operadora de Infraestructura S.A.B. de C.V.

     18,139  
67,200   

Wal-Mart de Mexico S.A.B. de C.V.

     118,910  
     

 

 

 
        137,049  
     

 

 

 
  

Netherlands - 2.7%

  
2,254   

AerCap Holdings N.V.*

     99,785  
1,527   

Akzo Nobel N.V.

     103,630  
3,371   

Delta Lloyd N.V.

     19,408  
13,130   

ING Groep N.V.

     188,625  
7,844   

Koninklijke Ahold Delhaize N.V.

     167,107  
3,364   

Koninklijke Philips N.V.

     98,708  
210   

NXP Semiconductors N.V.*

     20,548  
12,467   

PostNL N.V.*

     54,717  
4,366   

Royal Dutch Shell plc Class B

     123,315  
     

 

 

 
        875,843  
     

 

 

 
  

New Zealand - 0.1%

  
3,765   

Fletcher Building Ltd.

     29,007  
     

 

 

 
  

Norway - 0.5%

  
1,380   

Gjensidige Forsikring ASA

     23,748  
1,790   

Marine Harvest ASA

     31,604  
1,470   

Statoil ASA

     27,411  
1,933   

Statoil ASA ADR

     36,089  
5,894   

Storebrand ASA*

     35,940  
     

 

 

 
        154,792  
     

 

 

 
  

Philippines - 0.1%

  
7,483   

Bank of the Philippine Islands

     13,477  
10,405   

BDO Unibank, Inc.

     23,578  
     

 

 

 
        37,055  
     

 

 

 
  

Portugal - 0.6%

  
13,560   

Galp Energia SGPS S.A.

     199,796  
     

 

 

 
  

Russia - 2.5%

  
10,399   

Gazprom PJSC ADR

     51,596  
1,090   

Lukoil PJSC ADR

     61,427  
19,460   

Moscow Exchange MICEX-RTS PJSC*

     43,413  
385   

Novatek PJSC GDR

     48,994  
1,630   

Rostelecom PJSC ADR

     13,867  
48,265   

Sberbank of Russia PJSC*

     138,164  
6,660   

Sberbank of Russia PJSC ADR

     78,090  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

8,600   

Surgutneftegas OJSC ADR

   $ 46,220  
13,977   

Yandex N.V. Class A*

     323,428  
     

 

 

 
        805,199  
     

 

 

 
  

Singapore - 1.3%

  
14,514   

Ascendas REIT REIT

     25,342  
13,430   

CapitaLand Ltd.

     31,342  
16,596   

CapitaLand Mall Trust REIT

     22,805  
3,265   

City Developments Ltd.

     21,431  
13,090   

ComfortDelGro Corp. Ltd.

     22,399  
4,517   

DBS Group Holdings Ltd.

     61,070  
8,478   

Oversea-Chinese Banking Corp. Ltd.

     56,545  
21,186   

Singapore Telecommunications Ltd.

     58,249  
6,809   

StarHub Ltd.

     14,336  
3,615   

United Overseas Bank Ltd.

     53,762  
4,013   

UOL Group Ltd.

     18,175  
10,400   

Wilmar International Ltd.

     28,621  
     

 

 

 
        414,077  
     

 

 

 
  

South Africa - 0.5%

  
1,096   

Anglo American Platinum Ltd.*

     28,693  
7,035   

Gold Fields Ltd.

     24,327  
13,450   

Growthpoint Properties Ltd. REIT

     26,315  
6,647   

Impala Platinum Holdings Ltd.*

     26,490  
9,117   

Raubex Group Ltd.

     15,500  
2,280   

Vodacom Group Ltd.

     25,551  
     

 

 

 
        146,876  
     

 

 

 
  

South Korea - 3.6%

  
366   

CJ CheilJedang Corp.

     111,785  
1,712   

DuzonBizon Co., Ltd.

     33,922  
303   

Hana Tour Service, Inc.

     18,757  
424   

Hyundai Motor Co.

     51,045  
745   

Kangwon Land, Inc.

     20,963  
1,342   

KB Financial Group, Inc.

     54,305  
2,500   

KT Corp.

     63,270  
107   

NAVER Corp.

     69,894  
754   

NHN Entertainment Corp.*

     34,388  
216   

Samsung Electronics Co., Ltd.

     367,367  
523   

Samsung SDI Co., Ltd.

     51,974  
1,948   

Shinhan Financial Group Co., Ltd.

     76,989  
4,579   

SK Hynix, Inc.

     211,476  
1,568   

Tongyang Life Insurance Co., Ltd.

     14,285  
     

 

 

 
                      1,180,420  
     

 

 

 
  

Spain - 1.9%

  
2,605   

Abertis Infraestructuras S.A.

     37,329  
1,703   

Almirall S.A.

     27,452  
28,807   

Banco Popular Espanol S.A.

     29,829  
54,251   

CaixaBank S.A.

     198,857  
1,138   

Enagas S.A.

     27,948  
11,145   

Iberdrola S.A.

     70,393  
247   

Iberdrola S.A.*

     1,560  
2,710   

Industria de Diseno Textil S.A.

     89,635  
1,812   

Red Electrica Corp. S.A.

     32,402  
3,654   

Repsol S.A.

     54,158  
4,184   

Telefonica S.A.

     40,481  
     

 

 

 
        610,044  
     

 

 

 
  

Sweden - 1.6%

  
5,852   

Assa Abloy AB Class B

     110,734  
2,442   

Atlas Copco AB Class A

     78,319  
635   

ICA Gruppen AB

     20,751  
7,342   

Qliro Group AB*

     9,163  
4,059   

SAS AB*

     6,574  
1,740   

Securitas AB Class B

     27,707  
1,450   

Skanska AB Class B

     35,453  
4,141   

SKF AB Class B

     83,324  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

2,315   

Swedbank AB Class A

   $ 58,535  
9,405   

Telefonaktiebolaget LM Ericsson Class B

     55,662  
9,820   

Telia Co., AB

     39,834  
     

 

 

 
        526,056  
     

 

 

 
  

Switzerland - 5.5%

  
568   

Adecco Group AG

     40,643  
244   

Baloise Holding AG

     31,418  
1,254   

Coca-Cola HBC AG*

     28,664  
2,181   

GAM Holding AG

     22,255  
6,797   

Julius Baer Group Ltd.

     319,532  
4,879   

LafargeHolcim Ltd.

     262,704  
6,170   

Novartis AG

     455,516  
1,161   

Roche Holding AG

     275,097  
2,778   

STMicroelectronics N.V.

     36,650  
700   

Swiss Re AG

     65,414  
96   

Swisscom AG

     42,350  
9,982   

UBS Group AG

     162,221  
183   

Zurich Insurance Group AG*

     52,699  
     

 

 

 
                      1,795,163  
     

 

 

 
  

Taiwan - 3.2%

  
48,000   

Acer, Inc.

     22,166  
3,495   

Asustek Computer, Inc.

     30,546  
9,280   

Chailease Holding Co., Ltd.

     16,601  
36,369   

Chang Hwa Commercial Bank Ltd.

     20,196  
87,440   

China Development Financial Holding Corp.

     22,350  
69,000   

Compal Electronics, Inc.

     41,631  
66,490   

CTBC Financial Holding Co., Ltd.

     37,874  
44,215   

E.Sun Financial Holding Co., Ltd.

     26,118  
24,710   

Far Eastern New Century Corp.

     20,594  
50,696   

First Financial Holding Co., Ltd.

     28,291  
12,390   

Formosa Chemicals & Fibre Corp.

     38,408  
14,595   

Formosa Plastics Corp.

     42,171  
10,865   

Formosa Taffeta Co., Ltd.

     10,462  
29,123   

Hon Hai Precision Industry Co., Ltd.

     78,101  
45,458   

Hua Nan Financial Holdings Co., Ltd.

     23,908  
320   

Largan Precision Co., Ltd.

     45,772  
6,600   

MediaTek, Inc.

     45,184  
45,434   

Mega Financial Holding Co., Ltd.

     33,870  
71,310   

SinoPac Financial Holdings Co., Ltd.

     21,039  
57,455   

Taishin Financial Holding Co., Ltd.

     21,696  
54,890   

Taiwan Semiconductor Manufacturing Co., Ltd.

     327,082  
1,441   

Taiwan Semiconductor Manufacturing Co., Ltd. ADR

     44,541  
17,625   

Teco Electric and Machinery Co., Ltd.

     15,931  
13,297   

WPG Holdings Ltd.

     15,915  
60,480   

Yuanta Financial Holding Co., Ltd.

     24,015  
     

 

 

 
        1,054,462  
     

 

 

 
  

Thailand - 0.0%

  
1,080   

Siam Cement PCL

     15,466  
     

 

 

 
  

Turkey - 0.3%

  
38,310   

Turkiye Garanti Bankasi AS

     84,622  
     

 

 

 
  

United Kingdom - 8.3%

  
2,920   

Anglo American plc*

     50,336  
4,677   

AstraZeneca plc

     248,204  
17,741   

Aviva plc

     106,816  
1,745   

Babcock International Group plc

     19,653  
32,175   

BP plc

     192,166  
2,977   

British American Tobacco plc

     183,764  
49,307   

Cobham plc

     84,373  
980   

Coca-Cola European Partners plc

     33,888  
6,625   

Direct Line Insurance Group plc

     29,679  
6,027   

GlaxoSmithKline plc

     116,472  
44,637   

Glencore plc*

     184,872  
5,823   

Halfords Group plc

     26,582  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

20,447   

Hays plc

 

   $ 39,345  
18,255   

HSBC Holdings plc

 

     155,732  
23,973   

Ibstock plc(1)

 

     56,335  
1,795   

Imperial Brands plc

 

     83,158  
18,595   

J Sainsbury plc

 

     60,500  
9,762   

Just Eat plc*

 

     66,483  
8,795   

Kingfisher plc

 

     37,315  
2,134   

Lonmin plc*

 

     3,429  
8,788   

Marks & Spencer Group plc

 

     37,249  
6,852   

National Grid plc

 

     80,259  
873   

Reckitt Benckiser Group plc

 

     74,908  
1,275   

Rio Tinto plc ADR

 

     57,107  
4,845   

Royal Mail plc

 

     25,162  
4,575   

RSA Insurance Group plc

 

     33,125  
22,342   

SIG plc

 

     28,893  
2,950   

Smith & Nephew plc

 

     44,131  
1,805   

Smiths Group plc

 

     34,212  
2,765   

SSE plc

 

     51,978  
6,697   

Standard Chartered plc*

 

     65,579  
1,846   

SThree plc

 

     7,414  
2,825   

Tate & Lyle plc

 

     23,878  
3,091   

Unilever N.V.

 

     125,377  
16,650   

Worldpay Group plc(1)

 

     60,066  
7,528   

WPP plc

 

     175,207  
        

 

 

 
           2,703,647  
        

 

 

 
  

Vietnam - 0.1%

 

8,312   

Vietnam Dairy Products JSC

 

     47,416  
        

 

 

 
  

Total Common Stocks
(cost $28,986,703)

 

     30,529,150  
        

 

 

 

Exchange Traded Funds - 0.9%

 

  

Other Investment Pools & Funds - 0.9%

 

568   

iShares Core MSCI EAFE ETF

 

     31,490  
6,712   

iShares MSCI ACWI ex U.S. ETF

 

     280,629  
        

 

 

 
  

Total Exchange Traded Funds
(cost $302,385)

 

     312,119  
        

 

 

 
  

Total Long-Term Investments
(cost $29,289,088)

 

     30,841,269  
        

 

 

 

Short-Term Investments - 4.5%

 

  

Other Investment Pools & Funds - 4.5%

 

1,455,881   

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

 

     1,455,881  
        

 

 

 
  

Total Short-Term Investments
(cost $1,455,881)

 

     1,455,881  
        

 

 

 
  

Total Investments
(cost $30,744,969)^

     99.5%      $ 32,297,150  
  

Other Assets and Liabilities

     0.5%        148,105  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $             32,445,255  
     

 

 

    

 

 

 

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.

Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Unrealized Appreciation    $               2,572,889  
Unrealized Depreciation      (1,020,708
  

 

 

 
Net Unrealized Appreciation    $ 1,552,181  
  

 

 

 

 

* Non-income producing.
(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $402,234, which represents 1.2% of total net assets.

 

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:    
ACWI   

All Country World Index

 
ADR   

American Depositary Receipt

 
ETF   

Exchange Traded Fund

 
GDR   

Global Depositary Receipt

 
JSC   

Joint Stock Company

 
MSCI   

Morgan Stanley Capital International

 
OJSC   

Open Joint Stock Company

 
PJSC   

Private Joint Stock Company

 
REIT   

Real Estate Investment Trust

 


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)          Level 3(1)  

Assets

 

Common Stocks

           

Argentina

   $ 146,088       $ 146,088       $ —       $ —   

Australia

     1,144,266         68,046         1,076,220         —   

Austria

     29,886         —         29,886         —   

Belgium

     473,382         —         473,382         —   

Brazil

     1,162,026         1,162,026         —          —   

Canada

     2,110,219         2,110,219         —          —   

Chile

     133,502         97,724         35,778         —   

China

     1,571,948         728,104         843,844         —   

Colombia

     36,122         36,122         —          —   

Czech Republic

     20,468         —         20,468         —   

Denmark

     240,604         28,453         212,151         —   

Finland

     121,720         —         121,720         —   

France

     2,423,565         —         2,423,565         —   

Germany

     1,514,917         101,483         1,413,434         —   

Greece

     159,936         33,566         126,370         —   

Hong Kong

     1,068,531         12,263         1,056,268         —   

Hungary

     86,972         —         86,972         —   

India

     792,810         177,910         614,900         —   

Indonesia

     45,755         —         45,755         —   

Ireland

     542,762         187,480         355,282         —   

Israel

     208,080         105,209         102,871         —   

Italy

     976,137         18,835         957,302         —   

Japan

     4,332,404         —         4,332,404         —   

Kazakhstan

     8,128         8,128         —         —   

Luxembourg

     117,500         —         117,500         —   

Malaysia

     244,432         60,465         183,967         —   

Mexico

     137,049         137,049         —         —   

Netherlands

     875,843         120,333         755,510         —   

New Zealand

     29,007         —         29,007         —   

Norway

     154,792         36,089         118,703         —   

Philippines

     37,055         —         37,055         —   

Portugal

     199,796         —         199,796         —   

Russia

     805,199         505,005         300,194         —   

Singapore

     414,077         —         414,077         —   

South Africa

     146,876         15,500         131,376         —   

South Korea

     1,180,420         20,963         1,159,457         —   

Spain

     610,044         1,560         608,484         —   

Sweden

     526,056         —         526,056         —   

Switzerland

     1,795,163         —         1,795,163         —   

Taiwan

     1,054,462         44,541         1,009,921         —   

Thailand

     15,466         —         15,466         —   

Turkey

     84,622         —         84,622         —   

United Kingdom

     2,703,647         149,749         2,553,898         —   

Vietnam

     47,416         —         47,416         —   

Exchange Traded Funds

     312,119         312,119         —         —   

Short-Term Investments

     1,455,881         1,455,881         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         32,297,150       $         7,880,910       $         24,416,240       $                     —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, investments valued at $394,629 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $299,961 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor and there were no transfers in and out of Level 3.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.


 

The Hartford International Growth Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 98.2%

  
  

Australia - 2.3%

  
164,724   

Amcor Ltd.

   $           1,787,917  
108,486   

BHP Billiton plc

     1,978,546  
324,243   

South32 Ltd.

     678,635  
     

 

 

 
        4,445,098  
     

 

 

 
  

Belgium - 1.8%

  
17,708   

Anheuser-Busch InBev N.V.

     1,849,034  
23,066   

UCB S.A.

     1,593,171  
     

 

 

 
        3,442,205  
     

 

 

 
  

Brazil - 0.5%

  
225,100   

BR Malls Participacoes S.A.*

     1,047,957  
     

 

 

 
  

Canada - 4.2%

  
30,300   

Bank of Nova Scotia

     1,810,665  
51,900   

Cameco Corp.

     660,890  
19,177   

Canadian Imperial Bank of Commerce

     1,633,048  
52,200   

Magna International, Inc.

     2,258,089  
88,066   

Manulife Financial Corp.

     1,688,566  
     

 

 

 
        8,051,258  
     

 

 

 
  

China - 8.9%

  
204,379   

AAC Technologies Holdings, Inc.

     2,098,910  
49,979   

Alibaba Group Holding Ltd. ADR*

     5,063,372  
5,703   

Baidu, Inc. ADR*

     998,424  
187,000   

ENN Energy Holdings Ltd.

     921,901  
6,615   

NetEase, Inc. ADR

     1,679,549  
29,184   

New Oriental Education & Technology Group, Inc. ADR*

     1,387,699  
650,000   

PICC Property & Casualty Co., Ltd. Class H

     982,571  
151,569   

Tencent Holdings Ltd.

     3,962,826  
     

 

 

 
        17,095,252  
     

 

 

 
  

Denmark - 2.2%

  
42,687   

DSV A/S

     2,075,850  
15,813   

Pandora A/S

     2,072,275  
     

 

 

 
        4,148,125  
     

 

 

 
  

France - 7.8%

  
49,931   

AXA S.A.

     1,227,166  
24,711   

BNP Paribas S.A.

     1,580,807  
13,719   

Capgemini S.A.

     1,116,980  
75,724   

Edenred

     1,650,978  
8,331   

Essilor International S.A.

     977,361  
26,537   

Legrand S.A.

     1,541,300  
21,311   

Schneider Electric SE

     1,524,888  
15,821   

Sodexo S.A.

     1,749,522  
52,805   

Total S.A.

     2,671,678  
14,573   

Valeo S.A.

     890,696  
     

 

 

 
        14,931,376  
     

 

 

 
  

Germany - 3.6%

  
22,474   

Beiersdorf AG

     1,993,864  
149,203   

E.ON SE

     1,149,322  
23,496   

Innogy SE*(1)

     803,656  
13,971   

Merck KGaA

     1,541,446  
34,778   

United Internet AG

     1,457,430  
     

 

 

 
        6,945,718  
     

 

 

 
  

Hong Kong - 1.9%

  
374,972   

AIA Group Ltd.

     2,321,583  
1,039,394   

Guangdong Investment Ltd.

     1,289,788  
     

 

 

 
        3,611,371  
     

 

 

 
  

India - 4.5%

  
250,473   

Bharti Infratel Ltd.

     1,086,111  
72,798   

HDFC Bank Ltd.

     1,555,857  


 

The Hartford International Growth Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

335,278   

ICICI Bank Ltd.

   $           1,331,739  
139,600   

ICICI Bank Ltd. ADR

     1,081,900  
23,080   

Maruti Suzuki India Ltd.

     2,008,447  
153,307   

UPL Ltd.

     1,639,752  
     

 

 

 
        8,703,806  
     

 

 

 
  

Indonesia - 1.8%

  
1,313,390   

Bank Central Asia Tbk PT

     1,505,351  
6,504,761   

Telekomunikasi Indonesia Persero Tbk PT

     1,885,630  
     

 

 

 
        3,390,981  
     

 

 

 
  

Ireland - 2.8%

  
30,329   

CRH plc

     1,058,451  
113,925   

Experian plc

     2,200,148  
25,494   

ICON plc*

     2,143,026  
     

 

 

 
        5,401,625  
     

 

 

 
  

Italy - 2.4%

  
127,165   

Eni S.p.A.

     1,955,266  
147,741   

FinecoBank Banca Fineco S.p.A.

     880,081  
13,945   

Luxottica Group S.p.A.

     748,745  
1,251,990   

Saipem S.p.A.*

     642,872  
15,602   

UniCredit S.p.A.

     425,888  
     

 

 

 
        4,652,852  
     

 

 

 
  

Japan - 11.2%

  
47,700   

Bandai Namco Holdings, Inc.

     1,313,694  
9,495   

Daito Trust Construction Co., Ltd.

     1,327,393  
14,800   

Eisai Co., Ltd.

     815,786  
123,896   

KDDI Corp.

     3,328,885  
5,280   

Keyence Corp.

     2,050,578  
181,530   

Mitsubishi Heavy Industries Ltd.

     815,465  
39,240   

Mitsui Fudosan Co., Ltd.

     905,941  
78,134   

NTT DoCoMo, Inc.

     1,868,189  
33,050   

Ono Pharmaceutical Co., Ltd.

     678,063  
43,321   

Recruit Holdings Co., Ltd.

     1,896,404  
31,700   

Seven & I Holdings Co., Ltd.

     1,265,729  
6,800   

SMC Corp.

     1,856,252  
34,600   

Sumitomo Mitsui Financial Group, Inc.

     1,357,427  
26,600   

Takeda Pharmaceutical Co., Ltd.

     1,114,157  
18,600   

Tokio Marine Holdings, Inc.

     775,508  
     

 

 

 
        21,369,471  
     

 

 

 
  

Luxembourg - 0.5%

  
52,733   

SES S.A.

     1,025,380  
     

 

 

 
  

Mexico - 0.7%

  
715,700   

Wal-Mart de Mexico S.A.B. de C.V.

     1,266,422  
     

 

 

 
  

Netherlands - 2.8%

  
23,640   

AerCap Holdings N.V.*

     1,046,543  
87,893   

ING Groep N.V.

     1,262,666  
143,516   

Koninklijke Ahold Delhaize N.V.

     3,057,427  
     

 

 

 
        5,366,636  
     

 

 

 
  

Norway - 0.7%

  
85,042   

DNB ASA

     1,418,714  
     

 

 

 
  

Portugal - 0.5%

  
60,754   

Galp Energia SGPS S.A.

     895,163  
     

 

 

 
  

Singapore - 1.1%

  
10,823   

Broadcom Ltd.

     2,159,188  
     

 

 

 
  

South Korea - 4.5%

  
2,503   

NAVER Corp.

     1,634,993  
3,209   

Samsung Electronics Co., Ltd.

     5,457,786  
30,839   

SK Hynix, Inc.

     1,424,265  
     

 

 

 
        8,517,044  
     

 

 

 
  

Spain - 1.6%

  
271,930   

CaixaBank S.A.

     996,757  


 

The Hartford International Growth Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

62,691   

Industria de Diseno Textil S.A.

      $           2,073,537  
        

 

 

 
           3,070,294  
        

 

 

 
  

Sweden - 0.5%

     
43,510   

SKF AB Class B

        875,500  
        

 

 

 
  

Switzerland - 6.2%

     
59,676   

Julius Baer Group Ltd.*

        2,805,413  
17,814   

LafargeHolcim Ltd.*

        959,174  
31,180   

Novartis AG

        2,301,943  
4,193   

Partners Group Holding AG

        2,119,007  
25,751   

Temenos Group AG

        1,872,438  
6,215   

Zurich Insurance Group AG*

        1,789,756  
        

 

 

 
           11,847,731  
        

 

 

 
  

Taiwan - 4.4%

     
15,815   

Largan Precision Co., Ltd.

        2,262,119  
1,024,485   

Taiwan Semiconductor Manufacturing Co., Ltd.

        6,104,763  
        

 

 

 
           8,366,882  
        

 

 

 
  

Turkey - 0.5%

     
407,490   

Turkiye Garanti Bankasi AS

        900,089  
        

 

 

 
  

United Kingdom - 16.0%

     
9,798   

Aon plc

        1,104,235  
22,407   

AstraZeneca plc

        1,189,117  
191,640   

Aviva plc

        1,153,841  
252,050   

BAE Systems plc

        1,851,229  
63,217   

British American Tobacco plc

        3,902,251  
116,360   

Compass Group plc

        2,070,863  
339,911   

Glencore plc*

        1,407,803  
36,220   

IHS Markit Ltd.*

        1,428,879  
257,510   

Just Eat plc*

        1,753,743  
32,189   

Reckitt Benckiser Group plc

        2,761,994  
30,493   

Rio Tinto plc

        1,350,930  
43,111   

Spectris plc

        1,311,820  
212,961   

UBM plc

        1,892,321  
109,906   

Unilever N.V.

        4,457,983  
510,128   

Worldpay Group plc(1)

        1,840,331  
51,323   

WPP plc

        1,194,496  
        

 

 

 
           30,671,836  
        

 

 

 
  

United States - 2.3%

     
10,754   

Accenture plc Class A

        1,224,558  
20,071   

Eaton Corp. plc

        1,420,625  
23,173   

Medtronic plc

        1,761,612  
        

 

 

 
           4,406,795  
        

 

 

 
  

Total Common Stocks
(cost $174,550,763)

        188,024,769  
        

 

 

 
  

Total Long-Term Investments
(cost $174,550,763)

        188,024,769  
        

 

 

 
Short-Term Investments - 1.3%      
  

Other Investment Pools & Funds - 1.3%

     
2,505,749   

Morgan Stanley Institutional Liquidity Funds, Institutional Class

        2,505,749  
        

 

 

 
  

Total Short-Term Investments
(cost $2,505,749)

        2,505,749  
        

 

 

 
  

Total Investments
(cost $177,056,512)^

     99.5%      $   190,530,518  
  

Other Assets and Liabilities

     0.5%        969,256  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 191,499,774  
     

 

 

    

 

 

 


 

The Hartford International Growth Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

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 shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $           19,188,631  

Unrealized Depreciation

     (5,714,625
  

 

 

 

Net Unrealized Appreciation

   $ 13,474,006  
  

 

 

 

 

* Non-income producing.
(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $2,643,987, which represents 1.4% of total net assets.

† 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

  


 

The Hartford International Growth Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

 

Common Stocks

           

Australia

   $ 4,445,098       $ —       $ 4,445,098       $ —   

Belgium

     3,442,205         —         3,442,205         —   

Brazil

     1,047,957         1,047,957         —         —   

Canada

     8,051,258         8,051,258         —         —   

China

     17,095,252         9,129,044         7,966,208          —   

Denmark

     4,148,125         —         4,148,125         —   

France

     14,931,376         —         14,931,376         —   

Germany

     6,945,718         803,656         6,142,062         —   

Hong Kong

     3,611,371         —         3,611,371         —   

India

     8,703,806         2,637,757         6,066,049         —   

Indonesia

     3,390,981         —         3,390,981         —   

Ireland

     5,401,625         2,143,026         3,258,599         —   

Italy

     4,652,852         —         4,652,852         —   

Japan

     21,369,471         —         21,369,471         —   

Luxembourg

     1,025,380         —         1,025,380         —   

Mexico

     1,266,422         1,266,422         —         —   

Netherlands

     5,366,636         1,046,543         4,320,093         —   

Norway

     1,418,714         —         1,418,714         —   

Portugal

     895,163         —         895,163         —   

Singapore

     2,159,188         2,159,188         —         —   

South Korea

     8,517,044         —         8,517,044         —   

Spain

     3,070,294         —         3,070,294         —   

Sweden

     875,500         —         875,500         —   

Switzerland

     11,847,731         —         11,847,731         —   

Taiwan

     8,366,882         —         8,366,882         —   

Turkey

     900,089         —         900,089         —   

United Kingdom

     30,671,836         2,533,114         28,138,722         —   

United States

     4,406,795         4,406,795         —         —   

Short-Term Investments

     2,505,749         2,505,749         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      190,530,518       $       37,730,509       $      152,800,009       $                      —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, investments valued at $6,623,047 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $2,064,498 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor and there were no transfers in and out of Level 3.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.


 

The Hartford International Opportunities Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 96.9%

 

  

Argentina - 0.6%

 

625,948

  

YPF Sociedad Anonima ADR

   $ 13,564,293  
     

 

 

 
  

Australia - 1.1%

 

669,998

  

BHP Billiton plc

     12,219,286  

3,578,459

  

South32 Ltd.

     7,489,656  

945,337

  

Westfield Corp. REIT

     6,301,961  
     

 

 

 
        26,010,903  
     

 

 

 
  

Belgium - 1.8%

 

433,921

  

Anheuser-Busch InBev N.V.

     45,309,169  
     

 

 

 
  

Brazil - 1.7%

 

1,043,090

  

BB Seguridade Participacoes S.A.

     9,238,882  

3,242,440

  

Petroleo Brasileiro S.A. ADR*

     33,267,435  
     

 

 

 
        42,506,317  
     

 

 

 
  

Canada - 7.9%

 

873,260

  

Cameco Corp.

     11,120,014  

895,270

  

Canadian National Railway Co.

     62,223,415  

671,230

  

Imperial Oil Ltd.

     22,067,412  

1,007,010

  

Magna International, Inc.

     43,561,647  

1,283,210

  

Manulife Financial Corp.

     24,604,103  

620,060

  

TransCanada Corp.

     29,253,013  
     

 

 

 
                192,829,604  
     

 

 

 
  

China - 3.7%

 

532,365

  

Alibaba Group Holding Ltd. ADR*

     53,933,898  

8,965,720

  

CNOOC Ltd.

     11,195,977  

7,635,170

  

PICC Property & Casualty Co., Ltd. Class H

     11,541,689  

573,900

  

Tencent Holdings Ltd.

     15,004,822  
     

 

 

 
        91,676,386  
     

 

 

 
  

France - 14.0%

 

620,861

  

Airbus Group SE

     42,085,046  

1,859,405

  

AXA S.A.

     45,699,059  

787,898

  

BNP Paribas S.A.

     50,403,259  

499,843

  

Capgemini S.A.

     40,696,439  

602,739

  

Cie de Saint-Gobain

     29,615,977  

189,268

  

Essilor International S.A.

     22,204,197  

49,845

  

LVMH Moet Hennessy Louis Vuitton SE

     10,044,918  

485,055

  

Schneider Electric SE

     34,707,639  

832,610

  

Total S.A.

     42,126,039  

105,949

  

Unibail-Rodamco SE REIT

     24,416,121  
     

 

 

 
        341,998,694  
     

 

 

 
  

Germany - 7.3%

 

539,262

  

Beiersdorf AG

     47,842,617  

215,896

  

Brenntag AG

     12,560,222  

126,467

  

Continental AG

     24,757,629  

622,528

  

Deutsche Bank AG*

     12,432,477  

755,943

  

Deutsche Wohnen AG

     24,656,943  

2,659,087

  

E.ON SE

     20,483,161  

39,718

  

Siemens AG

     5,137,856  

934,866

  

Vonovia SE

     30,628,909  
     

 

 

 
        178,499,814  
     

 

 

 
  

Greece - 0.1%

 

1,783,840

  

Alpha Bank A.E.*

     3,165,542  
     

 

 

 
  

Hong Kong - 0.7%

 

731,162

  

Hong Kong Exchanges and Clearing Ltd.

     17,684,499  
     

 

 

 
  

India - 2.1%

 

2,711,450

  

Bharti Infratel Ltd.

     11,757,499  

6,710,876

  

ICICI Bank Ltd.

     26,655,895  

1,589,197

  

Power Grid Corp. of India Ltd.

     4,862,098  


 

The Hartford International Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

220,690

  

Tata Motors Ltd. ADR

   $ 8,598,082  
     

 

 

 
        51,873,574  
     

 

 

 
  

Ireland - 0.6%

 

427,836

  

CRH plc

     14,931,044  
     

 

 

 
  

Israel - 0.4%

 

212,610

  

Mobileye N.V.*

     9,133,726  
     

 

 

 
  

Italy - 4.6%

 

1,165,832

  

Assicurazioni Generali S.p.A.

     18,603,273  

532,561

  

Banca Generali S.p.A.

     13,584,893  

2,345,493

  

Eni S.p.A.

     36,063,869  

1,639,817

  

FinecoBank Banca Fineco S.p.A.

     9,768,251  

19,463,773

  

Saipem S.p.A.*

     9,994,263  

7,722,900

  

Telecom Italia S.p.A.*

     6,641,041  

635,295

  

UniCredit S.p.A.

     17,341,686  
     

 

 

 
                111,997,276  
     

 

 

 
  

Japan - 11.9%

 

17,860

  

Daito Trust Construction Co., Ltd.

     2,496,813  

631,220

  

Daiwa House Industry Co., Ltd.

     17,094,788  

164,937

  

Eisai Co., Ltd.

     9,091,440  

136,660

  

FANUC Corp.

     26,829,996  

1,655,950

  

ITOCHU Corp.

     22,812,200  

1,536,060

  

Kawasaki Heavy Industries Ltd.

     4,806,639  

1,864,170

  

Mitsubishi Heavy Industries Ltd.

     8,374,186  

901,120

  

Mitsui Fudosan Co., Ltd.

     20,804,327  

114,920

  

Murata Manufacturing Co., Ltd.

     15,477,922  

383,260

  

Nippon Telegraph & Telephone Corp.

     16,929,475  

730,440

  

Nomura Holdings, Inc.

     4,527,892  

88,095

  

Olympus Corp.

     3,047,585  

322,350

  

Omron Corp.

     13,225,714  

525,970

  

Ono Pharmaceutical Co., Ltd.

     10,790,952  

783,060

  

Seven & I Holdings Co., Ltd.

     31,266,295  

44,970

  

SMC Corp.

     12,275,830  

496,420

  

Sony Financial Holdings, Inc.

     8,314,135  

1,272,760

  

Sumitomo Mitsui Financial Group, Inc.

     49,932,909  

348,813

  

Tokio Marine Holdings, Inc.

     14,543,400  
     

 

 

 
        292,642,498  
     

 

 

 
  

Luxembourg - 0.5%

 

653,731

  

SES S.A.

     12,711,633  
     

 

 

 
  

Mexico - 2.4%

 

2,020,890

  

America Movil S.A.B. de C.V. Class L, ADR

     25,483,423  

2,320,450

  

Grupo Aeroportuario del Centro Norte S.A.B. de C.V.

     9,898,925  

2,197,670

  

Grupo Financiero Banorte S.A.B. de C.V. Series O

     10,533,345  

379,250

  

Infraestructura Energetica Nova, S.A.B. de C.V.

     1,673,148  

6,446,500

  

Wal-Mart de Mexico S.A.B. de C.V.

     11,406,999  
     

 

 

 
        58,995,840  
     

 

 

 
  

Netherlands - 3.0%

 

574,520

  

AerCap Holdings N.V.*

     25,434,000  

336,615

  

Akzo Nobel N.V.

     22,844,477  

1,207,553

  

Koninklijke Ahold Delhaize N.V.

     25,725,391  
     

 

 

 
        74,003,868  
     

 

 

 
  

Russia - 0.7%

 

2,583,275

  

Rosneft Oil Co. PJSC GDR

     17,129,263  
     

 

 

 
  

South Africa - 0.4%

 

2,645,776

  

FirstRand Ltd.

     9,855,821  
     

 

 

 
  

South Korea - 3.7%

 

103,291

  

Hyundai Motor Co.

     12,435,020  

30,470

  

Samsung Biologics Co., Ltd.*

     4,221,384  

35,054

  

Samsung Electronics Co., Ltd.

     59,618,963  

313,951

  

SK Hynix, Inc.

     14,499,480  
     

 

 

 
        90,774,847  
     

 

 

 


 

The Hartford International Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Spain - 2.6%

 

8,323,378

  

Banco Santander S.A.

      $ 46,501,577  

4,317,186

  

CaixaBank S.A.

        15,824,602  

61,181

  

Industria de Diseno Textil S.A.

        2,023,594  
        

 

 

 
           64,349,773  
        

 

 

 
  

Sweden - 0.6%

 

672,634

  

SKF AB Class B

        13,534,620  
        

 

 

 
  

Switzerland - 9.1%

 

1,181,799

  

ABB Ltd.*

        28,163,256  

557,268

  

Credit Suisse Group AG*

        8,506,764  

610,126

  

Julius Baer Group Ltd.*

        28,682,473  

873,605

  

LafargeHolcim Ltd.*

        47,038,223  

929,373

  

Novartis AG

        68,613,324  

142,967

  

Zurich Insurance Group AG*

        41,170,722  
        

 

 

 
           222,174,762  
        

 

 

 
  

Taiwan - 2.3%

 

9,333,595

  

Taiwan Semiconductor Manufacturing Co., Ltd.

        55,617,591  
        

 

 

 
  

Turkey - 0.7%

 

8,072,744

  

Turkiye Garanti Bankasi AS

        17,831,578  
        

 

 

 
  

United Kingdom - 12.4%

 

780,051

  

Antofagasta plc

        8,241,770  

288,211

  

AstraZeneca plc

        15,295,064  

4,025,760

  

Aviva plc

        24,238,604  

2,006,549

  

Barclays plc

        5,568,813  

832,725

  

British American Tobacco plc

        51,402,351  

16,019,935

  

Glencore plc*

        66,349,479  

562,477

  

Hikma Pharmaceuticals plc

        12,955,615  

1,527,279

  

International Consolidated Airlines Group S.A.

        9,194,953  

2,805,437

  

Marks & Spencer Group plc

        11,891,139  

283,452

  

TechnipFMC plc*

        9,289,746  

1,326,638

  

Unilever N.V.

        53,810,799  

1,522,724

  

WPP plc

        35,440,003  
        

 

 

 
           303,678,336  
        

 

 

 
  

Total Common Stocks
(cost $2,248,065,584)

            2,374,481,271  
        

 

 

 

Exchange Traded Funds - 0.1%

 

  

Other Investment Pools & Funds - 0.1%

 

32,030

  

iShares MSCI ACWI ex U.S. ETF

        1,339,174  
        

 

 

 
  

Total Exchange Traded Funds
(cost $1,321,965)

        1,339,174  
        

 

 

 
  

Total Long-Term Investments
(cost $2,249,387,549)

        2,375,820,445  
        

 

 

 

Short-Term Investments - 2.7%

 

  

Other Investment Pools & Funds - 2.7%

 

65,474,639

  

Fidelity Institutional Government Fund, Institutional Class

        65,474,639  
        

 

 

 
  

Total Short-Term Investments
(cost $65,474,639)

        65,474,639  
        

 

 

 
  

Total Investments
(cost $2,314,862,188)^

     99.7%      $ 2,441,295,084  
  

Other Assets and Liabilities

     0.3%        7,381,609  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 2,448,676,693  
     

 

 

    

 

 

 


 

The Hartford International Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

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 shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $ 188,248,510  

Unrealized Depreciation

     (61,815,614
  

 

 

 

Net Unrealized Appreciation

   $     126,432,896  
  

 

 

 

 

* Non-income producing.

† 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:
ACWI    All Country World Index
ADR    American Depositary Receipt
ETF    Exchange Traded Fund
GDR                                                             Global Depositary Receipt
MSCI    Morgan Stanley Capital International
PJSC    Private Joint Stock Company
REIT    Real Estate Investment Trust


 

The Hartford International Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

 

Common Stocks

 

Argentina

   $ 13,564,293      $ 13,564,293      $      $ —    

Australia

     26,010,903               26,010,903        —    

Belgium

     45,309,169               45,309,169        —    

Brazil

     42,506,317        42,506,317               —    

Canada

     192,829,604        192,829,604               —    

China

     91,676,386        53,933,898        37,742,488        —    

France

     341,998,694               341,998,694        —    

Germany

     178,499,814               178,499,814        —    

Greece

     3,165,542               3,165,542        —    

Hong Kong

     17,684,499               17,684,499        —    

India

     51,873,574        8,598,082        43,275,492        —    

Ireland

     14,931,044               14,931,044        —    

Israel

     9,133,726        9,133,726               —    

Italy

     111,997,276               111,997,276        —    

Japan

     292,642,498               292,642,498        —    

Luxembourg

     12,711,633               12,711,633        —    

Mexico

     58,995,840        58,995,840               —    

Netherlands

     74,003,868        25,434,000        48,569,868        —    

Russia

     17,129,263               17,129,263        —    

South Africa

     9,855,821               9,855,821        —    

South Korea

     90,774,847        4,221,384        86,553,463        —    

Spain

     64,349,773               64,349,773        —    

Sweden

     13,534,620               13,534,620        —    

Switzerland

     222,174,762               222,174,762        —    

Taiwan

     55,617,591               55,617,591        —    

Turkey

     17,831,578               17,831,578        —    

United Kingdom

     303,678,336        9,289,746        294,388,590        —    

Exchange Traded Funds

     1,339,174        1,339,174               —    

Short-Term Investments

     65,474,639        65,474,639               —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     2,441,295,084      $       485,320,703      $     1,955,974,381      $                 —    
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, investments valued at $48,327,378 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; there were no transfers from Level 2 to Level 1 and there were no transfers in and out of Level 3.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.


 

The Hartford International Small Company Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 99.3%

 

  

Australia - 6.6%

 

72,459

  

Domino’s Pizza Enterprises Ltd.

   $ 3,268,895  

576,591

  

Estia Health Ltd.

     1,174,452  

1,568,735

  

Japara Healthcare Ltd.

     2,496,089  

822,317

  

Karoon Gas Australia Ltd.*

     1,121,766  

879,126

  

Mantra Group Ltd.

     1,808,589  

1,345,432

  

oOh!media Ltd.

     4,560,778  

557,901

  

Regis Healthcare Ltd.

     1,848,394  

120,606

  

Seek Ltd.

     1,321,915  

4,085,158

  

Spotless Group Holdings Ltd.

     2,915,166  

2,549,469

  

Tox Free Solutions Ltd.

     5,124,323  
     

 

 

 
                25,640,367  
     

 

 

 
  

Austria - 3.5%

 

86,287

  

ams AG

     2,972,544  

69,254

  

Andritz AG

     3,743,166  

92,075

  

Buwog AG*

     2,197,135  

29,303

  

Schoeller-Bleckmann Oilfield Equipment AG

     2,208,263  

130,388

  

Wienerberger AG

     2,516,935  
     

 

 

 
        13,638,043  
     

 

 

 
  

Belgium - 2.5%

 

25,130

  

Cie d’Entreprises CFE

     2,775,470  

47,148

  

D’ieteren S.A.

     2,129,971  

26,780

  

Galapagos N.V.*

     1,745,167  

107,006

  

Ontex Group N.V.

     3,240,402  
     

 

 

 
        9,891,010  
     

 

 

 
  

Denmark - 0.8%

 

71,652

  

H. Lundbeck A/S*

     3,077,379  
     

 

 

 
  

France - 6.4%

 

11,826

  

BioMerieux

     1,870,869  

47,944

  

Eurazeo S.A.

     2,952,894  

33,168

  

ID Logistics Group*

     5,101,833  

49,906

  

Imerys S.A.

     4,007,768  

184,817

  

Maisons du Monde S.A.*(1)

     5,212,196  

30,372

  

Orpea

     2,474,668  

17,772

  

Virbac S.A.*

     3,279,061  
     

 

 

 
        24,899,289  
     

 

 

 
  

Germany - 2.4%

 

103,115

  

ElringKlinger AG

     1,829,996  

174,579

  

SAF-Holland S.A.

     2,655,307  

23,553

  

Sartorius AG (Preference Shares)

     1,657,798  

59,052

  

STRATEC Biomedical AG

     3,112,929  
     

 

 

 
        9,256,030  
     

 

 

 
  

Hong Kong - 0.5%

 

2,233,000

  

Value Partners Group Ltd.

     1,917,031  
     

 

 

 
  

Ireland - 1.0%

 

2,796,646

  

Cairn Homes plc*

     3,826,555  
     

 

 

 
  

Italy - 12.2%

 

1,037,727

  

Anima Holding S.p.A.(1)

     6,187,988  

436,421

  

Autogrill S.p.A.

     3,838,031  

205,980

  

Brunello Cucinelli S.p.A.

     4,651,674  

683,373

  

Cerved Information Solutions S.p.A.

     5,592,693  

81,964

  

DiaSorin S.p.A.

     4,888,527  

860,972

  

Infrastrutture Wireless Italiane S.p.A.(1)

     4,087,585  

359,418

  

Moncler S.p.A.

     6,906,251  

634,461

  

OVS S.p.A.(1)

     3,537,511  

284,985

  

Salvatore Ferragamo S.p.A.

     7,521,828  
     

 

 

 
        47,212,088  
     

 

 

 
  

Japan - 34.2%

 

23,000

  

Ain Holdings, Inc.

     1,685,983  


 

The Hartford International Small Company Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

221,200

  

Alps Electric Co., Ltd.

   $ 5,891,832  

111,400

  

Asahi Intecc Co., Ltd.

     4,533,626  

417,500

  

Daikyonishikawa Corp.

     5,445,787  

21,720

  

Disco Corp.

     2,773,295  

216,800

  

DMG Mori Co., Ltd.

     2,962,548  

195,200

  

EPS Holdings, Inc.

     2,473,632  

70,600

  

Ezaki Glico Co., Ltd.

     3,231,920  

292,800

  

Ferrotec Corp.

     4,199,161  

203,200

  

H2O Retailing Corp.

     3,363,027  

156,300

  

Hitachi Metals Ltd.

     2,166,803  

462,300

  

Ichigo, Inc.

     1,499,856  

1,555,000

  

IHI Corp.*

     4,187,318  

315,700

  

Itoham Yonekyu Holdings, Inc.*

     2,796,063  

134,800

  

Jamco Corp.

     3,006,960  

88,200

  

JSR Corp.

     1,511,694  

826,400

  

Kenedix, Inc.

     3,089,238  

299,500

  

Kobe Steel Ltd.*

     2,913,206  

152,578

  

Kyudenko Corp.

     4,140,325  

278,100

  

Minebea Mitsumi, Inc.

     2,764,620  

67,900

  

Mitsubishi Materials Corp.

     2,317,089  

170,600

  

Miura Co., Ltd.

     2,704,896  

125,500

  

Nippon Shinyaku Co., Ltd.

     6,526,286  

58,100

  

Nippon Shokubai Co., Ltd.

     4,004,192  

844,000

  

Nippon Yusen KK

     1,784,779  

456,400

  

Sanwa Holdings Corp.

     4,248,333  

119,600

  

SCSK Corp.

     4,489,509  

1,629,000

  

Shinsei Bank Ltd.

     2,801,776  

1,303,000

  

Taiheiyo Cement Corp.

     4,553,059  

477,900

  

Takara Leben Co., Ltd.

     2,675,386  

163,200

  

Teijin Ltd.

     3,444,628  

299,300

  

Temp Holdings Co., Ltd.

     5,190,569  

131,500

  

Tenma Corp.

     2,391,846  

45,100

  

Tokyo Ohka Kogyo Co., Ltd.

     1,611,310  

390,300

  

Tokyo Steel Manufacturing Co., Ltd.

     3,517,591  

84,442

  

Tokyo TY Financial Group, Inc.

     2,937,248  

237,800

  

Toyo Tire & Rubber Co., Ltd.

     2,884,755  

101,300

  

W-Scope Corp.

     1,639,984  

65,600

  

Yamato Kogyo Co., Ltd.

     1,961,540  

182,900

  

Zenkoku Hosho Co., Ltd.

     6,330,448  
     

 

 

 
                132,652,118  
     

 

 

 
  

Luxembourg - 1.6%

 

1,627,750

  

L’Occitane International S.A.

     3,214,003  

162,288

  

Reinet Investments SCA

     3,113,124  
     

 

 

 
        6,327,127  
     

 

 

 
  

Netherlands - 2.2%

 

110,107

  

IMCD Group N.V.

     4,941,030  

191,064

  

Intertrust N.V.(1)

     3,568,817  
     

 

 

 
        8,509,847  
     

 

 

 
  

Norway - 1.1%

 

259,019

  

Kongsberg Gruppen ASA

     4,274,862  
     

 

 

 
  

South Korea - 1.3%

 

57,631

  

Hotel Shilla Co., Ltd.

     2,152,495  

245,089

  

Nexen Tire Corp.

     2,776,956  
     

 

 

 
        4,929,451  
     

 

 

 
  

Spain - 1.0%

 

299,104

  

Melia Hotels International S.A.

     3,846,445  
     

 

 

 
  

Switzerland - 1.7%

 

201,553

  

OC Oerlikon Corp. AG*

     2,286,538  

10,974

  

Tecan Group AG

     1,716,715  

13,311

  

u-blox Holding AG*

     2,403,029  
     

 

 

 
        6,406,282  
     

 

 

 


 

The Hartford International Small Company Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Taiwan - 1.4%

 

325,000

  

Catcher Technology Co., Ltd.

 

   $ 2,650,615  

633,000

  

Globalwafers Co., Ltd.

 

     2,908,924  
        

 

 

 
           5,559,539  
        

 

 

 
  

United Kingdom - 18.9%

 

1,359,126

  

AA plc

 

     4,180,685  

449,711

  

Abcam plc

 

     4,642,858  

1,398,235

  

B&M European Value Retail S.A.

 

     5,297,641  

258,963

  

Cineworld Group plc

 

     2,004,257  

236,037

  

Concentric AB

 

     3,177,236  

185,591

  

Consort Medical plc

 

     2,270,528  

687,875

  

ConvaTec Group plc*(1)

 

     2,127,886  

884,196

  

Elementis plc

 

     2,989,235  

101,133

  

Genus plc

 

     2,184,457  

1,467,454

  

Hays plc

 

     2,823,731  

167,194

  

Hikma Pharmaceuticals plc

 

     3,851,004  

181,212

  

Hill & Smith Holdings plc

 

     2,749,253  

469,038

  

Hunting plc

 

     3,293,510  

88,857

  

James Fisher & Sons plc

 

     1,699,087  

198,246

  

Keller Group plc

 

     2,030,619  

207,839

  

Kier Group plc

 

     3,614,892  

451,495

  

Mears Group plc

 

     2,879,661  

735,183

  

Ophir Energy plc*

 

     869,939  

837,770

  

Polypipe Group plc

 

     3,562,230  

713,153

  

Restaurant Group plc

 

     2,636,565  

1,093,534

  

Saga plc

 

     2,540,904  

1,390,118

  

Tyman plc

 

     4,665,119  

84,081

  

Ultra Electronics Holdings plc

 

     1,953,643  

250,078

  

UNITE Group plc

 

     1,845,901  

1,468,379

  

Volution Group plc

 

     3,214,162  
        

 

 

 
           73,105,003  
        

 

 

 
  

Total Common Stocks
(cost $382,108,354)

 

     384,968,466  
        

 

 

 

Exchange Traded Funds - 0.4%

 

  

Other Investment Pools & Funds - 0.4%

 

29,100

  

Electra Private Equity plc

 

     1,705,370  
        

 

 

 
  

Total Exchange Traded Funds
(cost $1,613,798)

 

     1,705,370  
        

 

 

 
  

Total Long-Term Investments
(cost $383,722,152)

 

     386,673,836  
        

 

 

 

Short-Term Investments - 0.4%

 

  

Other Investment Pools & Funds - 0.4%

 

1,371,662

  

Morgan Stanley Institutional Liquidity Funds, Institutional Class

 

     1,371,662  
        

 

 

 
  

Total Short-Term Investments
(cost $1,371,662)

 

     1,371,662  
        

 

 

 
  

Total Investments
(cost $385,093,814)^

     100.1%      $ 388,045,498  
  

Other Assets and Liabilities

     (0.1)%        (357,303
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $       387,688,195  
     

 

 

    

 

 

 

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 shown in this report as these classifications are used for financial reporting purposes.


 

The Hartford International Small Company Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $         33,111,792  

Unrealized Depreciation

     (30,160,108
  

 

 

 

Net Unrealized Appreciation

   $ 2,951,684  
  

 

 

 

 

* Non-income producing.
(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $24,721,983, which represents 6.4% of total net assets.

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


 

The Hartford International Small Company Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

 

Common Stocks

 

Australia

   $ 25,640,367      $      $ 25,640,367      $ —    

Austria

     13,638,043               13,638,043        —    

Belgium

     9,891,010               9,891,010        —    

Denmark

     3,077,379               3,077,379        —    

France

     24,899,289        10,314,029        14,585,260        —    

Germany

     9,256,030               9,256,030        —    

Hong Kong

     1,917,031               1,917,031        —    

Ireland

     3,826,555        3,826,555               —    

Italy

     47,212,088        31,593,376        15,618,712        —    

Japan

     132,652,118               132,652,118        —    

Luxembourg

     6,327,127        6,327,127               —    

Netherlands

     8,509,847        4,941,030        3,568,817        —    

Norway

     4,274,862               4,274,862        —    

South Korea

     4,929,451               4,929,451        —    

Spain

     3,846,445               3,846,445        —    

Switzerland

     6,406,282        1,716,715        4,689,567        —    

Taiwan

     5,559,539               5,559,539        —    

United Kingdom

     73,105,003        22,640,907        50,464,096        —    

Exchange Traded Funds

     1,705,370               1,705,370        —    

Short-Term Investments

     1,371,662        1,371,662               —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     388,045,498      $     82,731,401      $       305,314,097      $                 —    
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, investments valued at $16,091,539 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $43,255,995 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor and there were no transfers in and out of Level 3.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.


 

The Hartford International Value Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 93.5%

 

  

Australia - 0.5%

 

3,723,343

  

Resolute Mining Ltd.

   $ 4,143,672  

2,453,907

  

Western Areas Ltd.*

     4,581,742  
     

 

 

 
        8,725,414  
     

 

 

 
  

Austria - 0.4%

 

430,160

  

Zumtobel Group AG

     7,226,465  
     

 

 

 
  

Belgium - 1.6%

 

364,541

  

Ageas

     15,608,727  

1,427,309

  

AGFA-Gevaert N.V.*

     5,629,858  

292,249

  

Orange Belgium S.A.*

     6,595,370  
     

 

 

 
        27,833,955  
     

 

 

 
  

Brazil - 1.3%

 

730,300

  

Cia Paranaense de Energia (Preference Shares)

     7,451,095  

31,686

  

Petro Rio S.A.*

     263,455  

892,163

  

Petroleo Brasileiro S.A. ADR*

     9,153,592  

393,600

  

Telefonica Brasil S.A. (Preference Shares)

     5,829,492  
     

 

 

 
                22,697,634  
     

 

 

 
  

Canada - 2.5%

 

442,935

  

Barrick Gold Corp.

     8,162,599  

1,186,080

  

Centerra Gold, Inc.

     5,860,899  

2,534,627

  

Eldorado Gold Corp.*

     8,947,233  

2,148,060

  

Ivanhoe Mines Ltd. Class A*

     6,553,543  

1,503,811

  

Kinross Gold Corp.*

     5,864,863  

404,800

  

Northern Dynasty Minerals Ltd.*

     1,172,792  

479,890

  

Painted Pony Petroleum Ltd.*

     2,883,950  

1,197,409

  

Uranium Participation Corp.*

     3,864,836  
     

 

 

 
        43,310,715  
     

 

 

 
  

China - 0.3%

 

20,395,390

  

Daphne International Holdings Ltd.*

     1,827,502  

557,548

  

Sinovac Biotech Ltd.*

     3,138,995  
     

 

 

 
        4,966,497  
     

 

 

 
  

Denmark - 0.5%

 

392,335

  

D/S Norden A/S*

     6,977,047  

39,201

  

H. Lundbeck A/S*

     1,683,642  
     

 

 

 
        8,660,689  
     

 

 

 
  

France - 10.5%

 

2,079,112

  

Air France-KLM*

     10,985,171  

416,199

  

Alstom S.A.*

     11,809,391  

341,052

  

BNP Paribas S.A.

     21,817,713  

394,303

  

Cie de Saint-Gobain

     19,374,337  

955,697

  

Coface S.A.*

     6,176,947  

831,989

  

Engie S.A.

     9,961,004  

265,985

  

Metropole Television S.A.

     5,228,445  

72,676

  

Renault S.A.

     6,544,009  

676,619

  

Rexel S.A.

     11,800,872  

389,810

  

Societe Generale S.A.

     19,056,835  

69,190

  

Sopra Steria Group

     8,022,148  

951,010

  

Television Francaise

     10,477,045  

33,539

  

Thales S.A.

     3,146,449  

629,327

  

Total S.A.

     31,840,903  

106,825

  

Vicat S.A.

     6,488,746  
     

 

 

 
        182,730,015  
     

 

 

 
  

Germany - 3.8%

 

1,018,226

  

Deutsche Lufthansa AG

     13,602,058  

1,134,223

  

E.ON SE

     8,737,011  

215,940

  

Hamburger Hafen und Logistik AG

     4,401,805  

876,921

  

Kontron AG*

     2,755,915  

315,131

  

METRO AG

     10,784,019  

161,309

  

Rheinmetall AG

     12,379,066  


 

The Hartford International Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

417,066

  

RWE AG*

   $ 5,553,248  

234,043

  

Salzgitter AG

     8,982,142  
     

 

 

 
                67,195,264  
     

 

 

 
  

Greece - 0.8%

 

1,905,870

  

Alpha Bank A.E.*

     3,382,092  

1,107,358

  

Hellenic Telecommunications Organization S.A.

     10,043,371  
     

 

 

 
        13,425,463  
     

 

 

 
  

Hong Kong - 1.1%

 

8,505,788

  

AMVIG Holdings Ltd.

     2,927,020  

607,040

  

Dah Sing Financial Holdings Ltd.

     4,687,347  

163,746,335

  

G-Resources Group Ltd.

     2,918,158  

35,872,000

  

NetMind Financial Holdings Ltd.*

     234,343  

12,935,175

  

New World Department Store China Ltd.*

     1,862,691  

39,634,695

  

Pacific Basin Shipping Ltd.*

     7,391,744  
     

 

 

 
        20,021,303  
     

 

 

 
  

Hungary - 0.5%

 

4,701,699

  

Magyar Telekom Telecommunications plc

     8,395,416  
     

 

 

 
  

India - 0.9%

 

2,311,369

  

Allahabad Bank*

     2,274,401  

1,095,261

  

Canara Bank*

     4,586,860  

2,325,910

  

Corp. Bank*

     1,480,155  

3,191,957

  

NTPC Ltd.

     8,113,430  
     

 

 

 
        16,454,846  
     

 

 

 
  

Italy - 3.9%

 

994,742

  

Assicurazioni Generali S.p.A.

     15,873,177  

1,764,915

  

Banca Popolare dell’Emilia Romagna SC

     10,037,171  

1,576,894

  

Eni S.p.A.

     24,246,032  

2,131,145

  

Geox S.p.A.

     4,594,239  

13,262,019

  

Saipem S.p.A.*

     6,809,785  

257,537

  

UniCredit S.p.A.

     7,030,010  
     

 

 

 
        68,590,414  
     

 

 

 
  

Japan - 34.6%

 

627,260

  

Aisan Industry Co., Ltd.

     5,267,118  

65,840

  

Alpha Systems, Inc.

     1,144,699  

734,415

  

Alpine Electronics, Inc.

     10,724,497  

280,710

  

Avex Group Holdings, Inc.

     4,219,106  

282,200

  

Benesse Holdings, Inc.

     8,213,635  

461,880

  

Canon, Inc.

     13,665,356  

189,895

  

Cawachi Ltd.

     4,886,287  

929,000

  

Chiyoda Corp.

     6,252,916  

327,605

  

Chubu Steel Plate Co., Ltd.

     1,856,025  

1,191,000

  

Citizen Watch Co., Ltd.

     7,395,956  

247,840

  

CMIC Holdings Co., Ltd.

     3,280,888  

759,115

  

Dai-ichi Life Holdings, Inc.

     13,761,912  

223,045

  

Dena Co., Ltd.

     4,983,790  

174,108

  

Eisai Co., Ltd.

     9,596,952  

117,600

  

en-japan, Inc.

     2,124,354  

329,090

  

Exedy Corp.

     8,911,440  

2,938,025

  

Fujitsu Ltd.

     17,075,666  

712,595

  

Funai Electric Co., Ltd.

     5,719,563  

167,390

  

Gendai Agency, Inc.

     916,245  

1,504,580

  

Gree, Inc.

     8,115,682  

352,025

  

Hisaka Works Ltd.

     2,925,061  

719,835

  

Honda Motor Co., Ltd.

     21,421,494  

261,270

  

Honeys Co., Ltd.

     2,500,195  

886,705

  

Hosiden Corp.

     6,852,874  

389,400

  

Ichiyoshi Securities Co., Ltd.

     3,023,346  

667,110

  

Inpex Corp.

     6,546,475  

403,930

  

Japan Petroleum Exploration Co., Ltd.

     9,073,606  

506,060

  

Japan Steel Works Ltd.

     9,502,155  

885,215

  

JSR Corp.

     15,172,043  

576,280

  

Keihin Corp.

     10,198,438  


 

The Hartford International Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

287,215

  

Kuroda Electric Co., Ltd.

   $ 5,924,428  

442,935

  

Kyoei Steel Ltd.

     8,932,260  

146,160

  

Melco Holdings, Inc.

     4,201,145  

247,840

  

Miraial Co., Ltd.

     2,120,941  

2,316,050

  

Mitsubishi Motors Corp.

     12,546,373  

3,946,375

  

Mitsubishi UFJ Financial Group, Inc.

     25,270,698  

571,105

  

Mitsui Chemicals, Inc.

     2,685,670  

8,330,040

  

Mizuho Financial Group, Inc.

     15,457,113  

130,535

  

Nakayama Steel Works Ltd.*

     879,074  

1,036,950

  

NET One Systems Co., Ltd.

     7,079,052  

449,620

  

Neturen Co., Ltd.

     3,582,046  

933,690

  

Nichicon Corp.

     8,781,084  

619,320

  

Nikon Corp.

     9,995,349  

37,010

  

Nintendo Co., Ltd.

     7,575,271  

2,192,500

  

Nippon Chemi-Con Corp.

     5,055,900  

56,460

  

Nishimatsuya Chain Co., Ltd.

     705,970  

530,595

  

Nissin Kogyo Co., Ltd.

     8,765,974  

518,055

  

NOK Corp.

     10,528,002  

853,380

  

Oita Bank Ltd.

     3,197,629  

1,607,375

  

Pacific Metals Co., Ltd.*

     5,078,947  

183,490

  

PAL GROUP Holdings Co., Ltd.

     4,671,832  

4,157,175

  

Pioneer Corp.*

     9,125,067  

115,640

  

Proto Corp.

     1,430,331  

430,865

  

Relia, Inc.

     4,488,159  

217,055

  

Rohm Co., Ltd.

     13,879,850  

66,600

  

Sankyo Co., Ltd.

     2,223,688  

2,081,870

  

Sanyo Shokai Ltd.

     3,098,275  

301,150

  

Shinkawa Ltd.*

     2,289,636  

1,278,105

  

Shinko Electric Industries Co., Ltd.

     9,674,957  

885,445

  

Showa Corp.

     6,092,932  

641,555

  

Sumitomo Heavy Industries Ltd.

     4,410,935  

566,060

  

Sumitomo Mitsui Financial Group, Inc.

     22,207,661  

185,185

  

Sumitomo Mitsui Trust Holdings, Inc.

     6,902,472  

276,070

  

Sumitomo Real Estate Sales Co., Ltd. REIT

     6,281,769  

581,475

  

Sumitomo Riko Co., Ltd.

     6,004,456  

152,320

  

Suzuken Co., Ltd.

     5,028,831  

1,377,920

  

T&D Holdings, Inc.

     20,413,239  

468,210

  

Taiyo Yuden Co., Ltd.

     5,710,438  

449,570

  

Takeda Pharmaceutical Co., Ltd.

     18,830,517  

634,775

  

Tochigi Bank Ltd.

     3,226,790  

620,295

  

Tokai Rika Co., Ltd.

     12,345,351  

224,140

  

Tokyo Seimitsu Co., Ltd.

     7,336,273  

1,000,270

  

Tokyo Steel Manufacturing Co., Ltd.

     9,014,965  

1,930,515

  

Toshiba Machine Co., Ltd.

     8,406,206  

2,545,260

  

Toyo Engineering Corp.

     6,785,955  

455,750

  

Toyoda Gosei Co., Ltd.

     10,978,444  

487,130

  

Ushio, Inc.

     6,183,089  

368,645

  

Xebio Holdings Co., Ltd.

     5,507,993  

57,130

  

Yamanashi Chuo Bank Ltd.

     268,657  

252,260

  

Yamato Kogyo Co., Ltd.

     7,542,957  
     

 

 

 
                604,052,425  
     

 

 

 
  

Kazakhstan - 0.1%

 

93,404

  

KazMunaiGas Exploration Production JSC GDR*

     924,700  
     

 

 

 
  

Netherlands - 4.2%

 

823,108

  

Delta Lloyd N.V.

     4,738,942  

1,145,867

  

ING Groep N.V.

     16,461,466  

297,466

  

Koninklijke Philips N.V.

     8,728,393  

3,042,138

  

PostNL N.V.*

     13,351,865  

1,089,075

  

Royal Dutch Shell plc Class B

     30,760,273  
     

 

 

 
        74,040,939  
     

 

 

 
  

Norway - 0.9%

 

355,779

  

Statoil ASA

     6,634,280  

1,468,227

  

Storebrand ASA*

     8,952,760  
     

 

 

 
        15,587,040  
     

 

 

 


 

The Hartford International Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Russia - 2.6%

 

2,547,221

  

Gazprom PJSC ADR

   $ 12,638,493  

263,755

  

Lukoil PJSC ADR

     14,863,847  

569,315

  

Sberbank of Russia PJSC ADR

     6,675,340  

2,118,470

  

Surgutneftegas OJSC ADR

     11,385,620  
     

 

 

 
        45,563,300  
     

 

 

 
  

South Africa - 1.3%

 

268,425

  

Anglo American Platinum Ltd.*

     7,027,423  

1,753,811

  

Gold Fields Ltd.

     6,064,590  

1,619,799

  

Impala Platinum Holdings Ltd.*

     6,455,243  

2,278,109

  

Raubex Group Ltd.

     3,873,208  
     

 

 

 
        23,420,464  
     

 

 

 
  

South Korea - 2.2%

 

328,682

  

KB Financial Group, Inc.

     13,300,228  

472,809

  

KT Corp.

     11,965,759  

72,036

  

NHN Entertainment Corp.*

     3,285,336  

172,450

  

Shinhan Financial Group Co., Ltd.

     6,815,615  

384,119

  

Tongyang Life Insurance Co., Ltd.

     3,499,523  
     

 

 

 
        38,866,461  
     

 

 

 
  

Spain - 2.1%

 

411,965

  

Almirall S.A.

     6,640,735  

6,966,470

  

Banco Popular Espanol S.A.

     7,213,662  

3,494,089

  

CaixaBank S.A.

     12,807,548  

1,024,906

  

Telefonica S.A.

     9,916,065  
     

 

 

 
        36,578,010  
     

 

 

 
  

Sweden - 0.9%

 

1,878,358

  

Qliro Group AB*

     2,344,378  

337,401

  

SAS AB*

     546,422  

2,295,615

  

Telefonaktiebolaget LM Ericsson Class B

     13,586,208  
     

 

 

 
        16,477,008  
     

 

 

 
  

Switzerland - 4.8%

 

139,180

  

Adecco Group AG

     9,958,997  

541,544

  

GAM Holding AG

     5,525,864  

156,137

  

Julius Baer Group Ltd.

     7,340,115  

323,044

  

LafargeHolcim Ltd.

     17,393,921  

692,347

  

STMicroelectronics N.V.

     9,134,105  

1,336,879

  

UBS Group AG

     21,726,060  

44,769

  

Zurich Insurance Group AG*

     12,892,290  
     

 

 

 
        83,971,352  
     

 

 

 
  

Taiwan - 1.5%

 

8,991,355

  

Acer, Inc.

     4,152,052  

17,049,720

  

Compal Electronics, Inc.

     10,286,995  

1,592,860

  

MediaTek, Inc.

     10,904,866  
     

 

 

 
        25,343,913  
     

 

 

 
  

United Kingdom - 9.7%

 

724,125

  

Anglo American plc*

     12,482,675  

401,079

  

AstraZeneca plc

     21,284,854  

5,410,006

  

BP plc

     32,311,445  

1,414,019

  

Halfords Group plc

     6,454,997  

4,944,618

  

Hays plc

     9,514,623  

4,411,465

  

HSBC Holdings plc

     37,633,837  

4,512,299

  

J Sainsbury plc

     14,681,057  

583,731

  

Lonmin plc*

     937,843  

2,191,162

  

Marks & Spencer Group plc

     9,287,470  

5,452,362

  

SIG plc

     7,051,122  

1,619,437

  

Standard Chartered plc*

     15,858,087  

450,716

  

SThree plc

     1,810,149  
     

 

 

 
        169,308,159  
     

 

 

 
  

Total Common Stocks
(cost $1,564,100,063)

         1,634,367,861  
     

 

 

 


 

The Hartford International Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Total Long-Term Investments
(cost $1,564,100,063)

 

     1,634,367,861  
        

 

 

 

Short-Term Investments - 5.5%

 

  

Other Investment Pools & Funds - 5.5%

 

95,609,390

  

Fidelity Institutional Government Fund, Institutional Class

 

   $ 95,609,390  
        

 

 

 
  

Total Short-Term Investments
(cost $95,609,390)

 

     95,609,390  
        

 

 

 
  

Total Investments
(cost $1,659,709,453)^

     99.0%      $ 1,729,977,251  
  

Other Assets and Liabilities

     1.0%        17,172,809  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     1,747,150,060  
     

 

 

    

 

 

 

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 shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $ 157,777,635  

Unrealized Depreciation

     (87,509,837
  

 

 

 

Net Unrealized Appreciation

   $ 70,267,798  
  

 

 

 

 

* Non-income producing.

 

Futures Contracts Outstanding at January 31, 2017  
Description    Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

EAFE (mini MSCI) Index Future

     634        03/17/2017      $         54,487,856      $         54,790,280     $ 302,424  
             

 

 

 
             
             

 

 

 

Total futures contracts

 

  $ 302,424  
             

 

 

 

† 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)
Index Abbreviations:
EAFE    Europe, Australasia and Far East
MSCI    Morgan Stanley Capital International
Other Abbreviations:
ADR    American Depositary Receipt
GDR    Global Depositary Receipt
JSC    Joint Stock Company
OJSC                                        Open Joint Stock Company
PJSC    Private Joint Stock Company
REIT    Real Estate Investment Trust


 

The Hartford International Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

 

Common Stocks

 

Australia

   $ 8,725,414      $      $ 8,725,414      $ —    

Austria

     7,226,465               7,226,465        —    

Belgium

     27,833,955               27,833,955        —    

Brazil

     22,697,634        22,697,634               —    

Canada

     43,310,715        43,310,715               —    

China

     4,966,497        3,138,995        1,827,502        —    

Denmark

     8,660,689        6,977,047        1,683,642        —    

France

     182,730,015               182,730,015        —    

Germany

     67,195,264               67,195,264        —    

Greece

     13,425,463               13,425,463        —    

Hong Kong

     20,021,303        2,927,020        17,094,283        —    

Hungary

     8,395,416               8,395,416        —    

India

     16,454,846               16,454,846        —    

Italy

     68,590,414        4,594,239        63,996,175        —    

Japan

     604,052,425               604,052,425        —    

Kazakhstan

     924,700        924,700               —    

Netherlands

     74,040,939               74,040,939        —    

Norway

     15,587,040               15,587,040        —    

Russia

     45,563,300               45,563,300        —    

South Africa

     23,420,464        3,873,208        19,547,256        —    

South Korea

     38,866,461               38,866,461        —    

Spain

     36,578,010               36,578,010        —    

Sweden

     16,477,008               16,477,008        —    

Switzerland

     83,971,352               83,971,352        —    

Taiwan

     25,343,913               25,343,913        —    

United Kingdom

     169,308,159        8,861,271        160,446,888        —    

Short-Term Investments

     95,609,390        95,609,390               —    

Futures Contracts(2)

     302,424        302,424               —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   1,730,279,675      $     193,216,643      $   1,537,063,032      $                 —    
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, investments valued at $9,200,806 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $8,186,224 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor and there were no transfers in and out of Level 3.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.


 

Hartford Long/Short Global Equity Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 117.0%

  
  

Automobiles & Components - 2.4%

  
15,300   

Keihin Corp.

   $ 270,764  
6,160   

Tenneco, Inc.*

     415,492  
     

 

 

 
        686,256  
     

 

 

 
  

Banks - 5.0%

  
33,800   

Banco ABC Brasil S.A. (Preference Shares)

     177,522  
49,600   

Banco do Estado do Rio Grande do Sul S.A. Class B, (Preference Shares)

     247,913  
11,676   

Hilltop Holdings, Inc.

     319,689  
15,646   

Indiabulls Housing Finance Ltd.

     173,342  
13,730   

Sterling Bancorp

     327,461  
76,059   

Union Bank of India

     162,156  
     

 

 

 
        1,408,083  
     

 

 

 
  

Capital Goods - 11.4%

  
11,980   

Alstom S.A.*

     339,925  
4,234   

Applied Industrial Technologies, Inc.

     255,945  
34,000   

Beijing Enterprises Holdings Ltd.

     169,485  
23,800   

Hazama Ando Corp.

     166,074  
21,900   

Hino Motors Ltd.

     231,053  
7,000   

Kyudenko Corp.

     189,951  
26,600   

Minebea Mitsumi, Inc.

     264,433  
3,719   

Moog, Inc. Class A*

     244,971  
3,870   

Owens Corning

     213,817  
19,597   

Rexel S.A.

     341,790  
3,351   

Teledyne Technologies, Inc.*

     411,737  
7,690   

Timken Co.

     341,436  
     

 

 

 
        3,170,617  
     

 

 

 
  

Commercial & Professional Services - 1.7%

  
17,528   

Berendsen plc

     184,046  
6,330   

Robert Half International, Inc.

     297,890  
     

 

 

 
        481,936  
     

 

 

 
  

Consumer Durables & Apparel - 5.3%

  
12,142   

Acushnet Holdings Corp.*

     225,234  
26,000   

Alpine Electronics, Inc.

     379,672  
81,000   

ANTA Sports Products Ltd.

     257,811  
8,333   

Electrolux AB Series B

     221,584  
13,730   

La-Z-Boy, Inc.

     392,678  
     

 

 

 
        1,476,979  
     

 

 

 
  

Consumer Services - 5.9%

  
6,290   

Cheesecake Factory, Inc.

     379,036  
3,493   

China Lodging Group Ltd. ADR*

     188,727  
63,909   

Domino’s Pizza Group plc

     291,945  
33,094   

Melia Hotels International S.A.

     425,585  
97,600   

MGM China Holdings Ltd.

     189,580  
3,586   

New Oriental Education & Technology Group, Inc. ADR*

     170,514  
     

 

 

 
        1,645,387  
     

 

 

 
  

Diversified Financials - 7.7%

  
14,352   

Bharat Financial Inclusion Ltd.*

     156,287  
43,495   

MFA Financial, Inc. REIT

     343,176  
18,790   

MTGE Investment Corp. REIT

     298,761  
23,603   

Redwood Trust, Inc. REIT

     365,847  
29,550   

Santander Consumer USA Holdings, Inc.*

     390,651  
11,120   

Solar Capital Ltd.

     235,966  
8,606   

Voya Financial, Inc.

     346,133  
     

 

 

 
                  2,136,821  
     

 

 

 
  

Energy - 6.0%

  
26,200   

Cameco Corp.

     333,628  
37,300   

Enerplus Corp.

     332,511  
21,132   

Hunting plc

     148,386  


 

Hartford Long/Short Global Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

11,300   

Japan Petroleum Exploration Co., Ltd.

   $ 253,835  
42,100   

Precision Drilling Corp.*

     236,828  
82,400   

United Tractors Tbk PT

     134,854  
16,439   

WPX Energy, Inc.*

     228,995  
     

 

 

 
        1,669,037  
     

 

 

 
  

Food & Staples Retailing - 0.7%

  
5,676   

X5 Retail Group N.V. GDR*

     190,430  
     

 

 

 
  

Food, Beverage & Tobacco - 3.6%

  
71,521   

Cloetta AB Class B

     241,208  
4,304   

Post Holdings, Inc.*

     360,159  
4,368   

Sanderson Farms, Inc.

     397,488  
     

 

 

 
        998,855  
     

 

 

 
  

Health Care Equipment & Services - 8.4%

  
1,176   

BioMerieux

     186,043  
5,516   

DiaSorin S.p.A.

     328,987  
6,155   

Glaukos Corp.*

     253,709  
16,303   

Globus Medical, Inc. Class A*

     429,747  
8,420   

Haemonetics Corp.*

     335,621  
6,600   

LifePoint Health, Inc.*

     391,710  
7,344   

Surgical Care Affiliates, Inc.*

     414,936  
     

 

 

 
        2,340,753  
     

 

 

 
  

Household & Personal Products - 1.5%

  
7,932   

Nu Skin Enterprises, Inc. Class A

     411,512  
     

 

 

 
  

Insurance - 6.4%

  
8,578   

Ageas

     367,288  
3,488   

Assurant, Inc.

     338,790  
14,598   

Assured Guaranty Ltd.

     568,008  
30,541   

Coface S.A.*

     197,395  
30,728   

MBIA, Inc.*

     313,426  
     

 

 

 
                  1,784,907  
     

 

 

 
  

Materials - 9.9%

  
5,840   

Cabot Corp.

     323,361  
48,900   

Centerra Gold, Inc.

     241,634  
29,745   

Fletcher Building Ltd.

     229,168  
38,900   

Gerdau S.A. (Preference Shares)

     150,608  
24,520   

Graphic Packaging Holding Co.

     306,745  
55,327   

KAZ Minerals plc*

     328,288  
88,700   

PTT Global Chemical PCL

     171,303  
5,128   

Reliance Steel & Aluminum Co.

     408,445  
43,300   

Tokyo Steel Manufacturing Co., Ltd.

     390,243  
4,155   

Vidrala S.A.

     225,836  
     

 

 

 
        2,775,631  
     

 

 

 
  

Media - 1.1%

  
34,587   

UBM plc

     307,332  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 2.1%

  
13,610   

Aduro Biotech, Inc.*

     161,279  
3,200   

ICON plc*

     268,992  
219,000   

Sino Biopharmaceutical Ltd.

     171,888  
     

 

 

 
        602,159  
     

 

 

 
  

Real Estate - 6.2%

  
190,700   

Corp. Inmobiliaria Vesta S.A.B. de C.V.

     209,781  
20,554   

D Carnegie & Co. AB*

     258,450  
20,417   

Entra ASA(1)

     220,209  
11,560   

LaSalle Hotel Properties REIT

     348,765  
6,813   

Potlatch Corp. REIT

     280,696  
15,300   

Sumitomo Real Estate Sales Co., Ltd. REIT

     348,140  
10,300   

Takara Leben Co., Ltd.

     57,662  
     

 

 

 
        1,723,703  
     

 

 

 
  

Retailing - 2.7%

  
20,598   

Chico’s FAS, Inc.

     277,867  


 

Hartford Long/Short Global Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

78,702   

Marks & Spencer Group plc

     $ 333,587  
128,600   

Matahari Department Store Tbk PT

       142,371  
       

 

 

 
          753,825  
       

 

 

 
  

Semiconductors & Semiconductor Equipment - 4.7%

    
22,200   

Entegris, Inc.*

       416,250  
5,814   

First Solar, Inc.*

       181,339  
6,000   

MKS Instruments, Inc.

       395,400  
3,570   

Silicon Motion Technology Corp. ADR

       139,587  
63,929   

Win Semiconductors Corp.

       192,335  
       

 

 

 
                    1,324,911  
       

 

 

 
  

Software & Services - 6.2%

    
6,659   

Aspen Technology, Inc.*

       353,659  
8,319   

Cardtronics plc Class A*

       454,051  
5,900   

Dena Co., Ltd.

       131,832  
13,500   

Nexon Co., Ltd.

       205,540  
8,240   

Wix.com Ltd.*

       433,012  
6,608   

Yandex N.V. Class A*

       152,909  
       

 

 

 
          1,731,003  
       

 

 

 
  

Technology Hardware & Equipment - 4.6%

    
4,070   

Arista Networks, Inc.*

       382,580  
4,800   

Arrow Electronics, Inc.*

       352,896  
11,355   

Spectris plc

       345,520  
33,000   

Sunny Optical Technology Group Co., Ltd.

       193,364  
       

 

 

 
          1,274,360  
       

 

 

 
  

Telecommunication Services - 3.3%

    
24,047   

Hellenic Telecommunications Organization S.A.

       218,098  
6,198   

Millicom International Cellular S.A.

       306,939  
54,384   

Vonage Holdings Corp.*

       385,583  
       

 

 

 
          910,620  
       

 

 

 
  

Transportation - 9.1%

    
223,755   

Air New Zealand Ltd.

       344,755  
45,300   

Grupo Aeroportuario del Centro Norte S.A.B. de C.V.

       193,248  
20,300   

Hitachi Transport System Ltd.

       414,305  
60,800   

JSL S.A.

       186,195  
16,000   

Localiza Rent a Car S.A.

       187,109  
14,420   

Marten Transport Ltd.

       329,497  
61,126   

PostNL N.V.*

       268,280  
48,000   

SATS Ltd.

       179,828  
18,757   

Swift Transportation Co.*

       428,222  
       

 

 

 
          2,531,439  
       

 

 

 
  

Utilities - 1.1%

    
11,465   

Indraprastha Gas Ltd.

       158,952  
286,535   

SJVN Ltd.

       138,091  
       

 

 

 
          297,043  
       

 

 

 
  

Total Common Stocks
(cost $29,364,200)

       32,633,599  
       

 

 

 

Exchange Traded Funds - 4.5%

    
  

Other Investment Pools & Funds - 4.5%

    
10,637   

iShares Core MSCI EAFE ETF

       589,715  
4,932   

iShares Russell 2000 ETF

       666,954  
       

 

 

 
  

Total Exchange Traded Funds
(cost $1,141,804)

       1,256,669  
       

 

 

 
  

Total Long-Term Investments
(cost $30,506,004)

       33,890,268  

Short-Term Investments - 0.6%

    
  

Other Investment Pools & Funds - 0.6%

    
162,156   

Morgan Stanley Institutional Liquidity Funds, Institutional Class

       162,156  
       

 

 

 
  

Total Short-Term Investments
(cost $162,156)

       162,156  
       

 

 

 

 


 

Hartford Long/Short Global Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

    

Total Investments
(cost $30,668,160)^

     122.1%     $           34,052,424  
    

Total Securities Sold Short
(proceeds $15,944,619)

     (58.3)%     $ (16,265,873
    

Other Assets and Liabilities

     36.2%       10,107,534  
       

 

 

   

 

 

 
    

Total Net Assets

     100.0%     $ 27,894,085  
       

 

 

   

 

 

 

Securities Sold Short - (56.0%)

    

Common Stocks - (56.0%)

    
    

Banks - (2.7%)

    
(31,845)     

Aozora Bank Ltd.

     $ (115,979
(7,001)     

Banc of California, Inc.

       (110,616
(10,925)     

Kearny Financial Corp.

       (166,606
(16,533)     

Seven Bank Ltd.

       (47,365
(2,005)     

Suruga Bank Ltd.

       (45,678
(7,783)     

TFS Financial Corp.

       (136,125
(2,223)     

Westamerica Bancorp

       (126,155
         

 

 

 
            (748,524
         

 

 

 
    

Capital Goods - (6.9%)

    
(12,685)     

Builders FirstSource, Inc.

       (136,491
(3,461)     

Cubic Corp.

       (164,570
(2,146)     

Dycom Industries, Inc.

       (173,096
(3,828)     

Herc Holdings, Inc.

       (190,137
(39,609)     

Interserve plc

       (161,318
(7,313)     

Keihan Holdings Co., Ltd.

       (48,712
(5,023)     

Mercury Systems, Inc.

       (169,376
(4,761)     

METAWATER Co., Ltd.

       (117,441
(4,588)     

MonotaRO Co., Ltd.

       (120,417
(23,825)     

Reliance Worldwide Corp. Ltd.

       (52,417
(75,944)     

Sembcorp Industries Ltd.

       (169,605
(2,668)     

SHO-BOND Holdings Co., Ltd.

       (113,300
(4,338)     

SPX FLOW, Inc.

       (151,353
(8,683)     

Sunrun, Inc.

       (45,933
(3,509)     

Totetsu Kogyo Co., Ltd.

       (103,380
         

 

 

 
            (1,917,546
         

 

 

 
    

Commercial & Professional Services - (2.6%)

    
(8,783)     

Covanta Holding Corp.

       (141,406
(2,519)     

Healthcare Services Group, Inc.

       (100,130
(12,640)     

IPH Ltd.

       (47,167
(55,293)     

IWG plc

       (174,192
(5,206)     

Mobile Mini, Inc.

       (169,455
(8,868)     

Relia, Inc.

       (92,375
         

 

 

 
            (724,725
         

 

 

 
    

Consumer Durables & Apparel - (1.2%)

    
(6,148)     

G-III Apparel Group Ltd.

       (161,447
(5,668)     

LGI Homes, Inc.

       (176,048
         

 

 

 
            (337,495
         

 

 

 
    

Consumer Services - (1.9%)

    
(9,903)     

ClubCorp Holdings, Inc.

       (163,400
(5,005)     

Evolution Gaming Group AB(1)

       (160,686
(6,670)     

Fuji Kyuko Co., Ltd.

       (63,217
(3,275)     

Houghton Mifflin Harcourt Co.

       (37,008
(4,424)     

McDonald’s Holdings Co. Japan Ltd.

       (116,310
         

 

 

 
            (540,621
         

 

 

 
    

Diversified Financials - (4.8%)

    
(5,272)     

Artisan Partners Asset Management, Inc. Class A

       (152,624
(358)     

Azimut Holding S.p.A.

       (6,442
(3,316)     

Banca Generali S.p.A.

       (84,587
(2,330)     

CBOE Holdings, Inc.

       (185,515
(5,603)     

Encore Capital Group, Inc.

       (173,413
(5,349)     

Houlihan Lokey, Inc.

       (166,354
(4,379)     

PRA Group, Inc.  

       (174,287


 

Hartford Long/Short Global Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

(32,111)   

Singapore Exchange Ltd.

  $ (168,905
(67,982)   

Value Partners Group Ltd.

    (58,363
(1,353)   

Wendel S.A.

               (160,128
    

 

 

 
       (1,330,618
    

 

 

 
  

Energy - (1.9%)

 
(152,244)   

DNO ASA

    (159,344
(12,042)   

Kosmos Energy Ltd.

    (78,755
(24,103)   

MEG Energy Corp.

    (125,215
(8,906)   

Par Pacific Holdings, Inc.

    (129,404
(783)   

SemGroup Corp. Class A

    (31,085
    

 

 

 
       (523,803
    

 

 

 
  

Food & Staples Retailing - (0.6%)

 
(10,929)   

Smart & Final Stores, Inc.

    (156,831
    

 

 

 
  

Food, Beverage & Tobacco - (1.8%)

 
(22,679)   

Britvic plc

    (178,791
(3,650)   

Snyder’s-Lance, Inc.

    (140,087
(2,375)   

TreeHouse Foods, Inc.

    (180,215
    

 

 

 
       (499,093
    

 

 

 
  

Health Care Equipment & Services - (3.0%)

 
(4,230)   

Acadia Healthcare Co., Inc.

    (162,305
(15,749)   

Fisher & Paykel Healthcare Corp. Ltd.

    (100,426
(2,367)   

Integer Holdings Corp.

    (76,691
(3,700)   

K2M Group Holdings, Inc.

    (75,184
(1,588)   

Nevro Corp.

    (138,188
(6,435)   

Novocure Ltd.

    (40,862
(113,942)   

Raffles Medical Group Ltd.

    (119,654
(35,443)   

Regis Healthcare Ltd.

    (117,427
    

 

 

 
       (830,737
    

 

 

 
  

Household & Personal Products - (0.6%)

 
(4,918)   

Revlon, Inc. Class A

    (164,507
    

 

 

 
  

Insurance - (2.5%)

 
(17,038)   

Discovery Ltd.

    (145,410
(1,551)   

Erie Indemnity Co. Class A

    (173,883
(27,203)   

Medibank Pvt Ltd.

    (55,748
(2,781)   

Mercury General Corp.

    (175,898
(2,900)   

ProAssurance Corp.

    (157,760
    

 

 

 
       (708,699
    

 

 

 
  

Materials - (5.6%)

 
(9,291)   

Air Water, Inc.

    (172,029
(5,590)   

CF Industries Holdings, Inc.

    (197,271
(1,775)   

Compass Minerals International, Inc.

    (148,390
(17,754)   

Essentra plc

    (91,670
(3,663)   

Flotek Industries, Inc.

    (38,718
(2,972)   

FP Corp.

    (141,845
(4,400)   

Fuji Seal International, Inc.

    (93,426
(11,314)   

Hexpol AB

    (109,578
(19,893)   

Ivanhoe Mines Ltd. Class A

    (60,692
(30,263)   

Nampak Ltd.

    (42,210
(1,369)   

Nissan Chemical Industries Ltd.

    (48,881
(6,075)   

Olin Corp.

    (159,226
(4,419)   

Platform Specialty Products Corp.

    (53,647
(20,993)   

Syrah Resources Ltd.

    (49,143
(101,983)   

Toyobo Co., Ltd.

    (165,329
    

 

 

 
       (1,572,055
    

 

 

 
  

Real Estate - (2.0%)

 
(392)   

Alexander’s, Inc. REIT

    (165,741
(11,542)   

Colony NorthStar, Inc. Class A, REIT

    (160,665
(3,012)   

CoreCivic, Inc. REIT

    (87,468
(2,177)   

Taubman Centers, Inc. REIT

    (154,219
    

 

 

 
       (568,093
    

 

 

 


 

Hartford Long/Short Global Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Retailing - (3.3%)

  
(2,569)   

ASKUL Corp.

   $ (83,497
(4,125)   

Core-Mark Holding Co., Inc.

               (144,086
(1,272)   

Dufry AG

     (181,586
(26,598)   

IDOM, Inc.

     (174,100
(614)   

Lithia Motors, Inc. Class A

     (63,316
(2,743)   

RH

     (74,116
(12,057)   

Woolworths Holdings Ltd.

     (66,242
(5,947)   

Yoox Net-A-Porter Group S.p.A.

     (149,178
     

 

 

 
        (936,121
     

 

 

 
  

Software & Services - (7.7%)

  
(8,479)   

ACI Worldwide, Inc.

     (164,493
(39,143)   

Aconex Ltd.

     (89,756
(544)   

Bitauto Holdings Ltd. ADR

     (10,608
(2,426)   

Blackbaud, Inc.

     (159,170
(16,139)   

Endurance International Group Holdings, Inc.

     (124,270
(4,502)   

Envestnet, Inc.

     (170,176
(10,035)   

Five9, Inc.

     (155,141
(1,104)   

GMO Payment Gateway, Inc.

     (54,910
(13,913)   

Gogo, Inc.

     (127,304
(5,205)   

MINDBODY, Inc. Class A

     (126,742
(7,910)   

Monotype Imaging Holdings, Inc.

     (173,229
(20,345)   

Opera Software ASA

     (91,512
(11,490)   

Pandora Media, Inc.

     (149,370
(1,804)   

Q2 Holdings, Inc.

     (57,277
(2,292)   

SMS Co., Ltd.

     (54,999
(8,223)   

Square, Inc. Class A

     (120,220
(1,390)   

Stamps.com, Inc.

     (168,955
(6,157)   

Virtusa Corp.

     (156,880
     

 

 

 
        (2,155,012
     

 

 

 
  

Technology Hardware & Equipment - (1.3%)

  
(2,385)   

Ai Holdings Corp.

     (45,888
(6,746)   

Diebold Nixdorf, Inc.

     (183,491
(8,126)   

Topcon Corp.

     (124,558
(59)   

ViaSat, Inc.

     (3,830
     

 

 

 
        (357,767
     

 

 

 
  

Telecommunication Services - (1.9%)

  
(11,871)   

Cellnex Telecom SAU(1)

     (169,040
(15,570)   

Euskaltel S.A.(1)

     (143,739
(4,285)   

Shenandoah Telecommunications Co.

     (116,766
(9,879)   

TPG Telecom Ltd.

     (48,532
(20,564)   

Vocus Group Ltd.

     (63,064
     

 

 

 
        (541,141
     

 

 

 
  

Transportation - (1.6%)

  
(2,007)   

Atlas Air Worldwide Holdings, Inc.

     (105,869
(16,732)   

Europcar Groupe S.A.(1)

     (177,134
(4,517)   

Matson, Inc.

     (161,076
     

 

 

 
        (444,079
     

 

 

 
  

Utilities - (2.1%)

  
(2,803)   

American States Water Co.

     (122,715
(6,886)   

Dynegy, Inc.

     (65,761
(2,919)   

Elia System Operator S.A.

     (145,609
(511,133)   

Huadian Fuxin Energy Corp. Ltd. Class H

     (118,685
(12,376)   

Pennon Group plc

     (123,734
     

 

 

 
        (576,504
     

 

 

 
  

Total Common Stocks
(Proceeds $(15,336,929))

     (15,633,971
     

 

 

 

Exchange Traded Funds - (2.3%)

  
  

Other Investment Pools & Funds - 2.3%

  
(9,486)   

iShares MSCI Brazil Capped ETF

     (349,749
(9,949)   

iShares MSCI India ETF

     (282,153
  

Total Exchange Traded Funds
(cost $(607,690))

     (631,902
     

 

 

 
  

Total Securities Sold Short
(Proceeds $(15,944,619))

     (16,265,873
     

 

 

 


 

Hartford Long/Short Global Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

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 shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $ 4,107,025  

Unrealized Depreciation

     (722,761
  

 

 

 

Net Unrealized Appreciation

   $         3,384,264  
  

 

 

 

 

* Non-income producing.
(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $870,808, which represents 3.1% of total net assets.

 

OTC Total Return Swap Contracts Outstanding at January 31, 2017  
Reference Entity    Counter-
party
    

  Notional  
  Amount  

     Payments
received (paid)
by the Fund
     Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 
BIM Birlesik Magazalar A.S.      GSC        TRY        619,221           
6M LIBOR -
1.25%
 
 
     01/31/18      $      $      $      $ 0  
Valid Solucoes S.A.      CSI        USD        130,070           
1M LIBOR -
3.00%
 
 
     08/31/17                      563        563  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total

                  $         —      $         —      $       563      $ 563  
                 

 

 

    

 

 

    

 

 

    

 

 

 

† 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)

    

Counterparty Abbreviations:

    
CSI   Credit Suisse International   
GSC   Goldman Sachs & Co.   

Currency Abbreviations:

    
TRY   Turkish Lira   

Index Abbreviations:

    
CBOE   Chicago Board Options Exchange   
MSCI   Morgan Stanley Capital International   
SPX   Standard and Poor’s 500 Index   

Other Abbreviations:

    
ADR   American Depositary Receipt   
ETF   Exchange Traded Fund   
GDR   Global Depositary Receipt   
MSCI   Morgan Stanley Capital International   
OTC   Over-the-Counter   
REIT   Real Estate Investment Trust   


 

Hartford Long/Short Global Equity Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

     Total   Level 1(1)   Level 2(1)   Level 3(1)

Assets

 

Common Stocks

        

Automobiles & Components

   $ 686,256     $ 415,492     $ 270,764     $  

Banks

     1,408,083       1,072,585       335,498        

Capital Goods

     3,170,617       1,467,906       1,702,711        

Commercial & Professional Services

     481,936       297,890       184,046        

Consumer Durables & Apparel

     1,476,979       617,912       859,067        

Consumer Services

     1,645,387       738,277       907,110        

Diversified Financials

     2,136,821       1,980,534       156,287        

Energy

     1,669,037       1,131,962       537,075        

Food & Staples Retailing

     190,430       190,430              

Food, Beverage & Tobacco

     998,855       998,855              

Health Care Equipment & Services

     2,340,753       2,154,710       186,043        

Household & Personal Products

     411,512       411,512              

Insurance

     1,784,907       1,220,224       564,683        

Materials

     2,775,631       1,827,932       947,699        

Media

     307,332             307,332        

Pharmaceuticals, Biotechnology & Life Sciences

     602,159       430,271       171,888        

Real Estate

     1,723,703       839,242       884,461        

Retailing

     753,825       277,867       475,958        

Semiconductors & Semiconductor Equipment

     1,324,911       1,132,576       192,335        

Software & Services

     1,731,003       1,393,631       337,372        

Technology Hardware & Equipment

     1,274,360       735,476       538,884        

Telecommunication Services

     910,620       385,583       525,037        

Transportation

     2,531,439       1,848,854       682,585        

Utilities

     297,043             297,043        

Exchange Traded Funds

     1,256,669       1,256,669              

Short-Term Investments

     162,156       162,156              

Swaps - Total Return(2)

     563             563        
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $         34,052,987     $         22,988,546     $         11,064,441     $  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Liabilities

        

Securities Sold Short

        

Banks

   $ (748,524   $ (539,502   $ (209,022   $  

Capital Goods

     (1,917,546     (1,192,274     (725,272      

Commercial & Professional Services

     (724,725     (410,991     (313,734      

Consumer Durables & Apparel

     (337,495     (337,495            

Consumer Services

     (540,621     (200,408     (340,213      

Diversified Financials

     (1,330,618     (852,193     (478,425      

Energy

     (523,803     (364,459     (159,344      

Food & Staples Retailing

     (156,831     (156,831            

Food, Beverage & Tobacco

     (499,093     (320,302     (178,791      

Health Care Equipment & Services

     (830,737     (612,884     (217,853      

Household & Personal Products

     (164,507     (164,507            

Insurance

     (708,699     (507,541     (201,158      

Materials

     (1,572,055     (657,944     (914,111      

Real Estate

     (568,093     (568,093            

Retailing

     (936,121     (281,518     (654,603      

Software & Services

     (2,155,012     (1,955,347     (199,665      

Technology Hardware & Equipment

     (357,767     (187,321     (170,446      

Telecommunication Services

     (541,141     (116,766     (424,375      

Transportation

     (444,079     (266,945     (177,134      

Utilities

     (576,504     (188,476     (388,028      

Exchange Traded Funds

     (631,902     (631,902            
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $ (16,265,873   $ (10,513,699   $ (5,752,174   $                   —  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(1) For the period ended January 31, 2017, investments valued at $372,926 were transferred from Level 2 to Level 1 due to the application of a fair valuation factor; there were no transfers from Level 1 to Level 2 and there were no transfers in and out of Level 3.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.


 

The Hartford MidCap Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 99.5%

 

  

Automobiles & Components - 1.4%

 

1,867,643

  

Harley-Davidson, Inc.

   $ 106,530,357  
     

 

 

 
  

Banks - 5.5%

 

378,290

  

Cullen/Frost Bankers, Inc.

     33,819,126  

548,438

  

East West Bancorp, Inc.

     28,211,651  

122,891

  

First Citizens BancShares, Inc. Class A

     45,069,045  

1,190,028

  

First Republic Bank

     112,255,341  

1,205,223

  

M&T Bank Corp.

     195,933,103  
     

 

 

 
                415,288,266  
     

 

 

 
  

Capital Goods - 9.9%

 

2,573,322

  

Allison Transmission Holdings, Inc.

     90,014,804  

1,284,455

  

Fastenal Co.

     63,811,724  

697,221

  

Heico Corp. Class A

     46,225,752  

1,449,162

  

IDEX Corp.

     130,656,446  

918,123

  

Lennox International, Inc.

     143,970,868  

286,703

  

Middleby Corp.*

     38,469,808  

845,280

  

MSC Industrial Direct Co., Inc. Class A

     86,345,352  

1,995,936

  

NOW, Inc.*

     42,433,599  

1,097,803

  

PACCAR, Inc.

     73,893,120  

710,729

  

Sensata Technologies Holding N.V.*

     29,815,082  
     

 

 

 
        745,636,555  
     

 

 

 
  

Commercial & Professional Services - 7.5%

 

536,798

  

Cintas Corp.

     62,327,616  

438,498

  

Dun & Bradstreet Corp.

     53,768,625  

897,709

  

Equifax, Inc.

     105,283,311  

2,246,751

  

Robert Half International, Inc.

     105,732,102  

3,737,473

  

TransUnion*

     117,842,524  

276,981

  

UniFirst Corp.

     35,425,870  

1,091,038

  

Waste Connections, Inc.

     87,610,351  
     

 

 

 
        567,990,399  
     

 

 

 
  

Consumer Durables & Apparel - 1.6%

 

65,744

  

NVR, Inc.*

     122,152,352  
     

 

 

 
  

Consumer Services - 1.0%

 

1,360,723

  

Choice Hotels International, Inc.

     75,520,127  
     

 

 

 
  

Diversified Financials - 5.1%

 

585,082

  

Factset Research Systems, Inc.

     101,248,440  

728,314

  

Invesco Ltd.

     21,062,841  

485,859

  

Moody’s Corp.

     50,369,002  

933,042

  

MSCI, Inc.

     77,209,225  

963,285

  

Northern Trust Corp.

     79,914,124  

1,193,939

  

SEI Investments Co.

     57,917,981  
     

 

 

 
        387,721,613  
     

 

 

 
  

Energy - 6.0%

 

371,049

  

Cimarex Energy Co.

     50,169,535  

506,881

  

Diamondback Energy, Inc.*

     53,308,675  

211,023

  

Energen Corp.*

     11,372,030  

1,385,617

  

Newfield Exploration Co.*

     55,535,529  

1,631,148

  

Parsley Energy, Inc. Class A*

     57,449,033  

2,144,186

  

Patterson-UTI Energy, Inc.

     60,122,975  

3,440,571

  

QEP Resources, Inc.*

     60,003,558  

115,400

  

SM Energy Co.

     3,520,854  

733,531

  

World Fuel Services Corp.

     32,627,459  

4,651,827

  

WPX Energy, Inc.*

     64,799,950  
     

 

 

 
        448,909,598  
     

 

 

 
  

Food & Staples Retailing - 0.7%

 

586,256

  

PriceSmart, Inc.

     49,655,883  
     

 

 

 
  

Health Care Equipment & Services - 3.6%

 

398,011

  

DENTSPLY SIRONA, Inc.

     22,567,224  

1,452,611

  

Patterson Cos., Inc.

     60,443,144  


 

The Hartford MidCap Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

1,007,699

  

STERIS plc

   $ 71,375,320  

248,644

  

Teleflex, Inc.

     41,705,058  

323,577

  

Varex Imaging Corp.*

     9,302,833  

813,872

  

Varian Medical Systems, Inc.*

     63,197,161  
     

 

 

 
              268,590,740  
     

 

 

 
  

Insurance - 5.4%

 

120,040

  

Alleghany Corp.*

     73,412,863  

161,825

  

Fairfax Financial Holdings Ltd.

     75,611,604  

155,570

  

Markel Corp.*

     143,902,250  

60,801

  

White Mountains Insurance Group Ltd.

     55,314,318  

820,299

  

WR Berkley Corp.

     55,132,296  
     

 

 

 
        403,373,331  
     

 

 

 
  

Materials - 3.6%

 

1,083,347

  

Ball Corp.

     82,616,042  

1,050,452

  

Packaging Corp. of America

     96,830,665  

142,059

  

Sherwin-Williams Co.

     43,158,945  

773,850

  

Silgan Holdings, Inc.

     45,277,964  
     

 

 

 
        267,883,616  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 10.7%

 

848,054

  

Agios Pharmaceuticals, Inc.*

     36,491,764  

1,913,774

  

Alkermes plc*

     103,554,311  

677,114

  

Alnylam Pharmaceuticals, Inc.*

     27,077,789  

627,855

  

ARIAD Pharmaceuticals, Inc.*

     14,955,506  

731,326

  

Bluebird Bio, Inc.*

     54,483,787  

573,631

  

Clovis Oncology, Inc.*

     37,171,289  

1,867,350

  

Ionis Pharmaceuticals, Inc.*

     83,097,075  

3,414,888

  

Ironwood Pharmaceuticals, Inc.*

     49,106,089  

252,894

  

Mettler-Toledo International, Inc.*

     107,892,167  

697,644

  

Neurocrine Biosciences, Inc.*

     29,935,904  

1,457,945

  

Puma Biotechnology, Inc.*

     47,237,418  

574,633

  

TESARO, Inc.*

     93,573,238  

740,599

  

Ultragenyx Pharmaceutical, Inc.*

     55,552,331  

443,919

  

Waters Corp.*

     62,881,126  
     

 

 

 
        803,009,794  
     

 

 

 
  

Retailing - 3.3%

 

859,363

  

Advance Auto Parts, Inc.

     141,141,779  

1,612,726

  

CarMax, Inc.*

     107,584,952  
     

 

 

 
        248,726,731  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 1.0%

 

1,200,770

  

MKS Instruments, Inc.

     79,130,743  
     

 

 

 
  

Software & Services - 17.3%

 

1,612,304

  

Akamai Technologies, Inc.*

     110,587,931  

1,068,370

  

Blackbaud, Inc.

     70,095,756  

3,063,124

  

Cadence Design Systems, Inc.*

     79,733,118  

148,707

  

CoStar Group, Inc.*

     30,053,685  

6,219,943

  

Genpact Ltd.*

     153,508,193  

1,884,718

  

Global Payments, Inc.

     145,651,007  

1,651,449

  

Guidewire Software, Inc.*

     86,420,326  

777,460

  

ServiceNow, Inc.*

     70,453,425  

1,782,422

  

Total System Services, Inc.

     90,333,147  

2,025,993

  

Vantiv, Inc. Class A*

     126,097,804  

1,419,233

  

VeriSign, Inc.*

     113,836,679  

1,050,865

  

WEX, Inc.*

     120,145,395  

1,048,323

  

Zillow Group, Inc. Class A*

     37,718,662  

1,926,044

  

Zillow Group, Inc. Class C*

     68,143,437  
     

 

 

 
        1,302,778,565  
     

 

 

 
  

Technology Hardware & Equipment - 6.4%

 

1,091,971

  

Amphenol Corp. Class A

     73,697,123  

1,929,006

  

CDW Corp. of Delaware

     99,363,099  

1,170,625

  

CommScope Holding Co., Inc.*

     44,273,037  

3,753,629

  

National Instruments Corp.

     117,939,023  


 

The Hartford MidCap Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

4,868,385

  

Trimble, Inc.*

 

   $ 144,201,564  
        

 

 

 
           479,473,846  
        

 

 

 
  

Transportation - 7.3%

 

1,037,780

  

Alaska Air Group, Inc.

 

     97,364,519  

176,915

  

AMERCO

 

     66,638,573  

617,603

  

CH Robinson Worldwide, Inc.

 

     46,974,884  

1,383,919

  

Genesee & Wyoming, Inc. Class A*

 

     104,292,136  

872,109

  

J.B. Hunt Transport Services, Inc.

 

     86,408,560  

4,143,688

  

JetBlue Airways Corp.*

 

     81,257,722  

1,309,334

  

Spirit Airlines, Inc.*

 

     70,756,409  
        

 

 

 
           553,692,803  
        

 

 

 
  

Utilities - 2.2%

 

550,564

  

Black Hills Corp.

 

     34,437,778  

993,824

  

NiSource, Inc.

 

     22,231,843  

2,378,515

  

UGI Corp.

 

     110,291,741  
        

 

 

 
           166,961,362  
        

 

 

 
  

Total Common Stocks
(cost $5,967,084,397)

 

     7,493,026,681  
        

 

 

 
  

Total Long-Term Investments
(cost $5,967,084,397)

 

     7,493,026,681  
        

 

 

 

Short-Term Investments - 0.8%

 

  

Other Investment Pools & Funds - 0.8%

 

55,199,468

  

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

 

     55,199,468  
        

 

 

 
  

Total Short-Term Investments
(cost $55,199,468)

 

     55,199,468  
        

 

 

 
  

Total Investments
(cost $6,022,283,865)^

     100.3%      $ 7,548,226,149  
  

Other Assets and Liabilities

     (0.3)%        (19,708,282
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     7,528,517,867  
     

 

 

    

 

 

 

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 shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $ 1,614,894,961  

Unrealized Depreciation

     (88,952,677
  

 

 

 

Net Unrealized Appreciation

   $     1,525,942,284  
  

 

 

 

 

* Non-income producing.

† 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:
MSCI                                                         Morgan Stanley Capital International


 

The Hartford MidCap Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 106,530,357      $ 106,530,357      $      $ —    

Banks

     415,288,266        415,288,266               —    

Capital Goods

     745,636,555        745,636,555               —    

Commercial & Professional Services

     567,990,399        567,990,399               —    

Consumer Durables & Apparel

     122,152,352        122,152,352               —    

Consumer Services

     75,520,127        75,520,127               —    

Diversified Financials

     387,721,613        387,721,613               —    

Energy

     448,909,598        448,909,598               —    

Food & Staples Retailing

     49,655,883        49,655,883               —    

Health Care Equipment & Services

     268,590,740        268,590,740               —    

Insurance

     403,373,331        403,373,331               —    

Materials

     267,883,616        267,883,616               —    

Pharmaceuticals, Biotechnology & Life Sciences

     803,009,794        803,009,794               —    

Retailing

     248,726,731        248,726,731               —    

Semiconductors & Semiconductor Equipment

     79,130,743        79,130,743               —    

Software & Services

     1,302,778,565        1,302,778,565               —    

Technology Hardware & Equipment

     479,473,846        479,473,846               —    

Transportation

     553,692,803        553,692,803               —    

Utilities

     166,961,362        166,961,362               —    

Short-Term Investments

     55,199,468        55,199,468               —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     7,548,226,149      $     7,548,226,149      $                 —      $               —    
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.


 

The Hartford MidCap Value Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 97.9%

 

  

Automobiles & Components - 1.5%

 

264,719

  

Goodyear Tire & Rubber Co.

   $         8,574,248  
     

 

 

 
  

Banks - 13.4%

 

138,484

  

Bank of the Ozarks, Inc.

     7,598,617  

154,487

  

BankUnited, Inc.

     5,901,403  

249,365

  

Comerica, Inc.

     16,839,618  

94,064

  

IBERIABANK Corp.

     7,727,358  

133,690

  

MB Financial, Inc.

     5,953,216  

149,948

  

Provident Financial Services, Inc.

     3,969,124  

71,355

  

South State Corp.

     6,379,137  

141,503

  

Sterling Bancorp

     3,374,847  

52,114

  

Western Alliance Bancorp*

     2,573,389  

369,158

  

Zions Bancorp

     15,574,776  
     

 

 

 
        75,891,485  
     

 

 

 
  

Capital Goods - 7.9%

 

117,792

  

Generac Holdings, Inc.*

     4,742,306  

58,243

  

Hubbell, Inc. Class B

     7,110,305  

34,435

  

JELD-WEN Holding, Inc.*

     932,155  

127,045

  

Moog, Inc. Class A*

     8,368,454  

195,591

  

NOW, Inc.*

     4,158,265  

775,425

  

Sanwa Holdings Corp.

     7,217,931  

130,007

  

Sensata Technologies Holding N.V.*

     5,453,794  

90,904

  

WESCO International, Inc.*

     6,426,913  
     

 

 

 
        44,410,123  
     

 

 

 
  

Commercial & Professional Services - 1.1%

 

163,926

  

IHS Markit Ltd.*

     6,466,881  
     

 

 

 
  

Consumer Durables & Apparel - 4.1%

 

149,576

  

D.R. Horton, Inc.

     4,473,818  

50,880,834

  

Global Brands Group Holding Ltd.*

     6,393,441  

191,711

  

Lennar Corp. Class A

     8,559,896  

114,018

  

Toll Brothers, Inc.*

     3,575,604  
     

 

 

 
        23,002,759  
     

 

 

 
  

Consumer Services - 1.5%

 

181,534

  

Norwegian Cruise Line Holdings Ltd.*

     8,532,098  
     

 

 

 
  

Diversified Financials - 1.2%

 

25,725

  

MSCI, Inc.

     2,128,744  

58,912

  

Raymond James Financial, Inc.

     4,414,276  
     

 

 

 
        6,543,020  
     

 

 

 
  

Energy - 8.3%

 

491,321

  

Cobalt International Energy, Inc.*

     481,888  

211,980

  

Delek US Holdings, Inc.

     4,748,352  

158,617

  

Diamondback Energy, Inc.*

     16,681,750  

95,134

  

Energen Corp.*

     5,126,771  

48,924

  

HollyFrontier Corp.

     1,417,328  

253,314

  

Newfield Exploration Co.*

     10,152,825  

373,105

  

QEP Resources, Inc.*

     6,506,951  

451,166

  

Trican Well Service Ltd.*

     1,695,448  
     

 

 

 
        46,811,313  
     

 

 

 
  

Food, Beverage & Tobacco - 2.3%

 

35,000

  

Ingredion, Inc.

     4,486,650  

99,286

  

Post Holdings, Inc.*

     8,308,252  
     

 

 

 
        12,794,902  
     

 

 

 
  

Health Care Equipment & Services - 3.3%

 

146,561

  

Acadia Healthcare Co., Inc.*

     5,623,545  

314,743

  

Brookdale Senior Living, Inc.*

     4,711,703  

122,973

  

Envision Healthcare Corp.*

     8,362,164  
     

 

 

 
        18,697,412  
     

 

 

 


 

The Hartford MidCap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Insurance - 8.8%

 

53,952

  

Assurant, Inc.

   $ 5,240,358  

315,619

  

CNO Financial Group, Inc.

     5,968,355  

59,546

  

Hanover Insurance Group, Inc.

     4,998,291  

110,541

  

Reinsurance Group of America, Inc.

     13,869,579  

196,936

  

Unum Group

     8,946,803  

279,047

  

XL Group Ltd.

     10,483,796  
     

 

 

 
                49,507,182  
     

 

 

 
  

Materials - 9.2%

 

139,585

  

Bemis Co., Inc.

     6,800,581  

98,088

  

Cabot Corp.

     5,431,133  

121,057

  

Celanese Corp. Series A

     10,217,211  

81,841

  

CF Industries Holdings, Inc.

     2,888,169  

65,414

  

Crown Holdings, Inc.*

     3,543,476  

364,345

  

Louisiana-Pacific Corp.*

     6,969,920  

187,882

  

Methanex Corp.

     9,403,494  

107,470

  

Westlake Chemical Corp.

     6,653,468  
     

 

 

 
        51,907,452  
     

 

 

 
  

Media - 2.3%

 

162,018

  

Interpublic Group of Cos., Inc.

     3,812,284  

108,264

  

John Wiley & Sons, Inc. Class A

     5,965,346  

111,807

  

Quebecor, Inc. Class B

     3,367,313  
     

 

 

 
        13,144,943  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 0.6%

 

270,999

  

Endo International plc*

     3,317,028  
     

 

 

 
  

Real Estate - 7.6%

 

86,533

  

American Assets Trust, Inc. REIT

     3,714,862  

99,410

  

Equity LifeStyle Properties, Inc. REIT

     7,350,375  

56,270

  

Extra Space Storage, Inc. REIT

     4,054,254  

106,979

  

Forest City Realty Trust, Inc. Class A REIT

     2,422,005  

213,267

  

LaSalle Hotel Properties REIT

     6,434,265  

51,692

  

Life Storage, Inc. REIT

     4,210,313  

81,671

  

PS Business Parks, Inc. REIT

     9,150,419  

231,424

  

STORE Capital Corp. REIT

     5,475,492  
     

 

 

 
        42,811,985  
     

 

 

 
  

Retailing - 0.8%

 

220,789

  

DSW, Inc. Class A

     4,671,895  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 5.8%

 

293,751

  

Microsemi Corp.*

     15,612,866  

137,659

  

Qorvo, Inc.*

     8,839,084  

206,750

  

Silicon Motion Technology Corp. ADR

     8,083,925  
     

 

 

 
        32,535,875  
     

 

 

 
  

Software & Services - 2.7%

 

218,556

  

Booz Allen Hamilton Holding Corp.

     7,391,564  

231,640

  

SS&C Technologies Holdings, Inc.

     7,442,593  

11,373

  

Verint Systems, Inc.*

     424,782  
     

 

 

 
        15,258,939  
     

 

 

 
  

Technology Hardware & Equipment - 6.5%

 

207,485

  

Arrow Electronics, Inc.*

     15,254,297  

183,509

  

CommScope Holding Co., Inc.*

     6,940,310  

76,070

  

Harris Corp.

     7,813,150  

183,617

  

Keysight Technologies, Inc.*

     6,806,682  
     

 

 

 
        36,814,439  
     

 

 

 
  

Telecommunication Services - 0.8%

 

97,226

  

Millicom International Cellular S.A.

     4,814,852  
     

 

 

 
  

Transportation - 3.4%

 

136,653

  

Genesee & Wyoming, Inc. Class A*

     10,298,170  

267,196

  

Knight Transportation, Inc.

     8,924,346  
     

 

 

 
        19,222,516  
     

 

 

 


 

The Hartford MidCap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Utilities - 4.8%

 

238,506

  

Alliant Energy Corp.

 

   $ 8,979,751  

187,354

  

Great Plains Energy, Inc.

 

     5,161,603  

281,216

  

UGI Corp.

 

     13,039,986  
        

 

 

 
           27,181,340  
        

 

 

 
  

Total Common Stocks
(cost $480,771,686)

 

     552,912,687  
        

 

 

 
  

Total Long-Term Investments
(cost $480,771,686)

 

     552,912,687  
        

 

 

 

Short-Term Investments - 2.1%

 

  

Other Investment Pools & Funds - 2.1%

 

11,528,597

  

Morgan Stanley Institutional Liquidity Funds, Institutional Class

 

     11,528,597  
        

 

 

 
  

Total Short-Term Investments
(cost $11,528,597)

 

     11,528,597  
        

 

 

 
  

Total Investments
(cost $492,300,283)^

     100.0%      $ 564,441,284  
  

Other Assets and Liabilities

     0.0%        235,964  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $       564,677,248  
     

 

 

    

 

 

 

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 shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $ 95,846,244  

Unrealized Depreciation

     (23,705,243
  

 

 

 

Net Unrealized Appreciation

   $         72,141,001  
  

 

 

 

 

* Non-income producing.

† 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
MSCI                                                            Morgan Stanley Capital International
REIT   Real Estate Investment Trust


 

The Hartford MidCap Value Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total    Level 1(1)    Level 2(1)    Level 3(1)

Assets

 

Common Stocks

 

Automobiles & Components

   $ 8,574,248      $ 8,574,248      $      $ —    

Banks

     75,891,485        75,891,485               —    

Capital Goods

     44,410,123        37,192,192        7,217,931        —    

Commercial & Professional Services

     6,466,881        6,466,881               —    

Consumer Durables & Apparel

     23,002,759        16,609,318        6,393,441        —    

Consumer Services

     8,532,098        8,532,098               —    

Diversified Financials

     6,543,020        6,543,020               —    

Energy

     46,811,313        46,811,313               —    

Food, Beverage & Tobacco

     12,794,902        12,794,902               —    

Health Care Equipment & Services

     18,697,412        18,697,412               —    

Insurance

     49,507,182        49,507,182               —    

Materials

     51,907,452        51,907,452               —    

Media

     13,144,943        13,144,943               —    

Pharmaceuticals, Biotechnology & Life Sciences

     3,317,028        3,317,028               —    

Real Estate

     42,811,985        42,811,985               —    

Retailing

     4,671,895        4,671,895               —    

Semiconductors & Semiconductor Equipment

     32,535,875        32,535,875               —    

Software & Services

     15,258,939        15,258,939               —    

Technology Hardware & Equipment

     36,814,439        36,814,439               —    

Telecommunication Services

     4,814,852               4,814,852        —    

Transportation

     19,222,516        19,222,516               —    

Utilities

     27,181,340        27,181,340               —    

Short-Term Investments

     11,528,597        11,528,597               —    
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $     564,441,284      $     546,015,060      $     18,426,224      $             —    
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.


 

Hartford Moderate Allocation Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount           Market Value  

Affiliated Investment Companies - 100.1%

     
  

Affiliated Investment Companies - 2.1%

     
1,184,463   

Hartford Schroders International Multi-Cap Value Fund, Class Y

      $ 10,612,789  
  

Alternative Funds - 7.2%

     
2,329,312   

Hartford Real Total Return Fund, Class Y

        20,847,338  
1,689,885   

The Hartford Global Real Asset Fund, Class Y

        15,310,358  
        

 

 

 
  

Total Alternative Funds
(cost $38,860,952)

        36,157,696  
        

 

 

 
  

Domestic Equity Funds - 45.8%

     
2,898,828   

Hartford Core Equity Fund, Class Y

        73,050,461  
2,670,208   

Hartford Small Cap Core Fund, Class Y

        36,314,833  
2,505,617   

The Hartford Equity Income Fund, Class Y

        46,855,036  
629,207   

The Hartford Growth Opportunities Fund, Class Y

        26,042,865  
1,527,630   

The Hartford MidCap Fund, Class Y

        47,050,991  
        

 

 

 
  

Total Domestic Equity Funds
(cost $209,675,778)

        229,314,186  
        

 

 

 
  

International/Global Equity Funds - 11.2%

     
2,683,818   

The Hartford International Opportunities Fund, Class Y

        41,572,335  
1,022,672   

The Hartford International Small Company Fund, Class Y

        14,532,165  
        

 

 

 
  

Total International/Global Equity Funds
(cost $58,133,082)

        56,104,500  
        

 

 

 
  

Multi-Strategy Funds - 5.2%

     
2,433,717   

The Hartford Global All-Asset Fund, Class Y

        26,089,450  
        

 

 

 
  

Total Multi-Strategy Funds
(cost $24,264,245)

        26,089,450  
        

 

 

 
  

Taxable Fixed Income Funds - 28.6%

     
929,279   

The Hartford Inflation Plus Fund, Class Y*

        10,287,115  
4,521,579   

The Hartford Quality Bond Fund, Class Y

        44,854,066  
1,042,850   

The Hartford Short Duration Fund, Class Y

        10,240,790  
4,207,976   

The Hartford Strategic Income Fund, Class Y

        36,525,230  
519,789   

The Hartford Total Return Bond Fund, Class Y

        5,411,007  
3,440,810   

The Hartford World Bond Fund, Class Y

        35,509,159  
        

 

 

 
  

Total Taxable Fixed Income Funds
(cost $143,374,781)

        142,827,367  
        

 

 

 
  

Total Affiliated Investment Companies
(cost $484,482,944)

        501,105,988  
        

 

 

 
  

Total Long-Term Investments
(cost $484,482,944)

        501,105,988  
        

 

 

 
  

Total Investments
(cost $484,482,944)^

     100.1%      $ 501,105,988  
  

Other Assets and Liabilities

     (0.1)%        (724,942
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     500,381,046  
     

 

 

    

 

 

 

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $ 23,705,693  

Unrealized Depreciation

     (7,082,649
  

 

 

 

Net Unrealized Appreciation

   $     16,623,044  
  

 

 

 

 

* Non-income producing.

 

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


 

Hartford Moderate Allocation Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total    Level 1(1)    Level 2(1)    Level 3(1)

Assets

 

Affiliated Investment Companies

   $ 501,105,988      $ 501,105,988      $ —        $ —    
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $     501,105,988      $     501,105,988      $                 —        $                 —    
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments

January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Asset & Commercial Mortgage Backed Securities - 6.2%

  
  

Asset-Backed - Finance & Insurance - 0.4%

  
  $            35,087   

Lehman XS Trust
1.29%, 11/25/2035(1)

   $ 23,622  
38,265   

Long Beach Mortgage Loan Trust
0.94%, 12/25/2036(1)

     17,907  
250,000   

Sound Point CLO Ltd.
5.62%, 07/15/2025(1)(2)

     236,098  
     

 

 

 
        277,627  
     

 

 

 
  

Asset-Backed - Home Equity - 0.9%

  
  

GSAA Home Equity Trust

 

135,474   

0.86%, 12/25/2036(1)

     68,839  
108,109   

0.87%, 03/25/2037(1)

     57,386  
45,463   

0.95%, 11/25/2036(1)

     22,230  
50,275   

0.99%, 05/25/2047(1)

     37,975  
141,261   

1.07%, 05/25/2047(1)

     111,160  
58,582   

1.09%, 04/25/2047(1)

     40,201  
58,945   

5.88%, 09/25/2036(3)

     30,364  
67,788   

Merrill Lynch Mortgage Investors Trust
0.92%, 08/25/2037(1)

     43,340  
15,177   

Nomura Home Equity Loan, Inc. Home Equity Loan Trust
0.93%, 02/25/2037(1)

     12,193  
370,311   

Renaissance Home Equity Loan Trust
5.91%, 04/25/2037(3)

     181,609  
40,000   

Soundview Home Loan Trust
1.02%, 11/25/2036(1)

     28,672  
     

 

 

 
                     633,969  
     

 

 

 
  

Commercial Mortgage - Backed Securities - 0.8%

  
140,750   

Carrington Mortgage Loan Trust
1.01%, 10/25/2036(1)

     81,769  
70,000   

Citigroup Commercial Mortgage Trust
4.40%, 03/10/2047(1)(2)

     50,486  
175,000   

Commercial Mortgage Trust
4.57%, 10/15/2045(1)(2)

     117,192  
  

GS Mortgage Securities Trust

 

65,000   

3.58%, 06/10/2047(2)

     39,415  
105,000   

3.72%, 01/10/2047(2)

     50,739  
  

JP Morgan Chase Commercial Mortgage Securities Trust

 

140,000   

2.73%, 10/15/2045(1)(2)

     77,755  
100,000   

4.00%, 08/15/2046(1)(2)

     80,451  
15,000   

Wells Fargo Commercial Mortgage Trust
4.10%, 05/15/2048(1)

     12,304  
  

WF-RBS Commercial Mortgage Trust

 

115,599   

3.02%, 11/15/2047(2)

     45,822  
45,505   

5.00%, 04/15/2045(1)(2)

     27,933  
     

 

 

 
        583,866  
     

 

 

 
  

Whole Loan Collateral CMO - 4.1%

  
  

Adjustable Rate Mortgage Trust

 

22,252   

1.02%, 01/25/2036(1)

     20,696  
28,049   

1.27%, 01/25/2036(1)

     24,236  
  

Alternative Loan Trust

 

49,121   

0.93%, 02/25/2047(1)

     41,501  
259,151   

1.17%, 10/25/2036(1)

     146,220  
52,430   

1.22%, 04/25/2035(1)

     43,998  
81,579   

1.95%, 08/25/2035(1)

     69,770  
  

American Home Mortgage Assets Trust

 

77,344   

0.96%, 09/25/2046(1)

     58,741  
44,165   

1.54%, 10/25/2046(1)

     34,931  
  

Bear Stearns Alt-A Trust

 

72,762   

1.09%, 08/25/2036(1)

     63,298  
60,311   

1.29%, 11/25/2035(1)

     57,516  
44,734   

3.30%, 09/25/2035(1)

     41,510  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

$            27,405   

CHL Mortgage Pass-Through Trust
3.21%, 03/20/2036(1)

   $ 22,448  
246,000   

Connecticut Avenue Securities
5.02%, 04/25/2029(1)

                  260,939  
69,024   

Countrywide Alternative Loan Trust
0.91%, 04/25/2047(1)

     59,034  
69,213   

DSLA Mortgage Loan Trust
1.49%, 03/19/2046(1)

     59,776  
  

Fannie Mae Connecticut Avenue Securities

 

40,000   

4.32%, 07/25/2029(1)(2)

     40,382  
80,143   

5.12%, 04/25/2029(1)

     84,223  
43,518   

GreenPoint Mortgage Funding Trust
0.93%, 02/25/2037(1)

     39,310  
141,024   

GSR Mortgage Loan Trust 2007-AR1
3.36%, 03/25/2037(1)

     121,507  
100,157   

HarborView Mortgage Loan Trust
1.01%, 03/19/2036(1)

     73,364  
134,000   

Impac Secured Assets Trust 2006-2
0.95%, 08/25/2036(1)

     108,983  
90,524   

IndyMac Index Mortgage Loan Trust
1.06%, 01/25/2036(1)

     57,932  
53,259   

Luminent Mortgage Trust
0.97%, 10/25/2046(1)

     45,722  
172,075   

Morgan Stanley Mortgage Loan Trust
3.16%, 05/25/2036(1)

     120,523  
132,283   

Nomura Asset Acceptance Corp. Alternative Loan Trust
3.91%, 06/25/2036(1)

     108,905  
  

Residential Accredit Loans, Inc.

 

40,500   

0.94%, 01/25/2037(1)

     31,519  
114,646   

1.02%, 02/25/2036(1)

     85,895  
88,962   

1.02%, 08/25/2037(1)

     69,540  
  

Residential Asset Securitization Trust

 

138,133   

1.22%, 03/25/2035(1)

     108,425  
52,158   

5.50%, 06/25/2035

     46,648  
98,019   

Residential Funding Mortgage Securities, Inc.
3.28%, 08/25/2035(1)

     72,780  
  

Structured Adjustable Rate Mortgage Loan Trust

 

15,310   

0.93%, 01/25/2037(1)

     12,657  
70,621   

0.96%, 07/25/2037(1)

     54,731  
  

WaMu Mortgage Pass-Through Certificates Trust

 

45,887   

1.19%, 06/25/2044(1)

     42,777  
81,434   

1.30%, 03/25/2047(1)

     62,375  
87,855   

1.35%, 06/25/2047(1)

     77,573  
115,705   

1.39%, 12/25/2046(1)

     96,886  
34,952   

2.10%, 11/25/2046(1)

     31,539  
89,586   

2.60%, 06/25/2037(1)

     83,031  
82,814   

2.85%, 08/25/2036(1)

     74,385  
26,580   

Washington Mutual Mortgage Pass-Through Certificates Trust
0.94%, 12/25/2036(1)

     21,603  
105,000   

Wells Fargo Commercial Mortgage Trust
2.88%, 05/15/2048(1)(2)

     63,069  
33,907   

Wells Fargo Mortgage Backed Securities
3.06%, 03/25/2036(1)

     33,101  
     

 

 

 
        2,873,999  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $4,528,039)

     4,369,461  
     

 

 

 

Corporate Bonds - 22.9%

 

  

Advertising - 0.1%

 

30,000   

WPP Finance 2010
3.63%, 09/07/2022

     30,607  
     

 

 

 
  

Aerospace/Defense - 0.1%

 

50,000   

Lockheed Martin Corp.
3.35%, 09/15/2021

     51,607  
     

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Apparel - 0.0%

 

  $            25,000   

Hanesbrands, Inc.
4.88%, 05/15/2026(2)

   $ 24,625  
     

 

 

 
  

Auto Manufacturers - 0.1%

 

10,000   

General Motors Co.
6.60%, 04/01/2036

     11,518  
50,000   

General Motors Financial Co., Inc.
4.00%, 10/06/2026

     48,448  
     

 

 

 
     59,966  
     

 

 

 
  

Auto Parts & Equipment - 0.1%

 

50,000   

Delphi Corp.
4.15%, 03/15/2024

     51,534  
25,000   

MPG Holdco I, Inc.
7.38%, 10/15/2022

     26,875  
10,000   

Titan International, Inc.
6.88%, 10/01/2020

     10,000  
     

 

 

 
     88,409  
     

 

 

 
  

Beverages - 0.1%

 

50,000   

Anheuser-Busch InBev Worldwide, Inc.
3.75%, 07/15/2042

     45,830  
25,000   

Molson Coors Brewing Co.
4.20%, 07/15/2046

     23,201  
     

 

 

 
     69,031  
     

 

 

 
  

Biotechnology - 0.1%

 

50,000   

Celgene Corp.
3.25%, 08/15/2022

     50,549  
     

 

 

 
  

Chemicals - 0.3%

 

  

Agrium, Inc.

 

25,000   

3.38%, 03/15/2025

     24,226  
40,000   

4.13%, 03/15/2035

     37,575  
50,000   

Chemours Co.
6.63%, 05/15/2023

     49,750  
10,000   

Eastman Chemical Co.
4.65%, 10/15/2044

     10,069  
10,000   

Hexion, Inc.
6.63%, 04/15/2020

     9,325  
10,000   

Methanex Corp.
5.65%, 12/01/2044

     9,239  
50,000   

Platform Specialty Products Corp.
6.50%, 02/01/2022(2)

     51,000  
10,000   

Tronox Finance LLC
6.38%, 08/15/2020

     9,613  
     

 

 

 
                  200,797  
     

 

 

 
  

Coal - 0.0%

 

5,000   

Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.
12.00%, 11/01/2021

     5,313  
20,000   

Foresight Energy LLC / Foresight Energy Finance Corp.
10.00%, 08/15/2021(2)(3)

     20,400  
     

 

 

 
     25,713  
     

 

 

 
  

Commercial Banks - 4.9%

 

  EUR          200,000   

Banco Bilbao Vizcaya Argentaria S.A.
7.00%, 02/19/2019(1)(4)(5)

     206,185  
100,000   

Banco Santander S.A.
6.25%, 09/11/2021(1)(4)(5)

     103,366  
  

Bank of America Corp.

 

  $            75,000   

4.00%, 01/22/2025

     74,813  
50,000   

4.75%, 04/21/2045

     49,902  
  EUR          200,000   

Bank of Ireland
7.38%, 06/18/2020(1)(4)(5)

     221,945  
200,000   

Barclays plc
8.00%, 12/15/2020(1)(5)

     232,909  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  $          200,000   

BNP Paribas S.A.
7.63%, 03/30/2021(1)(2)(5)

   $              210,000  
  

Capital One Financial Corp.

 

25,000   

2.45%, 04/24/2019

     25,198  
30,000   

3.20%, 02/05/2025

     29,086  
30,000   

CIT Group, Inc.
5.00%, 05/15/2017

     30,300  
400,000   

Credit Agricole S.A.
8.13%, 12/23/2025(1)(2)(5)

     425,240  
200,000   

Credit Suisse Group AG
6.25%, 12/18/2024(1)(4)(5)

     197,250  
  

Goldman Sachs Group, Inc.

 

25,000   

3.50%, 01/23/2025

     24,721  
75,000   

3.50%, 11/16/2026

     72,779  
200,000   

Intesa Sanpaolo S.p.A.
7.70%, 09/17/2025(1)(2)(5)

     182,500  
  

JP Morgan Chase & Co.

 

25,000   

2.95%, 10/01/2026

     23,641  
50,000   

6.30%, 04/23/2019

     54,567  
100,000   

Morgan Stanley
3.95%, 04/23/2027

     97,777  
20,000   

Radian Group, Inc.
7.00%, 03/15/2021

     22,150  
320,000   

Royal Bank of Scotland Group plc
7.50%, 08/10/2020(1)(5)

     310,400  
200,000   

Sberbank of Russia Via SB Capital S.A.
5.13%, 10/29/2022(4)

     203,975  
200,000   

Societe Generale S.A.
8.25%, 11/29/2018(1)(4)(5)

     207,750  
  

UBS Group AG

 

200,000   

6.88%, 03/22/2021(1)(4)(5)

     205,282  
200,000   

7.13%, 02/19/2020(1)(4)(5)

     206,256  
10,000   

Wells Fargo & Co.
4.75%, 12/07/2046

     10,169  
     

 

 

 
        3,428,161  
     

 

 

 
  

Commercial Services - 0.5%

 

  

APX Group, Inc.

 

25,000   

6.38%, 12/01/2019

     25,813  
20,000   

7.88%, 12/01/2022

     21,700  
25,000   

7.88%, 12/01/2022(2)(6)

     27,125  
15,000   

Aramark Services, Inc.
5.13%, 01/15/2024

     15,587  
25,000   

Avis Budget Car Rental LLC / Avis Budget Finance, Inc.
5.25%, 03/15/2025(2)

     22,875  
15,000   

Herc Rentals, Inc.
7.75%, 06/01/2024(2)

     16,238  
35,000   

Hertz Corp.
5.50%, 10/15/2024(2)

     29,400  
95,000   

Quad/Graphics, Inc.
7.00%, 05/01/2022

     92,862  
60,000   

United Rentals North America, Inc.
4.63%, 07/15/2023

     61,275  
     

 

 

 
        312,875  
     

 

 

 
  

Construction Materials - 0.2%

 

25,000   

CRH America, Inc.
5.75%, 01/15/2021

     27,664  
30,000   

Ply Gem Industries, Inc.
6.50%, 02/01/2022

     31,275  
  

Standard Industries, Inc.

 

80,000   

5.38%, 11/15/2024(2)

     82,500  
25,000   

6.00%, 10/15/2025(2)

     26,375  
     

 

 

 
        167,814  
     

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Distribution/Wholesale - 0.1%

 

  

American Builders & Contractors Supply Co., Inc.

 

  $            25,000   

5.63%, 04/15/2021(2)

   $ 25,719  
25,000   

5.75%, 12/15/2023(2)

     26,000  
     

 

 

 
        51,719  
     

 

 

 
  

Diversified Financial Services - 1.0%

 

200,000   

AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust
4.50%, 05/15/2021

                  208,360  
75,000   

Ally Financial, Inc.
8.00%, 12/31/2018

     81,937  
50,000   

Discover Financial Services
3.75%, 03/04/2025

     48,832  
15,000   

FBM Finance, Inc.
8.25%, 08/15/2021(2)

     16,013  
  

Hexion 2 US Finance Corp.

 

35,000   

10.38%, 02/01/2022(2)(6)

     35,700  
10,000   

13.75%, 02/01/2022(2)(6)

     10,075  
50,000   

International Lease Finance Corp.
7.13%, 09/01/2018(2)

     53,785  
  

Nationstar Mortgage LLC / Nationstar Capital Corp.

 

25,000   

6.50%, 07/01/2021

     25,469  
55,000   

7.88%, 10/01/2020

     57,200  
  

Navient Corp.

 

25,000   

5.50%, 01/25/2023

     23,594  
25,000   

5.63%, 08/01/2033

     19,813  
40,000   

6.13%, 03/25/2024

     37,850  
25,000   

OneMain Financial Holdings LLC
6.75%, 12/15/2019(2)

     25,937  
15,000   

PHH Corp.
6.38%, 08/15/2021

     15,150  
  

Springleaf Finance Corp.

 

15,000   

5.25%, 12/15/2019

     15,075  
20,000   

7.75%, 10/01/2021

     20,850  
20,000   

8.25%, 12/15/2020

     21,475  
     

 

 

 
        717,115  
     

 

 

 
  

Electric - 0.3%

 

25,000   

AES Corp.
5.50%, 03/15/2024

     25,312  
10,000   

Calpine Corp.
5.75%, 01/15/2025

     9,775  
25,000   

Dominion Resources, Inc.
2.85%, 08/15/2026

     23,402  
10,000   

Duke Energy Florida LLC
3.40%, 10/01/2046

     8,947  
25,000   

Dynegy, Inc.
6.75%, 11/01/2019

     25,656  
25,000   

Fortis, Inc.
3.06%, 10/04/2026(2)

     23,368  
25,000   

ITC Holdings Corp.
3.25%, 06/30/2026

     24,300  
10,000   

NRG Energy, Inc.
7.25%, 05/15/2026(2)

     10,462  
25,000   

Southern Power Co.
5.15%, 09/15/2041

     25,311  
25,000   

Southwestern Electric Power Co.
2.75%, 10/01/2026

     23,608  
80,000   

Texas Competitive Electric Holdings Co., LLC
11.50%, 10/01/2020(4)(7)(8)

      
     

 

 

 
        200,141  
     

 

 

 
  

Electrical Components & Equipment - 0.0%

 

10,000   

EnerSys
5.00%, 04/30/2023(2)

     10,175  
10,000   

WESCO Distribution, Inc.
5.38%, 12/15/2021

     10,375  
     

 

 

 
        20,550  
     

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Entertainment - 0.1%

 

  $              5,000   

GLP Capital L.P. / GLP Financing II, Inc.
5.38%, 04/15/2026

   $ 5,213  
10,000   

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(2)(6)

     10,287  
35,000   

Penn National Gaming, Inc.
5.63%, 01/15/2027(2)

     35,044  
25,000   

Pinnacle Entertainment, Inc.
5.63%, 05/01/2024(2)

     25,361  
10,000   

Rivers Pittsburgh Borrower L.P. / Rivers Pittsburgh Finance Corp.
6.13%, 08/15/2021(2)

     10,275  
10,000   

Scientific Games International, Inc.
6.63%, 05/15/2021

     9,200  
     

 

 

 
        95,380  
     

 

 

 
  

Environmental Control - 0.0%

 

25,000   

Clean Harbors, Inc.
5.13%, 06/01/2021

     25,630  
     

 

 

 
  

Food - 0.3%

 

  

Pinnacle Foods Finance LLC / Pinnacle Foods Finance Corp.

 

10,000   

4.88%, 05/01/2021

     10,262  
5,000   

5.88%, 01/15/2024

     5,287  
  

Post Holdings, Inc.

 

30,000   

5.00%, 08/15/2026(2)

     29,006  
20,000   

6.00%, 12/15/2022(2)

     21,000  
25,000   

7.75%, 03/15/2024(2)

     27,672  
10,000   

Safeway, Inc.
7.25%, 02/01/2031

     9,825  
  

TreeHouse Foods, Inc.

 

60,000   

4.88%, 03/15/2022

     61,800  
15,000   

6.00%, 02/15/2024(2)

     15,731  
25,000   

US Foods, Inc.
5.88%, 06/15/2024(2)

     26,125  
     

 

 

 
                     206,708  
     

 

 

 
  

Food Service - 0.0%

 

15,000   

Aramark Services, Inc.
5.75%, 03/15/2020

     15,274  
     

 

 

 
  

Forest Products & Paper - 0.0%

 

10,000   

Fibria Overseas Finance Ltd.
5.50%, 01/17/2027

     9,826  
     

 

 

 
  

Gas - 0.0%

 

15,000   

AmeriGas Partners L.P. / AmeriGas Finance Corp.
5.50%, 05/20/2025

     15,375  
     

 

 

 
  

Healthcare-Products - 0.3%

 

  

Alere, Inc.

 

70,000   

6.50%, 06/15/2020

     69,853  
50,000   

7.25%, 07/01/2018

     50,562  
15,000   

Hologic, Inc.
5.25%, 07/15/2022(2)

     15,638  
80,000   

Sterigenics-Nordion Holdings LLC
6.50%, 05/15/2023(2)

     81,200  
     

 

 

 
        217,253  
     

 

 

 
  

Healthcare-Services - 1.0%

 

25,000   

Aetna, Inc.
3.95%, 09/01/2020

     26,316  
  

Community Health Systems, Inc.

 

20,000   

5.13%, 08/01/2021

     18,850  
50,000   

6.88%, 02/01/2022

     36,375  
100,000   

7.13%, 07/15/2020

     82,000  
  

Envision Healthcare Corp.

 

25,000   

5.13%, 07/01/2022(2)

     25,438  
50,000   

5.63%, 07/15/2022

     51,500  
35,000   

HCA Holdings, Inc.
6.25%, 02/15/2021

     37,537  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

HCA, Inc.

 

  $            25,000   

5.00%, 03/15/2024

   $ 26,031  
55,000   

5.38%, 02/01/2025

     56,100  
15,000   

6.50%, 02/15/2020

     16,388  
10,000   

7.05%, 12/01/2027

     10,350  
35,000   

7.50%, 11/15/2095

     33,513  
20,000   

LifePoint Health, Inc.
5.88%, 12/01/2023

     19,900  
40,000   

MEDNAX, Inc.
5.25%, 12/01/2023(2)

     41,300  
5,000   

MPH Acquisition Holdings LLC
7.13%, 06/01/2024(2)

     5,306  
  

Tenet Healthcare Corp.

 

50,000   

4.38%, 10/01/2021

     50,281  
75,000   

5.00%, 03/01/2019

     73,781  
5,000   

6.75%, 06/15/2023

     4,725  
55,000   

8.13%, 04/01/2022

     55,550  
25,000   

Wellcare Health Plans, Inc.
5.75%, 11/15/2020

     25,781  
     

 

 

 
                     697,022  
     

 

 

 
  

Home Builders - 0.5%

 

20,000   

Beazer Homes USA, Inc.
8.75%, 03/15/2022(2)

     21,750  
10,000   

DR Horton, Inc.
3.75%, 03/01/2019

     10,237  
  

KB Home

 

100,000   

7.00%, 12/15/2021

     107,750  
15,000   

7.63%, 05/15/2023

     16,050  
40,000   

8.00%, 03/15/2020

     44,450  
  

Lennar Corp.

 

20,000   

4.75%, 11/15/2022

     20,513  
40,000   

4.88%, 12/15/2023

     40,700  
50,000   

M/I Homes, Inc.
6.75%, 01/15/2021

     52,316  
20,000   

Toll Brothers Finance Corp.
4.38%, 04/15/2023

     20,050  
     

 

 

 
        333,816  
     

 

 

 
  

Household Products - 0.1%

 

25,000   

Avon International Operations, Inc.
7.88%, 08/15/2022(2)

     26,633  
  

Revlon Consumer Products Corp.

 

25,000   

5.75%, 02/15/2021

     25,000  
30,000   

6.25%, 08/01/2024

     31,050  
     

 

 

 
        82,683  
     

 

 

 
  

Household Products/Wares - 0.0%

 

20,000   

ACCO Brands Corp.
5.25%, 12/15/2024(2)

     20,127  
     

 

 

 
  

Insurance - 0.1%

 

50,000   

CNA Financial Corp.
3.95%, 05/15/2024

     50,656  
10,000   

CNO Financial Group, Inc.
5.25%, 05/30/2025

     10,066  
10,000   

Genworth Holdings, Inc.
4.90%, 08/15/2023

     8,200  
5,000   

MGIC Investment Corp.
5.75%, 08/15/2023

     5,225  
     

 

 

 
        74,147  
     

 

 

 
  

Internet - 0.2%

 

55,000   

Netflix, Inc.
5.88%, 02/15/2025

     59,675  
  

Zayo Group LLC / Zayo Capital, Inc.

 

30,000   

6.00%, 04/01/2023

     31,350  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  $            55,000   

6.38%, 05/15/2025

   $ 58,197  
     

 

 

 
     149,222  
     

 

 

 
  

Iron/Steel - 0.3%

 

  

AK Steel Corp.

 

20,000   

7.50%, 07/15/2023

     21,908  
40,000   

7.63%, 05/15/2020

     40,800  
  

ArcelorMittal

 

5,000   

7.25%, 02/25/2022

     5,637  
10,000   

7.75%, 03/01/2041

     10,875  
15,000   

Nucor Corp.
4.00%, 08/01/2023

     15,807  
5,000   

Signode Industrial Group U.S., Inc.
6.38%, 05/01/2022(2)

     5,075  
20,000   

Steel Dynamics, Inc.
5.13%, 10/01/2021

     20,700  
  

United States Steel Corp.

 

5,000   

6.88%, 04/01/2021

     5,094  
40,000   

7.38%, 04/01/2020

     42,850  
5,000   

7.50%, 03/15/2022

     5,163  
25,000   

8.38%, 07/01/2021(2)

     27,750  
     

 

 

 
                  201,659  
     

 

 

 
  

IT Services - 0.1%

 

30,000   

Conduent Finance, Inc. / Xerox Business Services LLC
10.50%, 12/15/2024(2)

     33,788  
     

 

 

 
  

Leisure Time - 0.2%

 

  EUR          100,000   

Cirsa Funding Luxembourg S.A.
5.88%, 05/15/2023(4)

     112,095  
     

 

 

 
  

Lodging - 0.2%

 

 $            15,000   

Boyd Gaming Corp.
6.38%, 04/01/2026(2)

     16,087  
50,000   

FelCor Lodging L.P.
6.00%, 06/01/2025

     52,625  
40,000   

Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75%, 11/15/2021(2)

     40,900  
10,000   

MGM Growth Properties Operating Partnership L.P. / MGP Escrow Co-Issuer, Inc.
5.63%, 05/01/2024(2)

     10,438  
     

 

 

 
     120,050  
     

 

 

 
  

Machinery - Construction & Mining - 0.0%

 

10,000   

BlueLine Rental Finance Corp.
7.00%, 02/01/2019(2)

     9,875  
     

 

 

 
  

Machinery-Diversified - 0.1%

 

40,000   

Cloud Crane LLC
10.13%, 08/01/2024(2)

     44,000  
30,000   

CNH Industrial Capital LLC
4.38%, 11/06/2020

     31,087  
20,000   

Gardner Denver, Inc.
6.88%, 08/15/2021(2)

     19,950  
     

 

 

 
     95,037  
     

 

 

 
  

Media - 1.6%

 

15,000   

Belo Corp.
7.25%, 09/15/2027

     15,937  
25,000   

Cablevision Systems Corp.
5.88%, 09/15/2022

     25,125  
25,000   

CBS Corp.
3.50%, 01/15/2025

     24,659  
10,000   

CBS Radio, Inc.
7.25%, 11/01/2024(2)

     10,419  
  

CCO Holdings LLC / CCO Holdings Capital Corp.

 

40,000   

5.13%, 02/15/2023

     41,500  
15,000   

5.13%, 05/01/2023(2)

     15,562  
5,000   

5.25%, 09/30/2022

     5,176  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  $            20,000   

5.75%, 02/15/2026(2)

   $ 21,194  
  

Cequel Communications Holdings I LLC / Cequel Capital Corp.

 

85,000   

5.13%, 12/15/2021(2)

     86,081  
25,000   

5.13%, 12/15/2021(4)

     25,344  
100,000   

Charter Communications Operating LLC / Charter Communications Operating Capital
3.58%, 07/23/2020

                  102,446  
  

Clear Channel Worldwide Holdings, Inc.

 

50,000   

6.50%, 11/15/2022

     52,200  
10,000   

7.63%, 03/15/2020

     10,025  
  

Cox Communications, Inc.

 

15,000   

3.35%, 09/15/2026(2)

     14,282  
25,000   

4.50%, 06/30/2043(2)

     21,019  
40,000   

CSC Holdings LLC
5.25%, 06/01/2024

     40,200  
  

DISH DBS Corp.

 

50,000   

5.88%, 07/15/2022

     51,975  
70,000   

6.75%, 06/01/2021

     75,207  
25,000   

7.88%, 09/01/2019

     27,531  
5,000   

Gray Television, Inc.
5.13%, 10/15/2024(2)

     4,913  
60,000   

Liberty Interactive LLC
8.25%, 02/01/2030

     63,000  
  

Sinclair Television Group, Inc.

 

5,000   

5.13%, 02/15/2027(2)

     4,709  
25,000   

5.63%, 08/01/2024(2)

     25,437  
  

TEGNA, Inc.

 

15,000   

4.88%, 09/15/2021(2)

     15,375  
90,000   

6.38%, 10/15/2023

     95,175  
75,000   

Time Warner Cable LLC
5.00%, 02/01/2020

     79,783  
25,000   

Time Warner Cable, Inc.
4.50%, 09/15/2042

     22,460  
40,000   

Tribune Media Co.
5.88%, 07/15/2022

     40,400  
  EUR            81,000   

Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH
5.75%, 01/15/2023(4)

     93,342  
  $            25,000   

Viacom, Inc.
3.45%, 10/04/2026

     23,205  
     

 

 

 
     1,133,681  
     

 

 

 
  

Metal Fabricate/Hardware - 0.0%

 

15,000   

Novelis Corp.
5.88%, 09/30/2026(2)

     15,225  
     

 

 

 
  

Mining - 0.1%

 

10,000   

Alamos Gold, Inc.
7.75%, 04/01/2020(2)

     10,425  
10,000   

Barrick Gold Corp.
5.25%, 04/01/2042

     10,384  
5,000   

Freeport-McMoRan, Inc.
5.45%, 03/15/2043

     4,300  
15,000   

Kaiser Aluminum Corp.
5.88%, 05/15/2024

     15,712  
  

Teck Resources Ltd.

 

10,000   

8.00%, 06/01/2021(2)

     11,025  
10,000   

8.50%, 06/01/2024(2)

     11,638  
     

 

 

 
     63,484  
     

 

 

 
  

Miscellaneous Manufacturing - 0.3%

 

  

Bombardier, Inc.

 

50,000   

5.75%, 03/15/2022(2)

     49,125  
60,000   

6.13%, 01/15/2023(2)

     58,650  
30,000   

Carlisle Cos., Inc.
3.75%, 11/15/2022

     30,136  
50,000   

Ingersoll-Rand Global Holding Co., Ltd.
4.25%, 06/15/2023

     53,190  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  $            50,000   

Pentair Finance S.A.
3.15%, 09/15/2022

   $ 49,435  
     

 

 

 
        240,536  
     

 

 

 
  

Office/Business Equipment - 0.2%

 

  

CDW LLC / CDW Finance Corp.

 

25,000   

5.00%, 09/01/2023

     25,500  
20,000   

5.50%, 12/01/2024

     20,825  
65,000   

6.00%, 08/15/2022

     68,575  
     

 

 

 
                     114,900  
     

 

 

 
  

Oil & Gas - 4.3%

 

10,000   

Anadarko Petroleum Corp.
4.50%, 07/15/2044

     9,651  
30,000   

Antero Resources Corp.
5.63%, 06/01/2023

     30,600  
40,000   

Blue Racer Midstream LLC / Blue Racer Finance Corp.
6.13%, 11/15/2022(2)

     41,000  
80,000   

California Resources Corp.
8.00%, 12/15/2022(2)

     71,200  
5,000   

Callon Petroleum Co.
6.13%, 10/01/2024(2)

     5,294  
  

Concho Resources, Inc.

 

10,000   

5.50%, 10/01/2022

     10,388  
115,000   

5.50%, 04/01/2023

     119,312  
25,000   

ConocoPhillips Co.
4.95%, 03/15/2026

     27,462  
  

Continental Resources, Inc.

 

25,000   

3.80%, 06/01/2024

     23,344  
55,000   

4.90%, 06/01/2044

     48,400  
10,000   

5.00%, 09/15/2022

     10,200  
40,000   

Denbury Resources, Inc.
9.00%, 05/15/2021(2)

     43,700  
40,000   

Devon Energy Corp.
3.25%, 05/15/2022

     40,137  
25,000   

Diamond Offshore Drilling, Inc.
4.88%, 11/01/2043

     18,438  
25,000   

Energen Corp.
4.63%, 09/01/2021

     24,844  
  

Ensco plc

 

25,000   

4.70%, 03/15/2021

     24,747  
20,000   

5.75%, 10/01/2044

     16,050  
  

Hess Corp.

 

25,000   

4.30%, 04/01/2027

     25,042  
25,000   

6.00%, 01/15/2040

     26,374  
25,000   

7.88%, 10/01/2029

     30,721  
  

Laredo Petroleum, Inc.

 

15,000   

5.63%, 01/15/2022

     15,225  
30,000   

6.25%, 03/15/2023

     31,387  
15,000   

7.38%, 05/01/2022

     15,619  
50,000   

Marathon Oil Corp.
2.70%, 06/01/2020

     49,668  
  

Matador Resources Co.

 

10,000   

6.88%, 04/15/2023(2)

     10,550  
45,000   

6.88%, 04/15/2023

     47,475  
  

MEG Energy Corp.

 

10,000   

6.38%, 01/30/2023(2)

     9,300  
10,000   

6.50%, 01/15/2025(2)

     10,100  
45,000   

7.00%, 03/31/2024(2)

     42,300  
25,000   

Murphy Oil Corp.
4.00%, 06/01/2022

     24,187  
  

Noble Holding International Ltd.

 

10,000   

6.05%, 03/01/2041

     7,750  
20,000   

6.20%, 08/01/2040

     15,600  
25,000   

7.75%, 01/15/2024

     24,844  
35,000   

PDC Energy, Inc.
6.13%, 09/15/2024(2)

     36,575  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Petrobras Global Finance B.V.

 

  $          150,000   

4.38%, 05/20/2023

   $ 138,375  
890,000   

5.38%, 01/27/2021

                  895,829  
40,000   

5.63%, 05/20/2043

     31,200  
100,000   

6.13%, 01/17/2022

     103,150  
25,000   

6.85%, 06/05/2115

     21,007  
30,000   

7.38%, 01/17/2027

     31,146  
10,000   

8.38%, 05/23/2021

     11,150  
15,000   

8.75%, 05/23/2026

     16,896  
75,000   

Petroleos de Venezuela S.A.
6.00%, 11/15/2026(4)

     28,474  
  

Petroleos Mexicanos

 

150,000   

4.63%, 09/21/2023

     146,250  
10,000   

4.88%, 01/24/2022

     10,038  
150,000   

6.38%, 02/04/2021

     160,375  
20,000   

6.75%, 09/21/2047

     18,874  
30,000   

Pioneer Natural Resources Co.
3.95%, 07/15/2022

     31,148  
  

QEP Resources, Inc.

 

35,000   

5.25%, 05/01/2023

     34,825  
5,000   

5.38%, 10/01/2022

     5,050  
15,000   

6.88%, 03/01/2021

     15,863  
  

Rice Energy, Inc.

 

15,000   

6.25%, 05/01/2022

     15,563  
10,000   

7.25%, 05/01/2023

     10,725  
  

Rowan Cos., Inc.

 

65,000   

4.88%, 06/01/2022

     61,831  
10,000   

5.85%, 01/15/2044

     8,250  
10,000   

Shell International Finance B.V.
3.75%, 09/12/2046

     9,283  
  

SM Energy Co.

 

30,000   

5.00%, 01/15/2024

     28,575  
10,000   

6.75%, 09/15/2026

     10,400  
10,000   

Tesoro Corp.
4.25%, 10/01/2017

     10,140  
10,000   

Transocean, Inc.
6.80%, 03/15/2038

     8,050  
10,000   

Whiting Petroleum Corp.
6.25%, 04/01/2023

     10,100  
  

WPX Energy, Inc.

 

30,000   

5.25%, 09/15/2024

     29,541  
45,000   

6.00%, 01/15/2022

     46,800  
20,000   

8.25%, 08/01/2023

     22,750  
  

YPF S.A.

 

45,000   

8.50%, 07/28/2025(4)

     47,354  
15,000   

8.88%, 12/19/2018(4)

     16,467  
     

 

 

 
     3,022,963  
     

 

 

 
  

Oil & Gas Services - 0.0%

 

  

Weatherford International Ltd.

 

5,000   

5.95%, 04/15/2042

     3,911  
15,000   

6.50%, 08/01/2036

     12,712  
     

 

 

 
     16,623  
     

 

 

 
  

Packaging & Containers - 0.8%

 

  EUR          100,000   

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
6.75%, 05/15/2024(2)

     117,531  
  $            15,000   

Ball Corp.
4.00%, 11/15/2023

     14,888  
50,000   

Berry Plastics Corp.
6.00%, 10/15/2022

     52,937  
25,000   

Crown Americas LLC / Crown Americas Capital Corp.
4.25%, 09/30/2026(2)

     23,906  
  EUR          100,000   

Crown European Holdings S.A.
3.38%, 05/15/2025(4)

     109,704  
  $            20,000   

Flex Acquisition Co., Inc.
6.88%, 01/15/2025(2)

     20,333  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Owens-Brockway Glass Container, Inc.

 

  $            30,000   

5.88%, 08/15/2023(2)

   $ 31,575  
50,000   

6.38%, 08/15/2025(2)

     53,187  
  

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu

 

85,000   

5.13%, 07/15/2023(2)

     86,929  
25,000   

7.00%, 07/15/2024(2)

     26,638  
30,000   

WestRock MWV LLC
7.38%, 09/01/2019

     33,611  
     

 

 

 
        571,239  
     

 

 

 
  

Pharmaceuticals - 0.7%

 

75,000   

Actavis Funding SCS
4.55%, 03/15/2035

     73,946  
25,000   

Allergan, Inc.
2.80%, 03/15/2023

     24,123  
50,000   

Cardinal Health, Inc.
3.20%, 03/15/2023

     50,639  
50,000   

Endo Finance LLC
5.75%, 01/15/2022(2)

     43,563  
95,000   

Endo Finance LLC / Endo Finco, Inc.
5.38%, 01/15/2023(2)

     79,562  
25,000   

McKesson Corp.
3.80%, 03/15/2024

     25,610  
16,000   

PRA Holdings, Inc.
9.50%, 10/01/2023(2)

     17,760  
20,000   

Quintiles IMS, Inc.
4.88%, 05/15/2023(2)

     20,225  
10,000   

Valeant Pharmaceuticals International
6.38%, 10/15/2020(2)

     8,763  
  

Valeant Pharmaceuticals International, Inc.

 

130,000   

5.88%, 05/15/2023(2)

     98,962  
20,000   

6.13%, 04/15/2025(2)

     14,975  
10,000   

Vizient, Inc.
10.38%, 03/01/2024(2)

     11,375  
     

 

 

 
                     469,503  
     

 

 

 
  

Pipelines - 0.6%

 

25,000   

DCP Midstream LLC
5.85%, 05/21/2043(1)(2)

     22,437  
25,000   

DCP Midstream Operating L.P.
3.88%, 03/15/2023

     24,125  
  

Energy Transfer Equity L.P.

 

5,000   

5.50%, 06/01/2027

     5,175  
40,000   

7.50%, 10/15/2020

     44,900  
25,000   

Energy Transfer Partners L.P.
5.20%, 02/01/2022

     26,980  
25,000   

Kinder Morgan, Inc.
5.05%, 02/15/2046

     24,848  
100,000   

NGPL PipeCo LLC
7.12%, 12/15/2017(2)

     103,000  
25,000   

Sabine Pass Liquefaction LLC
5.63%, 03/01/2025

     27,156  
  

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.

 

50,000   

4.25%, 11/15/2023

     49,250  
10,000   

6.75%, 03/15/2024

     10,925  
50,000   

Williams Cos., Inc.
3.70%, 01/15/2023

     49,125  
     

 

 

 
        387,921  
     

 

 

 
  

Real Estate Investment Trusts - 0.2%

 

75,000   

American Tower Corp.
3.40%, 02/15/2019

     76,851  
50,000   

Brixmor Operating Partnership L.P.
3.85%, 02/01/2025

     49,219  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  $            30,000   

HCP, Inc.
5.38%, 02/01/2021

   $ 32,771  
     

 

 

 
        158,841  
     

 

 

 
  

Retail - 0.6%

 

50,000   

1011778 BC ULC / New Red Finance, Inc.
4.63%, 01/15/2022(2)

     51,312  
40,000   

CEC Entertainment, Inc.
8.00%, 02/15/2022

     41,800  
25,000   

CVS Health Corp.
5.13%, 07/20/2045

     27,496  
  

Dollar Tree, Inc.

 

110,000   

5.25%, 03/01/2020

     113,025  
30,000   

5.75%, 03/01/2023

     31,770  
  

L Brands, Inc.

 

25,000   

6.75%, 07/01/2036

     24,125  
30,000   

6.88%, 11/01/2035

     29,250  
30,000   

Michaels Stores, Inc.
5.88%, 12/15/2020(2)

     30,825  
95,000   

Party City Holdings, Inc.
6.13%, 08/15/2023(2)

     96,900  
     

 

 

 
                     446,503  
     

 

 

 
  

Semiconductors - 0.3%

 

45,000   

Entegris, Inc.
6.00%, 04/01/2022(2)

     47,025  
  

Micron Technology, Inc.

 

45,000   

5.50%, 02/01/2025

     45,225  
25,000   

5.88%, 02/15/2022

     25,984  
  

Sensata Technologies B.V.

 

55,000   

5.00%, 10/01/2025(2)

     54,972  
10,000   

5.63%, 11/01/2024(2)

     10,494  
     

 

 

 
        183,700  
     

 

 

 
  

Shipbuilding - 0.0%

 

15,000   

Huntington Ingalls Industries, Inc.
5.00%, 11/15/2025(2)

     15,638  
     

 

 

 
  

Software - 0.6%

 

20,000   

Camelot Finance S.A.
7.88%, 10/15/2024(2)

     21,150  
65,000   

Change Healthcare Holdings, Inc.
6.00%, 02/15/2021(2)

     68,738  
  

Fidelity National Information Services, Inc.

 

25,000   

3.00%, 08/15/2026

     23,526  
25,000   

3.50%, 04/15/2023

     25,456  
  

First Data Corp.

 

25,000   

5.38%, 08/15/2023(2)

     25,750  
7,000   

6.75%, 11/01/2020(2)

     7,236  
70,000   

7.00%, 12/01/2023(2)

     74,235  
80,000   

Infor US, Inc.
6.50%, 05/15/2022

     82,100  
  

Microsoft Corp.

 

25,000   

2.40%, 08/08/2026

     23,327  
15,000   

4.25%, 02/06/2047

     15,071  
35,000   

MSCI, Inc.
5.25%, 11/15/2024(2)

     36,278  
10,000   

RP Crown Parent LLC
7.38%, 10/15/2024(2)

     10,500  
     

 

 

 
        413,367  
     

 

 

 
  

Telecommunications - 1.0%

 

116,000   

Alcatel-Lucent USA, Inc.
6.45%, 03/15/2029

     120,976  
25,000   

AT&T, Inc.
4.35%, 06/15/2045

     21,461  
25,000   

Embarq Corp.
8.00%, 06/01/2036

     24,242  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Frontier Communications Corp.

 

  $            30,000   

6.88%, 01/15/2025

   $ 25,163  
15,000   

10.50%, 09/15/2022

     15,628  
25,000   

Level 3 Communications, Inc.
5.75%, 12/01/2022

     25,875  
95,000   

Level 3 Financing, Inc.
5.38%, 08/15/2022

     98,087  
25,000   

Qwest Capital Funding, Inc.
6.88%, 07/15/2028

     23,344  
  

Sprint Capital Corp.

 

25,000   

6.88%, 11/15/2028

     25,750  
15,000   

6.90%, 05/01/2019

     16,013  
  

Sprint Communications, Inc.

 

15,000   

6.00%, 11/15/2022

     15,225  
45,000   

9.00%, 11/15/2018(2)

     49,275  
  

Sprint Corp.

 

30,000   

7.13%, 06/15/2024

     31,350  
25,000   

7.25%, 09/15/2021

     26,788  
10,000   

7.88%, 09/15/2023

     10,925  
20,000   

T-Mobile USA, Inc.
6.63%, 11/15/2020

     20,500  
25,000   

Verizon Communications, Inc.
4.13%, 08/15/2046

     21,528  
  EUR          100,000   

Wind Acquisition Finance S.A.
4.00%, 07/15/2020(2)

                  109,849  
     

 

 

 
     681,979  
     

 

 

 
  

Transportation - 0.1%

 

  $            10,000   

FedEx Corp.
4.55%, 04/01/2046

     9,980  
25,000   

Penske Truck Leasing Co. L.P. / PTL Finance Corp.
3.38%, 02/01/2022(2)

     25,260  
25,000   

Ryder System, Inc.
2.50%, 03/01/2018

     25,171  
     

 

 

 
     60,411  
     

 

 

 
  

Trucking & Leasing - 0.1%

 

  

Park Aerospace Holdings Ltd.

 

20,000   

5.25%, 08/15/2022(2)(6)

     20,500  
15,000   

5.50%, 02/15/2024(2)(6)

     15,405  
     

 

 

 
     35,905  
     

 

 

 
  

Total Corporate Bonds
(cost $15,562,983)

     16,047,065  
     

 

 

 

Foreign Government Obligations - 5.9%

 

  

Argentina - 1.0%

 

  

Argentine Republic Government International Bond

 

  EUR            70,000   

2.26%, 12/31/2038(3)

     44,394  
  $          150,000   

2.50%, 12/31/2038(3)

     92,400  
575,000   

6.88%, 01/26/2027(2)

     569,250  
     

 

 

 
     706,044  
     

 

 

 
  

Brazil - 0.5%

 

  

Brazil Notas do Tesouro Nacional

 

  BRL            26,685   

6.00%, 08/15/2050(9)

     8,944  
641,000   

10.00%, 01/01/2023

     196,350  
  

Brazilian Government International Bond

 

  $            75,000   

7.13%, 01/20/2037

     82,313  
75,000   

8.25%, 01/20/2034

     90,000  
     

 

 

 
     377,607  
     

 

 

 
  

Bulgaria - 0.3%

 

  EUR          200,000   

Bulgaria Government International Bond
1.88%, 03/21/2023(4)

     223,843  
     

 

 

 
  

Colombia - 0.1%

 

  COP   245,536,656   

Colombian TES
3.50%, 03/10/2021(9)

     87,084  
     

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Croatia - 0.1%

 

  $          100,000   

Croatia Government International Bond
6.63%, 07/14/2020(4)

   $ 109,367  
     

 

 

 
  

Dominican Republic - 0.1%

 

100,000   

Dominican Republic International Bond
5.50%, 01/27/2025(4)

     99,297  
     

 

 

 
  

Hungary - 0.4%

 

  

Hungary Government International Bond

 

126,000   

5.38%, 02/21/2023

     137,375  
30,000   

5.75%, 11/22/2023

     33,495  
45,000   

6.25%, 01/29/2020

     49,410  
36,000   

6.38%, 03/29/2021

     40,308  
     

 

 

 
                  260,588  
     

 

 

 
  

Indonesia - 0.5%

 

  

Indonesia Government International Bond

 

  EUR          190,000   

2.88%, 07/08/2021(4)

     215,206  
105,000   

3.75%, 06/14/2028(4)

     118,923  
     

 

 

 
     334,129  
     

 

 

 
  

Ivory Coast - 0.1%

 

  $            98,000   

Ivory Coast Government International Bond
5.75%, 12/31/2032(3)(4)

     90,746  
     

 

 

 
  

Mexico - 0.6%

 

  MXN       2,284,700   

Mexican Bonos
5.00%, 12/11/2019

     104,289  
  

Mexico Government International Bond

 

  $          102,000   

4.00%, 10/02/2023

     102,663  
90,000   

4.75%, 03/08/2044

     82,575  
60,000   

5.75%, 10/12/2110

     55,748  
50,000   

6.05%, 01/11/2040

     54,625  
     

 

 

 
     399,900  
     

 

 

 
  

Panama - 0.1%

 

35,000   

Panama Government International Bond
9.38%, 04/01/2029

     50,138  
     

 

 

 
  

Peru - 0.1%

 

30,000   

Peruvian Government International Bond
8.75%, 11/21/2033

     44,475  
     

 

 

 
  

Romania - 0.3%

 

  RON          440,000   

Romania Government Bond
1.35%, 02/25/2019

     105,136  
  

Romanian Government International Bond

 

  EUR            50,000   

3.63%, 04/24/2024(4)

     60,317  
35,000   

3.88%, 10/29/2035(4)

     38,736  
     

 

 

 
     204,189  
     

 

 

 
  

Russia - 0.5%

 

  

Russian Foreign Bond - Eurobond

 

  $          200,000   

4.88%, 09/16/2023(4)

     211,820  
100,000   

5.00%, 04/29/2020(4)

     106,750  
32,000   

12.75%, 06/24/2028(4)

     54,944  
     

 

 

 
     373,514  
     

 

 

 
  

Turkey - 0.6%

 

  

Turkey Government International Bond

 

100,000   

5.63%, 03/30/2021

     102,920  
160,000   

6.88%, 03/17/2036

     165,600  
65,000   

7.00%, 06/05/2020

     70,070  
50,000   

7.38%, 02/05/2025

     55,106  
     

 

 

 
     393,696  
     

 

 

 
  

Ukraine - 0.3%

 

  

Ukraine Government International Bond

 

100,000   

7.75%, 09/01/2019(4)

     99,450  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  $          100,000   

7.75%, 09/01/2023(4)

   $ 94,614  
     

 

 

 
        194,064  
     

 

 

 
  

Uruguay - 0.0%

 

15,000   

Uruguay Government International Bond
7.63%, 03/21/2036

     19,022  
     

 

 

 
  

Venezuela - 0.3%

 

  

Venezuela Government International Bond

 

70,000   

7.75%, 10/13/2019(4)

     42,175  
170,000   

9.00%, 05/07/2023(4)

     86,071  
115,000   

9.25%, 05/07/2028(4)

     55,200  
     

 

 

 
                     183,446  
     

 

 

 
  

Total Foreign Government Obligations
(cost $4,132,684)

     4,151,149  
     

 

 

 

Municipal Bonds - 0.7%

 

  

General - 0.4%

 

  

Puerto Rico Commonwealth Government Employees Retirement System

 

175,000   

6.15%, 07/01/2038

     77,438  
300,000   

6.20%, 07/01/2039

     132,750  
120,000   

6.55%, 07/01/2058

     53,100  
     

 

 

 
        263,288  
     

 

 

 
  

General Obligation - 0.3%

 

220,000   

City of Chicago, IL,GO
7.05%, 01/01/2029(6)

     223,942  
     

 

 

 
  

Total Municipal Bonds
(cost $510,927)

     487,230  
     

 

 

 

Senior Floating Rate Interests - 22.0%(10)

 

  

Advertising - 0.4%

 

278,612   

Acosta Holdco, Inc.
4.29%, 09/26/2021

     268,861  
     

 

 

 
  

Aerospace/Defense - 0.3%

 

224,436   

TransDigm, Inc.
3.78%, 06/09/2023

     223,774  
     

 

 

 
  

Beverages - 0.2%

 

137,947   

Oak Tea, Inc.
3.50%, 07/02/2022

     138,809  
     

 

 

 
  

Chemicals - 0.5%

 

241,434   

Chemours Co.
3.78%, 05/12/2022

     240,528  
114,425   

Nexeo Solutions LLC
5.26%, 06/09/2023

     115,283  
     

 

 

 
        355,811  
     

 

 

 
  

Coal - 0.4%

 

88,934   

Arch Coal, Inc.
10.00%, 10/05/2021

     89,646  
375,000   

Ascent Resources - Marcellus LLC
5.25%, 08/04/2020

     224,062  
     

 

 

 
        313,708  
     

 

 

 
  

Commercial Services - 1.3%

 

200,000   

Conduent, Inc.
6.25%, 12/07/2023

     203,416  
115,000   

Quikrete Holdings, Inc.
4.02%, 11/15/2023

     116,358  
134,325   

Russell Investment Group
6.75%, 06/01/2023

     136,172  
341,263   

ServiceMaster Co.
3.28%, 11/08/2023

     342,826  
125,000   

Team Health, Inc.
0.00%, 01/17/2024(11)

     124,766  
     

 

 

 
        923,538  
     

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Distribution/Wholesale - 0.4%

 

  $          260,000   

Wilsonart LLC
4.50%, 12/19/2023

   $ 261,464  
     

 

 

 
  

Diversified Financial Services - 0.7%

 

205,000   

EVO Payments International LLC
6.00%, 12/22/2023

                  207,563  
156,418   

Infinity Acquisition LLC
4.25%, 08/06/2021

     152,703  
160,000   

Telenet International Finance S.a.r.l.
3.77%, 01/31/2025

     161,371  
     

 

 

 
        521,637  
     

 

 

 
  

Electric - 1.3%

 

263,675   

Calpine Construction Finance Co., L.P.
3.75%, 05/31/2023

     265,030  
315,000   

Energy Future Intermediate Holding Co. LLC
4.25%, 06/30/2017

     316,707  
261,998   

Seadrill Partners Finco LLC
4.00%, 02/21/2021

     192,897  
105,000   

Vistra Operations Co. LLC
4.02%, 12/14/2023

     106,050  
     

 

 

 
        880,684  
     

 

 

 
  

Electronics - 0.2%

 

  

Oberthur Technologies S.A.

 

83,487   

1.88%, 12/15/2023(12)

     84,426  
51,513   

4.70%, 12/15/2023

     52,093  
     

 

 

 
        136,519  
     

 

 

 
  

Energy-Alternate Sources - 0.1%

 

90,000   

TEX Operations Co. LLC
5.00%, 08/04/2023

     90,394  
     

 

 

 
  

Food - 0.7%

 

109,444   

Hostess Brands LLC
4.00%, 08/03/2022

     110,429  
  

JBS USA LLC

 

145,000   

0.00%, 10/30/2022(11)

     145,302  
257,400   

4.00%, 10/30/2022

     257,935  
     

 

 

 
        513,666  
     

 

 

 
  

Healthcare-Products - 0.4%

 

198,489   

Alere, Inc.
4.25%, 06/18/2022

     198,521  
103,688   

Sterigenics-Nordion Holdings LLC
4.25%, 05/15/2022

     103,817  
     

 

 

 
        302,338  
     

 

 

 
  

Healthcare-Services - 2.2%

 

217,299   

Catalent Pharma Solutions, Inc.
3.75%, 05/20/2021

     219,200  
156,400   

CDRH Parent, Inc.
5.25%, 07/01/2021

     143,009  
289,025   

Envision Healthcare Corp.
4.00%, 12/01/2023

     291,826  
150,000   

inVentiv Health, Inc.
4.75%, 11/09/2023

     151,250  
125,274   

MPH Acquisition Holdings LLC
5.00%, 06/07/2023

     127,023  
134,763   

Ortho-Clinical Diagnostics, Inc.
4.75%, 06/30/2021

     133,696  
142,101   

Surgery Center Holdings, Inc.
4.75%, 11/03/2020

     143,699  
217,800   

U.S. Renal Care, Inc.
5.25%, 12/31/2022

     205,113  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  $            96,784   

Vizient, Inc.
5.00%, 02/13/2023

   $ 97,994  
     

 

 

 
        1,512,810  
     

 

 

 
  

Household Products/Wares - 0.1%

 

90,000   

Galleria Co.
3.81%, 09/29/2023

     90,450  
     

 

 

 
  

Insurance - 1.3%

 

240,869   

Asurion LLC
4.03%, 07/08/2020

                  242,926  
452,213   

Sedgwick Claims Management Services, Inc.
3.75%, 03/01/2021

     453,718  
226,029   

USI, Inc.
4.25%, 12/27/2019

     226,635  
     

 

 

 
        923,279  
     

 

 

 
  

Internet - 0.4%

 

393,568   

Lands’ End, Inc.
4.25%, 04/04/2021

     296,652  
     

 

 

 
  

Leisure Time - 0.3%

 

200,000   

Delta 2 (LUX) S.a.r.l.
8.07%, 07/31/2022

     200,750  
     

 

 

 
  

Lodging - 0.2%

 

119,700   

Boyd Gaming Corp.
3.76%, 09/15/2023

     120,934  
     

 

 

 
  

Machinery-Construction & Mining - 1.0%

 

599,962   

American Rock Salt Holdings LLC
4.75%, 05/20/2021

     600,214  
103,402   

Neff Rental LLC
7.54%, 06/09/2021

     103,015  
     

 

 

 
        703,229  
     

 

 

 
  

Machinery-Diversified - 0.3%

 

199,485   

Gardner Denver, Inc.
4.56%, 07/30/2020

     197,057  
     

 

 

 
  

Media - 0.9%

 

99,743   

AVSC Holding Corp.
4.54%, 01/24/2021

     99,743  
108,281   

CSC Holdings LLC
3.77%, 10/11/2024

     108,958  
5,381   

Mission Broadcasting, Inc.
0.00%, 01/17/2024(11)

     5,446  
58,399   

Nexstar Broadcasting, Inc.
0.00%, 01/17/2024(11)

     59,104  
105,000   

UPC Financing Partnership
3.77%, 08/31/2024

     105,000  
220,000   

Virgin Media Investment Holdings Ltd.
3.52%, 01/31/2025

     221,239  
     

 

 

 
        599,490  
     

 

 

 
  

Miscellaneous Manufacturing - 0.9%

 

619,112   

Sram LLC
4.02%, 04/10/2020

     616,790  
     

 

 

 
  

Oil & Gas - 0.6%

 

115,000   

California Resources Corp.
11.38%, 12/31/2021

     129,305  
100,000   

Chesapeake Energy Corp.
8.50%, 08/23/2021

     109,333  
185,250   

Drillships Ocean Ventures, Inc.
5.56%, 07/25/2021

     163,390  
     

 

 

 
        402,028  
     

 

 

 
  

Oil & Gas Services - 0.5%

 

335,529   

Pacific Drilling S.A.
4.50%, 06/03/2018

     167,764  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  $          409,188   

Paragon Offshore Finance Co.
5.50%, 07/18/2021

   $ 161,220  
     

 

 

 
        328,984  
     

 

 

 
  

Packaging & Containers - 1.1%

 

278,069   

Coveris Holdings S.A.
4.50%, 05/08/2019

     281,197  
165,000   

Flex Acquisition Co., Inc.
4.25%, 12/29/2023

     166,342  
311,322   

Reynolds Group Holdings, Inc.
4.25%, 02/05/2023

     312,069  
     

 

 

 
                     759,608  
     

 

 

 
  

Pharmaceuticals - 0.6%

 

198,496   

Endo Luxembourg Finance Co. I S.a r.l.
3.81%, 09/26/2022

     197,835  
200,679   

Valeant Pharmaceuticals International, Inc.
5.53%, 04/01/2022

     201,458  
     

 

 

 
        399,293  
     

 

 

 
  

Real Estate - 0.4%

 

296,747   

DTZ U.S. Borrower LLC
4.26%, 11/04/2021

     298,370  
     

 

 

 
  

REITS - 0.1%

 

104,213   

MGM Growth Properties Operating Partnership L.P.
3.53%, 04/25/2023

     105,050  
     

 

 

 
  

Retail - 0.8%

 

325,000   

Bass Pro Group LLC
5.97%, 12/16/2023

     314,691  
275,000   

Rite Aid Corp.
4.88%, 06/21/2021

     275,946  
     

 

 

 
        590,637  
     

 

 

 
  

Software - 1.7%

 

326,396   

Emdeon Business Services LLC
3.75%, 11/02/2018

     326,602  
  

First Data Corp.

 

313,657   

3.78%, 03/24/2021

     315,470  
107,290   

3.78%, 07/10/2022

     108,005  
417,900   

WEX, Inc.
4.28%, 07/01/2023

     422,601  
     

 

 

 
        1,172,678  
     

 

 

 
  

Telecommunications - 0.8%

 

125,000   

Level 3 Financing, Inc.
4.00%, 08/01/2019

     126,469  
98,469   

LTS Buyer LLC
4.25%, 04/13/2020

     98,962  
225,000   

Sprint Communications, Inc.
1.00%, 01/13/2024(11)

     225,281  
  

Zayo Group LLC

 

25,000   

0.00%, 01/12/2024(11)

     25,198  
50,000   

0.00%, 01/19/2024(11)

     50,396  
     

 

 

 
        526,306  
     

 

 

 
  

Transportation - 0.2%

 

  

Kenan Advantage Group, Inc.

 

4,533   

1.50%, 02/10/2017(12)

     4,539  
128,879   

4.00%, 07/31/2022

     129,041  
     

 

 

 
        133,580  
     

 

 

 
  

Trucking & Leasing - 0.7%

 

155,000   

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
0.00%, 01/13/2022(11)

     156,994  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  $          315,227   

Consolidated Container Co., LLC
5.00%, 07/03/2019

   $ 314,439  
     

 

 

 
        471,433  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $16,027,789)

     15,380,611  
     

 

 

 

Equity Linked Securities - 8.8%

 

  

Banks - 8.8%

 

6,968   

Arrow Electronics, Inc. (Merrill Lynch International Co. C.V) 12.00%

     511,451  
3,038   

Broadcom Ltd. (Societe Generale S.A.) MTN 12.00%

     559,372  
6,707   

Eastman Chemical Co. (Merrill Lynch International Co. C.V) 12.00%

     519,122  
6,465   

Electronic Arts, Inc. (Societe Generale S.A.) Series 0001, MTN 12.00%(2)

     528,864  
4,282   

Expedia, Inc. (BNP Paribas Arbitrage Issuance B.V.) 12.00%(2)

                  515,382  
4,001   

Facebook, Inc. (BNP Paribas Arbitrage Issuance B.V.) Series 0001 12.00%(2)

     513,048  
32,105   

HP, Inc. (Societe Generale S.A.) Series 0002, MTN 12.00%(2)

     481,651  
5,967   

JPMorgan Chase & Co., (BNP Paribas Arbitrage Issuance B.V.) Series 0001 12.00%(2)

     514,057  
5,874   

Packaging Corp. of America (Merrill Lynch International Co. C.V) 12.00%

     535,063  
4,357   

PNC Financial Services Group, Inc.(Merrill Lynch International Co. C.V) 12.00%

     520,487  
6,995   

Post Holdings, Inc. (Barclays Bank plc) 12.00%(2)

     566,525  
7,631   

QUALCOMM, Inc. (BNP Paribas Arbitrage Issuance B.V.) 12.00%(2)

     412,303  
     

 

 

 
        6,177,325  
     

 

 

 
  

Total Equity Linked Securities
(cost $6,125,792)

     6,177,325  
     

 

 

 

U.S. Government Securities - 1.5%

 

  

U.S. Treasury Securities - 1.5%

 

  

U.S. Treasury Notes - 1.5%

 

404,000   

0.75%, 07/15/2019

     398,177  
626,000   

2.25%, 11/15/2025

     617,319  
     

 

 

 
        1,015,496  
     

 

 

 
        1,015,496  
     

 

 

 
  

Total U.S. Government Securities
(cost $1,059,976)

     1,015,496  
     

 

 

 

Common Stocks - 23.2%

 

  

Automobiles & Components - 1.0%

 

1,905   

General Motors Co.

     69,742  
36,657   

Hota Industrial Manufacturing Co., Ltd.

     152,002  
5,990   

Nissan Motor Co., Ltd.

     59,260  
28,566   

Superalloy Industrial Co., Ltd.

     161,758  
12,131   

Tung Thih Electronic Co., Ltd.

     114,603  
502   

Visteon Corp.*

     44,964  
82,911   

Xinyi Glass Holdings Ltd.

     74,575  
     

 

 

 
        676,904  
     

 

 

 
  

Banks - 1.1%

 

188,453   

Agricultural Bank of China Ltd. Class H

     78,721  
9,763   

Bank Hapoalim BM

     58,990  
3,822   

Bendigo & Adelaide Bank Ltd.

     36,399  
2,518   

BNP Paribas S.A.

     161,081  
908   

Canadian Imperial Bank of Commerce

     77,322  
27,487   

China CITIC Bank Corp. Ltd. Class H

     18,078  
3,467   

Credit Agricole S.A.

     46,013  
2,068   

Industrial Bank of Korea

     22,589  
27,342   

Kiatnakin Bank PCL

     44,263  
84,457   

Krung Thai Bank PCL

     45,575  
1,086   

National Bank of Canada

     46,878  
672   

Societe Generale S.A.

     32,852  
28,680   

Thanachart Capital PCL

     38,691  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

4,833   

Woori Bank

   $ 54,559  
     

 

 

 
        762,011  
     

 

 

 
  

Capital Goods - 1.5%

 

1,748   

ACS Actividades de Construccion y Servicios S.A.

     53,874  
4,728   

Altra Industrial Motion Corp.

                  176,355  
10,567   

Asahi Glass Co., Ltd.

     78,509  
16,836   

BAE Systems plc

     123,655  
55,367   

Cobham plc

     94,743  
194   

Cummins, Inc.

     28,520  
5,650   

ITOCHU Corp.

     77,834  
12,722   

Sumitomo Corp.

     159,480  
6,254   

Weir Group plc (The)

     158,430  
2,201   

Wolseley plc

     136,308  
     

 

 

 
        1,087,708  
     

 

 

 
  

Commercial & Professional Services - 1.0%

 

18,998   

Dai Nippon Printing Co., Ltd.

     193,278  
6,136   

Experian plc

     118,500  
2,514   

Intertek Group plc

     107,616  
3,017   

RR Donnelley & Sons Co.

     51,741  
9,840   

Toppan Printing Co., Ltd.

     96,589  
2,787   

Wolters Kluwer N.V.

     106,580  
     

 

 

 
        674,304  
     

 

 

 
  

Consumer Durables & Apparel - 0.2%

 

1,243   

Heiwa Corp.

     29,968  
19,407   

OVS S.p.A.(2)

     108,206  
     

 

 

 
        138,174  
     

 

 

 
  

Consumer Services - 0.3%

 

2,323   

Darden Restaurants, Inc.

     170,230  
1,181   

H&R Block, Inc.

     25,344  
     

 

 

 
        195,574  
     

 

 

 
  

Diversified Financials - 0.8%

 

21,573   

Annaly Capital Management, Inc. REIT

     220,476  
13,842   

Cerved Information Solutions S.p.A.

     113,282  
5,241   

Chimera Investment Corp. REIT

     92,399  
9,348   

MFA Financial, Inc. REIT

     73,756  
6,451   

Two Harbors Investment Corp. REIT

     56,575  
     

 

 

 
        556,488  
     

 

 

 
  

Energy - 1.9%

 

784   

Boardwalk Pipeline Partners L.P.

     14,473  
814   

Buckeye Partners L.P.

     56,744  
350   

Columbia Pipeline Partners L.P.

     6,020  
362   

Crestwood Equity Partners LP

     9,937  
626   

DCP Midstream Partners L.P.

     24,333  
1,376   

Enbridge Energy Partners L.P.

     26,653  
2,982   

Energy Transfer Partners L.P.

     113,763  
887   

EnLink Midstream Partners L.P.

     15,904  
7,837   

Enterprise Products Partners L.P.

     222,022  
328   

EQT Midstream Partners L.P.

     25,669  
596   

Genesis Energy L.P.

     21,617  
1,439   

Magellan Midstream Partners L.P.

     115,163  
1,376   

Memorial Production Partners L.P.

     238  
1,330   

MPLX L.P.

     50,341  
527   

NGL Energy Partners L.P.

     12,885  
422   

NuStar Energy L.P.

     23,341  
1,069   

ONEOK Partners L.P.

     46,117  
120   

Phillips 66 Partners L.P.

     6,740  
2,434   

Plains All American Pipeline L.P.

     76,403  
1,685   

Royal Dutch Shell plc Class B

     47,592  
513   

SemGroup Corp. Class A

     20,366  
365   

Shell Midstream Partners L.P.

     11,852  
365   

Spectra Energy Partners L.P.

     16,549  
90,848   

Star Petroleum Refining PCL

     31,998  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

1,156   

Sunoco Logistics Partners L.P.

   $ 29,501  
255   

Tallgrass Energy Partners L.P.

     12,617  
660   

Targa Resources Corp.

     38,029  
308   

TC PipeLines L.P.

     18,505  
517   

Teekay Corp.

     5,196  
375   

Tesoro Logistics L.P.

     21,705  
645   

Valero Energy Corp.

     42,415  
4,421   

Veresen, Inc.

     44,949  
465   

Western Gas Partners L.P.

     28,542  
1,580   

Williams Partners L.P.

     64,843  
     

 

 

 
        1,303,022  
     

 

 

 
  

Food & Staples Retailing - 0.5%

 

903   

Casino Guichard Perrachon S.A.

     48,692  
1,778   

Kesko Oyj Class B

     89,969  
3,260   

Wal-Mart Stores, Inc.

                  217,572  
     

 

 

 
        356,233  
     

 

 

 
  

Food, Beverage & Tobacco - 0.8%

 

1,045   

Altria Group, Inc.

     74,383  
880   

Anheuser-Busch InBev N.V.

     91,888  
34,653   

Cloetta AB Class B

     116,869  
4,152   

Diageo plc

     115,334  
2,131   

Imperial Brands plc

     98,724  
61,403   

WH Group Ltd.(2)

     46,638  
     

 

 

 
        543,836  
     

 

 

 
  

Health Care Equipment & Services - 0.2%

 

6,795   

Smith & Nephew plc

     101,651  
335   

UnitedHealth Group, Inc.

     54,303  
     

 

 

 
        155,954  
     

 

 

 
  

Household & Personal Products - 0.1%

 

2,409   

Unilever plc

     97,579  
     

 

 

 
  

Insurance - 1.2%

 

5,338   

CNA Financial Corp.

     222,328  
9,680   

CNP Assurances

     181,915  
15,745   

Mapfre S.A.

     47,739  
3,040   

NN Group N.V.

     107,664  
345   

Prudential Financial, Inc.

     36,263  
17,597   

RSA Insurance Group plc

     127,411  
747   

Swiss Re AG

     69,806  
109   

Zurich Insurance Group AG*

     31,389  
     

 

 

 
        824,515  
     

 

 

 
  

Materials - 0.1%

 

5,421   

CSR Ltd.

     18,154  
768   

LyondellBasell Industries N.V. Class A

     71,631  
     

 

 

 
        89,785  
     

 

 

 
  

Media - 0.3%

 

10,604   

Vivendi S.A.

     194,436  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 1.2%

 

473   

AbbVie, Inc.

     28,905  
349   

Amgen, Inc.

     54,681  
1,924   

AstraZeneca plc

     102,105  
1,655   

Daiichi Sankyo Co., Ltd.

     37,027  
387   

Eli Lilly & Co.

     29,811  
792   

Gilead Sciences, Inc.

     57,380  
1,903   

Johnson & Johnson

     215,515  
1,032   

Merck & Co., Inc.

     63,974  
1,469   

Mitsubishi Tanabe Pharma Corp.

     29,464  
4,770   

Pfizer, Inc.

     151,352  
1,519   

Recordati S.p.A.

     43,142  
220   

Sanofi

     17,683  
     

 

 

 
        831,039  
     

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Real Estate - 2.1%

 

727   

Brixmor Property Group, Inc. REIT

   $ 17,543  
3,290   

Deutsche Wohnen AG

     107,311  
2,511   

Dexus Property Group REIT

     17,106  
42,810   

Guangzhou R&F Properties Co., Ltd. Class H

     54,908  
6,278   

Henderson Land Development Co., Ltd.

     34,654  
34,933   

Highwealth Construction Corp.

     51,953  
7,383   

Hongkong Land Holdings Ltd.

     49,863  
2,746   

Hospitality Properties Trust REIT

     85,483  
91,170   

Irish Residential Properties plc REIT

     114,165  
15,296   

Link REIT

     104,526  
86,570   

New World Development Co., Ltd.

     99,884  
2,213   

Nexity S.A.*

     108,695  
7,248   

Omega Healthcare Investors, Inc. REIT

     232,443  
902   

Senior Housing Properties Trust

     17,183  
2,774   

Sun Hung Kai Properties Ltd.

     38,173  
3,377   

Swire Pacific Ltd. Class A

     34,405  
7,717   

Swire Properties Ltd.

     21,714  
2,016   

VEREIT, Inc. REIT

     17,196  
16,529   

Wharf Holdings Ltd.

     123,939  
12,647   

Wheelock & Co., Ltd.

     76,867  
1,240   

WP Carey, Inc. REIT

     76,806  
     

 

 

 
        1,484,817  
     

 

 

 
  

Retailing - 0.2%

 

2,100   

Best Buy Co., Inc.

     93,492  
1,027   

K’s Holdings Corp.

     18,533  
894   

Kohl’s Corp.

     35,608  
421   

Target Corp.

     27,146  
     

 

 

 
        174,779  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 0.8%

 

2,881   

Intel Corp.

     106,078  
201,086   

King Yuan Electronics Co., Ltd.*

     173,657  
20,406   

Nanya Technology Corp.

     31,437  
443   

NVIDIA Corp.

     48,367  
344   

QUALCOMM, Inc.

     18,380  
32,250   

Taiwan Semiconductor Manufacturing Co., Ltd.

                    192,173  
     

 

 

 
        570,092  
     

 

 

 
  

Software & Services - 1.7%

 

1,835   

Alibaba Group Holding Ltd. ADR*

     185,904  
1,005   

Baidu, Inc. ADR*

     175,945  
506   

Mixi, Inc.

     21,953  
237   

NAVER Corp.

     154,812  
853   

NetEase, Inc. ADR

     216,577  
16,214   

PChome Online, Inc.

     134,207  
2,327   

SimCorp AS

     119,258  
6,806   

Tencent Holdings Ltd.

     177,945  
     

 

 

 
        1,186,601  
     

 

 

 
  

Technology Hardware & Equipment - 2.4%

 

20,528   

Advantech Co., Ltd.

     174,140  
24,489   

Catcher Technology Co., Ltd.

     199,726  
29,476   

Compal Electronics, Inc.

     17,784  
470,557   

Cowell e Holdings, Inc.*

     141,575  
224   

F5 Networks, Inc.*

     30,023  
38,860   

Hon Hai Precision Industry Co., Ltd.

     104,214  
2,223   

HP, Inc.

     33,456  
23,519   

Inventec Corp.

     17,688  
1,601   

Largan Precision Co., Ltd.

     229,001  
11,399   

Pegatron Corp.

     27,450  
128,862   

Primax Electronics Ltd.

     183,679  
924   

Seagate Technology plc

     41,719  
860,843   

Tongda Group Holdings Ltd.

     240,549  
2,549   

Venture Corp. Ltd.

     18,440  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

89,152   

Yageo Corp.

   $ 216,154  
     

 

 

 
        1,675,598  
     

 

 

 
  

Telecommunication Services - 1.2%

 

5,192   

AT&T, Inc.

     218,895  
5,983   

CenturyLink, Inc.

     154,720  
4,277   

Emirates Telecommunications Group Co. PJSC

     20,844  
45,169   

HKT Trust & HKT Ltd. UNIT

     63,097  
593   

KT Corp.

     15,008  
10,686   

MegaFon PJSC GDR

     115,943  
1,227   

Ooredoo QSC

     35,383  
13,113   

Telia Co., AB

     53,192  
1,463   

TELUS Corp.

     48,840  
2,935   

Verizon Communications, Inc.

     143,844  
     

 

 

 
                       869,766  
     

 

 

 
  

Transportation - 0.7%

 

140   

Aena S.A.(2)

     20,360  
27,262   

Air New Zealand Ltd.

     42,005  
4,537   

Atlantia S.p.A.

     103,397  
731   

bpost S.A.

     17,683  
31,214   

Hutchison Port Holdings Trust

     13,276  
21,380   

Irish Continental Group plc UNIT

     108,936  
4,441   

Japan Airlines Co., Ltd.

     141,416  
9,161   

Royal Mail plc

     47,576  
     

 

 

 
        494,649  
     

 

 

 
  

Utilities - 1.9%

 

491   

Ameren Corp.

     25,851  
407   

AmeriGas Partners L.P.

     20,028  
7,522   

CenterPoint Energy, Inc.

     197,152  
6,178   

CEZ AS

     105,818  
49,048   

China Power International Development Ltd.

     17,676  
44,768   

China Resources Power Holdings Co., Ltd.

     76,888  
308   

DTE Energy Co.

     30,381  
5,855   

EDP - Energias de Portugal S.A.

     17,027  
3,095   

Entergy Corp.

     221,726  
2,037   

FirstEnergy Corp.

     61,762  
7,926   

Fortum Oyj

     126,457  
49,137   

HK Electric Investments & HK Electric Investments Ltd. UNIT(2)

     41,015  
17,122   

Iberdrola S.A.

     108,145  
380   

Iberdrola S.A.*

     2,400  
2,171   

Korea Electric Power Corp.

     79,509  
214   

Pinnacle West Capital Corp.

     16,613  
1,711   

Public Service Enterprise Group, Inc.

     75,712  
3,662   

Transmissora Alianca de Energia Eletrica S.A.

     24,939  
1,370   

Vistra Energy Corp.

     22,208  
1,817   

Xcel Energy, Inc.

     75,078  
     

 

 

 
        1,346,385  
     

 

 

 
  

Total Common Stocks
(cost $15,788,454)

     16,290,249  
     

 

 

 

Convertible Bonds - 4.2%

 

  

Biotechnology - 0.5%

 

132,000   

Illumina, Inc.
0.50%, 06/15/2021

     135,795  
77,000   

Incyte Corp.
1.25%, 11/15/2020

     185,137  
     

 

 

 
        320,932  
     

 

 

 
  

Commercial Services - 0.4%

 

140,000   

Cardtronics, Inc.
1.00%, 12/01/2020

     165,200  
154,000   

Macquarie Infrastructure Corp.
2.00%, 10/01/2023

     151,112  
     

 

 

 
        316,312  
     

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Healthcare-Products - 0.2%

 

  $           88,000   

Hologic, Inc.
0.00%, 12/15/2043(3)(13)

   $ 107,800  
     

 

 

 
  

Healthcare-Services - 0.2%

 

77,000   

Anthem, Inc.
2.75%, 10/15/2042

     163,529  
     

 

 

 
  

Home Builders - 0.4%

 

165,000   

KB Home
1.38%, 02/01/2019

     161,700  
110,000   

Toll Brothers Finance Corp.
0.50%, 09/15/2032

     108,350  
     

 

 

 
        270,050  
     

 

 

 
  

Insurance - 0.3%

 

131,000   

MGIC Investment Corp.
2.00%, 04/01/2020

                  201,085  
     

 

 

 
  

Internet - 0.5%

 

121,000   

Priceline Group, Inc. (The)
0.35%, 06/15/2020

     161,157  
165,000   

WebMD Health Corp.
2.63%, 06/15/2023(2)

     155,512  
20,000   

Zillow Group, Inc.
2.00%, 12/01/2021(2)

     20,113  
20,000   

Priceline Group, Inc.
0.90%, 09/15/2021

     21,575  
     

 

 

 
        358,357  
     

 

 

 
  

Media - 0.3%

 

158,000   

DISH Network Corp.
3.38%, 08/15/2026(2)

     184,564  
20,000   

Liberty Media Corp-Liberty Formula One
1.00%, 01/30/2023(2)

     20,312  
     

 

 

 
        204,876  
     

 

 

 
  

Oil & Gas - 0.2%

 

20,000   

Cobalt International Energy, Inc.
2.63%, 12/01/2019

     7,400  
135,000   

PDC Energy, Inc.
1.13%, 09/15/2021

     152,044  
     

 

 

 
        159,444  
     

 

 

 
  

Pharmaceuticals - 0.3%

 

132,000   

Ironwood Pharmaceuticals, Inc.
2.25%, 06/15/2022

     146,685  
55,000   

Teva Pharmaceutical Finance Co. LLC
0.25%, 02/01/2026

     58,266  
     

 

 

 
        204,951  
     

 

 

 
  

Semiconductors - 0.5%

 

92,000   

Microchip Technology, Inc.
1.63%, 02/15/2025

     124,602  
88,000   

Micron Technology, Inc.
3.13%, 05/01/2032

     218,515  
     

 

 

 
        343,117  
     

 

 

 
  

Software - 0.4%

 

165,000   

Envestnet, Inc.
1.75%, 12/15/2019

     159,741  
132,000   

Workday, Inc.
0.75%, 07/15/2018

     151,717  
     

 

 

 
        311,458  
     

 

 

 
  

Total Convertible Bonds
(cost $2,852,317)

     2,961,911  
     

 

 

 

Exchange Traded Funds - 0.2%

 

  

Other Investment Pools & Funds - 0.2%

 

6,600   

PowerShares Senior Loan Portfolio

     153,780  
     

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

  

Total Exchange Traded Funds
(cost $151,364)

 

                  153,780  
        

 

 

 
  

Total Long-Term Investments
(cost $66,740,325)

 

     67,034,277  

Short-Term Investments - 2.1%

 

  

Foreign Government Obligations - 0.3%

 

  RON          900,000   

Romania Treasury Bills
0.58%, 06/26/2017(14)

 

   $ 215,659  
        

 

 

 
  

Other Investment Pools & Funds - 1.8%

 

1,240,667   

Morgan Stanley Institutional Liquidity Funds, Institutional Class

 

     1,240,667  
        

 

 

 
  

Total Short-Term Investments
(cost $1,464,166)

 

     1,456,326  
        

 

 

 
  

Total Investments Excluding Purchased Options
(cost $68,204,491)

     97.7%      $ 68,490,603  
  

Total Purchased Options
(cost $199,086)

     0.3%      $ 186,690  
     

 

 

    

 

 

 
  

Total Investments
(cost $68,403,577)^

     98.0%      $ 68,677,293  
  

Other Assets and Liabilities

     2.0%        1,392,012  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 70,069,305  
     

 

 

    

 

 

 

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

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $     2,634,792  

Unrealized Depreciation

     (2,361,076
  

 

 

 

Net Unrealized Appreciation

   $ 273,716  
  

 

 

 

 

* Non-income producing.
(1) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(2) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $9,725,571, which represents 13.9% of total net assets.
(3) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(4) These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $3,692,248, which represents 5.3% of total net assets.
(5) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(6) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $337,835 at January 31, 2017.


 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

(7) This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2017, the aggregate fair value of this security was $0, which represents 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(8) The following security is considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period
          Acquired          
   Shares/ Par      Security    Cost Basis      
06/2015    $                 80,000      Texas Competitive Electric Holdings Co., LLC    $ —      

At January 31, 2017, the aggregate value of these securities was $0, which represents 0.0% of total net assets.

 

(9) The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(10) Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2017.
(11) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(12) This security, or a portion of this security, has unfunded loan commitments. As of January 31, 2017, the aggregate value of the unfunded commitment was $88,965, which rounds to zero percent of total net assets.
(13) Security is a zero-coupon bond.
(14) The rate shown represents current yield to maturity.

 

OTC Option Contracts Outstanding at January 31, 2017

 

 
Description   Counter-
party
   

Exercise Price/FX Rate/

Rate

   

Expiration

Date

           Number of
Contracts
    Market
Value †
    Premiums   
Paid   
(Received)  
by Fund   
  Unrealized 
Appreciation/ 
(Depreciation)
 

Purchased option contracts:

               

Calls

               

CAC 40 Call

    CBK       5,099.33 EUR       07/21/17       EUR       1,339     $ 63,669     $ 59,113      $ 4,556   

IBEX 35 Index Call

    GSC       9,843.75 EUR       07/21/17       EUR       346       74,159       79,362        (5,203)  
         

 

 

   

 

 

   

 

 

 

 

 

 

 

Total Calls

            1,685     $ 137,828     $ 138,475      $ (647)  
         

 

 

   

 

 

   

 

 

 

 

 

 

 

Puts

               

S&P 500 Index Option

    MSCI                   2,210.00 USD       04/21/17       USD       15     $ 45,165     $ 56,746      $ (11,581)  

USD Put/CNH Call

    GSC       6.85 CNH per USD       02/17/17       USD       129,000       745       892        (147)  

USD Put/THB Call

    BOA       35.71 THB per USD       02/08/17       USD       70,000       1,016       489        527   

USD Put/TRY Call

    CBK       3.80 TRY per USD       02/20/17       USD       72,000       1,212       1,707        (495)  

USD Put/TRY Call

    GSC       3.82 TRY per USD       02/24/17       USD       36,000       724       776        (52)  
         

 

 

   

 

 

   

 

 

 

 

 

 

 

Total Puts

            307,015     $ 48,862     $ 60,610      $ (11,748)  
         

 

 

   

 

 

   

 

 

 

 

 

 

 

Total purchased option contracts

 

          308,700     $ 186,690     $ 199,085      $ (12,395)  
         

 

 

   

 

 

   

 

 

 

 

 

 

 

Written option contracts:

 

             

Calls

               

FTSE/MIB Index Option

    GSC       20,877.63 EUR       07/21/17       EUR       (168   $ (43,803   $ (79,458)     $ 35,655   
         

 

 

   

 

 

   

 

 

 

 

 

 

 

Written option contracts:

 

             

Puts

               

S&P 500 Index Option

    MSCI       2,075.00 USD       04/21/17       USD       (15   $ (19,125   $ (23,954)     $ 4,829   
         

 

 

   

 

 

   

 

 

 

 

 

 

 

Total written option contracts

 

          (183   $ (62,928   $ (103,412)     $ 40,484   
         

 

 

   

 

 

   

 

 

 

 

 

 

 


 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

        Futures Contracts Outstanding at January 31, 2017

 

 
Description    Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value †
     Unrealized    
Appreciation/    
(Depreciation)    

Long position contracts:

 

FTSE 100 Index Future

     42        03/17/2017      $     3,642,313      $     3,722,558      $ 80,245   

SGX Nifty 50 Index

     207        02/23/2017        3,471,802        3,550,464        78,662   

U.S. Treasury Long Bond Future

     6        03/22/2017        913,007        905,063        (7,944)  

U.S. Ultra Bond Future

     8        03/22/2017        1,293,758        1,285,500        (8,258)  
              

 

 

 

Total

 

   $ 142,705  
              

 

 

 

Short position contracts:

 

EAFE (mini MSCI) Index Future

     21        03/17/2017      $ 1,770,293      $ 1,814,820      $ (44,527)  

Euro-BOBL Future

     4        03/08/2017        576,557        574,035        2,522  

FTSE 250 Index Future

     83        03/17/2017        3,670,333        3,783,126        (112,793)  

MSCI Mini Emerging Market Index

     13        03/17/2017        571,001        594,815        (23,814)  

MSCI Taiwan Index Future

     48        02/23/2017        1,682,256        1,704,000        (21,744)  

S&P 500 (E-Mini) Future

     2        03/17/2017        225,453        227,450        (1,997)  

STOXX Europe 600 Future

     154        03/17/2017        2,944,703        2,980,736        (36,033)  

U.S. 10-Year Ultra Future

     6        03/22/2017        800,239        804,937        (4,698)  

U.S. Treasury 10-Year Note Future

     54        03/22/2017        6,694,479        6,721,313        (26,834)  

U.S. Treasury 2-Year Note Future

     25        03/31/2017        5,418,410        5,419,922        (1,512)  

U.S. Treasury 5-Year Note Future

     11        03/31/2017        1,298,668        1,296,539        2,129   
              

 

 

 

Total

 

   $ (269,301)  
              

 

 

 

              
              

 

 

 

Total futures contracts

 

   $ (126,596)  
              

 

 

 

 

        TBA Sale Commitments Outstanding at January 31, 2017

 

 
Description   

Principal

Amount

     Maturity Date    Market Value †      Unrealized    
Appreciation/    
(Depreciation)    

FNMA, 3.50%

   $     1,900,000      02/01/2047    $         (1,941,563)      $             5,926    
        Total (proceeds $1,947,489)    $         (1,941,563)      $             5,926    
           

 

 

    

 

 

 

At January 31, 2017, the aggregate market value of TBA Sale Commitments represents (2.8)% of total net assets.

 

        OTC Credit Default Swap Contracts Outstanding at January 31, 2017

 

 
Reference Entity  

Counter-

party

 

Notional

Amount (a)

   

(Pay)/Receive
Fixed

Rate/Implied
Credit Spread (b)

    Expiration
Date
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
   

Market

Value †

    Unrealized 
Appreciation/ 
(Depreciation) 
 

Credit default swaps on indices:

 

Buy protection:

 

ABX.HE.AAA.06

  JPM     USD       5,962       (0.18 %)      07/25/45     $ 131     $     $ 103     $ (28

ABX.HE.AAA.07

  MSC     USD       253,217       (0.09 %)      08/25/37       61,342             56,318       (5,024

CMBX.NA.A.7

  JPM     USD       175,000       (2.00 %)      01/17/47       6,804             2,939       (3,865

CMBX.NA.A.9

  MSC     USD       40,000       (2.00 %)      09/17/58       1,413             1,507       94   

CMBX.NA.A.9

  DEUT     USD       35,000       (2.00 %)      09/17/58       1,782             1,320       (462

CMBX.NA.AA.2

  CSI     USD       49,786       (0.15 %)      03/15/49       18,779             23,293       4,514  

CMBX.NA.AA.7

  MSC     USD       70,000       (1.50 %)      01/17/47       824             661       (163

CMBX.NA.AA.7

  CSI     USD       30,000       (1.50 %)      01/17/47       940             282       (658

CMBX.NA.AA.7

  CSI     USD       85,000       (1.50 %)      01/17/47       2,664             800       (1,864

CMBX.NA.AA.7

  CSI     USD       90,000       (1.50 %)      01/17/47       2,821             847       (1,974

CMBX.NA.AA.7

  CSI     USD       100,000       (1.50 %)      01/17/47       3,134             940       (2,194

CMBX.NA.AA.8

  MSC     USD       35,000       (1.50 %)      10/17/57       1,415             553       (862

CMBX.NA.AJ.4

  GSC     USD       34,508       (0.96 %)      02/17/51       9,114             6,761       (2,353

CMBX.NA.AJ.4

  JPM     USD       313,528       (0.96 %)      02/17/51       77,325             61,422       (15,903

CMBX.NA.AS.7

  CSI     USD       135,000       (1.00 %)      01/17/47       2,470             (184     (2,654

CMBX.NA.AS.7

  GSC     USD       275,000       (1.00 %)      01/17/47       7,798             (367     (8,165

CMBX.NA.AS.8

  DEUT     USD       30,000       (1.00 %)      10/17/57       2,205             38       (2,167

CMBX.NA.BB.9

  MSI     USD       986,000       (5.00 %)      09/17/58           225,550                 173,293       (52,257

CMBX.NA.BBB.10

  MSC     USD       35,000       (3.00 %)      11/17/59       2,306             3,088       782


 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

CMBX.NA.BBB.10

    MSC       USD       50,000       (3.00 %)      11/17/59       3,935           $ 4,428       493  

CMBX.NA.BBB.7

    GSC       USD       25,000       (3.00 %)      01/17/47       2,164             1,298       (866

CMBX.NA.BBB.7

    MSC       USD       60,000       (3.00 %)      01/17/47       6,191             3,122       (3,069

CMBX.NA.BBB.7

    CSI       USD       150,000       (3.00 %)      01/17/47       14,617             7,805       (6,812

CMBX.NA.BBB.7

    CSI       USD       160,000       (3.00 %)      01/17/47       15,591             8,325       (7,266

CMBX.NA.BBB.7

    GSC       USD       15,000       (3.00 %)      01/17/47       1,047             781       (266

CMBX.NA.BBB.7

    DEUT       USD       25,000       (3.00 %)      01/17/47       1,832             1,301       (531

CMBX.NA.BBB.7

    MSC       USD       35,000       (3.00 %)      01/17/47       2,911             1,822       (1,089

CMBX.NA.BBB.7

    DEUT       USD       25,000       (3.00 %)      01/17/47       2,390             1,301       (1,089

CMBX.NA.BBB.7

    CSI       USD       80,000       (3.00 %)      01/17/47       6,860             4,163       (2,697

CMBX.NA.BBB.7

    MSC       USD       425,000       (3.00 %)      01/17/47       41,418             22,114       (19,304

CMBX.NA.BBB.9

    MSC       USD       35,000       (3.00 %)      09/17/58       3,846             3,826       (20

CMBX.NA.BBB.9

    MSC       USD       30,000       (3.00 %)      09/17/58       3,512             3,167       (345

CMBX.NA.BBB.9

    MSC       USD       20,000       (3.00 %)      09/17/58       2,365             2,111       (254
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $     537,496     $     $     399,178     $ (138,318
           

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

                 

CDX.EM.26

    CBK       USD       536,000       1.00     12/20/21     $     $ (31,998   $ (31,188   $ 810  

CMBX.NA.AA.2

    MLI       USD       49,786       0.15     03/15/49             (18,188     (23,293     (5,105

CMBX.NA.AAA.6

    MLI       USD       268,807       0.50     05/11/63             (8,560     (128     8,432  

CMBX.NA.AAA.6

    CSI       USD       319,770       0.50     05/11/63             (3,430     (152     3,278  

CMBX.NA.AAA.6

    CSI       USD       279,799       0.50     05/11/63             (3,001     (133     2,868  

CMBX.NA.AAA.6

    CSI       USD       274,802       0.50     05/11/63             (2,947     (130     2,817  

CMBX.NA.AAA.6

    DEUT       USD       104,925       0.50     05/11/63             (1,618     (50     1,568  

CMBX.NA.BB.6

    MSC       USD       170,000       5.00     05/11/63             (31,404     (22,742     8,662  

CMBX.NA.BB.6

    CSI       USD       90,000       5.00     05/11/63             (16,625     (12,040     4,585  

CMBX.NA.BB.6

    CSI       USD       85,000       5.00     05/11/63             (15,701     (11,371     4,330  

CMBX.NA.BB.6

    CSI       USD       85,000       5.00     05/11/63             (15,701     (11,371     4,330  

CMBX.NA.BB.6

    CSI       USD       85,000       5.00     05/11/63             (15,701     (11,371     4,330  

CMBX.NA.BB.6

    CSI       USD       47,000       5.00     05/11/63             (8,682     (6,288     2,394  

CMBX.NA.BB.6

    CSI       USD       40,000       5.00     05/11/63             (7,100     (5,351     1,749  

CMBX.NA.BB.6

    GSC       USD       20,000       5.00     05/11/63             (2,662     (2,679     (17

CMBX.NA.BB.6

    GSC       USD       80,000       5.00     05/11/63             (8,786     (10,702     (1,916

CMBX.NA.BB.8

    MSC       USD       306,000       5.00     10/17/57             (86,086     (66,889     19,197  

CMBX.NA.BB.8

    MSC       USD       60,000       5.00     10/17/57             (17,355     (13,116     4,239  

CMBX.NA.BB.8

    GSC       USD       60,000       5.00     10/17/57             (16,802     (13,115     3,687  

CMBX.NA.BB.8

    MSC       USD       50,000       5.00     10/17/57             (14,441     (10,929     3,512  

CMBX.NA.BB.8

    GSC       USD       5,000       5.00     10/17/57             (1,665     (1,093     572  

CMBX.NA.BB.8

    GSC       USD       125,000       5.00     10/17/57             (26,016     (27,324     (1,308

CMBX.NA.BB.8

    MLI       USD       115,000       5.00     10/17/57             (10,443     (25,139     (14,696

CMBX.NA.BB.8

    GSC       USD       110,000       5.00     10/17/57             (5,651     (24,045     (18,394

CMBX.NA.BB.9

    CSI       USD       270,000       5.00     09/17/58             (73,578     (47,416     26,162  

CMBX.NA.BB.9

    GSC       USD       275,000       5.00     09/17/58             (74,418     (48,294     26,124  

CMBX.NA.BB.9

    CSI       USD       270,000       5.00     09/17/58             (72,805     (47,416     25,389  

CMBX.NA.BB.9

    GSC       USD       171,000       5.00     09/17/58             (47,389     (30,030     17,359  

CMBX.NA.BB.9

    GSC       USD       35,000       5.00     09/17/58             (9,672     (6,147     3,525  

CMBX.NA.BB.9

    JPM       USD       20,000       5.00     09/17/58             (5,433     (3,512     1,921  

CMBX.NA.BB.9

    MLI       USD       15,000       5.00     09/17/58             (4,188     (2,635     1,553  

CMBX.NA.BB.9

    GSC       USD       15,000       5.00     09/17/58             (4,145     (2,634     1,511  

CMBX.NA.BB.9

    GSC       USD       15,000       5.00     09/17/58             (4,109     (2,634     1,475  

CMBX.NA.BB.9

    MLI       USD       15,000       5.00     09/17/58             (4,075     (2,634     1,441  

PrimeX.ARM.2

    JPM       USD       258,563       4.58     12/25/37       10,892             3,570       (7,322
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $ 10,892     $ (670,375   $ (520,421   $     139,062  
           

 

 

   

 

 

   

 

 

   

 

 

 
                 
           

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

            $ 548,388     $ (670,375   $ (121,243   $ 744  
           

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

           

Buy protection:

                 

Brazil (Federated Republic of)

    BCLY       USD       850,000       (1.00 %)/2.46%      12/20/21     $ 64,431     $     $ 54,743     $ (9,688

United Mexican States

    BNP       USD       150,000       (1.00 %)/1.66%      12/20/21       4,571             4,323       (248

United Mexican States

    GSC       USD       75,000       (1.00 %)/1.66%      12/20/21       2,756             2,162       (594
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $ 71,758     $     $ 61,228     $ (10,530
           

 

 

   

 

 

   

 

 

   

 

 

 


 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Credit default swaps on single-name issues:

 

Sell protection:

 

Genworth Holding, Inc.

    GSC       USD       10,000       5.00 %/7.33%      12/20/21     $     $ (548   $ (808   $ (260

Genworth Holding, Inc.

    GSC       USD       10,000       5.00 %/7.33%      12/20/21             (499     (809     (310

Genworth Holding, Inc.

    GSC       USD       10,000       5.00 %/7.33%      12/20/21             (498     (809     (311

Malaysia Government Bond

    BNP       USD       35,000       1.00 %/1.33%      12/20/21             (488     (485     3  

Malaysia Government Bond

    BNP       USD       40,000       1.00 %/1.33%      12/20/21             (514     (555     (41

Russian Government

International Bond

    GSC       USD       187,000       1.00 %/1.82%      12/20/21             (6,585     (6,767     (182
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $     $ (9,132   $ (10,233   $ (1,101
           

 

 

   

 

 

   

 

 

   

 

 

 
                 
           

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

 

  $ 71,758     $ (9,132   $ 50,995     $ (11,631
           

 

 

   

 

 

   

 

 

   

 

 

 
                 
           

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

            $     620,146     $ (679,507   $ (70,248   $ (10,887
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
(b) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on January 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

 

        Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2017  
Reference Entity   

Notional

Amount (a)

     (Pay)/Receive
Fixed Rate
    Expiration
Date
     Cost Basis     Market
Value †
    Unrealized 
Appreciation/ 
(Depreciation) 
 

Credit default swaps on indices:

 

Buy protection:

 

CDX.NA.HY.26

     USD        2,675,000        (5.00 %)      06/20/21      $ (37,720   $ (197,841   $ (160,121

CDX.NA.HY.27

     USD        1,720,000        (5.00 %)      12/20/21        (63,803     (113,853     (50,050

CDX.NA.HY.27

     USD        6,451,000        (5.00 %)      12/20/21        269,041       427,014       157,973  

CDX.NA.IG.26

     USD        974,000        (1.00 %)      06/20/21        (8,409     (17,343     (8,934

CDX.NA.IG.27

     USD        60,000        1.00     12/20/21        (972     (980     (8

ITRAXX.EUR.26

     EUR        13,300,000        (1.00 %)      12/20/26        (139,968     (154,787     (14,819

ITRAXX.XOV.26

     EUR        678,000        (5.00 %)      12/20/21        49,983       66,437       16,454  
             

 

 

   

 

 

   

 

 

 

Total

 

   $ 68,152     $ 8,647     $ (59,505
             

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

 

Sell protection:

 

ITRAXX.EUR.26

     EUR        9,975,000        1.00     12/20/21      $ (138,372   $ (148,940   $ (10,568
             

 

 

   

 

 

   

 

 

 
                 
             

 

 

   

 

 

   

 

 

 

Total

 

   $ (70,220   $ (140,293   $ (70,073
             

 

 

   

 

 

   

 

 

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

 

        OTC Interest Rate Swap Contracts Outstanding at January 31, 2017  

Counter-

party

   Payments made
by Fund
   

Payments received

by Fund

     Notional
Amount
     Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized 
Appreciation/ 
(Depreciation) 
 

BCLY

     1.89 % Fixed      CPURNSA         USD        1,731,000        07/15/24      $      $      $     65,629      $ 65,629  
                

 

 

    

 

 

    

 

 

    

 

 

 


 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2017

 

 

Payments made

by Fund

  Payments received by
Fund
      Notional Amount         Expiration    
Date    
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 

1M MXN TIIE

  8.27% Fixed    MXN  960,000       12/30/26     $     $     $     (1,414   $ (1,414
       

 

 

   

 

 

   

 

 

   

 

 

 

 

        OTC Total Return Swap Contracts Outstanding at January 31, 2017  

Reference Entity

  Counter-
party
    Notional
Amount
    Payments
received (paid)
by the Fund
    Expiration
Date
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value †
  Unrealized
Appreciation/
(Depreciation)

GS Client REIT

    GSC       USD           3,447,411      
1M LIBOR -
0.30%
 
 
    01/31/18     $     $     $     $  

GS Client REIT

    GSC       USD           3,524,969      
(1M LIBOR
+ 0.40%)
 
 
    01/31/18                          

iShares JP Morgan USD Emerging Markets Bond ETF

    BOA       USD           2,736,533      
1M LIBOR -
0.60%
 
 
    03/31/17                          

Materials Select Sector

    CBK       USD           4,149,458      
(1M LIBOR
+ 0.15%)
 
 
    04/28/17                   (26,319)       (26,319)  

Russel 1000 Growth Index

    BOA       USD           2,225,553      
1M LIBOR -
0.25%
 
 
    05/31/17                          

Russel 1000 Growth Index

    BOA       USD           2,248,305      
1M LIBOR -
0.25%
 
 
    05/31/17                          

Russel 1000 Value Index

    BOA       USD           2,287,116      
(1M LIBOR
+ 0.23%)
 
 
    05/31/17                   (1,263)       (1,263)  

Russel 1000 Value Index

    BOA       USD           2,307,733      
(1M LIBOR
+ 0.23%)
 
 
    05/31/17                   (1,274)       (1,274)  
               

 

 

   

 

 

   

 

 

 

 

 

 

 

Total

                $     $     $ (28,856)     $ (28,856)  
               

 

 

   

 

 

   

 

 

 

 

 

 

 

 

(a) Receive represents that the Fund receives payments for any positive return on the underlying reference. The Fund makes payments for any negative return on such underlying reference. Pay represents that the Fund receives payments for any negative return on the underlying reference. The Fund makes payments for any positive return on such underlying reference.

 

        Foreign Currency Contracts Outstanding at January 31, 2017  
Currency    Buy / Sell           Delivery Date            Counterparty     Contract 
Amount
        Market Value †    

   Unrealized   

   Appreciation/   

   (Depreciation)   

 

 

 

BRL

     Buy         03/15/17    MSC    $ 55,846      $ 60,242     $ 4,396    

BRL

     Buy         03/15/17    MSC      237,868        241,911       4,043    

BRL

     Buy         03/15/17    BCLY      63,200        66,204       3,004    

BRL

     Sell         03/15/17    MSC      6,213        6,275       (62)   

BRL

     Sell         03/15/17    GSC      52,857        54,281       (1,424)   

BRL

     Sell         03/15/17    GSC      52,067        55,536       (3,469)   

BRL

     Sell         03/15/17    SSG      409,919        443,974       (34,055)   

CHF

     Sell         02/28/17    SCB      614,713        621,344       (6,631)   

CNY

     Buy         03/15/17    SCB      27,794        28,249       455    

CNY

     Sell         03/15/17    SCB      27,509        28,249       (740)   

COP

     Buy         03/15/17    SCB      53,912        55,792       1,880    

COP

     Buy         03/15/17    CIB      83,834        84,282       448    

COP

     Sell         03/15/17    BCLY      89,879        89,566       313    

COP

     Sell         03/15/17    SSG      135,649        140,074       (4,425)   

EUR

     Buy         02/03/17    BNP      553,079        554,918       1,839    

EUR

     Buy         02/28/17    UBS      239,156        242,057       2,901    

EUR

     Buy         03/15/17    BNP      48,183        48,671       488    

EUR

     Buy         03/15/17    BCLY      49,533        49,753       220    

EUR

     Buy         03/15/17    CSFB      5,402        5,408       6    

EUR

     Buy         03/15/17    JPM      5,605        5,408       (197)   

EUR

     Buy         03/15/17    CBK      22,200        21,632       (568)   

EUR

     Buy         03/15/17    BOA      104,927        102,749       (2,178)   

EUR

     Buy         03/15/17    UBS      68,797        64,895       (3,902)   

EUR

     Buy         03/15/17    BOA      108,861        102,750       (6,111)   

EUR

     Buy         03/15/17    DEUT      1,099,656        1,063,192       (36,464)   


 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

EUR

     Sell           02/03/17        JPM        15,846      $ 16,194       (348

EUR

     Sell           02/03/17        CBK        208,578        215,921       (7,343

EUR

     Sell           02/03/17        CBK        312,320        322,802       (10,482

EUR

     Sell           02/28/17        BCLY        16,061        16,209       (148

EUR

     Sell           02/28/17        UBS        752,700        761,830       (9,130

EUR

     Sell           03/06/17        BNP        553,693        555,633       (1,940

EUR

     Sell           03/15/17        BOA        924,421        895,548       28,873  

EUR

     Sell           03/15/17        BOA        179,602        173,053       6,549  

EUR

     Sell           03/15/17        MSC        5,316        5,408       (92

EUR

     Sell           03/15/17        MSC        17,850        18,387       (537

EUR

     Sell           03/15/17        BNP        32,466        33,529       (1,063

EUR

     Sell           03/15/17        JPM        131,958        133,034       (1,076

EUR

     Sell           03/15/17        BOA        290,269        292,026       (1,757

EUR

     Sell           03/15/17        JPM        228,513        230,377       (1,864

EUR

     Sell           03/15/17        MSC        162,424        164,400       (1,976

EUR

     Sell           03/15/17        CBA        115,293        118,973       (3,680

EUR

     Sell           03/15/17        SSG        110,646        114,647       (4,001

GBP

     Buy           02/28/17        MSC        5,027        5,034       7  

GBP

     Sell           02/28/17        MSC        570,604        571,408       (804

IDR

     Buy           03/15/17        HSBC        167,362        169,935       2,573  

IDR

     Sell           03/15/17        SCB        169,000        169,934       (934

JPY

     Buy           02/28/17        UBS        1,300,123        1,307,456       7,333  

JPY

     Sell           02/28/17        BCLY        1,818,011        1,831,370       (13,359

JPY

     Sell           04/14/17        SSG        342,117        355,328       (13,211

MXN

     Buy           03/15/17        HSBC        12,640        12,580       (60

MXN

     Buy           03/15/17        RBC        15,857        15,725       (132

MXN

     Buy           03/15/17        UBS        42,039        41,409       (630

MXN

     Buy           03/15/17        UBS        55,995        55,133       (862

MXN

     Sell           03/15/17        JPM        112,742        107,788       4,954  

MXN

     Sell           03/15/17        RBC        110,036        109,121       915  

NOK

     Sell           02/28/17        BCLY        117,373        118,719       (1,346

PHP

     Buy           03/15/17        CBK        789        803       14  

PHP

     Sell           03/15/17        SCB        796        803       (7

PLN

     Buy           03/15/17        BCLY        45,788        48,659       2,871  

PLN

     Buy           03/15/17        HSBC        25,024        26,450       1,426  

PLN

     Sell           03/15/17        CBK        70,742        75,110       (4,368

RON

     Sell           06/26/17        CBK        224,694        216,817       7,877  

RON

     Sell           08/28/17        JPM        70,189        66,318       3,871  

RON

     Sell           08/28/17        BNP        43,340        40,997       2,343  

RUB

     Buy           03/15/17        CBK        134,228        133,207       (1,021

RUB

     Buy           06/21/17        CIB        74,441        76,193       1,752  

RUB

     Buy           06/21/17        CBK        9,798        10,953       1,155  

RUB

     Sell           03/15/17        BOA        3,151        3,126       25  

RUB

     Sell           03/15/17        BCLY        120,109        130,081       (9,972

RUB

     Sell           06/21/17        CIB        10,702        10,954       (252

RUB

     Sell           06/21/17        CBK        68,156        76,193       (8,037

THB

     Buy           03/15/17        HSBC        65,963        67,566       1,603  

THB

     Buy           03/15/17        BCLY        148,182        148,873       691  

THB

     Buy           03/15/17        SCB        18,871        19,305       434  

THB

     Sell           03/15/17        JPM        232,884        235,431       (2,547

TRY

     Buy           03/15/17        GSC        52,735        49,222       (3,513

TRY

     Buy           03/15/17        BCLY        53,836        49,222       (4,614

TRY

     Sell           03/15/17        BCLY        23,903        20,421       3,482  

TRY

     Sell           03/15/17        HSBC        22,707        19,375       3,332  

TRY

     Sell           03/15/17        BNP        22,408        19,113       3,295  

TRY

     Sell           03/15/17        HSBC        23,641        20,421       3,220  

TRY

     Sell           03/15/17        JPM        21,892        19,113       2,779  

ZAR

     Buy           03/15/17        UBS        75,224        78,416       3,192  

ZAR

     Buy           03/15/17        CSFB        27,788        29,231       1,443  

ZAR

     Buy           03/15/17        HSBC        22,522        23,636       1,114  

ZAR

     Buy           03/15/17        BCLY        9,850        10,308       458  

ZAR

     Sell           03/15/17        CBK        138,442        141,591       (3,149
                 

 

 

 

Total

 

  $ (96,907
                 

 

 

 


 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

† 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)

Counterparty Abbreviations:

BCLY   

Barclays

BNP   

BNP Paribas Securities Services

BOA   

Banc of America Securities LLC

CBA   

Commonwealth Bank of Australia

CBK   

Citibank NA

CIB   

Canadian Imperial Bank of Commerce

CIB   

Credit Agricole

CSFB   

Credit Suisse First Boston Corp.

CSI   

Credit Suisse International

DEUT   

Deutsche Bank Securities, Inc.

GSC   

Goldman Sachs & Co.

HSBC   

HSBC Bank USA

JPM   

JP Morgan Chase & Co.

MLI   

Merrill Lynch International

MSC   

Morgan Stanley

RBC   

RBC Dominion Securities, Inc.

SCB   

Standard Chartered Bank

SSG   

State Street Global Markets LLC

UBS   

UBS AG

Currency Abbreviations:

BRL   

Brazilian Real

CHF   

Swiss Franc

CNY   

Chinese Yuan

COP   

Colombian Peso

EUR   

Euro

GBP   

British Pound

IDR   

Indonesian Rupiah

JPY   

Japanese Yen

MXN   

Mexican Peso

NOK   

Norwegian Krone

PHP   

Philippine Peso

PLN   

Polish Zloty

RON   

New Romanian Leu

RUB   

Russian Ruble

THB   

Thai Baht

TRY   

Turkish Lira

USD   

United States Dollar

ZAR   

South African Rand

Index Abbreviations:

ABX.HE   

Markit Asset Backed Security Home Equity

CAC   

Cotation Assistee en Continu

CDX.EM   

Credit Derivatives Emerging Markets

CDX.NA.HY   

Credit Derivatives North American High Yield

CDX.NA.IG   

Credit Derivatives North American Investment Grade

CMBX.NA   

Markit Commercial Mortgage Backed North American

CPURNSA   

Consumer Price All Urban Non-Seasonally Adjusted

FTSE   

Financial Times and Stock Exchange

IBEX   

Spanish Stock Index

ITRAXX.EUR   

Markit iTraxx - Europe

ITRAXX.XOV   

Markit iTraxx Index - Europe Crossover

MIB   

Milano Italia Borsa

MSCI   

Morgan Stanley Capital International

PrimeX.ARM   

Markit PrimeX Adjustable Rate Mortgage Backed Security

S&P   

Standard & Poors


 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Other Abbreviations:

ADR   

American Depositary Receipt

CLO   

Collateralized Loan Obligation

CMO   

Collateralized Mortgage Obligation

EM   

Emerging Markets

ETF   

Exchange Traded Fund

FNMA   

Federal National Mortgage Association

GDR   

Global Depositary Receipt

MSCI   

Morgan Stanley Capital International

OTC   

Over-the-Counter

PAC   

Planned Amortization Class

PJSC   

Private Joint Stock Company

REIT   

Real Estate Investment Trust

TBA   

To Be Announced

TIIE   

Interbank Equilibrium Interest Rate


 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total   Level 1(1)   Level 2(1)   Level 3(1)

Assets

 

Asset & Commercial Mortgage Backed Securities

   $ 4,369,461     $     $ 4,369,461     $  

Corporate Bonds

         16,047,065             16,047,065        

Foreign Government Obligations

     4,151,149             4,151,149        

Municipal Bonds

     487,230             487,230        

Senior Floating Rate Interests

     15,380,611             15,380,611        

Equity Linked Securities

     6,177,325                   6,177,325  

U.S. Government Securities

     1,015,496             1,015,496        

Common Stocks

 

Automobiles & Components

     676,904       276,464       400,440        

Banks

     762,011       252,729       509,282        

Capital Goods

     1,087,708       204,875       882,833        

Commercial & Professional Services

     674,304       51,741       622,563        

Consumer Durables & Apparel

     138,174       108,206       29,968        

Consumer Services

     195,574       195,574              

Diversified Financials

     556,488       443,206       113,282        

Energy

     1,303,022       1,223,432       79,590        

Food & Staples Retailing

     356,233       217,572       138,661        

Food, Beverage & Tobacco

     543,836       191,252       352,584        

Health Care Equipment & Services

     155,954       54,303       101,651        

Household & Personal Products

     97,579             97,579        

Insurance

     824,515       258,591       565,924        

Materials

     89,785       71,631       18,154        

Media

     194,436             194,436        

Pharmaceuticals, Biotechnology & Life Sciences

     831,039       644,760       186,279        

Real Estate

     1,484,817       560,819       923,998        

Retailing

     174,779       156,246       18,533        

Semiconductors & Semiconductor Equipment

     570,092       172,825       397,267        

Software & Services

     1,186,601       578,426       608,175        

Technology Hardware & Equipment

     1,675,598       321,352       1,354,246        

Telecommunication Services

     869,766       738,469       131,297        

Transportation

     494,649       150,941       343,708        

Utilities

     1,346,385       773,850       572,535        

Convertible Bonds

     2,961,911             2,961,911        

Exchange Traded Funds

     153,780       153,780              

Short-Term Investments

     1,456,326           1,240,667       215,659        

Purchased Options

     186,690       45,165       141,525        

Foreign Currency Contracts(2)

     117,574             117,574        

Futures Contracts(2)

     163,558       163,558              

Swaps - Credit Default(2)

     368,133             368,133        

Swaps - Interest Rate(2)

     65,629             65,629        
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $ 69,392,187     $ 9,250,434     $ 53,964,428     $ 6,177,325  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (214,481   $     $ (214,481   $  

Futures Contracts(2)

     (290,154     (290,154            

Swaps - Credit Default(2)

     (449,093           (449,093      

Swaps - Interest Rate(2)

     (1,414           (1,414      

Swaps - Total Return(2)

     (28,856           (28,856      

TBA Sale Commitments

     (1,941,563           (1,941,563      

Written Options

     (62,928     (19,125     (43,803      
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $ (2,988,489   $ (309,279   $     (2,679,210   $  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(1) For the period ended January 31, 2017 investments valued at $129,610 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $606,176 were transferred from Level 2 to Level 1 due to the application of a fair valuation factor and there were no transfers in and out of Level 3.


 

Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the period ended January 31, 2017:

 

     Equity Linked Securities     Total  

Beginning balance

  $ 5,525,915     $ 5,525,915  

Purchases

    6,125,792       6,125,792  

Sales

    (5,408,412     (5,408,412

Accrued discounts/(premiums)

    -       -  

Total realized gain/(loss)

    (224,952     (224,952

Net change in unrealized

appreciation/depreciation

    158,982       158,982  

Transfers into Level 3

    -       -  

Transfers out of Level 3

    -       -  

Ending balance

  $ 6,177,325     $ 6,177,325  
       

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at January 31, 2017 was $51,534.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Municipal Bonds - 95.7%

  
  

Alabama - 0.8%

  
$        145,000   

Alabama 21st Century Auth Rev
5.00%, 06/01/2021

   $ 163,780  
     

 

 

 
  

Alaska - 0.6%

  
100,000   

CIVICVentures, AK, Rev
5.00%, 09/01/2023

     114,163  
     

 

 

 
  

Arizona - 1.1%

  
200,000   

Salt Verde Financial Corp., AZ, Rev
5.00%, 12/01/2037

     225,340  
     

 

 

 
  

California - 7.5%

  
250,000   

Abag Finance Authority for Nonprofit Corps., CA, Rev
6.00%, 08/01/2030

     290,442  
170,000   

Alameda Corridor, CA, Transportation Auth Rev
0.00%, 10/01/2018(1)

     163,180  
160,000   

California County, CA, Tobacco Securitization Agency
5.00%, 06/01/2020

     175,862  
250,000   

California Health Facilities Financing Auth Rev
5.88%, 07/01/2025

     277,627  
45,000   

Elk Grove, CA, Finance Auth Special Tax
5.00%, 09/01/2032

     51,287  
90,000   

Los Angeles County, CA, Metropolitan Transportation Auth
4.00%, 06/01/2034

     94,503  
  

Orange County Community, CA, Facs Dist Special Tax

  
100,000   

5.00%, 08/15/2023

     112,289  
150,000   

5.00%, 08/15/2033

     160,685  
10,000   

Palomar Health, CA, Rev
3.00%, 11/01/2017

     10,065  
255,000   

San Joaquin Hills, CA, Transportation Corridor Agency
0.01%, 01/15/2025(1)

     186,849  
     

 

 

 
                1,522,789  
     

 

 

 
  

Colorado - 2.0%

  
110,000   

Colorado Health Facilities Auth Rev
2.00%, 09/01/2018

     110,837  
150,000   

Denver Convention Center Hotel, CO, Auth Rev
5.00%, 12/01/2040

     162,464  
25,000   

E-470 Public Highway, CO, Auth Rev
5.00%, 09/01/2019

     26,751  
100,000   

Park Creek, CO, Metropolitan Dist Rev
5.00%, 12/01/2023

     111,868  
     

 

 

 
        411,920  
     

 

 

 
  

Connecticut - 2.2%

  
50,000   

City of Hartford, CT, GO
5.00%, 07/01/2027

     54,434  
100,000   

Connecticut State Health & Educational Fac Auth
3.25%, 09/01/2021(2)

     98,824  
250,000   

Town of Hamden, CT, GO
5.00%, 08/15/2025

     289,842  
     

 

 

 
        443,100  
     

 

 

 
  

District of Columbia - 1.8%

  
300,000   

Dist of Columbia, GO
5.00%, 06/01/2025

     360,558  
     

 

 

 
  

Florida - 3.6%

  
200,000   

City of Port State Lucie, FL
4.00%, 07/01/2027

     209,262  
  

County of Lee, FL, Airport Rev

  
125,000   

5.00%, 10/01/2032

     140,589  
100,000   

5.00%, 10/01/2033

     111,912  
  

County of Miami-Dade, FL, Aviation Rev

  
15,000   

5.00%, 10/01/2029

     16,656  
15,000   

5.00%, 10/01/2031

     16,480  


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$        20,000   

5.00%, 10/01/2032

   $ 21,895  
20,000   

5.00%, 10/01/2033

     21,802  
65,000   

County of Miami-Dade, FL, Seaport Department Rev
5.00%, 10/01/2023

     73,380  
100,000   

Orange County, FL, Health Facilities Auth
5.00%, 08/01/2031

     109,137  
     

 

 

 
        721,113  
     

 

 

 
  

Georgia - 0.6%

  
70,000   

Burke County, GA, Development Auth Rev
2.35%, 10/01/2032(3)

     70,154  
45,000   

Georgia Housing & Finance Auth Rev
3.50%, 06/01/2039

     46,699  
     

 

 

 
        116,853  
     

 

 

 
  

Idaho - 1.3%

  
250,000   

Idaho Housing & Finance Association Rev
5.00%, 07/15/2017

     254,477  
     

 

 

 
  

Illinois - 21.2%

  
100,000   

Chicago, IL, Board of Education
5.75%, 04/01/2035

     98,333  
250,000   

Chicago, IL, Midway International Airport Rev
5.00%, 01/01/2041

     264,182  
100,000   

Chicago, IL, O’Hare International Airport Rev
5.00%, 01/01/2029

     113,012  
250,000   

Chicago, IL, Park Dist, GO
5.00%, 01/01/2020

     262,832  
  

Chicago, IL, Transit Auth Rev

  
75,000   

5.00%, 06/01/2020

     82,156  
160,000   

5.25%, 12/01/2024

     177,046  
250,000   

City of Chicago, IL, GO
5.00%, 01/01/2026

     246,107  
105,000   

City of Chicago, IL, Waterworks Rev
5.00%, 11/01/2018

     110,167  
  

Cook County, IL, Community High School Dist No 212 Leyden

  
105,000   

5.00%, 12/01/2027

     117,760  
170,000   

5.00%, 12/01/2030

     188,178  
105,000   

County of Cook, IL, GO
5.00%, 11/15/2028

     111,027  
  

Illinois Finance Auth Rev

  
90,000   

4.50%, 05/15/2020

     93,982  
125,000   

5.00%, 08/15/2017

     127,133  
15,000   

5.00%, 07/01/2018

     15,819  
150,000   

5.00%, 11/15/2030

     165,596  
150,000   

5.00%, 02/15/2033

     154,412  
245,000   

5.00%, 08/15/2035

     260,195  
150,000   

5.00%, 10/01/2041

     163,421  
150,000   

Kane Cook & DuPage Counties, IL, GO
5.00%, 01/01/2035

     160,188  
100,000   

Kane McHenry Cook & DeKalb Counties, IL, USD GO
5.00%, 01/01/2023

     113,892  
150,000   

Kendall Kane & Will County, IL, USD GO
5.00%, 02/01/2024

     173,096  
125,000   

Metropolitan Pier & Exposition Auth, IL
0.00%, 06/15/2020(1)

     112,926  
  

Regional Transportation, IL, Auth Rev

  
80,000   

5.00%, 06/01/2026

     91,299  
125,000   

6.25%, 07/01/2022

     150,761  
  

State of Illinois, GO

  
100,000   

5.00%, 07/01/2017

     101,290  
250,000   

5.00%, 05/01/2029

     254,235  
250,000   

State of Illinois, Sales Tax Rev
5.00%, 06/15/2025

     283,577  
90,000   

University of Illinois, IL, Auxiliary Facs, Rev
5.00%, 04/01/2024

     101,456  
     

 

 

 
                4,294,078  
     

 

 

 


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Indiana - 0.4%

  
$        85,000   

Indianapolis, IN, Airport Auth Rev
4.75%, 01/01/2030

   $ 90,409  
     

 

 

 
  

Louisiana - 2.3%

  
  

Louisiana Public Facilities Auth Rev

  
100,000   

5.00%, 05/15/2047

     105,305  
40,000   

6.38%, 05/15/2031

     47,802  
  

Louisiana State Local Gov’t Environmental Facs & Community DA Rev

  
100,000   

5.75%, 11/15/2030

     101,505  
100,000   

6.00%, 11/15/2030

     103,577  
100,000   

Louisiana State Public Facilities Auth Rev
5.00%, 05/15/2035

     107,937  
     

 

 

 
        466,126  
     

 

 

 
  

Massachusetts - 2.0%

  
100,000   

Commonwealth of Massachusetts, GO
4.00%, 09/01/2034

     103,460  
100,000   

Massachusetts Health & Educational Facilities Auth
5.00%, 07/01/2039

     106,879  
200,000   

Massachusetts State, PA
4.00%, 07/01/2046

     199,308  
     

 

 

 
        409,647  
     

 

 

 
  

Michigan - 3.1%

  
150,000   

Great Lakes, MI, Water Auth Water Supply System Rev
5.00%, 07/01/2046

     161,662  
  

Michigan Finance Auth

  
150,000   

5.00%, 04/01/2019

     159,995  
100,000   

5.00%, 07/01/2035

     107,227  
100,000   

5.00%, 05/15/2038

     108,085  
50,000   

State of Michigan
5.00%, 03/15/2027

     59,534  
35,000   

Wayne County, MI, Airport Auth Rev
5.00%, 12/01/2030

     39,352  
     

 

 

 
                635,855  
     

 

 

 
  

Minnesota - 1.4%

  
100,000   

City of Rochester, MN, Healthcare & Housing Rev Fac
4.00%, 12/01/2019

     102,990  
20,000   

Duluth, MN, Independent School District No. 709
4.00%, 02/01/2027

     21,616  
100,000   

Minneapolis-St Paul, MN, Metropolitan Airports Commission
5.00%, 01/01/2031

     112,201  
50,000   

Saint Paul, MN, Housing & Redev Auth Healthcare Rev
5.25%, 11/15/2028

     54,590  
     

 

 

 
        291,397  
     

 

 

 
  

Montana - 0.8%

  
150,000   

Montana Facilities Finance Auth
5.00%, 02/15/2033

     164,898  
     

 

 

 
  

Nebraska - 0.6%

  
100,000   

Central Plains, NE, Energy Proj Gas Rev
5.25%, 12/01/2021

     114,585  
     

 

 

 
  

Nevada - 1.7%

  
95,000   

Clark County, NV
2.25%, 12/01/2019

     95,362  
250,000   

Clark County, NV, School Dist, GO
5.00%, 06/15/2022

     258,715  
     

 

 

 
        354,077  
     

 

 

 
  

New Jersey - 3.7%

  
205,000   

City of Bayonne, NJ, GO
5.00%, 07/01/2034

     225,326  
285,000   

New Jersey Educational Facilities Auth Rev
5.00%, 09/01/2019

     299,974  
  

New Jersey Health Care Facilities Financing Auth Rev

  
150,000   

5.00%, 07/01/2022

     172,054  
50,000   

5.25%, 07/01/2026

     57,696  
     

 

 

 
        755,050  
     

 

 

 


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

New York - 7.2%

  
$        250,000   

City of New York NY, GO
5.00%, 12/01/2035

   $ 286,090  
100,000   

Liberty Corp., NY, Development Goldman Sachs Headquarters
5.25%, 10/01/2035

     118,953  
40,000   

Long Island, NY, Power Auth
1.42%, 05/01/2033(3)

     40,054  
  

Metropolitan Transportation Auth, NY, Rev

  
100,000   

5.25%, 11/15/2036

     117,466  
70,000   

5.25%, 11/15/2040

     78,194  
130,000   

New York City Transitional Finance Authority Future Tax Secured Rev
5.00%, 11/01/2038

     147,803  
100,000   

New York City Water & Sewer System
5.00%, 06/15/2043

     111,286  
  

New York State Dormitory Auth Rev

  
150,000   

5.00%, 03/15/2031

     173,860  
100,000   

5.00%, 05/01/2043

     109,531  
75,000   

New York Transportation Development Corp. Rev
5.00%, 08/01/2018

     77,913  
80,000   

Town of Oyster Bay, NY, GO
3.00%, 08/15/2020

     77,055  
100,000   

TSASC, Inc., NY
5.00%, 06/01/2023

     114,167  
     

 

 

 
                1,452,372  
     

 

 

 
  

North Carolina - 0.1%

  
25,000   

North Carolina Medical Care Commission Rev
5.00%, 10/01/2027(4)

     28,800  
     

 

 

 
  

Ohio - 3.9%

  
200,000   

American Municipal Power, Inc., OH
4.00%, 02/15/2036

     201,508  
  

Buckeye, OH, Tobacco Settlement FA

  
250,000   

6.00%, 06/01/2042

     228,775  
150,000   

6.50%, 06/01/2047

     147,064  
  

City of Cleveland, OH, Airport System Rev

  
60,000   

5.00%, 01/01/2022

     67,660  
55,000   

5.00%, 01/01/2023

     62,803  
70,000   

County of Montgomery, OH
5.00%, 05/01/2039

     72,229  
25,000   

Ohio Air Quality Dev Auth Rev
3.13%, 07/01/2033(3)

     11,051  
     

 

 

 
        791,090  
     

 

 

 
  

Pennsylvania - 4.9%

  
50,000   

Beaver County, PA, Industrial Dev Auth Rev
2.70%, 04/01/2035(3)

     22,042  
50,000   

Beaver County, PA, Industrial Dev Auth Rev
2.50%, 12/01/2041(3)

     29,004  
100,000   

Montgomery County, PA, Industrial Development Auth Rev
5.00%, 12/01/2025

     109,237  
150,000   

Pennsylvania Higher Educational Facilities Auth Rev
5.00%, 05/01/2025

     174,738  
  

Pennsylvania Turnpike Commission Rev

  
250,000   

1.64%, 12/01/2021(3)

     250,905  
150,000   

5.00%, 12/01/2025

     175,135  
90,000   

5.00%, 12/01/2031

     101,578  
115,000   

School District of Philadelphia, PA
5.00%, 09/01/2019

     122,339  
     

 

 

 
        984,978  
     

 

 

 
  

Puerto Rico - 0.6%

  
200,000   

Commonwealth of Puerto Rico, GO
6.00%, 07/01/2039

     132,500  
     

 

 

 


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Rhode Island - 0.8%

  
$        160,000   

Rhode Island Housing & Mortgage Finance Corp., RI, Rev
4.00%, 10/01/2032

   $ 164,621  
     

 

 

 
  

Tennessee - 2.1%

  
150,000   

Shelby County, TN, Health Educational & Housing Facs Board Rev
5.00%, 09/01/2025

     157,901  
250,000   

Tennessee Housing Dev Agency Rev
3.50%, 01/01/2047

     261,997  
     

 

 

 
        419,898  
     

 

 

 
  

Texas - 12.9%

  
150,000   

Arlington, TX, Higher Education Finance Corp. Rev
4.00%, 08/15/2030

     157,649  
250,000   

Central Texas Turnpike System Rev
5.00%, 08/15/2042

     265,618  
200,000   

City of Austin, TX, Airport System Rev
5.00%, 11/15/2031

     223,016  
250,000   

City of San Antonio, TX, Electric & Gas Systems Rev
5.00%, 02/01/2032

     291,717  
250,000   

Dallas/Fort Worth, TX, International Airport Rev
5.00%, 11/01/2043

     263,760  
150,000   

El Paso, TX, Independent School Dist
5.00%, 08/15/2027(4)

     179,802  
100,000   

Harris County, TX, Houston Sports Auth Rev
5.00%, 11/15/2020

     111,146  
75,000   

Kerrville, TX, Health Facs Dev Corp.
5.00%, 08/15/2023

     82,345  
150,000   

Lower Colorado River, TX, Auth Rev
5.00%, 05/15/2040

     164,130  
100,000   

New Hope, TX, Cultural Education Facilities Finance Corp.
5.00%, 11/01/2031

     104,063  
185,000   

North Texas Tollway Auth Rev
6.25%, 01/01/2039

     202,219  
180,000   

Northside Independent School Dist, TX
1.65%, 08/01/2045(3)

     181,089  
100,000   

Tarrant County, TX, Cultural Education Facs Financing Corp.
4.50%, 11/15/2021

     100,177  
250,000   

Texas Municipal Gas Acquisition & Supply Corp. Rev
5.25%, 12/15/2025

     284,112  
     

 

 

 
        2,610,843  
     

 

 

 
  

Virginia - 1.2%

  
150,000   

Chesapeake Bay, VA, Bridge & Tunnel Dist
5.00%, 07/01/2046

     161,541  
90,000   

Wise County, VA, Industrial Development Auth Rev
1.88%, 11/01/2040(3)

     89,466  
     

 

 

 
        251,007  
     

 

 

 
  

Washington - 3.3%

  
300,000   

State of Washington, GO
5.00%, 08/01/2032

     348,447  
95,000   

Tobacco Settlement Auth Rev, WA
5.00%, 06/01/2017

     96,175  
115,000   

Washington State Health Care Fac Auth Rev
5.00%, 01/01/2026

     133,094  
100,000   

Washington State Housing Finance Commission Rev
7.00%, 07/01/2050(2)

     97,722  
     

 

 

 
        675,438  
     

 

 

 
  

Total Municipal Bonds
(cost $19,693,022)

             19,421,762  
     

 

 

 
  

Total Long-Term Investments
(cost $19,693,022)

     19,421,762  
     

 

 

 

Short-Term Investments - 4.6%

  
  

Other Investment Pools & Funds - 4.6%

  
934,408   

Morgan Stanley Institutional Liquidity Funds, Institutional Class

     934,408  
     

 

 

 


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Total Short-Term Investments
(cost $934,408)

        934,408  
        

 

 

 
  

Total Investments
(cost $20,627,430)^

     100.3%      $ 20,356,170  
  

Other Assets and Liabilities

     (0.3)%        (65,558
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $         20,290,612  
     

 

 

    

 

 

 

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized depreciation consisted of:

Unrealized Appreciation

   $ 173,321  

Unrealized Depreciation

     (444,581
  

 

 

 

Net Unrealized Depreciation

   $             (271,260
  

 

 

 

 

(1) Security is a zero-coupon bond.
(2) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $196,546, which represents 1.0% of total net assets.
(3) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(4) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $210,693 at January 31, 2017.

 

†  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)

 

Municipal Abbreviations:

DA   

Development Authority

FA   

Finance Authority

GO   

General Obligation

PA   

Port Authority

Rev   

Revenue

USD   

United School District


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

           Total                  Level 1(1)                  Level 2(1)                  Level 3(1)        

Assets

 

Municipal Bonds

   $ 19,421,762       $ —       $ 19,421,762       $                 —   

Short-Term Investments

     934,408         934,408         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       20,356,170       $           934,408       $       19,421,762       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the period ended January 31, 2017, there were no transfers between any levels.


 

   The Hartford Municipal Opportunities Fund

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount      Market Value    

Municipal Bonds - 95.2%

  
  

Alabama - 0.8%

  
$        1,615,000   

Alabama Federal Aid Highway Finance Auth
5.00%, 09/01/2026

   $ 1,831,151  
2,000,000   

Jefferson County, AL, Sewer Rev
5.00%, 10/01/2017

     2,038,220  
1,540,000   

Mobile, AL, Industrial Development Board Pollution
1.65%, 06/01/2034(1)

     1,541,109  
     

 

 

 
        5,410,480  
     

 

 

 
  

Alaska - 0.4%

  
2,000,000   

CIVICVentures, AK, Rev
5.00%, 09/01/2025

     2,307,040  
     

 

 

 
  

Arizona - 1.7%

  
  

Arizona State Health Fac Auth

  
2,000,000   

5.00%, 12/01/2029

     2,262,240  
2,000,000   

5.00%, 12/01/2030

     2,248,920  
265,000   

Estrella Mountain Ranch, AZ, Community Fac Dist GO
6.20%, 07/15/2032

     267,019  
380,000   

Maricopa County, AZ, Industrial Dev Auth
5.25%, 07/01/2032

     385,605  
1,400,000   

Pima County, AZ, IDA Education Rev, Legacy Traditional Charter School
8.50%, 07/01/2039

     1,611,274  
3,000,000   

Salt River, AZ, Agricultural Improvement
5.00%, 12/01/2027

     3,464,460  
855,000   

Salt Verde Financial Corp., AZ
5.25%, 12/01/2020

     946,554  
     

 

 

 
                11,186,072  
     

 

 

 
  

California - 9.9%

  
  

Alameda Corridor, CA, Transportation Auth

  
600,000   

5.00%, 10/01/2024

     692,664  
500,000   

5.00%, 10/01/2025

     579,890  
  

California County, CA, Tobacco Securitization

  
175,000   

4.00%, 06/01/2017

     176,502  
800,000   

4.00%, 06/01/2018

     826,072  
1,000,000   

5.00%, 06/01/2022

     1,137,320  
  

California State Communities DA Rev

  
955,000   

1.45%, 04/01/2036(1)

     806,068  
1,000,000   

5.63%, 10/01/2032

     1,063,820  
1,500,000   

California State Health Facilities
6.00%, 07/01/2029

     1,670,205  
1,000,000   

California State Public Works Board, Correctional Facilities Improvement
6.00%, 03/01/2035

     1,124,550  
2,000,000   

California State Public Works Board, Lease Rev
5.25%, 10/01/2023

     2,293,620  
2,000,000   

California State Public Works Board, State University Trustees
6.25%, 04/01/2034

     2,218,880  
2,500,000   

California Statewide Communities Dev Auth Rev
5.25%, 12/01/2056(2)

     2,566,600  
780,000   

City of Los Angeles, CA, Department of Airports
5.00%, 05/15/2030

     889,941  
910,000   

Elk Grove, CA, Finance Auth Special Tax
5.00%, 09/01/2032

     1,037,127  
660,000   

Foothill-Eastern, CA, Transportation Corridor Agency
5.00%, 01/15/2053(1)

     669,266  
5,000,000   

Golden State , CA, Tobacco Securitization Corp.
5.75%, 06/01/2047

     4,901,100  
  

Hemet, CA, Unif School Dist FA Special Tax

  
1,440,000   

5.00%, 09/01/2030

     1,574,899  
535,000   

5.00%, 09/01/2031

     581,994  
5,225,000   

Long Beach, CA, FA Natural Gas
2.05%, 11/15/2027(1)

     4,896,818  


 

   The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

    $        3,600,000   

Los Angeles County, CA, Metropolitan Transportation Auth
4.00%, 06/01/2034

   $ 3,780,108  
1,000,000   

Oakland, CA, Airport Rev
5.00%, 05/01/2026

     1,102,590  
  

Orange County, CA, Community Fac Dist

 

1,000,000   

5.00%, 08/15/2034

     1,067,210  
1,000,000   

5.00%, 08/15/2036

     1,061,250  
2,500,000   

5.00%, 08/15/2041

     2,639,050  
480,000   

Palomar Health, CA, Rev
3.00%, 11/01/2017

     483,130  
500,000   

Port of Oakland, CA
5.00%, 05/01/2023

     563,950  
1,000,000   

Rancho Cucamonga, CA, Redev Agency Tax
5.00%, 09/01/2029

     1,152,200  
1,150,000   

San Bernardino, CA, USD GO
5.00%, 08/01/2021

     1,306,067  
1,000,000   

San Buenaventura, CA, Community Memorial Health System
7.50%, 12/01/2041

     1,153,620  
3,000,000   

San Diego, CA, Redev Agency Tax Allocation
7.00%, 11/01/2039

     3,326,250  
  

San Diego, CA, Unified School District

 

805,000   

4.00%, 07/01/2034

     832,901  
865,000   

4.00%, 07/01/2035

     888,631  
875,000   

San Joaquin Hills, CA, Transportation Auth
5.00%, 01/15/2029

     968,581  
  

San Jose, CA, Redev Agency

 

2,575,000   

5.00%, 08/01/2022

     2,618,466  
500,000   

6.50%, 08/01/2023

     535,190  
  

San Mateo, CA, Joint Powers Financing Auth

 

1,250,000   

5.00%, 06/15/2029

     1,467,288  
1,250,000   

5.00%, 06/15/2030

     1,459,025  
1,335,000   

Santa Cruz County, CA, Redev Agency
6.63%, 09/01/2029

     1,514,985  
  

Santa Margarita, CA, Water Dist Special Tax

 

500,000   

4.25%, 09/01/2021

     536,500  
500,000   

5.00%, 09/01/2022

     553,705  
500,000   

5.00%, 09/01/2023

     558,650  
1,095,000   

5.00%, 09/01/2028

     1,217,322  
1,500,000   

Stockton, CA, Redev. Agcy. Successor Agcy.
5.00%, 09/01/2029

     1,713,195  
  

Tustin, CA, Community Facilities District

 

775,000   

5.00%, 09/01/2020

     853,469  
600,000   

5.00%, 09/01/2021

     670,830  
     

 

 

 
             63,731,499  
     

 

 

 
  

Colorado - 1.2%

  
1,330,000   

Colorado Health Fac Auth
1.78%, 10/01/2039(1)

     1,324,281  
3,610,000   

Denver, CO, Convention Center Hotel Auth.
5.00%, 12/01/2027

     4,046,521  
2,000,000   

Park Creek, CO, Metropolitan District
5.00%, 12/01/2029

     2,210,040  
     

 

 

 
     7,580,842  
     

 

 

 
  

Connecticut - 2.1%

  
5,000,000   

City of Bridgeport, CT, GO
5.00%, 08/15/2025

     5,707,450  
475,000   

City of New Britain, CT, GO
5.00%, 03/01/2017

     476,449  
2,600,000   

City of New Haven, CT, GO
5.00%, 08/01/2024

     2,902,328  
  

Connecticut Housing FA

 

820,000   

4.00%, 11/15/2044

     867,117  
1,950,000   

4.00%, 11/15/2045

     2,058,205  
700,000   

Connecticut State Health & Educational Fac Auth
2.88%, 09/01/2020(2)

     690,025  


 

   The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

$        1,000,000   

Town of Hamden, CT
4.00%, 08/15/2018

   $ 1,037,130  
     

 

 

 
     13,738,704  
     

 

 

 
  

District of Columbia - 0.3%

  
1,450,000   

Metropolitan Washington, DC, Airport Auth System Rev
5.00%, 10/01/2022

     1,659,975  
     

 

 

 
  

Florida - 5.2%

  
2,000,000   

Broward County, FL, School Board
5.00%, 07/01/2027

     2,316,300  
  

City of Port State Lucie, FL

 

2,410,000   

4.00%, 07/01/2028

     2,501,941  
2,415,000   

4.00%, 07/01/2029

     2,489,527  
  

Collier County, FL, Industrial Development Auth

 

200,000   

6.25%, 05/15/2035(2)

     192,400  
500,000   

6.50%, 05/15/2020(2)

     500,945  
500,000   

7.00%, 05/15/2024(2)

     545,575  
1,965,000   

Florida Village Community Development Dist 8
6.38%, 05/01/2038

     2,047,019  
1,040,000   

Greater Orlando, FL, Aviation Auth
5.00%, 10/01/2024

     1,168,794  
2,000,000   

Jacksonville, FL, Econ Development Commission
6.25%, 09/01/2027(2)

     2,034,240  
1,750,000   

Lakeland, FL, Retirement Community Rev
6.38%, 01/01/2043

     1,822,065  
500,000   

Magnolia Creek, FL, Community Development Dist Capital Improvement
5.90%, 05/01/2039*

     105,000  
1,000,000   

Miami Beach, FL, Redevelopment Agency
5.00%, 02/01/2026

     1,160,210  
3,000,000   

Miami-Dade County, FL
5.00%, 07/01/2032

     3,455,070  
  

Miami-Dade County, FL, Aviation Rev

 

1,000,000   

5.00%, 10/01/2024

     1,122,750  
2,500,000   

5.00%, 10/01/2026

     2,780,475  
200,000   

5.00%, 10/01/2035

     218,188  
2,000,000   

Miami-Dade County, FL, School Board
5.00%, 08/01/2027

     2,331,940  
  

Orange County, FL, Health Facs. Auth.

 

1,190,000   

5.00%, 08/01/2024

     1,347,818  
1,280,000   

5.00%, 08/01/2025

     1,448,627  
1,350,000   

5.00%, 08/01/2026

     1,514,227  
1,000,000   

Palm Beach County, FL, Health System
6.75%, 06/01/2024

     1,125,800  
715,000   

River Bend Community Development Dist, FL, Capital Improvement Rev
7.13%, 11/01/2015*

     92,235  
375,000   

Village, FL, Community Development Dist No. 11
3.25%, 05/01/2019

     374,584  
775,000   

Volusia County, FL, School Board
5.00%, 08/01/2025

     899,202  
     

 

 

 
             33,594,932  
     

 

 

 
  

Georgia - 0.9%

  
2,860,000   

Burke County, GA, Development Auth Rev
2.35%, 10/01/2032(1)

     2,866,263  
1,500,000   

Dekalb Newton and Gwinnett Counties, GA, Joint DA
6.00%, 07/01/2034

     1,651,710  
1,500,000   

Marietta, GA, DA Life University, Inc. Proj
7.00%, 06/15/2030

     1,566,915  
     

 

 

 
     6,084,888  
     

 

 

 
  

Hawaii - 0.2%

  
1,000,000   

Hawaii State Dept of Transportation
5.00%, 08/01/2022

     1,131,990  
     

 

 

 


 

   The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

  

Idaho - 0.2%

  
$        1,000,000   

Idaho State Health Facilities Auth Rev
5.00%, 03/01/2032

   $         1,088,060  
     

 

 

 
  

Illinois - 14.9%

  
745,000   

Aurora, IL, Tax Increment Rev
6.75%, 12/30/2027

     775,701  
  

Chicago, IL, Board of Education

 

1,510,000   

5.00%, 12/01/2042

     1,176,667  
1,255,000   

6.00%, 01/01/2020

     1,327,238  
565,000   

6.00%, 04/01/2046

     562,633  
  

Chicago, IL, Midway International Airport

 

500,000   

5.00%, 01/01/2021

     550,800  
1,420,000   

5.00%, 01/01/2031

     1,543,270  
  

Chicago, IL, O’Hare International Airport

 

650,000   

5.00%, 01/01/2029

     736,301  
2,545,000   

5.00%, 01/01/2030

     2,853,429  
500,000   

Chicago, IL, Park Dist
5.25%, 01/01/2037

     526,285  
  

Chicago, IL, Park Dist, GO

 

65,000   

5.00%, 01/01/2019

     68,374  
275,000   

5.00%, 01/01/2020

     289,116  
700,000   

5.00%, 01/01/2025

     778,008  
2,750,000   

5.00%, 01/01/2026

     3,034,927  
100,000   

5.00%, 01/01/2036

     104,733  
  

Chicago, IL, Transit Auth

 

3,000,000   

5.00%, 06/01/2020

     3,256,980  
800,000   

5.25%, 12/01/2027

     876,160  
5,000,000   

5.25%, 12/01/2028

     5,459,600  
  

City of Chicago, IL, GO

 

1,700,000   

4.00%, 01/01/2018

     1,698,895  
980,000   

5.00%, 01/01/2021

     992,799  
700,000   

5.00%, 12/01/2023

     697,550  
2,000,000   

5.00%, 01/01/2024

     1,981,500  
  

City of Chicago, IL, Wastewater Transmission Rev

 

715,000   

5.00%, 01/01/2028

     781,817  
1,785,000   

5.00%, 01/01/2029

     1,939,010  
  

City of Chicago, IL, Waterworks Rev

 

615,000   

5.00%, 11/01/2017

     616,870  
135,000   

5.00%, 11/01/2023

     148,919  
1,000,000   

5.00%, 11/01/2027

     1,111,540  
1,020,000   

5.00%, 11/01/2028

     1,120,052  
3,465,000   

Cook County, IL, Community Consolidated School Dist
5.00%, 12/01/2024

     4,018,499  
  

Cook County, IL, Community High School Dist No. 212 Leyden

 

1,775,000   

5.00%, 12/01/2026

     1,997,230  
1,000,000   

5.00%, 12/01/2034

     1,091,860  
3,415,000   

Cook County, IL, GO
5.00%, 11/15/2027

     3,809,125  
1,400,000   

Illinois FA Rev, Art Institute of Chicago
6.00%, 03/01/2038

     1,536,262  
700,000   

Illinois FA Rev, Depaul University Rev
5.00%, 10/01/2028

     815,360  
3,000,000   

Illinois FA Rev, Silver Cross Hospital and Medicine
5.50%, 08/15/2030

     3,114,300  
  

Illinois Finance Auth

 

1,000,000   

5.00%, 11/15/2023

     1,160,470  
1,240,000   

7.75%, 08/15/2034

     1,437,991  
4,000,000   

Illinois Metropolitan Pier & Exposition Auth
0.00%, 12/15/2024(3)

     2,924,680  
  

Illinois State FA Rev

 

4,000,000   

5.00%, 02/15/2027

     4,280,040  
665,000   

5.00%, 11/15/2028

     740,364  
1,650,000   

5.00%, 11/15/2031

     1,811,617  
1,500,000   

5.00%, 11/15/2033

     1,633,485  
1,510,000   

5.00%, 11/15/2034

     1,635,949  
  

Illinois State GO

 


 

   The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

$        1,500,000   

5.00%, 01/01/2022

   $         1,555,815  
1,500,000   

5.00%, 08/01/2025

     1,545,720  
1,500,000   

5.25%, 01/01/2021

     1,592,310  
1,455,000   

6.50%, 06/15/2022

     1,633,063  
1,000,000   

Illinois State Toll Highway Auth
5.00%, 12/01/2031

     1,129,470  
  

Kane Cook & DuPage Counties, IL, GO

 

2,800,000   

5.00%, 01/01/2031

     3,037,860  
1,700,000   

5.00%, 01/01/2034

     1,820,785  
1,700,000   

5.00%, 01/01/2035

     1,815,464  
1,250,000   

Kane McHenry Cook & DeKalb Counties, IL, USD
5.00%, 01/01/2027

     1,425,812  
1,665,000   

Kendall Kane & Will County, IL, Community Unit School District
5.00%, 02/01/2034

     1,840,058  
  

Metropolitan Pier & Exposition Auth, IL

 

1,120,000   

0.00%, 06/15/2020(3)

     1,011,819  
2,000,000   

0.00%, 06/15/2027(3)

     1,282,820  
1,650,000   

5.00%, 12/15/2020

     1,762,101  
  

Metropolitan Water Reclamation District of Greater Chicago, IL

 

3,500,000   

5.00%, 12/01/2027

     4,117,925  
2,530,000   

5.00%, 12/01/2031

     2,790,438  
985,000   

State of Illinois
5.00%, 02/01/2026

     1,017,259  
     

 

 

 
        96,395,125  
     

 

 

 
  

Indiana - 1.4%

  
2,000,000   

City of Whiting, IN
5.00%, 03/01/2046(1)

     2,243,100  
1,000,000   

Indiana State FA Hospital Rev
5.00%, 12/01/2029

     1,140,070  
1,625,000   

Indiana State Financing Auth Rev
5.00%, 03/01/2023

     1,761,988  
1,000,000   

Indianapolis, IN, Airport Auth Rev
5.00%, 01/01/2029

     1,110,130  
1,000,000   

Indianapolis, IN, Local Public Improvement Bond Bank
5.00%, 01/01/2031

     1,127,050  
775,000   

Richmond, IN, Hospital Auth Rev
5.00%, 01/01/2035

     828,715  
1,000,000   

Whiting, IN, Environmental Facilities Rev
1.85%, 06/01/2044(1)

     994,580  
     

 

 

 
        9,205,633  
     

 

 

 
  

Kansas - 0.4%

  
  

Wyandotte County-Kansas City, KS

 

1,000,000   

5.00%, 09/01/2025

     1,158,130  
1,390,000   

5.00%, 09/01/2028

     1,596,582  
     

 

 

 
        2,754,712  
     

 

 

 
  

Kentucky - 0.6%

  
350,000   

Kentucky Public Transportation Inf Auth
5.00%, 07/01/2017

     354,778  
1,710,000   

Louisville & Jefferson County, KY, Metropolitan Gov’t Pollution Control Rev
1.65%, 10/01/2033(1)

     1,711,744  
1,515,000   

Louisville & Jefferson County, KY, Metropolitan Gov’t Rev Catholic Health Initiatives
5.00%, 12/01/2023

     1,683,604  
     

 

 

 
        3,750,126  
     

 

 

 
  

Louisiana - 2.4%

  
2,000,000   

City of Shreevport, LA, Water & Sewer Revenue
5.00%, 12/01/2027

     2,324,960  
2,500,000   

Louisana State, Tobacco Settlement Financing Corp.
5.00%, 05/15/2026

     2,525,425  
  

Louisiana State Local Gov’t Environmental Facs & Community DA Rev

 

975,000   

5.75%, 11/15/2030

     989,674  
1,750,000   

6.00%, 11/15/2035

     1,778,455  


 

   The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

  

New Orleans, LA, Aviation Board

 

$        750,000   

5.00%, 01/01/2034

   $ 811,507  
2,500,000   

6.00%, 01/01/2023

     2,709,150  
4,000,000   

State of Louisiana
5.00%, 12/01/2031

     4,569,280  
     

 

 

 
                15,708,451  
     

 

 

 
  

Maryland - 0.1%

  
480,000   

Maryland Economic Dev. Corp.
4.00%, 06/01/2020

     514,272  
  

Massachusetts - 2.3%

 

6,915,000   

Commonwealth of Massachusetts
1.05%, 11/01/2020(1)

     6,879,526  
  

Massachusetts Dev. Finance Agcy.

 

165,000   

4.00%, 07/15/2036

     176,245  
1,000,000   

5.00%, 07/01/2029

     1,084,280  
2,000,000   

5.00%, 07/01/2030

     2,150,620  
  

Massachusetts State Development Fin Agency Rev

 

1,200,000   

5.00%, 01/01/2019

     1,273,200  
1,200,000   

8.00%, 04/15/2031

     1,407,336  
  

Massachusetts State PA

 

455,000   

4.00%, 07/01/2022

     499,972  
385,000   

5.00%, 07/01/2021

     434,919  
650,000   

5.00%, 07/01/2023

     749,886  
     

 

 

 
        14,655,984  
     

 

 

 
  

Michigan - 4.2%

  
250,000   

City of Detriot, MI, Distributable State Aid GO
4.25%, 11/01/2021

     258,170  
4,000,000   

Great Lakes, MI, Water Auth. Water Supply System Rev.
5.00%, 07/01/2029

     4,491,080  
4,000,000   

Kent, MI, Hospital FA
6.00%, 07/01/2035

     4,012,120  
  

Michigan Finance Auth

 

1,000,000   

5.00%, 07/01/2018

     1,041,660  
2,165,000   

5.00%, 04/01/2020

     2,358,075  
665,000   

5.00%, 07/01/2027

     738,137  
665,000   

5.00%, 07/01/2028

     735,078  
650,000   

5.00%, 07/01/2029

     721,656  
2,700,000   

5.00%, 10/01/2030

     3,023,892  
2,555,000   

5.00%, 06/01/2033

     2,811,113  
1,000,000   

5.00%, 06/01/2034

     1,095,490  
735,000   

Michigan State Building Auth
5.00%, 04/15/2027

     862,625  
2,000,000   

Royal Oak, MI, Hospital FA
8.25%, 09/01/2039

     2,222,040  
2,190,000   

Wayne County, MI, Airport Auth Rev
5.00%, 12/01/2030

     2,448,189  
     

 

 

 
        26,819,325  
     

 

 

 
  

Minnesota - 0.6%

  
  

City of Rochester, MN, Healthcare & Housing Rev Fac

 

250,000   

2.00%, 12/01/2018

     247,028  
250,000   

4.00%, 12/01/2019

     257,475  
940,000   

Duluth, MN, Independent School District No. 709
4.00%, 02/01/2027

     1,015,933  
  

Sartell, MN, Independent School District No. 748

 

1,410,000   

0.00%, 02/01/2029(3)

     925,087  
1,850,000   

0.00%, 02/01/2030(3)

     1,160,246  
     

 

 

 
        3,605,769  
     

 

 

 
  

Mississippi - 0.3%

  
1,850,000   

State of Mississippi
5.00%, 10/15/2029

     2,093,552  
     

 

 

 

 


 

   The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

  

Missouri - 0.6%

  
$        3,500,000   

Kirkwood, MO, Industrial DA Retirement Community
8.25%, 05/15/2045

   $ 3,788,365  
     

 

 

 
  

Montana - 0.4%

  
2,500,000   

Montana Fac. Finance Auth.
5.00%, 02/15/2028

     2,830,800  
     

 

 

 
  

Nevada - 0.8%

  
  

Clark County, NV

 

1,020,000   

2.25%, 12/01/2019

     1,023,886  
980,000   

2.50%, 12/01/2018

     991,211  
735,000   

3.00%, 12/01/2017

     743,055  
  

Las Vegas, NV, Spl Impt Dist

 

355,000   

5.00%, 06/01/2027

     365,732  
675,000   

5.00%, 06/01/2029

     686,968  
1,110,000   

Nevada State Natural Resources GO
5.00%, 03/01/2026

     1,296,891  
     

 

 

 
        5,107,743  
     

 

 

 
  

New Jersey - 2.9%

  
100,000   

New Jersey Economic Dev Auth
2.44%, 02/01/2018(1)

     100,570  
250,000   

New Jersey Economic Dev. Auth.
4.00%, 07/15/2018

     257,218  
2,855,000   

New Jersey Health Care Facilities FA, Hospital Asset Transformation
5.75%, 10/01/2031

     3,054,993  
550,000   

New Jersey State Building Auth Rev
4.00%, 06/15/2018

     564,294  
960,000   

New Jersey State Econ DA
4.88%, 09/15/2019

     996,816  
2,000,000   

New Jersey State Educational FA Rev, University of Medicine & Dentistry
7.50%, 12/01/2032

     2,278,900  
  

New Jersey State Transportation Trust Fund Auth

 

5,000,000   

0.00%, 12/15/2032(3)

     2,411,100  
1,000,000   

5.00%, 09/15/2017

     1,021,080  
  

New Jersey Transportation Trust Fund Auth

 

3,000,000   

5.00%, 06/15/2018

     3,118,170  
4,940,000   

5.00%, 06/15/2021

     5,099,364  
     

 

 

 
                18,902,505  
     

 

 

 
  

New Mexico - 0.6%

  
3,000,000   

Los Alamos County, NM, Tax Improvement Rev
5.88%, 06/01/2027

     3,191,130  
865,000   

Montecito Estates, NM, Public Improvement Dist
7.00%, 10/01/2037

     899,271  
     

 

 

 
        4,090,401  
     

 

 

 
  

New York - 8.4%

  
4,000,000   

City of New York, NY
6.25%, 10/15/2028

     4,344,399  
1,460,000   

Long Island, NY, Power Auth
1.42%, 05/01/2033(1)

     1,461,956  
940,000   

New York City, NY, Housing Development Corp.
4.50%, 02/15/2048

     982,413  
1,000,000   

New York City, NY, Transitional Fin Auth
5.00%, 07/15/2026

     1,189,650  
2,100,000   

New York Metropolitan Transportation Auth Rev
5.00%, 11/15/2020

     2,360,232  
920,000   

New York Mortgage Agency Rev
3.50%, 10/01/2034

     948,906  
  

New York State Dormitory Auth Rev

 

1,670,000   

5.00%, 03/15/2022

     1,894,598  
2,000,000   

5.00%, 12/15/2027

     2,314,940  
1,000,000   

5.00%, 03/15/2030

     1,154,990  
6,305,000   

5.00%, 03/15/2031

     7,317,065  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$            860,000   

New York State Energy Research & Development Auth
2.38%, 07/01/2026(1)

   $ 864,670  
1,535,000   

New York State Liberty Development Corp. Rev
5.15%, 11/15/2034(2)

     1,642,435  
  

New York State Thruway Auth

  
1,000,000   

4.00%, 01/01/2037

     1,011,950  
1,000,000   

5.00%, 01/01/2019

     1,070,000  
1,000,000   

New York State Urban Development Corp. Rev
5.00%, 03/15/2026

     1,170,630  
1,825,000   

New York Transportation Development Corp. Rev
5.00%, 08/01/2018

     1,895,883  
1,145,000   

Newburth, NY, GO 5.00%, 06/15/2019

     1,221,520  
2,750,000   

PA of New York and New Jersey
5.00%, 10/15/2025

     3,189,038  
2,500,000   

Sales Tax Asset Receivable Corp., NY
5.00%, 10/15/2029

     2,950,550  
245,000   

Syracuse, NY, Industrial Dev. Agcy.
5.00%, 01/01/2029

     273,714  
  

Town of Oyster Bay, NY, GO

  
100,000   

2.25%, 03/01/2017

     99,898  
285,000   

2.50%, 03/01/2018

     281,515  
125,000   

2.50%, 03/01/2019

     121,586  
615,000   

2.63%, 03/01/2020

     589,527  
450,000   

3.00%, 08/15/2017

     448,812  
500,000   

3.00%, 03/01/2018

     508,310  
100,000   

3.00%, 08/15/2018

     98,950  
205,000   

3.00%, 08/15/2019

     200,347  
175,000   

3.00%, 08/15/2020

     168,558  
115,000   

3.50%, 03/15/2017

     115,025  
50,000   

3.75%, 12/01/2018

     50,033  
275,000   

5.00%, 02/15/2018

     279,455  
95,000   

5.00%, 03/15/2019

     97,139  
2,340,000   

5.00%, 08/15/2024

     2,638,303  
  

TSASC, Inc., NY

  
1,555,000   

5.00%, 06/01/2026

     1,788,592  
2,500,000   

5.00%, 06/01/2034

     2,500,000  
940,000   

Ulster County, NY, Capital Resource Corp. Rev
0.00%, 09/15/2044(2)(3)

     822,002  
2,000,000   

Ulster County, NY, IDA Kingston Regional Senior Living
6.00%, 09/15/2042

     1,840,920  
  

Yonkers, NY, GO

  
885,000   

3.00%, 08/15/2019

     914,966  
1,000,000   

5.00%, 03/15/2021

     1,127,680  
     

 

 

 
                53,951,157  
     

 

 

 
  

North Carolina - 0.9%

  
1,325,000   

North Carolina Eastern Municipal Power
4.00%, 01/01/2020

     1,426,866  
1,555,000   

North Carolina Medical Care Commission Retirement FA Rev, First Mortgage Galloway Ridge
5.88%, 01/01/2031

     1,635,176  
1,175,000   

North Carolina Medical Care Commission Rev
5.00%, 10/01/2027(4)

     1,353,600  
1,000,000   

North Carolina State Medical Care Commission, Galloway Ridge, Inc.
6.00%, 01/01/2039

     1,053,280  
     

 

 

 
        5,468,922  
     

 

 

 
  

Ohio - 3.4%

  
2,000,000   

Allen County, OH, Hospital Fac Rev
5.00%, 05/01/2023

     2,283,340  
  

Buckeye, OH, Tobacco Settlement FA

  
4,000,000   

5.88%, 06/01/2047

     3,655,520  
6,680,000   

6.00%, 06/01/2042

     6,112,868  
  

City of Cleveland, OH, Airport System Rev

  
1,165,000   

5.00%, 01/01/2022

     1,313,724  
1,060,000   

5.00%, 01/01/2023

     1,210,393  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$            345,000   

County of Hamilton, OH, Sales Tax Rev
5.00%, 12/01/2027

   $ 418,695  
1,750,000   

County of Montgomery, OH
5.00%, 05/01/2039

     1,805,720  
2,000,000   

Dayton, OH, City School Dist GO
5.00%, 11/01/2027

     2,371,040  
2,275,000   

Lancaster, OH, Gas Rev
1.12%, 02/01/2019(1)

     2,258,916  
1,085,000   

Ohio Air Quality Dev Auth Rev
3.13%, 07/01/2033(1)

     479,602  
     

 

 

 
                21,909,818  
     

 

 

 
  

Oregon - 0.3%

  
  

Port of Portland, OR, Airport Rev

  
1,000,000   

5.00%, 07/01/2031

     1,108,850  
750,000   

5.00%, 07/01/2032

     828,525  
     

 

 

 
        1,937,375  
     

 

 

 
  

Other U.S. Territories - 0.1%

  
705,000   

Puerto Rico Highway & Transportation Auth
4.95%, 07/01/2026

     726,249  
     

 

 

 
  

Pennsylvania - 5.7%

  
500,000   

Allegheny County, PA, Hospital Development Auth
5.38%, 08/15/2029

     541,090  
955,000   

Allegheny County, PA, Industrial DA Charter School
6.75%, 08/15/2035

     1,016,120  
945,000   

Allegheny County, PA, Port Authority
5.00%, 03/01/2019

     1,012,804  
1,930,000   

Beaver County, PA, Industrial Dev Auth Rev
2.70%, 04/01/2035(1)

     850,821  
  

Beaver County, PA, GO

  
1,220,000   

5.00%, 11/15/2020

     1,340,524  
1,285,000   

5.00%, 11/15/2021

     1,432,004  
1,345,000   

5.00%, 11/15/2022

     1,517,241  
1,900,000   

Beaver County, PA, Industrial Dev Auth Rev
2.50%, 12/01/2041(1)

     1,102,133  
2,000,000   

Commonwealth FA, PA
5.00%, 06/01/2026

     2,288,000  
1,165,000   

Montgomery County, PA, Higher Education and Health
5.00%, 10/01/2023

     1,304,683  
2,410,000   

Montgomery County, PA, Industrial Dev Auth
5.00%, 12/01/2046

     2,465,767  
2,250,000   

Pennsylvania State IDA
5.00%, 07/01/2021

     2,530,552  
  

Pennsylvania State Turnpike Commission Rev

  
575,000   

1.54%, 12/01/2020(1)

     576,104  
2,000,000   

1.56%, 12/01/2021(1)

     2,000,660  
300,000   

5.00%, 12/01/2027

     346,116  
1,335,000   

6.00%, 06/01/2028

     1,422,256  
  

Pennsylvania Turnpike Commission

  
1,000,000   

5.00%, 12/01/2029

     1,141,650  
1,590,000   

5.00%, 12/01/2030

     1,806,653  
2,000,000   

5.00%, 12/01/2033

     2,238,740  
925,000   

Pennsylvania Turnpike Commission Rev
1.64%, 12/01/2021(1)

     928,348  
  

Philadelphia, PA, Municipal Auth

  
750,000   

6.38%, 04/01/2029

     821,378  
800,000   

6.50%, 04/01/2034

     876,992  
1,635,000   

Philadelphia, PA, School Dist GO
5.00%, 09/01/2023

     1,795,066  
  

Pittsburgh, PA, School Dist GO

  
1,575,000   

5.00%, 09/01/2021

     1,785,861  
750,000   

5.00%, 09/01/2023

     844,448  
  

School Dist. of Philadelphia, PA

  
150,000   

3.00%, 09/01/2019

     152,123  
1,560,000   

5.00%, 09/01/2022

     1,709,885  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$        1,000,000   

Susquehanna, PA, Regional Airport Auth System Rev
5.00%, 01/01/2019

   $ 1,040,070  
     

 

 

 
             36,888,089  
     

 

 

 
  

Puerto Rico - 0.9%

 

3,685,000   

Commonwealth of Puerto Rico
5.75%, 07/01/2038*

     2,399,856  
5,545,000   

Commonwealth of Puerto Rico, GO
6.00%, 07/01/2039*

     3,673,563  
     

 

 

 
     6,073,419  
     

 

 

 
  

Rhode Island - 1.2%

 

1,415,000   

Cranston, RI, GO
5.00%, 07/01/2019

     1,526,927  
1,000,000   

Rhode Island Commerce Corp.
5.00%, 06/15/2019

     1,079,120  
1,900,000   

Rhode Island Health & Educational Bldg Corp.
5.00%, 05/15/2027

     2,175,291  
1,500,000   

Rhode Island State & Providence Plantations
4.00%, 10/01/2018

     1,567,590  
1,655,000   

Rhode Island State Health & Educational Bldg Corp.
4.00%, 05/15/2017

     1,666,750  
     

 

 

 
     8,015,678  
     

 

 

 
  

South Carolina - 0.2%

 

1,987,000   

Lancaster County, SC, Sun City Assessment
7.70%, 11/01/2017*

     417,270  
1,000,000   

South Carolina State Public Service Auth
5.00%, 12/01/2029

     1,151,970  
     

 

 

 
     1,569,240  
     

 

 

 
  

South Dakota - 0.8%

 

2,995,000   

South Dakota Housing Dev Auth
3.50%, 11/01/2046

     3,112,763  
1,000,000   

South Dakota State Education Enhancement
5.00%, 06/01/2026

     1,095,130  
1,000,000   

South Dakota State Health & Educational FA
5.00%, 11/01/2029

     1,118,190  
     

 

 

 
     5,326,083  
     

 

 

 
  

Tennessee - 1.8%

 

  

Shelby County,TN, Health Educational & Housing Facs. Board

 

1,000,000   

4.00%, 09/01/2031

     896,370  
1,000,000   

5.00%, 09/01/2037

     984,800  
4,975,000   

Tennessee Housing Dev Agency Rev
3.50%, 01/01/2047

     5,213,751  
  

Tennessee Housing Dev. Agcy.

 

2,595,000   

3.50%, 07/01/2045

     2,699,708  
1,395,000   

3.50%, 01/01/2047

     1,459,435  
     

 

 

 
     11,254,064  
     

 

 

 
  

Texas - 10.4%

 

1,000,000   

Arlington, TX, Higher Education Fin
5.00%, 08/15/2027

     1,149,940  
1,500,000   

Brazos Harbor, TX, Industrial Development Corp.
5.90%, 05/01/2038(1)

     1,561,095  
  

City of Austin, TX, Airport System Rev.

 

1,125,000   

5.00%, 11/15/2028(4)

     1,296,956  
560,000   

5.00%, 11/15/2030(4)

     635,510  
500,000   

Clifton, TX, Higher Education Finance Corp.
4.00%, 08/15/2031

     522,590  
5,000,000   

Dallas County, TX, Utility & Reclamation Dist.
5.00%, 02/15/2027

     5,841,950  
1,500,000   

Dallas, TX, Area Rapid Transit Sales Tax Rev
5.00%, 12/01/2028

     1,765,455  
1,250,000   

Dallas, TX, Independent School Dist.
1.50%, 02/15/2034(1)

     1,254,925  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$        1,000,000   

Denton, TX, Independent School Dist.
0.00%, 08/15/2020(3)

   $ 946,240  
  

Harris County - Houston, TX

  
2,500,000   

5.00%, 11/15/2030

     2,807,750  
250,000   

5.00%, 11/15/2032

     274,273  
350,000   

5.00%, 11/15/2034

     379,278  
2,165,000   

Irving, TX, Independent School Dist.
5.00%, 02/15/2027

     2,584,750  
1,500,000   

Kerrville Health Fac Dev Corp., TX
5.00%, 08/15/2035

     1,572,135  
  

New Hope, TX, Cultural Education Facilities Finance Corp.

  
700,000   

1.85%, 11/01/2020

     670,474  
1,000,000   

3.25%, 11/15/2022

     971,140  
2,375,000   

5.00%, 11/01/2031

     2,471,496  
1,000,000   

5.00%, 11/01/2046

     1,008,370  
  

North East Texas Regional Mobility Auth

  
1,090,000   

5.00%, 01/01/2024

     1,225,127  
1,200,000   

5.00%, 01/01/2025

     1,357,044  
1,870,000   

5.00%, 01/01/2026

     2,122,918  
1,965,000   

5.00%, 01/01/2027

     2,216,166  
  

North Texas Tollway Auth Rev

  
5,000,000   

0.00%, 01/01/2032(3)

     2,782,250  
230,000   

6.10%, 01/01/2028

     250,311  
1,020,000   

North Texas Tollway Auth, Rev
6.10%, 01/01/2028

     1,113,932  
2,000,000   

Permanent Univ. Fund, TX
5.00%, 07/01/2027

     2,385,480  
1,985,000   

San Antonio, TX, Airport System Rev
5.00%, 07/01/2023

     2,217,602  
  

San Antonio, TX, Water Rev

  
2,200,000   

5.00%, 05/15/2026

     2,598,288  
1,115,000   

5.00%, 05/15/2031

     1,295,452  
1,000,000   

Spring Branch, TX, Independent School Dist.
5.00%, 02/01/2026

     1,180,140  
  

Tarrant County, TX, Cultural Education Facs

  
1,010,000   

3.88%, 11/15/2020

     1,010,697  
2,000,000   

5.00%, 10/01/2034

     2,075,900  
1,000,000   

Tarrant County, TX, Cultural Education Facs Financing Corp.
4.50%, 11/15/2021

     1,001,770  
2,030,000   

Texas Municipal Gas Acquisition & Supply Corp.
6.25%, 12/15/2026

     2,393,796  
1,500,000   

Texas State Transportation Commission
1.01%, 04/01/2032(1)

     1,499,985  
1,250,000   

Texas State Transportation Commission Turnpike System
5.00%, 08/15/2032

     1,350,850  
2,500,000   

Texas State Transportation Commission, GO
1.04%, 10/01/2041(1)

     2,498,675  
2,000,000   

Travis County, TX, Health Facs Development
7.13%, 11/01/2040

     2,380,700  
1,000,000   

Univ. of Texas System
5.00%, 08/15/2026

     1,212,780  
3,500,000   

Wylie, TX, ISD, GO
0.00%, 08/15/2018(3)

     3,437,420  
     

 

 

 
                67,321,610  
     

 

 

 
  

Utah - 0.5%

  
2,800,000   

Utah Housing Corp.
4.00%, 01/01/2045

     2,956,408  
     

 

 

 
  

Vermont - 0.6%

  
2,800,000   

Vermont Housing Finance Agency
4.00%, 11/01/2046

     2,937,480  
900,000   

Vermont State Econ DA Waste
4.75%, 04/01/2036(1)(2)

     897,633  
     

 

 

 
        3,835,113  
     

 

 

 

 


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

    

Virginia - 0.6%

     
$1,500,000     

Chesapeake Bay, VA, Bridge & Tunnel Dist.
5.00%, 07/01/2051

      $ 1,608,105  
1,750,000     

Washington County, VA, Industrial DA Hospital
7.75%, 07/01/2038

        1,909,005  
          

 

 

 
             3,517,110  
          

 

 

 
    

Washington - 2.0%

     
2,060,000     

Chelan County, WA, Public Utility District No.
1 0.00%, 06/01/2028(3)

        1,385,865  
1,905,000     

Grant County, WA, Utility Dist
2 5.00%, 01/01/2023

        2,208,352  
    

Washington State Health Care Fac Auth Rev

     
1,295,000     

5.00%, 01/01/2026

        1,498,755  
780,000     

5.00%, 07/01/2028

        846,823  
2,000,000     

5.00%, 03/01/2029

        2,257,460  
3,600,000     

Washington State Health Care Fac Auth, VA Mason Medical
6.13%, 08/15/2037

        3,668,868  
1,150,000     

Washington State Housing Finance Commission
7.00%, 07/01/2045(2)

        1,140,099  
          

 

 

 
             13,006,222  
          

 

 

 
    

West Virginia - 0.6%

     
    

West Virginia Economic Development Auth

     
2,000,000     

1.70%, 01/01/2041(1)

        1,924,260  
1,740,000     

1.90%, 03/01/2040(1)

        1,735,215  
          

 

 

 
             3,659,475  
          

 

 

 
    

Wisconsin - 1.4%

     
1,790,000     

Milwaukee County, WI, Airport Rev
5.00%, 12/01/2025

        2,007,127  
1,500,000     

Public Finance Auth, WI
5.00%, 09/01/2025(2)

        1,572,420  
1,700,000     

Wisconsin Health and Educational Fac, Iowa Health System Obligated Group
5.00%, 12/01/2028

        1,965,098  
1,295,000     

Wisconsin State
6.00%, 05/01/2036

        1,431,610  
2,000,000     

Wisconsin State Health & Educational Fac Auth Rev
5.00%, 11/15/2027

        2,295,180  
          

 

 

 
             9,271,435  
          

 

 

 
    

Total Municipal Bonds
(cost $614,668,200)

        614,424,712  
          

 

 

 
    

Total Long-Term Investments
(cost $614,668,200)

        614,424,712  
          

 

 

 

Short-Term Investments - 3.0%

     
    

Other Investment Pools & Funds - 3.0%

     
19,627,942     

Morgan Stanley Institutional Liquidity Funds, Institutional Class

        19,627,942  
          

 

 

 
    

Total Short-Term Investments
(cost $19,627,942)

        19,627,942  
          

 

 

 
    

Total Investments
(cost $634,296,142)^

     98.2%      $ 634,052,654  
    

Other Assets and Liabilities

     1.8%        11,473,970  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $   645,526,624  
       

 

 

    

 

 

 

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized depreciation consisted of:

Unrealized Appreciation

   $         14,869,229  

Unrealized Depreciation

     (15,112,717)  
  

 

 

 

Net Unrealized Depreciation

   $ (243,488)  
  

 

 

 

 

* Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(1) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(2) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $12,604,374, which represents 2.0% of total net assets.
(3) Security is a zero-coupon bond.
(4) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $3,392,306 at January 31, 2017.

 

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)

Municipal Abbreviations:

DA   

Development Authority

FA   

Finance Authority

GO   

General Obligation

ISD   

Independent School District

IDA   

Industrial Development Authority

PA   

Port Authority

Rev   

Revenue

USD   

United School District

VA   

Veterans Administration


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)        Level 3(1)  

Assets

           

Municipal Bonds

   $ 614,424,712       $ —       $ 614,424,712       $                 —   

Short-Term Investments

     19,627,942         19,627,942         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      634,052,654       $       19,627,942       $     614,424,712       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.


 

  Hartford Municipal Short Duration Fund

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Municipal Bonds - 91.6%

  
    

Arizona - 1.5%

  
$          250,000     

Arizona State Health Fac Auth Hospital System Rev
5.00%, 02/01/2020

   $             272,760  
       

 

 

 
    

California - 11.6%

 

170,000     

Alameda Cnty, CA, Corridor Transportation Auth Rev
0.00%, 10/01/2018(1)

     163,180  
250,000     

Bay Area Toll Auth Bridge Rev, CA
1.88%, 04/01/2047(2)

     252,395  
    

California County Tobacco Securitization Agency

  
100,000     

4.00%, 06/01/2017

     100,858  
200,000     

4.00%, 06/01/2018

     206,518  
195,000     

5.00%, 06/01/2020

     214,332  
250,000     

California State Health Facilities Financing Auth
5.88%, 07/01/2025

     277,628  
200,000     

Jurupa Public Financing Auth, CA
4.00%, 09/01/2018

     206,654  
80,000     

Long Beach Bond Finance Auth, CA
5.25%, 11/15/2018

     85,082  
250,000     

Orange County, CA, Community Fac Dist.
4.00%, 08/15/2021

     263,167  
10,000     

Palomar Health, CA, Rev
3.00%, 11/01/2017

     10,065  
100,000     

Riverside County, CA, Infrastructure Financing Auth
4.00%, 11/01/2018

     105,013  
75,000     

Roseville, CA, Natural Gas Financing Auth
5.00%, 02/15/2023

     84,322  
35,000     

San Jose, CA, Redevelopment Agency
6.50%, 08/01/2018

     36,478  
100,000     

Tustin, CA, Communities Fac Dist.
3.00%, 09/01/2019

     102,499  
       

 

 

 
          2,108,191  
       

 

 

 
    

Colorado - 4.2%

 

110,000     

Colorado Health Fac Auth
2.00%, 09/01/2017

     110,441  
250,000     

Denver, CO, City and County Special Fac Airport Rev
5.25%, 11/15/2018

     267,117  
150,000     

Denver, CO, Convention Center Hotel Auth
5.00%, 12/01/2022

     169,779  
50,000     

E-470 Public Highway Auth, CO
0.00%, 09/01/2019(1)

     46,732  
150,000     

Park Creek, CO, Metropolitan District
5.00%, 12/01/2021

     165,584  
       

 

 

 
          759,653  
       

 

 

 
    

Connecticut - 4.0%

 

150,000     

City of Bridgeport, CT, GO
4.00%, 08/15/2021

     160,917  
25,000     

City of New Britain, CT, GO
5.00%, 03/01/2017

     25,076  
150,000     

City of New Haven, CT, GO
5.00%, 08/15/2021

     164,828  
100,000     

Connecticut State Health & Educational Fac Auth
3.25%, 09/01/2021(3)

     98,824  
250,000     

Town of Hamden, CT, GO
5.00%, 08/15/2019

     269,015  
       

 

 

 
          718,660  
       

 

 

 
    

District of Columbia - 0.6%

 

95,000     

Metropolitan Washington, DC, Airports Auth
5.00%, 10/01/2039

     104,640  
       

 

 

 
    

Florida - 3.5%

 

165,000     

Broward County, FL, Airport System Rev
5.00%, 10/01/2020

     182,510  


 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          200,000     

City of Port, St. Lucie, FL
1.75%, 07/01/2022

   $             190,994  
250,000     

School District of Broward County, FL, GO
5.00%, 07/01/2017

     254,277  
       

 

 

 
     627,781  
       

 

 

 
    

Georgia - 0.4%

  
70,000     

Burke County, GA, Development Auth
2.35%, 10/01/2032(2)

     70,153  
       

 

 

 
    

Guam - 0.9%

  
150,000     

Antonio B Won Pat International Airport Auth
5.00%, 10/01/2018

     157,419  
       

 

 

 
    

Illinois - 17.7%

  
    

Chicago, IL, Transit Auth

 

100,000     

5.00%, 06/01/2019

     106,552  
100,000     

5.00%, 06/01/2020

     108,566  
100,000     

5.00%, 12/01/2022

     110,246  
95,000     

City of Chicago, IL, GO
4.00%, 01/01/2020

     93,816  
250,000     

City of Chicago, IL, O’Hare International Airport
5.25%, 01/01/2019

     265,737  
70,000     

City of Chicago, IL, Park Dist.
3.00%, 01/01/2021

     70,748  
160,000     

City of Chicago, IL, Wastewater Transmission Rev
0.00%, 01/01/2022(1)

     136,968  
    

City of Chicago, IL, Waterworks Rev

 

100,000     

5.00%, 11/01/2018

     104,921  
20,000     

5.00%, 11/01/2020

     21,753  
    

Cook County, IL, GO

 

90,000     

5.00%, 11/15/2017

     92,456  
100,000     

5.00%, 11/15/2019

     107,854  
    

Illinois Finance Auth

 

90,000     

4.50%, 05/15/2020

     93,981  
125,000     

5.00%, 08/15/2017

     127,133  
100,000     

5.00%, 11/15/2021

     113,422  
150,000     

5.00%, 02/15/2022

     161,807  
130,000     

7.75%, 08/15/2034

     150,757  
125,000     

Illinois Housing Dev. Auth
3.05%, 08/01/2022

     128,218  
250,000     

Illinois State Toll Highway Auth
5.00%, 12/01/2017

     258,093  
100,000     

Kane McHenry Cook & DeKalb Counties, IL, Community School Dist
4.00%, 01/01/2020

     106,387  
    

Metropolitan Pier & Exposition Auth, IL

 

50,000     

0.00%, 12/15/2019(1)

     46,287  
50,000     

0.00%, 06/15/2021(1)

     43,193  
50,000     

Railsplitter Tobacco Settlement Auth, IL
5.25%, 06/01/2021

     55,954  
100,000     

Southern Illinois Univ
4.00%, 04/01/2018

     100,776  
    

State of Illinois, GO

 

180,000     

4.00%, 06/15/2020

     192,146  
180,000     

5.00%, 06/15/2017

     182,727  
100,000     

5.00%, 02/01/2020

     104,780  
120,000     

5.00%, 02/01/2022

     126,271  
       

 

 

 
     3,211,549  
       

 

 

 
    

Louisiana - 2.6%

  
    

City of New Orleans, LA, Sewerage Service Rev

 

165,000     

5.00%, 06/01/2018

     173,075  
110,000     

5.00%, 06/01/2021

     122,983  
100,000     

Louisiana State Public Facilities Auth Rev
3.00%, 05/15/2018

     101,962  


 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          75,000     

New Orleans, LA, Aviation Board
5.00%, 01/01/2019

   $             79,941  
       

 

 

 
     477,961  
       

 

 

 
    

Maryland - 0.1%

  
20,000     

Maryland Economic Development Corp.
4.00%, 06/01/2020

     21,428  
       

 

 

 
    

Massachusetts - 0.9%

  
150,000     

Massachusetts Dev. Finance Agency
5.00%, 07/01/2022

     167,417  
       

 

 

 
    

Michigan - 4.8%

  
    

Michigan Finance Auth

 

150,000     

5.00%, 04/01/2019

     159,995  
150,000     

5.00%, 07/01/2019

     161,347  
150,000     

5.00%, 11/15/2022

     169,725  
100,000     

State of Michigan
5.00%, 03/15/2021

     112,513  
250,000     

Wayne County, MI, Airport Auth Rev
5.00%, 12/01/2021

     257,997  
       

 

 

 
     861,577  
       

 

 

 
    

Minnesota - 0.8%

  
135,000     

City of Rochester, MN, Healthcare & Housing Rev Fac
3.50%, 12/01/2018

     136,982  
       

 

 

 
    

Nebraska - 1.3%

  
120,000     

Central Plains Energy Project, NE
5.25%, 12/01/2021

     137,502  
100,000     

County of Washington, NE
2.38%, 09/01/2030(2)

     100,495  
       

 

 

 
     237,997  
       

 

 

 
    

Nevada - 2.8%

  
90,000     

Clark County, NV
2.25%, 12/01/2019

     90,343  
150,000     

Clark County, NV, Department of Aviation
5.00%, 07/01/2017

     152,316  
250,000     

Clark County, NV, School Dist.
5.00%, 06/15/2022

     258,715  
       

 

 

 
     501,374  
       

 

 

 
    

New Jersey - 1.6%

  
280,000     

New Jersey Educational Fac Auth Rev
5.00%, 09/01/2019

     294,711  
       

 

 

 
    

New York - 3.8%

  
250,000     

New York State Dormitory Auth Rev
4.00%, 05/01/2019

     263,795  
    

New York Transportation Development Corp.

 

80,000     

5.00%, 08/01/2018

     83,107  
100,000     

5.00%, 01/01/2019

     106,412  
    

Oyster Bay, NY, Public Improvement, GO

 

70,000     

2.25%, 03/01/2017

     69,929  
30,000     

3.75%, 03/01/2017

     30,002  
25,000     

5.00%, 02/15/2019

     25,542  
100,000     

TSASC, Inc., NY
5.00%, 06/01/2020

     109,711  
       

 

 

 
     688,498  
       

 

 

 
    

North Dakota - 0.8%

  
145,000     

North Dakota Housing Finance Agency
3.50%, 07/01/2046

     150,630  
       

 

 

 
    

Ohio - 1.6%

  
135,000     

American Municipal Power, Inc., OH
5.00%, 02/15/2017

     135,185  
    

City of Cleveland, OH, Airport System Rev

 

60,000     

5.00%, 01/01/2022

     67,659  
60,000     

5.00%, 01/01/2023

     68,513  


 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          25,000     

Ohio Air Quality Dev. Auth
3.13%, 07/01/2033(2)

   $             11,051  
       

 

 

 
          282,408  
       

 

 

 
    

Pennsylvania - 7.5%

  
165,000     

Allegheny County, PA, Hospital Development Auth
5.38%, 08/15/2029

     178,560  
125,000     

Beaver County, PA, GO
4.00%, 11/15/2018

     131,427  
    

Beaver County, PA, Industrial Dev. Auth.

  
50,000     

2.50%, 12/01/2041(2)

     29,004  
50,000     

2.70%, 04/01/2035(2)

     22,042  
250,000     

Commonwealth of Pennsylvania, GO
5.00%, 08/15/2019

     271,670  
150,000     

Montgomery County, PA, Industrial Dev. Auth
4.00%, 12/01/2020

     156,486  
250,000     

Pennsylvania State Turnpike Commission Rev
1.64%, 12/01/2021(2)

     250,905  
150,000     

Philadelphia, Auth. for Industrial Dev.
5.00%, 12/01/2022

     169,086  
    

School District of Philadelphia

  
85,000     

4.00%, 09/01/2022

     86,962  
65,000     

5.00%, 09/01/2020

     70,203  
       

 

 

 
          1,366,345  
       

 

 

 
    

Rhode Island - 1.0%

  
65,000     

Rhode Island Housing & Mortgage Finance Corp.
4.00%, 10/01/2032

     66,877  
100,000     

Rhode Island State, Tobacco Settlement Financing Corp.
5.00%, 06/01/2020

     108,131  
       

 

 

 
          175,008  
       

 

 

 
    

South Dakota - 0.6%

  
100,000     

South Dakota Health & Educational Fac Auth
5.00%, 11/01/2020

     111,611  
       

 

 

 
    

Tennessee - 2.3%

  
150,000     

Shelby County, TN, Health Educational & Housing Facs. Board
4.00%, 09/01/2022

     152,171  
250,000     

Tennessee Housing Dev. Agency
3.50%, 01/01/2047

     261,997  
       

 

 

 
          414,168  
       

 

 

 
    

Texas - 12.8%

  
120,000     

Arlington, TX, Higher Education Finance Corp. Education Rev, Harmony Public School
4.00%, 02/15/2018

     123,515  
210,000     

Harris County-Houston, TX, Sports Auth
5.00%, 11/15/2020

     233,407  
100,000     

Kerrville, TX, Health Fac Dev. Corp.
5.00%, 08/15/2020

     108,509  
400,000     

Leander, TX, Independent School Dist.
0.00%, 08/15/2017(1)

     397,816  
    

Lower Colorado River, TX, Auth Rev

  
120,000     

4.00%, 05/15/2020

     129,054  
100,000     

5.00%, 05/15/2020

     110,391  
150,000     

New Hope, TX, Cultural Education Facs. Finance Corp.
1.70%, 11/01/2019

     145,861  
265,000     

North Texas Tollway Auth Rev
5.63%, 01/01/2033

     275,947  
400,000     

Permanent Univ. Fund, TX
5.00%, 07/01/2018

     422,184  
200,000     

Plano, TX, Independent School Dist.
5.00%, 02/15/2017

     200,294  
100,000     

Tarrant County, TX, Cultural Education Fac
4.50%, 11/15/2021

     100,177  


 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$         75,000     

Texas State Municipal Gas Acquisition & Supply Corp.
5.25%, 12/15/2017

      $             77,504   
          

 

 

 
             2,324,659  
          

 

 

 
    

Virginia - 0.5%

     
90,000     

Wise County, VA, Industrial Development Auth Rev
1.88%, 11/01/2040(2)

        89,466  
          

 

 

 
    

Washington - 1.4%

     
55,000     

State of Washington
5.00%, 08/01/2019

        60,036  
80,000     

Washington Health Care Fac Auth
5.00%, 10/01/2039

        85,612  
100,000     

Washington State Housing Finance Commission
4.38%, 01/01/2021(3)

        100,174  
          

 

 

 
             245,822  
          

 

 

 
    

Total Municipal Bonds
(cost $16,735,551)

        16,578,868  
          

 

 

 
    

Total Long-Term Investments
(cost $16,735,551)

        16,578,868  
          

 

 

 

Short-Term Investments - 7.0%

     
    

Other Investment Pools & Funds - 7.0%

     
1,263,329     

Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class

        1,263,329  
          

 

 

 
    

Total Short-Term Investments
(cost $1,263,329)

        1,263,329  
          

 

 

 
    

Total Investments
(cost $17,998,880)^

     98.6%      $ 17,842,197  
    

Other Assets and Liabilities

     1.4%        259,652  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 18,101,849  
       

 

 

    

 

 

 

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized depreciation consisted of:

Unrealized Appreciation

   $             41,584  

Unrealized Depreciation

     (198,267
  

 

 

 

Net Unrealized Depreciation

   $ (156,683
  

 

 

 

 

(1) Security is a zero-coupon bond.
(2) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(3) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $198,998, which represents 1.1% of total net assets.

 

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)

Municipal Abbreviations:

GO   

General Obligation

PA   

Port Authority

Rev   

Revenue

VA   

Veterans Administration


 

  Hartford Municipal Short Duration Fund

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

           

Municipal Bonds

   $       16,578,868       $ —       $       16,578,868       $                 —   

Short-Term Investments

     1,263,329         1,263,329         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 17,842,197       $         1,263,329       $ 16,578,868       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.


 

 

  The Hartford Quality Bond Fund

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Asset & Commercial Mortgage Backed Securities - 22.7%

  
    

Asset-Backed - Automobile - 1.0%

  
$          550,000     

AmeriCredit Automobile Receivables Trust
3.41%, 10/08/2020(1)

   $             554,244  
525,000     

Santander Drive Auto Receivables Trust
2.74%, 01/15/2021

     530,613  
       

 

 

 
          1,084,857  
       

 

 

 
    

Asset-Backed - Credit Card - 0.5%

  
605,000     

Cabela’s Credit Card Master Note Trust
2.71%, 02/17/2026(1)

     605,837  
       

 

 

 
    

Asset-Backed - Finance & Insurance - 6.0%

  
500,000     

Atrium IX
2.24%, 02/28/2024(1)(2)

     500,678  
    

BlueMountain Ltd.

  
675,000     

2.30%, 11/20/2028(1)(2)

     678,535  
605,000     

3.52%, 04/13/2027(1)(2)

     610,036  
250,000     

Carlyle Global Market Strategies Ltd.
2.32%, 04/17/2025(1)(2)

     249,874  
410,000     

Cent CLO Ltd.
2.16%, 07/23/2025(1)(2)

     409,020  
125,000     

HSI Asset Securitization Corp. Trust
1.04%, 02/25/2036(2)

     111,889  
761,308     

LCM XVII L.P.
2.23%, 10/15/2026(1)(2)

     761,624  
250,000     

Madison Park Funding Ltd.
2.34%, 10/23/2025(1)(2)

     250,593  
445,000     

Magnetite CLO Ltd.
2.32%, 04/15/2026(1)(2)

     444,775  
    

Nationstar HECM Loan Trust

  
170,382     

2.24%, 06/25/2026(1)

     171,288  
148,983     

2.98%, 02/25/2026(1)

     149,040  
1,210,000     

NRZ Advance Receivables Trust
3.11%, 12/15/2050(1)

     1,207,691  
233,252     

SoFi Consumer Loan Program LLC
3.05%, 12/26/2025(1)

     232,901  
    

Springleaf Funding Trust

  
28,355     

2.41%, 12/15/2022(1)

     28,395  
875,000     

3.16%, 11/15/2024(1)

     883,057  
265,000     

SPS Servicer Advance Receivables Trust
2.53%, 11/16/2048(1)

     264,234  
       

 

 

 
          6,953,630  
       

 

 

 
    

Asset-Backed - Home Equity - 1.3%

  
208,335     

Ameriquest Mortgage Securities, Inc.
2.03%, 08/25/2033(2)

     203,096  
180,544     

Argent Securities, Inc.
1.81%, 10/25/2033(2)

     169,957  
211,629     

Asset Backed Securities Corp. Home Equity Loan Trust
1.27%, 08/25/2034(2)

     179,578  
960,000     

NRZ Advance Receivables Trust
2.58%, 10/15/2049(1)

     951,507  
       

 

 

 
          1,504,138  
       

 

 

 
    

Commercial Mortgage - Backed Securities - 7.2%

  
570,000     

Banc of America Commercial Mortgage Trust
5.60%, 06/10/2049(2)

     574,044  
5,500     

Bear Stearns Commercial Mortgage Securities Trust
5.33%, 02/11/2044

     5,497  
    

Citigroup Commercial Mortgage Trust

  
265,000     

3.15%, 11/15/2049

     262,557  
873,000     

3.62%, 02/10/2049

     898,332  
    

Commercial Mortgage Trust

  
1,150,000     

3.35%, 02/10/2048

     1,162,189  
618,000     

3.63%, 10/10/2048

     637,525  


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          725,000     

3.96%, 03/10/2047

   $             763,432  
    

FREMF Mortgage Trust

  
610,000     

2.91%, 03/25/2045(1)(2)

     610,534  
320,000     

3.70%, 04/25/2048(1)(2)

     315,342  
165,000     

4.22%, 06/25/2047(1)(2)

     170,021  
200,000     

4.54%, 10/25/2030(1)(2)

     206,765  
720,752     

4.61%, 01/25/2048(1)(2)

     768,641  
400,000     

JP Morgan Chase Commercial Mortgage Securities Trust
2.96%, 04/15/2046

     403,959  
30,653     

LB-UBS Commercial Mortgage Trust
5.43%, 02/15/2040

     30,657  
150,536     

Morgan Stanley Re-Remic Trust
5.80%, 08/15/2045(1)(2)

     150,691  
1,140,000     

Rock Creek Apartments LLC
0.00%, 02/01/2032(3)

     1,081,575  
350,000     

Wells Fargo Commercial Mortgage Trust
3.70%, 11/15/2048

     362,744  
       

 

 

 
          8,404,505  
       

 

 

 
    

Other ABS - 0.5%

  
579,575     

SLM Student Loan Trust
1.59%, 04/27/2026(1)(2)

     581,351  
       

 

 

 
    

Whole Loan Collateral CMO - 6.2%

  
371,040     

COLT Mortgage Loan Trust
2.75%, 09/25/2046(1)(2)

     373,908  
    

Connecticut Avenue Securities

  
378,825     

2.22%, 01/25/2029(2)

     381,908  
420,000     

3.37%, 05/25/2024(2)

     423,808  
600,000     

5.77%, 07/25/2025(2)

     656,222  
421,935     

GSR Mortgage Loan Trust
3.53%, 01/25/2036(2)

     391,980  
81,843     

IndyMac Index Mortgage Loan Trust
3.31%, 06/25/2036(2)

     66,916  
    

LSTAR Securities Investment Trust

  
575,000     

2.77%, 01/01/2022(1)(2)

     572,020  
405,220     

2.77%, 04/01/2020(1)(2)

     404,839  
202,654     

2.77%, 05/01/2020(1)(2)

     201,290  
180,881     

2.77%, 08/01/2020(1)(2)

     180,869  
138,630     

MortgageIT Trust
1.41%, 02/25/2035(2)

     133,863  
305,876     

New Residential Mortgage Loan Trust
3.75%, 11/25/2056(1)(2)

     316,729  
176,356     

Residential Accredit Loans, Inc.
4.03%, 09/25/2035(2)

     149,137  
109,603     

Residential Funding Mortgage Securities, Inc.
3.42%, 09/25/2035(2)

     103,389  
58,317     

Sequoia Mortgage Trust
1.24%, 02/20/2035(2)

     57,227  
155,172     

Springleaf Mortgage Loan Trust
3.52%, 12/25/2065(1)(2)

     155,571  
790,909     

Thornburg Mortgage Securities Trust
2.82%, 04/25/2045(2)

     795,114  
    

Towd Point Mortgage Trust

  
599,077     

2.25%, 08/25/2055(1)(2)

     594,148  
112,480     

2.75%, 04/25/2055(1)(2)

     112,826  
411,435     

2.75%, 08/25/2055(1)(2)

     411,910  
136,488     

3.00%, 03/25/2054(1)(2)

     137,618  
642,000     

3.75%, 04/25/2055(1)(2)

     626,945  
       

 

 

 
          7,248,237  
       

 

 

 
    

Total Asset & Commercial Mortgage Backed Securities
(cost $26,295,852)

     26,382,555  
       

 

 

 

U.S. Government Agencies - 105.8%

  
    

FHLMC - 40.0%

  
19,205     

0.00%, 11/15/2036(4)(5)

     17,524  
695,000     

1.66%, 07/25/2041(2)(6)

     60,695  


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          2,250,000     

1.75%, 11/25/2040(2)(6)

   $               192,124  
670,000     

2.07%, 04/25/2029(2)

     670,000  
342,777     

2.22%, 07/25/2028(2)

     344,171  
1,354,752     

2.50%, 03/15/2028(6)

     109,817  
6,200,000     

2.50%, 02/01/2032(7)

     6,194,127  
560,250     

2.72%, 05/25/2025(2)

     569,781  
3,600,000     

3.00%, 02/01/2032(7)

     3,693,818  
223,305     

3.00%, 03/15/2033(6)

     27,846  
1,880,653     

3.00%, 11/01/2046

     1,861,965  
7,918,229     

3.00%, 12/01/2046

     7,837,703  
2,478,179     

3.00%, 01/01/2047

     2,452,784  
375,000     

3.02%, 11/25/2028(2)

     383,400  
239,859     

3.42%, 03/25/2028(2)

     245,022  
1,138,635     

3.50%, 03/15/2041(6)

     147,035  
3,452,472     

3.50%, 08/01/2046

     3,528,818  
2,232,919     

3.50%, 09/01/2046

     2,282,296  
197,061     

3.50%, 10/01/2046

     201,456  
900,000     

3.50%, 02/01/2047(7)

     919,214  
813,391     

3.57%, 05/25/2028(2)

     835,901  
574,026     

4.00%, 07/15/2027(6)

     63,604  
672,579     

4.00%, 03/15/2028(6)

     74,370  
470,421     

4.00%, 06/15/2041

     498,490  
571,000     

4.00%, 08/15/2043

     609,575  
423,676     

4.00%, 07/01/2044

     444,844  
1,630,736     

4.00%, 05/01/2046(8)

     1,711,673  
3,150,000     

4.00%, 02/01/2047(7)

     3,304,424  
1,482,090     

4.50%, 07/01/2042

     1,595,345  
261,648     

4.50%, 09/01/2044

     281,378  
2,375,000     

4.50%, 02/01/2047(7)

     2,552,197  
608,587     

5.00%, 05/01/2039

     663,654  
963,426     

5.00%, 08/01/2039

     1,047,847  
355,519     

5.00%, 07/01/2041

     387,248  
100,000     

5.00%, 02/01/2047(7)

     108,756  
72,918     

5.50%, 08/15/2033

     79,581  
481,341     

5.50%, 04/01/2038

     534,292  
       

 

 

 
          46,532,775  
       

 

 

 
    

FNMA - 43.3%

  
151,313     

0.00%, 06/25/2036(4)(5)

     133,305  
273,288     

1.90%, 04/25/2055(2)(6)

     15,235  
1,063,129     

1.95%, 08/25/2044(2)(6)

     69,753  
335,000     

2.00%, 02/25/2043

     278,724  
628,203     

2.03%, 06/25/2055(2)(6)

     41,349  
61,354     

2.50%, 06/25/2028(6)

     5,446  
32,011     

2.50%, 02/01/2030

     32,034  
33,139     

2.50%, 07/01/2030

     33,164  
98,265     

2.50%, 01/01/2031

     98,337  
36,968     

2.50%, 02/01/2031

     36,995  
887,371     

2.50%, 10/01/2031

     888,016  
1,977,391     

2.50%, 11/01/2031

     1,978,827  
2,772,281     

2.50%, 12/01/2031

     2,774,293  
850,612     

2.50%, 01/01/2032

     851,230  
420,000     

2.50%, 03/25/2043

     361,505  
1,891,342     

2.54%, 07/01/2026

     1,823,169  
100,000     

2.68%, 05/01/2025

     98,364  
462,414     

2.71%, 12/01/2027

     451,600  
1,176,793     

2.87%, 10/01/2025

     1,171,690  
950,000     

2.95%, 10/01/2025

     951,374  
350,290     

2.95%, 01/01/2028

     348,662  
975,000     

2.99%, 11/01/2025

     979,575  
197,760     

3.00%, 09/25/2027(6)

     18,470  
166,290     

3.00%, 04/25/2028(6)

     15,571  
2,850,000     

3.00%, 02/01/2032(7)

     2,923,922  
10,311,000     

3.00%, 02/01/2047(7)

     10,206,279  
1,245,797     

3.18%, 10/01/2025

     1,270,249  
14,835     

3.34%, 04/01/2024

     15,387  


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          990,000     

3.38%, 12/01/2029

   $             1,004,917  
82,439     

3.45%, 01/01/2024

     85,993  
4,850     

3.47%, 01/01/2024

     5,065  
2,250,795     

3.50%, 11/01/2026

     2,346,731  
391,774     

3.50%, 10/25/2027(6)

     45,153  
93,202     

3.50%, 05/25/2030(6)

     12,641  
483,795     

3.50%, 10/01/2044

     496,692  
535,582     

3.50%, 02/01/2045

     547,695  
987,596     

3.50%, 01/01/2046

     1,009,931  
478,398     

3.50%, 02/01/2046

     489,217  
992,491     

3.50%, 09/01/2046

     1,014,937  
418,936     

3.50%, 10/01/2046

     428,410  
297,842     

3.50%, 11/01/2046

     305,841  
5,075,000     

3.50%, 02/01/2047(7)

     5,186,016  
246,690     

3.54%, 02/01/2024

     258,713  
14,308     

3.67%, 08/01/2023

     15,152  
5,000     

3.76%, 03/01/2024

     5,317  
5,000     

3.86%, 12/01/2025

     5,321  
14,292     

3.87%, 10/01/2025

     15,192  
14,603     

3.89%, 05/01/2030

     15,223  
15,240     

3.93%, 10/01/2023

     16,294  
110,804     

3.96%, 05/01/2034

     115,871  
9,912     

3.97%, 05/01/2029

     10,629  
700,000     

4.00%, 02/01/2032(7)

     718,840  
813,267     

4.00%, 12/01/2040

     856,135  
197,849     

4.00%, 03/01/2041

     208,413  
58,132     

4.00%, 03/25/2042(6)

     8,270  
30,175     

4.00%, 08/01/2044

     31,665  
284,209     

4.00%, 10/01/2044

     298,240  
536,626     

4.00%, 11/01/2044

     563,157  
528,384     

4.00%, 05/01/2045

     554,521  
523,628     

4.00%, 12/01/2045

     549,531  
519,830     

4.00%, 02/01/2046

     545,572  
1,307,496     

4.00%, 05/01/2046

     1,374,643  
279,002     

4.00%, 05/01/2046(8)

     292,819  
265,289     

4.00%, 06/01/2046

     278,426  
1,625,000     

4.00%, 02/01/2047(7)

     1,703,133  
9,319     

4.06%, 10/01/2028

     10,074  
491,871     

4.06%, 03/01/2030

     525,938  
114,617     

4.50%, 07/25/2027(6)

     12,287  
142,967     

4.50%, 08/01/2041

     154,517  
43,247     

4.50%, 09/01/2041

     46,559  
67,387     

5.46%, 05/25/2042(2)(6)

     7,807  
325,000     

5.50%, 02/01/2047(7)

     360,818  
       

 

 

 
          50,410,841  
       

 

 

 
    

GNMA - 22.5%

  
548,176     

2.14%, 04/20/2040

     458,168  
82,299     

3.00%, 08/15/2045

     82,929  
197,223     

3.00%, 11/20/2045

     199,130  
12,969,285     

3.00%, 12/20/2046

     13,095,023  
1,625,000     

3.00%, 02/01/2047(7)

     1,638,965  
542,798     

3.50%, 07/20/2043(6)

     80,592  
4,066,024     

3.50%, 10/20/2046

     4,218,354  
575,000     

3.50%, 02/01/2047(7)

     595,844  
2,099,931     

4.00%, 04/16/2026(6)

     236,084  
1,256,184     

4.00%, 05/20/2029(6)

     143,726  
51,120     

4.00%, 05/16/2042(6)

     8,453  
73,769     

4.00%, 01/20/2044(6)

     14,736  
551,864     

4.50%, 06/20/2039

     588,856  
260,052     

4.50%, 09/16/2040

     286,668  
80,578     

4.50%, 09/20/2041

     87,217  
47,733     

4.50%, 05/20/2044

     51,222  
101,421     

4.50%, 06/20/2044

     108,835  
87,210     

4.50%, 10/20/2044

     93,585  
269,258     

4.50%, 04/20/2045(6)

     63,038  


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$         55,205     

4.50%, 01/20/2046

      $             59,240  
1,475,000     

4.50%, 02/01/2047(7)

        1,581,649  
214,571     

5.00%, 05/20/2034

        239,430  
63,499     

5.00%, 07/15/2039

        71,024  
527,850     

5.00%, 05/20/2040(6)

        128,178  
664,309     

5.00%, 04/20/2041

        795,384  
51,074     

5.00%, 06/15/2041

        56,232  
258,471     

5.00%, 10/16/2041(6)

        40,328  
50,438     

5.00%, 03/15/2044

        55,532  
616,182     

5.50%, 05/20/2038

        685,613  
465,951     

5.50%, 03/20/2039(6)

        95,460  
35,193     

6.00%, 01/15/2039

        39,782  
231,441     

6.00%, 09/15/2040

        261,622  
          

 

 

 
             26,160,899  
          

 

 

 
    

Total U.S. Government Agencies
(cost $124,022,539)

        123,104,515  
          

 

 

 

U.S. Government Securities - 3.5%

     
    

Other Direct Federal Obligations - 0.6%

     
    

FHLB - 0.6%

     
700,000     

Tennessee Valley Authority
4.25%, 09/15/2065

        724,134  
          

 

 

 
    

U.S. Treasury Securities - 2.9%

     
    

U.S. Treasury Notes - 2.9%

     
3,275,955     

U.S. Treasury Notes
0.63%, 01/15/2026(9)

        3,340,419  
          

 

 

 
             3,340,419  
          

 

 

 
    

Total U.S. Government Securities
(cost $4,190,700)

        4,064,553  
          

 

 

 
    

Total Long-Term Investments
(cost $154,509,091)

        153,551,623  

Short-Term Investments - 5.4%

     
    

Other Investment Pools & Funds - 5.4%

     
6,308,218     

Fidelity Institutional Government Fund, Institutional Class

        6,308,218  
          

 

 

 
    

Total Short-Term Investments
(cost $6,308,218)

        6,308,218  
          

 

 

 
    

Total Investments
(cost $160,817,309)^

     137.4%      $ 159,859,841  
    

Other Assets and Liabilities

     (37.4)%        (43,481,146)  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 116,378,695  
       

 

 

    

 

 

 

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized depreciation consisted of:

Unrealized Appreciation

   $             550,904  

Unrealized Depreciation

     (1,508,372
  

 

 

 

Net Unrealized Depreciation

   $ (957,468
  

 

 

 

 

(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $15,845,347, which represents 13.6% of total net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

(3) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $1,081,575 at January 31, 2017.
(4) Securities disclosed are principal-only strips.
(5) Security is a zero-coupon bond.
(6) Securities disclosed are interest-only strips.
(7) Represents or includes a TBA transaction.
(8) This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.
(9) The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

Futures Contracts Outstanding at January 31, 2017  
Description    Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

              

U.S. Treasury 10-Year Note Future

     29        03/22/2017      $         3,602,850      $         3,609,594      $ 6,744   

U.S. Treasury 2-Year Note Future

     26        03/31/2017        5,635,138        5,636,719        1,581   

U.S. Treasury 5-Year Note Future

     26        03/31/2017        3,056,872        3,064,547        7,675   

U.S. Treasury Long Bond Future

     15        03/22/2017        2,230,806        2,262,656        31,850   

U.S. Ultra Bond Future

     35        03/22/2017        5,651,119        5,624,062        (27,057)   
              

 

 

 

Total

               $             20,793   
              

 

 

 

Short position contracts:

              

U.S. 10-Year Ultra Future

     43        03/22/2017      $ 5,725,942      $ 5,768,719      $ (42,777)   
              

 

 

 
              
              

 

 

 

Total futures contracts

               $ (21,984)   
              

 

 

 

 

TBA Sale Commitments Outstanding at January 31, 2017  
           
Description    Principal
Amount
     Maturity Date      Market Value †      Unrealized
Appreciation/
(Depreciation)
 

FHLMC, 3.00%

   $               1,600,000        02/01/2047      $         (1,582,375)       $               4,687   

FHLMC, 3.50%

     2,150,000        02/01/2047        (2,195,899)         7,011   

FHLMC, 4.00%

     3,175,000        02/01/2047        (3,330,649)         2,357   

FNMA, 3.50%

     1,570,000        02/01/2032        (1,635,008)         2,538   

FNMA, 3.50%

     6,000,000        02/01/2047        (6,131,250)         30,820   

FNMA, 4.50%

     975,000        02/01/2047        (1,048,239)         296   

FNMA, 5.00%

     1,600,000        02/01/2047        (1,743,891)         (891)   

GNMA, 3.00%

     24,425,000        02/01/2047        (24,634,904)         114,804   
        

 

 

    

 

 

 

Total (proceeds $42,463,837)

         $ (42,302,215)       $ 161,622   
        

 

 

    

 

 

 

At January 31, 2017, the aggregate market value of TBA Sale Commitments represents (36.3)% of total net assets.

 

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)
Currency Abbreviations:
USD   

                United States Dollar

Other Abbreviations:
CLO   

                Collateralized Loan Obligation

CMO   

                Collateralized Mortgage Obligation

FHLMC   

                Federal Home Loan Mortgage Corp.

FNMA   

                Federal National Mortgage Association

GNMA   

                Government National Mortgage Association

TBA   

                To Be Announced


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total     Level 1(1)     Level 2(1)       Level 3(1)  

Assets

        

Asset & Commercial Mortgage Backed Securities

   $       26,382,555      $ —      $ 26,382,555      $                 —   

U.S. Government Agencies

     123,104,515        —        123,104,515        —   

U.S. Government Securities

     4,064,553        —        4,064,553        —   

Short-Term Investments

     6,308,218        6,308,218        —        —   

Futures Contracts(2)

     47,850        47,850        —        —   
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 159,907,691      $       6,356,068      $     153,551,623      $ —   
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Futures Contracts(2)

   $ (69,834   $ (69,834   $ —      $ —   

TBA Sale Commitments

     (42,302,215     —        (42,302,215     —   
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (42,372,049   $ (69,834   $ (42,302,215   $ —   
  

 

 

   

 

 

   

 

 

   

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.


 

  Hartford Real Total Return Fund

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 52.5%

  
  

Automobiles & Components - 1.6%

  
7,830   

Bridgestone Corp.

   $ 287,172  
8,249   

Fuji Heavy Industries Ltd.

     330,093  
75,583   

Geely Automobile Holdings Ltd.

     89,333  
19,197   

Isuzu Motors Ltd.

     257,584  
1,618   

Stanley Electric Co., Ltd.

     45,583  
5,390   

Suzuki Motor Corp.

     208,015  
632   

Tesla Motors, Inc.*

     159,220  
9,096   

Tokai Rika Co., Ltd.

     181,032  
6,664   

Toyota Industries Corp.

     321,605  
8,330   

TS Tech Co., Ltd.

     212,593  
     

 

 

 
                2,092,230  
     

 

 

 
  

Banks - 0.8%

  
9,704   

Banco do Brasil S.A.

     95,805  
854   

Commerce Bancshares, Inc.

     48,277  
983   

Federal Agricultural Mortgage Corp. Class C

     54,714  
947   

LendingTree, Inc.*

     105,969  
89,599   

Mitsubishi UFJ Financial Group, Inc.

     573,749  
19,494   

San-In Godo Bank Ltd.

     162,735  
     

 

 

 
        1,041,249  
     

 

 

 
  

Capital Goods - 2.9%

  
1,632   

AECOM*

     60,270  
987   

Astec Industries, Inc.

     69,070  
3,853   

Daifuku Co., Ltd.

     85,176  
1,424   

EMCOR Group, Inc.

     99,239  
1,713   

Franklin Electric Co., Inc.

     69,120  
52,234   

Hazama Ando Corp.

     364,483  
1,056   

IDEX Corp.

     95,209  
27,570   

ITOCHU Corp.

     379,801  
1,300   

Jacobs Engineering Group, Inc.*

     76,115  
9,218   

JGC Corp.

     160,019  
5,028   

KBR, Inc.

     85,526  
2,554   

Kennametal, Inc.

     91,280  
18,213   

Kinden Corp.

     231,327  
889   

Lincoln Electric Holdings, Inc.

     74,116  
10,780   

Nippo Corp.

     203,795  
841   

Nordson Corp.

     95,479  
1,501   

Oshkosh Corp.

     104,515  
904   

Rockwell Automation, Inc.

     133,783  
869   

SMC Corp.

     237,218  
8,065   

Tadano Ltd.

     98,901  
23,650   

Taisei Corp.

     168,000  
24,742   

Takuma Co., Ltd.

     214,274  
2,664   

Terex Corp.

     84,715  
2,416   

Timken Co.

     107,270  
30,680   

Toshiba Machine Co., Ltd.

     133,593  
675   

United Rentals, Inc.*

     85,394  
10,217   

Ushio, Inc.

     129,683  
     

 

 

 
        3,737,371  
     

 

 

 
  

Commercial & Professional Services - 0.3%

  
7,269   

Aeon Delight Co., Ltd.

     208,815  
5,068   

Recruit Holdings Co., Ltd.

     221,855  
     

 

 

 
        430,670  
     

 

 

 
  

Consumer Durables & Apparel - 0.8%

  
10,419   

Alpine Electronics, Inc.

     152,146  
5,347   

Bandai Namco Holdings, Inc.

     147,260  
802   

Brunswick Corp.

     48,008  
9,800   

Casio Computer Co., Ltd.

     135,407  
220   

Mohawk Industries, Inc.*

     47,485  
4,657   

Sankyo Co., Ltd.

     155,491  
16,676   

Sekisui Chemical Co., Ltd.

     272,111  
2,400   

Sony Corp.

     72,667  
     

 

 

 
                1,030,575  
     

 

 

 


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Consumer Services - 0.3%

 

1,858   

China Lodging Group Ltd. ADR*

   $ 100,388  
400   

Dave & Buster’s Entertainment, Inc.*

     21,784  
7,022   

HIS Co., Ltd.

     187,391  
     

 

 

 
        309,563  
     

 

 

 
  

Diversified Financials - 0.3%

 

6,728   

Deutsche Bank AG*

     133,955  
14,095   

GTY Technology Holdings, Inc. UNIT*

     144,333  
869   

Raymond James Financial, Inc.

     65,114  
     

 

 

 
                343,402  
     

 

 

 
  

Energy - 7.8%

 

3,419   

Anadarko Petroleum Corp.

     237,723  
2,154   

Antero Resources Corp.*

     52,579  
959   

Apache Corp.

     57,367  
7,279   

Baker Hughes, Inc.

     459,159  
6,456   

BP plc

     38,559  
4,613   

Cabot Oil & Gas Corp.

     99,087  
22,626   

Callon Petroleum Co.*

     345,725  
3,317   

Canadian Natural Resources Ltd.

     100,273  
9,631   

Cenovus Energy, Inc.

     131,271  
7,479   

Centennial Resource Development, Inc. Class A*

     136,641  
4,145   

Centennial Resource Development, Inc. Class A*(1)

     69,234  
3,396   

Cimarex Energy Co.

     459,173  
2,716   

Concho Resources, Inc.*

     378,719  
933   

ConocoPhillips Co.

     45,493  
1,899   

Continental Resources, Inc.*

     92,215  
310   

Core Laboratories N.V.

     36,217  
10,684   

Crescent Point Energy Corp.

     124,682  
1,961   

Devon Energy Corp.

     89,304  
5,672   

Diamondback Energy, Inc.*

     596,524  
6,080   

Encana Corp.

     77,581  
2,933   

Energen Corp.*

     158,059  
6,953   

Eni S.p.A.

     106,908  
1,741   

EOG Resources, Inc.

     176,851  
2,867   

EQT Corp.

     173,826  
6,883   

Galp Energia SGPS S.A.

     101,416  
13,518   

Gazprom PJSC ADR

     67,072  
3,774   

Halliburton Co.

     213,495  
1,255   

Helmerich & Payne, Inc.

     89,306  
1,249   

Hess Corp.

     67,671  
8,655   

Husky Energy, Inc.*

     111,501  
6,143   

Inpex Corp.

     60,282  
8,662   

Japan Petroleum Exploration Co., Ltd.

     194,577  
33,564   

Kelt Exploration Ltd.*

     162,242  
13,242   

Laredo Petroleum, Inc.*

     179,429  
1,047   

Lukoil PJSC ADR

     59,003  
3,093   

Lundin Petroleum AB*

     66,748  
5,786   

Marathon Oil Corp.

     96,916  
794   

Murphy Oil Corp.

     22,955  
7,194   

Newfield Exploration Co.*

     288,336  
2,390   

Noble Energy, Inc.

     95,026  
774   

Novatek PJSC GDR

     98,497  
9,817   

Oil Search Ltd.

     51,270  
938   

ONEOK, Inc.

     51,693  
8,972   

Origin Energy Ltd.

     48,110  
6,516   

Parsley Energy, Inc. Class A*

     229,494  
1,134   

PDC Energy, Inc.*

     83,848  
6,343   

Petrofac Ltd.

     73,447  
2,605   

Peyto Exploration & Development Corp.

     56,694  
1,824   

Pioneer Natural Resources Co.

     328,740  
18,295   

PTT Exploration & Production PCL

     50,921  
14,167   

QEP Resources, Inc.*

     247,073  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

19,743   

Raging River Exploration, Inc.*

   $ 143,530  
1,558   

Resolute Energy Corp.*

     71,652  
10,101   

Rice Energy, Inc.*

     200,303  
19,922   

Rosneft Oil Co. PJSC GDR

     132,099  
3,208   

RSP Permian, Inc.*

     136,533  
83,953   

Saipem S.p.A.*

     43,108  
9,859   

Santos Ltd.

     29,994  
9,278   

Seven Generations Energy Ltd. Class A*

     185,453  
34,920   

Spartan Energy Corp.*

     76,482  
8,360   

Statoil ASA

     155,891  
3,709   

Suncor Energy, Inc.

     115,127  
11,169   

Surgutneftegas OJSC ADR

     60,027  
18,891   

Synergy Resources Corp.*

     162,652  
1,496   

Tatneft PJSC ADR

     60,988  
5,579   

TechnipFMC plc*

     185,561  
3,207   

Tenaris S.A.

     54,675  
1,901   

Tenaris S.A. ADR

     66,611  
32,106   

Tidewater Midstream and Infrastructure Ltd.

     38,984  
2,444   

Tourmaline Oil Corp.*

     56,652  
3,497   

Vermilion Energy, Inc.

     144,041  
1,162   

Williams Cos., Inc.

     33,512  
2,557   

Woodside Petroleum Ltd.

     61,308  
29,286   

WPX Energy, Inc.*

     407,954  
     

 

 

 
                10,062,069  
     

 

 

 
  

Food & Staples Retailing - 0.0%

 

620   

Walgreens Boots Alliance, Inc.

     50,803  
     

 

 

 
  

Food, Beverage & Tobacco - 0.3%

 

5,525   

Asahi Group Holdings Ltd.

     194,423  
5,918   

Japan Tobacco, Inc.

     190,888  
     

 

 

 
        385,311  
     

 

 

 
  

Health Care Equipment & Services - 3.7%

 

7,888   

Abbott Laboratories

     329,482  
1,300   

Acadia Healthcare Co., Inc.*

     49,881  
1,020   

Aetna, Inc.

     120,982  
490   

athenahealth, Inc.*

     61,735  
3,689   

Baxter International, Inc.

     176,740  
1,370   

Becton Dickinson and Co.

     242,887  
17,490   

Boston Scientific Corp.*

     420,809  
1,490   

Cardinal Health, Inc.

     111,690  
2,320   

Cerner Corp.*

     124,607  
745   

Cigna Corp.

     108,934  
9,620   

ConvaTec Group plc*(1)

     29,759  
720   

Edwards Lifesciences Corp.*

     69,293  
1,539   

Envision Healthcare Corp.*

     104,652  
1,375   

Essilor International S.A.

     161,310  
3,250   

HCA Holdings, Inc.*

     260,910  
310   

Humana, Inc.

     61,535  
900   

LifePoint Health, Inc.*

     53,415  
1,670   

McKesson Corp.

     232,381  
14,990   

Medipal Holdings Corp.

     242,951  
7,320   

Medtronic plc

     556,466  
3,200   

Olympus Corp.

     110,702  
9,107   

Smith & Nephew plc

     136,238  
2,110   

Stryker Corp.

     260,648  
3,640   

UnitedHealth Group, Inc.

     590,044  
1,060   

WellCare Health Plans, Inc.*

     154,272  
     

 

 

 
        4,772,323  
     

 

 

 
  

Insurance - 1.1%

 

1,353   

Lincoln National Corp.

     91,341  
13,127   

MS&AD Insurance Group Holdings, Inc.

     439,144  
12,567   

Sony Financial Holdings, Inc.

     210,475  
11,121   

T&D Holdings, Inc.

     164,752  
8,685   

Tokio Marine Holdings, Inc.

     362,112  
2,088   

Unum Group

     94,858  
     

 

 

 
                1,362,682  
     

 

 

 


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Materials - 7.6%

 

4,036   

Agnico Eagle Mines Ltd.

   $ 192,517  
1,326   

Albemarle Corp.

     122,841  
60,123   

Alumina Ltd.

     88,589  
247,165   

Aluminum Corp. of China Ltd. Class H*

     127,663  
2,439   

Anglo American Platinum Ltd.*

     63,853  
2,003   

Anglo American plc*

     34,528  
2,176   

AngloGold Ashanti Ltd.*

     27,652  
17,086   

ArcelorMittal*

     133,229  
8,027   

Barrick Gold Corp.

     148,018  
16,477   

BHP Billiton Ltd.

     334,289  
2,247   

BHP Billiton Ltd. ADR

     92,779  
10,227   

BHP Billiton plc

     186,518  
11,715   

Boliden AB

     341,754  
189,995   

China Steel Corp.

     153,832  
2,632   

Cia de Minas Buenaventura SAA ADR

     36,295  
2,197   

Cia Siderurgica Nacional S.A.*

     8,053  
13,408   

Eldorado Gold Corp.*

     47,330  
105,904   

Eregli Demir ve Celik Fabrikalari T.A.S.

     163,188  
1,298   

FMC Corp.

     78,088  
2,669   

Franco-Nevada Corp.

     173,592  
14,381   

Freeport-McMoRan, Inc.*

     239,444  
5,732   

Fresnillo plc

     105,219  
20,400   

Gerdau S.A. (Preference Shares)

     78,982  
41,870   

Glencore plc*

     173,412  
24,479   

Gold Fields Ltd.

     84,647  
12,315   

Goldcorp, Inc.

     199,133  
112,307   

Grupo Mexico S.A.B. de C.V. Series B

     337,888  
11,047   

Hitachi Metals Ltd.

     153,146  
2,633   

Hyundai Steel Co.

     132,040  
2,799   

Impala Platinum Holdings Ltd.*

     11,155  
8,140   

Industrias Penoles S.A.B. de C.V.

     192,458  
984   

JFE Holdings, Inc.

     17,224  
14,109   

JSR Corp.

     241,820  
15,488   

Kinross Gold Corp.*

     60,403  
4,701   

Kobe Steel Ltd.*

     45,726  
757   

Korea Zinc Co., Ltd.

     320,139  
863   

Martin Marietta Materials, Inc.

     198,145  
4,757   

Maruichi Steel Tube Ltd.

     159,515  
7,357   

Mitsubishi Materials Corp.

     251,058  
18,034   

MMC Norilsk Nickel PJSC ADR

     292,483  
11,906   

Newcrest Mining Ltd.

     195,249  
4,786   

Newmont Mining Corp.

     173,636  
6,614   

Nippon Steel & Sumitomo Metal Corp.

     159,778  
31,880   

Norsk Hydro ASA

     181,854  
2,433   

Nucor Corp.

     141,333  
555   

POSCO

     129,717  
2,174   

Randgold Resources Ltd.

     185,053  
4,250   

Rio Tinto Ltd.

     215,600  
7,921   

Rio Tinto plc

     350,924  
6,915   

RPC Group plc

     93,381  
9,974   

Severstal PJSC GDR

     158,434  
82,925   

Sibanye Gold Ltd.

     187,489  
5,629   

Silver Wheaton Corp.

     124,570  
142,731   

South32 Ltd.

     298,734  
23,297   

Sumitomo Metal Mining Co., Ltd.

     315,633  
1,184   

Teck Resources Ltd. Class B

     29,055  
6,311   

ThyssenKrupp AG

     159,875  
68,123   

Turquoise Hill Resources Ltd.*

     245,924  
3,090   

Vale S.A.

     31,556  
3,941   

Voestalpine AG

     167,111  
7,239   

Yamato Kogyo Co., Ltd.

     216,457  
488,136   

Zijin Mining Group Co., Ltd. Class H

     167,022  
     

 

 

 
                9,777,030  
     

 

 

 


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Media - 0.6%

 

20,495   

Nippon Television Holdings, Inc.

   $ 372,852  
45,965   

Septeni Holdings Co., Ltd.

     148,745  
10,469   

TV Asahi Holdings Corp.

     209,595  
     

 

 

 
        731,192  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 6.8%

 

520   

Actelion Ltd.*

     135,768  
2,237   

Aerie Pharmaceuticals, Inc.*

     98,204  
5,605   

Alkermes plc*

     303,287  
3,170   

Allergan plc*

     693,881  
1,170   

Alnylam Pharmaceuticals, Inc.*

     46,788  
25,760   

Arena Pharmaceuticals, Inc.*

     39,670  
21,565   

Astellas Pharma, Inc.

     289,440  
15,010   

AstraZeneca plc ADR

     408,722  
645   

Biogen, Inc.*

     178,820  
13,745   

Bristol-Myers Squibb Co.

     675,704  
4,120   

Celgene Corp.*

     478,538  
1,780   

Chugai Pharmaceutical Co., Ltd.

     52,312  
4,500   

Eisai Co., Ltd.

     248,043  
7,920   

Eli Lilly & Co.

     610,078  
3,286   

Exelixis, Inc.*

     59,542  
880   

Illumina, Inc.*

     140,888  
5,296   

Incyte Corp.*

     641,928  
4,880   

Ironwood Pharmaceuticals, Inc.*

     70,174  
2,810   

Johnson & Johnson

     318,232  
3,781   

Kaken Pharmaceutical Co., Ltd.

     192,220  
3,380   

Medicines Co.*

     121,849  
8,930   

Merck & Co., Inc.

     553,571  
6,870   

Mylan N.V.*

     261,403  
790   

Novartis AG

     58,324  
15,045   

Ono Pharmaceutical Co., Ltd.

     308,668  
2,900   

Patheon N.V.*

     83,201  
955   

Regeneron Pharmaceuticals, Inc.*

     343,122  
1,201   

Roche Holding AG

     284,575  
250   

Samsung Biologics Co., Ltd.*

     34,636  
3,000   

Shionogi & Co., Ltd.

     144,487  
38,000   

Sino Biopharmaceutical Ltd.

     29,825  
1,600   

Takeda Pharmaceutical Co., Ltd.

     67,017  
984   

TESARO, Inc.*

     160,235  
1,277   

Thermo Fisher Scientific, Inc.

     194,602  
2,448   

UCB S.A.

     169,084  
3,260   

Ultragenyx Pharmaceutical, Inc.*

     244,533  
     

 

 

 
        8,741,371  
     

 

 

 
  

Real Estate - 0.6%

 

1,686   

Daito Trust Construction Co., Ltd.

     235,701  
281   

LaSalle Logiport REIT

     267,735  
8,384   

Sumitomo Real Estate Sales Co., Ltd. REIT

     190,772  
     

 

 

 
        694,208  
     

 

 

 
  

Retailing - 1.7%

 

606   

Amazon.com, Inc.*

     499,029  
7,808   

Aoyama Trading Co., Ltd.

     275,199  
1,701   

Expedia, Inc.

     206,825  
2,255   

Hikari Tsushin, Inc.

     206,071  
4,987   

Netflix, Inc.*

     701,721  
2,144   

Shimamura Co., Ltd.

     281,009  
     

 

 

 
        2,169,854  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 4.4%

 

3,551   

Advanced Process Systems Corp.*

     85,675  
5,646   

Amkor Technology, Inc.*

     53,129  
4,820   

Analog Devices, Inc.

     361,211  
1,622   

ASML Holding N.V.

     196,911  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

2,032   

Broadcom Ltd.

   $ 405,384  
1,185   

Cabot Microelectronics Corp.

     79,999  
4,037   

Cavium, Inc.*

     267,290  
1,794   

Cirrus Logic, Inc.*

     108,214  
5,080   

Entegris, Inc.*

     95,250  
16,597   

FormFactor, Inc.*

     206,633  
1,700   

Impinj, Inc.*

     59,857  
7,086   

Inphi Corp.*

     324,680  
5,837   

Integrated Device Technology, Inc.*

     147,034  
7,421   

Intel Corp.

     273,241  
1,553   

Lam Research Corp.

     178,377  
6,054   

MACOM Technology Solutions Holdings, Inc.*

     287,868  
1,054   

Maxim Integrated Products, Inc.

     46,882  
6,540   

MaxLinear, Inc. Class A*

     167,293  
6,886   

Microchip Technology, Inc.

     463,772  
11,453   

Micron Technology, Inc.*

     276,132  
1,725   

Microsemi Corp.*

     91,684  
5,554   

MKS Instruments, Inc.

     366,009  
858   

Monolithic Power Systems, Inc.

     74,852  
1,772   

NVIDIA Corp.

     193,467  
55,800   

Semiconductor Manufacturing International Corp.*

     76,516  
306   

Skyworks Solutions, Inc.

     28,072  
5,800   

Sumco Corp.

     90,678  
2,435   

Taiwan Semiconductor Manufacturing Co., Ltd. ADR

     75,266  
9,662   

Tokyo Seimitsu Co., Ltd.

     316,245  
10,926   

Tower Semiconductor Ltd.*

     231,740  
17,372   

Win Semiconductors Corp.

     52,265  
     

 

 

 
                5,681,626  
     

 

 

 
  

Software & Services - 5.0%

 

2,000   

Akamai Technologies, Inc.*

     137,180  
5,960   

Alibaba Group Holding Ltd. ADR*

     603,808  
335   

Alliance Data Systems Corp.

     76,507  
274   

Alphabet, Inc. Class A*

     224,732  
1,765   

Callidus Software, Inc.*

     32,564  
838   

Cardtronics plc Class A*

     45,738  
5,590   

Dena Co., Ltd.

     124,905  
816   

Electronic Arts, Inc.*

     68,079  
4,902   

Facebook, Inc. Class A*

     638,829  
6,222   

Global Payments, Inc.

     480,836  
3,792   

GrubHub, Inc.*

     157,558  
5,642   

HubSpot, Inc.*

     289,435  
857   

j2 Global, Inc.

     71,825  
11,121   

Match Group, Inc.*

     193,172  
5,673   

Microsoft Corp.

     366,759  
276   

MicroStrategy, Inc. Class A*

     55,559  
1,429   

Mobileye N.V.*

     61,390  
285   

NetEase, Inc. ADR

     72,362  
10,350   

Nexon Co., Ltd.

     157,581  
1,471   

Nintendo Co., Ltd.

     301,087  
8,000   

PayPal Holdings, Inc.*

     318,240  
1,745   

Pegasystems, Inc.

     67,706  
3,465   

Salesforce.com, Inc.*

     274,081  
4,441   

ServiceNow, Inc.*

     402,443  
1,252   

SINA Corp.*

     87,289  
3,000   

Tencent Holdings Ltd.

     78,436  
3,246   

TrueCar, Inc.*

     42,685  
2,914   

Wix.com Ltd.*

     153,131  
5,761   

Workday, Inc. Class A*

     478,681  
3,238   

Yandex N.V. Class A*

     74,927  
4,091   

Zendesk, Inc.*

     97,898  
6,388   

Zillow Group, Inc. Class C*

     226,007  
     

 

 

 
        6,461,430  
     

 

 

 


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Technology Hardware & Equipment - 4.6%

 

6,572   

AAC Technologies Holdings, Inc.

   $ 67,492  
8,700   

Alps Electric Co., Ltd.

     231,731  
6,219   

Amano Corp.

     119,069  
3,594   

Apple, Inc.

     436,132  
5,016   

Applied Optoelectronics, Inc.*

     154,292  
5,102   

Arista Networks, Inc.*

     479,588  
7,716   

Ciena Corp.*

     187,807  
1,787   

Cognex Corp.

     120,730  
1,622   

Coherent, Inc.*

     255,838  
16,580   

EMCORE Corp.

     149,220  
4,777   

Fabrinet*

     201,255  
8,025   

Finisar Corp.*

     237,299  
27,925   

Flex Ltd.*

     437,585  
17,539   

Hosiden Corp.

     135,550  
634   

IPG Photonics Corp.*

     72,904  
4,779   

Itron, Inc.*

     294,864  
1,195   

Largan Precision Co., Ltd.

     170,928  
1,683   

Lumentum Holdings, Inc.*

     63,870  
39,996   

Oclaro, Inc.*

     392,361  
3,866   

Orbotech Ltd.*

     134,885  
15,712   

Pure Storage, Inc. Class A*

     178,645  
3,476   

Quantenna Communications, Inc.*

     65,384  
7,836   

Radware Ltd.*

     115,111  
183   

Samsung Electronics Co., Ltd.

     311,242  
1,265   

Sanmina Corp.*

     49,272  
4,341   

Seagate Technology plc

     195,996  
778,947   

Tongda Group Holdings Ltd.

     217,665  
1,231   

Ubiquiti Networks, Inc.*

     76,814  
5,019   

Western Digital Corp.

     400,165  
     

 

 

 
                5,953,694  
     

 

 

 
  

Telecommunication Services - 0.8%

 

10,522   

KDDI Corp.

     282,709  
14,393   

Nippon Telegraph & Telephone Corp.

     635,772  
3,400   

NTT DoCoMo, Inc.

     81,294  
     

 

 

 
        999,775  
     

 

 

 
  

Transportation - 0.5%

 

8,260   

Japan Airlines Co., Ltd.

     263,024  
2,732   

Knight Transportation, Inc.

     91,249  
1,193   

Ryder System, Inc.

     92,577  
3,781   

XPO Logistics, Inc.*

     169,162  
     

 

 

 
        616,012  
     

 

 

 
  

Total Common Stocks
(cost $62,814,806)

     67,444,440  
     

 

 

 

Corporate Bonds - 1.2%

  
  

Commercial Banks - 0.3%

 

$           350,000   

CIT Group, Inc.
5.50%, 02/15/2019(1)

     368,228  
     

 

 

 
  

Diversified Financial Services - 0.5%

 

564,000   

Ally Financial, Inc.
3.25%, 11/05/2018

     568,230  
     

 

 

 
  

Telecommunications - 0.4%

 

544,000   

Sprint Communications, Inc.
8.38%, 08/15/2017

     561,000  
     

 

 

 
  

Total Corporate Bonds
(cost $1,486,720)

     1,497,458  
     

 

 

 

Foreign Government Obligations - 20.6%

  
  

Austria - 0.4%

 

 EUR        370,000   

Austria Government Bond
3.90%, 07/15/2020(1)(2)

     459,160  
     

 

 

 
  

Belgium - 0.3%

 

330,000   

Belgium Government Bond
2.60%, 06/22/2024(1)(2)

     412,260  
     

 

 

 


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Canada - 1.8%

 

  

Canadian Government Bond

 

 CAD           755,000   

1.25%, 08/01/2017

   $ 582,219  
190,000   

3.50%, 12/01/2045

     177,695  
125,000   

5.00%, 06/01/2037

     136,328  
1,203,370   

Canadian Government Real Return Bond
4.00%, 12/01/2031(3)

     1,399,867  
     

 

 

 
                2,296,109  
     

 

 

 
  

Denmark - 0.2%

 

 DKK        1,055,000   

Denmark Government Bond
4.50%, 11/15/2039

     255,487  
     

 

 

 
  

Finland - 0.3%

 

 EUR           310,000   

Finland Government Bond
3.38%, 04/15/2020(1)(2)

     375,861  
     

 

 

 
  

France - 4.2%

 

  

France Government Bond OAT

 

1,950,332   

1.00%, 07/25/2017(2)(3)

     2,144,206  
832,691   

1.85%, 07/25/2027(2)(3)

     1,116,475  
994,128   

3.15%, 07/25/2032(2)(3)

     1,637,923  
445,000   

3.50%, 04/25/2020(2)

     539,608  
     

 

 

 
        5,438,212  
     

 

 

 
  

Ireland - 0.4%

 

  

Ireland Government Bond

 

215,000   

4.50%, 04/18/2020

     267,099  
190,000   

5.40%, 03/13/2025

     275,951  
     

 

 

 
        543,050  
     

 

 

 
  

Italy - 2.5%

 

  

Italy Buoni Poliennali Del Tesoro

 

575,000   

1.50%, 08/01/2019

     639,843  
1,428,638   

2.60%, 09/15/2023(2)(3)

     1,766,205  
475,000   

4.75%, 08/01/2023(1)(2)

     617,055  
170,000   

5.00%, 09/01/2040(2)

     235,991  
     

 

 

 
        3,259,094  
     

 

 

 
  

Netherlands - 0.5%

 

  

Netherlands Government Bond

 

325,000   

2.00%, 07/15/2024(1)(2)

     396,568  
110,000   

4.00%, 01/15/2037(1)(2)

     182,592  
     

 

 

 
        579,160  
     

 

 

 
  

Norway - 0.9%

 

  

Norway Government Bond

 

 NOK        4,770,000   

3.00%, 03/14/2024(1)(2)

     637,432  
1,920,000   

3.75%, 05/25/2021(1)(2)

     258,909  
1,900,000   

4.25%, 05/19/2017(1)(2)

     232,776  
     

 

 

 
        1,129,117  
     

 

 

 
  

Spain - 0.8%

 

  

Spain Government Bond

 

 EUR           320,000   

1.40%, 01/31/2020

     359,486  
460,000   

4.40%, 10/31/2023(1)(2)

     607,999  
     

 

 

 
        967,485  
     

 

 

 
  

Sweden - 0.5%

 

  

Sweden Government Bond

 

 SEK        2,585,000   

2.50%, 05/12/2025

     342,663  
2,605,000   

5.00%, 12/01/2020

     357,517  
     

 

 

 
        700,180  
     

 

 

 
  

United Kingdom - 7.8%

 

  

United Kingdom Gilt

 

 GBP           195,000   

3.50%, 01/22/2045(2)

     320,838  
120,000   

3.75%, 09/07/2021(2)

     172,366  
140,000   

5.00%, 03/07/2025(2)

     227,981  
  

United Kingdom Gilt Inflation Linked

 

717,269   

0.63%, 03/22/2040(2)(3)

     1,483,086  
677,218   

0.75%, 11/22/2047(2)(3)

     1,642,353  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

 GBP           728,532   

1.13%, 11/22/2037(2)(3)

      $ 1,556,443  
615,587   

1.25%, 11/22/2027(2)(3)

        1,061,046  
672,458   

1.25%, 11/22/2032(2)(3)

        1,307,950  
462,722   

1.25%, 11/22/2055(2)(3)

        1,473,026  
475,719   

2.50%, 07/17/2024(2)(3)

        809,273  
        

 

 

 
           10,054,362  
        

 

 

 
  

Total Foreign Government Obligations
(cost $26,954,143)

        26,469,537  
        

 

 

 

Exchange Traded Funds - 5.6%

     
   Other Investment Pools & Funds - 5.6%      
169,612   

PowerShares DB Agriculture Fund*

        3,460,085  
46,581   

PowerShares DB Energy Fund*

        612,074  
77,870   

PowerShares DB Precious Metals Fund*

        2,884,305  
19,280   

TOPIX Exchange Traded Fund

        266,173  
        

 

 

 
           7,222,637  
        

 

 

 
  

Total Exchange Traded Funds
(cost $7,344,485)

        7,222,637  
        

 

 

 
  

Total Long-Term Investments
(cost $98,600,154)

        102,634,072  

Short-Term Investments - 12.8%

     
   Foreign Government Obligations - 9.4%      
  

Japan Treasury Discount Bill

     
 JPY    390,000,000   

0.01%, 06/20/2017(4)

        3,458,003  
390,000,000   

0.24%, 02/10/2017(4)

        3,454,287  
580,000,000   

0.26%, 04/17/2017(4)

        5,139,670  
        

 

 

 
           12,051,960  
        

 

 

 
  

Other Investment Pools & Funds - 3.4%

     
4,356,002   

Fidelity Institutional Government Fund, Institutional Class

        4,356,002  
        

 

 

 
  

Total Short-Term Investments
(cost $16,986,103)

        16,407,962  
        

 

 

 
  

Total Investments Excluding Purchased Options
(cost $115,586,257)

     92.7%      $ 119,042,034  
  

Total Purchased Options
(cost $1,053,906)

     0.6%      $ 738,762  
     

 

 

    

 

 

 
  

Total Investments
(cost $116,640,163)^

     93.3%      $ 119,780,796  
  

Other Assets and Liabilities

     6.7%        8,587,270  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     128,368,066  
     

 

 

    

 

 

 

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

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $ 6,857,665  

Unrealized Depreciation

     (3,717,032
  

 

 

 

Net Unrealized Appreciation

   $      3,140,633  
  

 

 

 

 


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

* Non-income producing.
(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $4,647,833, which represents 3.6% of total net assets.
(2) These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $21,675,382, which represents 16.9% of total net assets.
(3) The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(4) The rate shown represents current yield to maturity.

OTC Option Contracts Outstanding at January 31, 2017

 

Description  

Counter-

party

     Exercise Price/FX Rate/
Rate
     Expiration
Date
            Number of
Contracts
    Market
Value †
    Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

 

                 

Calls

                   
EUR Call/HUF Put     GSC        7.50   EUR        09/06/17        EUR       3,407,532     $ 5,466     $      $ 5,466  
EUR Call/USD Put     JPM        1.25   EUR        06/04/18        EUR       3,368,991       33,281       87,237        (53,956)  
USD Call/HKD Put     CSFB        7.75   USD        04/12/17        USD       14,037       9,528       8,422        1,106  
USD Call/HKD Put     CSFB        7.75   USD        03/31/17        USD       21,348       15,225       13,343        1,882  
USD Call/HKD Put     CSFB        7.75   USD        05/09/17        USD       26,000       16,353       19,500        (3,147)  
USD Call/HKD Put     CSFB        7.75   USD        03/17/17        USD       30,772       23,742       19,232        4,510  
USD Call/HKD Put     CSFB        7.75   USD        04/12/17        USD       34,343       23,312       26,272        (2,960)  
USD Call/HKD Put     CSFB        7.75   USD        05/15/17        USD       40,000       24,913       30,000        (5,087)  
USD Call/HKD Put     CSFB        7.75   USD        03/31/17        USD       53,000       37,797       41,075        (3,278)  
USD Call/HKD Put     CSFB        7.75   USD        03/17/17        USD       76,193       58,787       57,144        1,643  
USD Call/JPY Put     BOA        115.00   USD        02/25/21        USD       1,888,799       88,320       106,859        (18,539)  
USD Call/JPY Put     BOA        125.00   USD        01/15/19        USD       11,729,040       224,166       294,106        (69,940)  
            

 

 

   

 

 

   

 

 

    

 

 

 

Total Calls

               20,690,055     $ 560,890     $ 703,190      $ (142,300)  
            

 

 

   

 

 

   

 

 

    

 

 

 

Total purchased option contracts

 

             20,690,055     $ 560,890     $ 703,190      $ (142,300)  
            

 

 

   

 

 

   

 

 

    

 

 

 

Written option contracts:

 

                 

Calls

                   

EUR Call/USD Put

    JPM        1.27   EUR        06/04/19        EUR       (2,762,265   $ (69,776   $ (122,317)      $ 52,541  

USD Call/JPY Put

    BOA        145.00   USD        01/15/19        USD       (11,729,040     (70,761     (89,727)        18,966  

USD Call/JPY Put

    BOA        140.00   USD        02/25/21        USD       (1,888,799     (33,934     (44,953)        11,019  
            

 

 

   

 

 

   

 

 

    

 

 

 

Total Calls

               (16,380,104   $ (174,471   $ (256,997)      $ 82,526  
            

 

 

   

 

 

   

 

 

    

 

 

 

Written option contracts:

 

                 

Puts

                   

EUR Call/HUF Put

    GSC        7.50   EUR        09/06/17        EUR       (3,407,532   $     $      $ 0  
            

 

 

   

 

 

   

 

 

    

 

 

 

Total written option contracts

 

             (19,787,636   $ (174,471   $ (256,997)      $ 82,526  
            

 

 

   

 

 

   

 

 

    

 

 

 

 

OTC Swaption Contracts Outstanding at January 31, 2017

 

 
Description   Counter-
party
     Exercise Price/FX
Rate/ Rate
     Expiration
Date
            Number of
Contracts
    Market
Value †
    Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased swaption contracts:

 

                                                           

Puts

 

                 

Interest Rate Swaption

    MSC        0.70%                  11/06/17        JPY       291,885,000     $ 78,871     $ 30,888      $ 47,983  

Total purchased swaption contracts

 

             291,885,000     $ 78,871     $ 30,888      $ 47,983  
            

 

 

   

 

 

   

 

 

    

 

 

 


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Exchange Traded Option Contracts Outstanding at January 31, 2017  
Description    Exercise Price/FX Rate/Rate      Expiration
Date
             Number of
Contracts
    Market
Value †
   

Premiums
Paid
(Received)

by Fund

    Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

 

              

Calls

                 
CBOE SPX Volatility Index      17.00 USD        02/15/17        USD        1,661     $         58,135     $         158,474     $ (100,339
           

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                 

ProShares Short VIX

     30.00 USD        03/17/17        USD        609     $ 4,263     $ 52,089     $ (47,826

ProShares Short VIX

     40.00 USD        06/16/17        USD        323       25,840       55,010       (29,170

ProShares Short VIX

     30.00 USD        06/16/17        USD        458       10,763       54,255       (43,492

Interest Rate Swaption

     0.70 JPY        11/06/17        JPY        291,885,000       78,871       30,888       47,983  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

              291,886,390     $ 119,737     $ 192,242     $ (72,505)  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

 

           3,051     $ 99,001     $ 319,828     $ (220,827)  
           

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                 

CBOE SPX Volatility Index

     14.50 USD        02/15/17        USD        (1,661   $ (357,115   $ (234,133   $ (122,982)  

S&P 500 Index Option

     1,950.00 USD        03/17/17        USD        (9     (1,979     (38,942     36,963  

S&P 500 Index Option

     2,150.00 USD        03/17/17        USD        (8     (6,880     (24,976     18,096  

S&P 500 Index Option

     2,000.00 USD        03/17/17        USD        (4     (1,241     (22,947     21,706  

S&P 500 Index Option

     1,975.00 USD        06/16/17        USD        (9     (14,579     (65,432     50,853  

S&P 500 Index Option

     1,950.00 USD        06/16/17        USD        (5     (6,975     (32,535     25,560  

S&P 500 Index Option

     2,100.00 USD        06/16/17        USD        (4     (12,720     (21,548     8,828  

S&P 500 Index Option

     2,175.00 USD        06/16/17        USD        (4     (18,500     (17,708     (792)  

S&P 500 Index Option

     2,125.00 USD        06/16/17        USD        (4     (13,340     (21,028     7,688  

S&P 500 Index Option

     2,150.00 USD        06/16/17        USD        (4     (15,680     (22,388     6,708  

S&P 500 Index Option

     2,075.00 USD        06/16/17        USD        (4     (10,640     (24,148     13,508  

S&P 500 Index Option

     2,025.00 USD        06/16/17        USD        (4     (8,400     (26,348     17,948  

S&P 500 Index Option

     2,150.00 USD        09/15/17        USD        (4     (25,681     (30,469     4,788  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

              (1,724   $ (493,730   $ (582,602   $ 88,872  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

 

           (1,724   $ (493,730   $ (582,602   $ 88,872  
           

 

 

   

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at January 31, 2017  
Description    Number of
Contracts
             Expiration
Date
     Notional
Amount
    

Market

Value †

     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

                 

Australian 10-Year Bond Future

     16           03/15/2017      $           1,549,492      $           1,556,799      $           7,307  

Australian 3-Year Bond Future

     9           03/15/2017        760,820        763,157        2,337  

BIST 30 Index Future

     30           02/28/2017        76,209        84,956        8,747  

CAC40 10 Euro Future

     31           02/17/2017        1,617,970        1,588,727        (29,243

Canadian Dollar Future

     11           03/14/2017        839,765        845,075        5,310  

DAX Index Future

     4           03/17/2017        1,248,879        1,248,441        (438

Emerging Market (mini MSCI) Index Future

     21           03/17/2017        914,428        960,855        46,427  

Euro Stoxx 50 Future

     7           03/17/2017        250,785        244,377        (6,408

Euro-BOBL Future

     1           03/08/2017        142,898        143,509        611  

Euro-Bund Future

     6           03/08/2017        1,055,951        1,050,116        (5,835

Euro-Oat Future

     2           03/08/2017        323,857        319,251        (4,606

FTSE 100 Index Future

     63           03/17/2017        5,516,824        5,583,838        67,014  

H-SHARES Index Future

     14           02/27/2017        882,135        886,853        4,718  

IBEX 35 Index Future

     6           02/17/2017        612,311        605,049        (7,262

Japan 10-Year Bond Future

     2           03/13/2017        2,663,193        2,654,858        (8,335

KOSPI 200 Index Future

     13           03/09/2017        1,494,583        1,505,722        11,139  

Long Gilt Future

     4           03/29/2017        623,923        623,314        (609

MSCI Taiwan Index Future

     165           02/23/2017        5,789,312        5,857,500        68,188  

NASDAQ 100 E-MINI Future

     5           03/17/2017        499,850        511,275        11,425  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Nikkei 225 Index Future

     6        03/09/2017        1,022,811      $ 1,008,591      $ (14,220

Russell 2000 Mini Index Future

     4        03/17/2017        274,820        271,900        (2,920

S&P 500 (E-Mini) Future

     63        03/17/2017        7,140,720        7,164,675        23,955  

S&P MID 400 E-Mini Index Future

     20        03/17/2017        3,362,939        3,371,000        8,061  

S&P/TSX 60 Index Future

     15        03/16/2017        2,095,227        2,091,988        (3,239

SPI 200 Future

     15        03/16/2017        1,635,914        1,579,842        (56,072

U.S. Treasury 10-Year Note Future

     31        03/22/2017        3,857,056        3,858,531        1,475  

U.S. Treasury 2-Year Note Future

     3        03/31/2017        650,209        650,391        182  

U.S. Treasury 5-Year Note Future

     18        03/31/2017        2,119,251        2,121,609        2,358  

U.S. Treasury Long Bond Future

     44        03/22/2017        6,637,556        6,637,125        (431

U.S. Ultra Bond Future

     36        03/22/2017        5,807,275        5,784,750        (22,525
              

 

 

 

Total

 

   $ 107,111  
              

 

 

 

Short position contracts:

              

Amsterdam Index Future

     33        02/17/2017      $ 3,427,737      $ 3,383,519      $ 44,218  

British Pound Future

     40        03/13/2017        3,076,559        3,147,750        (71,191

Canadian Government 10-Year Bond Future

     23        03/22/2017        2,413,844        2,429,295        (15,451

EAFE (mini MSCI) Index Future

     22        03/17/2017        1,854,029        1,901,240        (47,211

Euro BUXL 30-Year Bond Future

     2        03/08/2017        355,694        360,985        (5,291

Euro FX Future

     28        03/13/2017        3,693,015        3,787,350        (94,335

Euro-Schatz Future

     98        02/24/2017        11,563        3,174        8,389  

FTSE/MIB Index Future

     7        03/17/2017        733,967        701,734        32,233  

Hang Seng Index Future

     28        02/27/2017        4,134,239        4,209,978        (75,739

Japan Yen Future

     49        03/13/2017        5,264,928        5,440,838        (175,910

Swiss Franc Future

     18        03/13/2017        2,211,660        2,280,600        (68,940

TOPIX Index Futures

     67        03/09/2017        8,744,555        9,001,771        (257,216
              

 

 

 

Total

 

   $ (726,444 ) 
              

 

 

 
              
              

 

 

 

Total futures contracts

 

   $         (619,333)  
              

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2017

 

 
Reference Entity    Counter-
party
   

Notional

Amount (a)

    

(Pay)/Receive
Fixed

Rate/Implied
Credit

Spread (b)

     Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    

Market

Value †

     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

              

Sell protection:

 

                    

CDX.EMS.26

     GSC       USD        910,000        1.00%        12/20/21      $      $ (59,122)      $ (52,950)      $ 6,172  

CDX.EMS.26

     BCLY       USD        1,450,000        1.00%        12/20/21               (84,373)        (84,372)        1  

CDX.EMS.26

     GSC       USD        900,000        1.00%        12/20/21               (51,059)        (52,369)        (1,310)  

ITRAXX.SEN.FIN.26

     MSC       EUR        2,385,000        1.00%        12/20/21        501               14,804        14,303  

ITRAXX.SEN.FIN.26

     BNP       EUR        2,205,000        1.00%        12/20/21        1,485               13,686        12,201  

ITRAXX.SEN.FIN.26

     MSC       EUR        210,000        1.00%        12/20/21               (1,145)        1,304        2,449  

ITRAXX.SEN.FIN.26

     BNP       EUR        1,940,000        1.00%        12/20/21        10,990               12,025        1,035  

ITRAXX.SEN.FIN.26

     MSC       EUR        120,000        1.00%        12/20/21        399               745        346  

ITRAXX.SEN.FIN.26

     GSC       EUR        1,925,000        1.00%        12/20/21        14,253               11,969        (2,284)  
                

 

 

    

 

 

    

 

 

    

 

 

 

Total

                 $     27,628      $     (195,699)      $     (135,158)      $     32,913  
                

 

 

    

 

 

    

 

 

    

 

 

 
                         
                

 

 

    

 

 

    

 

 

    

 

 

 

Total traded indices

 

              $ 27,628      $ (195,699)      $ (135,158)      $ 32,913  
                

 

 

    

 

 

    

 

 

    

 

 

 
                         
                

 

 

    

 

 

    

 

 

    

 

 

 

Total OTC contracts

 

              $ 27,628      $ (195,699)      $ (135,158)      $ 32,913  
                

 

 

    

 

 

    

 

 

    

 

 

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

(b) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on January 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2017

 

        Reference Entity      Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
    Expiration
Date
     Cost Basis     

Market

Value †

     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

                   

Buy protection:

                   

CDX.NA.HY.27

     USD        4,865,000        (5.00%)       12/20/21      $ 246,104      $ 322,030      $ 75,926  

ITRAXX.XOV.26

     EUR        2,370,000        (5.00%)       12/20/21        191,736        232,194        40,458  
             

 

 

    

 

 

    

 

 

 

Total

 

   $ 437,840      $ 554,224      $ 116,384  
             

 

 

    

 

 

    

 

 

 

Credit default swaps on indices:

                   

Sell protection:

                   

CDX.NA.IG.27

     USD        17,460,000        1.00%       12/20/21      $ 220,101      $ 285,117      $ 65,016  

ITRAXX.EUR.26

     EUR        9,040,000        1.00%       12/20/21        135,665        134,986        (679
             

 

 

    

 

 

    

 

 

 

Total

 

   $ 355,766      $       420,103      $ 64,337  
             

 

 

    

 

 

    

 

 

 
                   
             

 

 

    

 

 

    

 

 

 

Total

 

   $       793,606      $ 974,327      $       180,721  
             

 

 

    

 

 

    

 

 

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

 

Cross Currency Swap Contracts Outstanding at January 31, 2017

 

 
    Receive    Pay   Maturity
Date (1)
    Counter-
party
    Notional
Amount of
Currency
Received
    Notional
Amount of
Currency
Delivered
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
   

Market

Value †

    Unrealized
Appreciation/
(Depreciation)
 
Fixed Rate equal to 0.200% based on the notional amount of currency delivered    Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered     06/21/18       MSC      
NZD
55,870,000
 
 
   
USD
39,807,375
 
 
  $       $      (944,208)     $ 1,194,249     $ 2,138,457  
Fixed Rate equal to 0.200% based on the notional amount of currency delivered    Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered     06/21/18       MSC      
USD
39,807,375
 
 
   
NZD
55,870,000
 
 
    944,208             (1,184,440)       (2,128,648
            

 

 

   

 

 

   

 

 

   

 

 

 

Total

             $ 944,208     $ (944,208)     $ 9,809     $ 9,809  
            

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.

 

OTC Interest Rate Swap Contracts Outstanding at January 31, 2017

 

 

Counter-

party

  

Payments made

by Fund

  Payments received
by Fund
         Notional
Amount
   

Expiration

Date

    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 

JPM

   6M CHF LIBOR   0.00% Fixed     CHF       1,740,000       03/16/26     $         —     $         —     $       1,641     $       1,641  
            

 

 

   

 

 

   

 

 

   

 

 

 


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

   

Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2017

 

        
Payments made
by Fund
 

Payments received by

Fund

  

Notional Amount

     Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    

Market

Value †

     Unrealized
Appreciation/
(Depreciation)
 

0.96% Fixed

  6M EURIBOR    EUR      8,855,000        12/15/23      $                 —      $         —        $              24,424      $ 24,424  

1.80% Fixed

  6M EURIBOR    EUR      4,065,000        12/16/31                      47,230        47,230  

6M EURIBOR

  1.52% Fixed    EUR      12,250,000        12/20/26                      (65,305)        (65,305
             

 

 

    

 

 

    

 

 

    

 

 

 

Total

              $      $      $               6,349      $             6,349  
             

 

 

    

 

 

    

 

 

    

 

 

 

 

OTC Total Return Swap Contracts Outstanding at January 31, 2017

 

 
Reference Entity    Counter-
party
  

Notional Amount

     Payments
received
(paid) by
the Fund
     Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 
iPath S&P 500 VIX    MSC      USD        34,417       
1M LIBOR
- 3.00%
 
 
     11/15/17      $             —      $        $      3,170      $ 3,170  
iPath S&P 500 VIX    MSC      USD        19,762       
1M LIBOR
- 3.00%
 
 
     11/21/17                      1,041        1,041  
iPath S&P 500 VIX    MSC      USD        25,118       
1M LIBOR
- 3.00%
 
 
     12/06/17                      3,076        3,076  
iPath S&P 500 VIX    MSC      USD        40,316       
1M LIBOR
- 3.00%
 
 
     01/31/18                             0  
iPath S&P 500 VIX    MSC      USD        55,585       
1M LIBOR
- 3.00%
 
 
     11/07/17                      6,608        6,608  
iPath S&P 500 VIX    MSC      USD        33,192       
1M LIBOR
- 3.00%
 
 
     11/09/17                      3,946        3,946  
iPath S&P 500 VIX    MSC      USD        32,534       
1M LIBOR
- 3.00%
 
 
     12/14/17                      2,996        2,996  
iPath S&P 500 VIX    MSC      USD        45,972       
1M LIBOR
- 3.00%
 
 
     01/04/18                      6,355        6,355  
iPath S&P 500 VIX    MSC      USD        22,117       
1M LIBOR
- 3.00%
 
 
     01/30/18                      774        774  
iPath S&P 500 VIX    BNP      USD        6,680,144           01/31/18                             0  
iShares MSCI ACWI ETF    BNP      USD        8,552,706       
1M LIBOR
+ 0.11%
 
 
     03/31/17                      (2,402)        (2,402)  
iShares MSCI ACWI ETF    GSC      USD        225,222       

1M LIBOR

- 0.08%

 

 

     11/30/17                      (63)        (63)  
MSCI Indices US$ Health Care    GSC      USD        12,117,206       
1M LIBOR
+ 0.19%
 
 
     04/28/17                      125,385        125,385  
MSCI Indices US$ Health Care    BNP      USD        78,698       
1M LIBOR
+ 0.30%
 
 
     10/31/17                      814        814  
MSCI Indices US$ Health Care    BNP      USD        247,296       
1M LIBOR
+ 0.30%
 
 
     11/30/17                      2,559        2,559  
S&P GSCI Total Return Index    GSC      USD        14,451,398       
1M LIBOR
+ 0.10%
 
 
     04/28/17                             0  
S&P GSCI Total Return Index    BOA      USD        232,766       
1M LIBOR
+ 0.18%
 
 
     08/31/17                             0  
S&P GSCI Total Return Index    BOA      USD        126,166       
1M LIBOR
+ 0.20%
 
 
     10/31/17                             0  
S&P GSCI Total Return Index    BOA      USD        414,593       
1M LIBOR
+ 0.32%
 
 
     11/30/17                             0  
S&P Index Energy    GSC      USD        6,473,698        1M LIBOR        04/28/17                             0  
S&P Index Energy    BOA      USD        658,083       
1M LIBOR
+ 0.18%
 
 
     08/31/17                             0  
S&P Index Energy    BOA      USD        524,846       
1M LIBOR
+ 0.30%
 
 
     12/31/17                             0  
USD/CNH Volatility Index    DEUT      USD        10,000           12/13/17                      (4)        (4)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total

                  $      $             —      $       154,255      $       154,255  
                 

 

 

    

 

 

    

 

 

    

 

 

 


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

           Foreign Currency Contracts Outstanding at January 31, 2017  
Currency    Buy / Sell      Delivery Date    Counterparty    Contract
Amount
     Market Value †      Unrealized
Appreciation/
    (Depreciation)    
 

AUD

     Buy       02/28/17    CBK    $ 542,199      $ 543,407      $ 1,208  

AUD

     Buy       02/28/17    NAB      543,095        544,165        1,070  

BRL

     Buy       02/02/17    MSC      594,141        623,239        29,098  

BRL

     Buy       02/02/17    BCLY      816,485        832,570        16,085  

BRL

     Buy       02/02/17    SSG      408,068        413,907        5,839  

BRL

     Buy       02/02/17    BOA      422,130        418,664        (3,466)  

BRL

     Buy       02/02/17    MSC      834,666        827,813        (6,853)  

BRL

     Buy       03/02/17    MSC      1,441,217        1,440,742        (475)  

BRL

     Sell       02/02/17    BCLY      839,463        832,571        6,892  

BRL

     Sell       02/02/17    MSC      1,451,897        1,451,052        845  

BRL

     Sell       02/02/17    BOA      408,985        418,664        (9,679)  

CAD

     Buy       02/28/17    BMO      255,734        257,514        1,780  

CAD

     Buy       02/28/17    GSC      844,044        845,569        1,525  

CAD

     Sell       02/28/17    BMO      2,746,659        2,765,777        (19,118)  

CHF

     Buy       02/28/17    BNP      460,777        460,442        (335)  

CHF

     Sell       02/28/17    SCB      715,830        723,552        (7,722)  

CNH

     Buy       02/13/17    CIB      2,769,803        2,775,555        5,752  

CNH

     Buy       12/18/17    CIB      1,686,190        1,716,247        30,057  

CNH

     Buy       01/03/18    NOM      1,860,014        1,919,301        59,287  

CNH

     Sell       02/13/17    BOA      2,830,079        2,775,555        54,524  

CNH

     Sell       03/07/17    JPM      2,735,879        2,765,453        (29,574)  

CNH

     Sell       03/08/17    SCB      1,880,511        1,844,947        35,564  

CNH

     Sell       03/29/17    JPM      4,717,485        4,617,093        100,392  

CNH

     Sell       04/06/17    BCLY      4,843,252        4,932,871        (89,619)  

CNH

     Sell       04/12/17    SCB      3,889,683        3,943,739        (54,056)  

CNH

     Sell       07/12/17    SCB      4,575,067        4,634,768        (59,701)  

CNH

     Sell       12/18/17    HSBC      1,677,807        1,716,247        (38,440)  

CNH

     Sell       01/03/18    NOM      1,882,402        1,919,301        (36,899)  

CNY

     Buy       02/13/17    BOA      2,821,142        2,755,663        (65,479)  

CNY

     Buy       03/07/17    CIB      2,731,395        2,750,582        19,187  

CNY

     Buy       03/08/17    SCB      1,873,566        1,834,302        (39,264)  

CNY

     Buy       03/29/17    JPM      4,698,913        4,596,946        (101,967)  

CNY

     Buy       04/06/17    BCLY      4,835,870        4,917,988        82,118  

CNY

     Buy       04/12/17    SCB      3,898,626        3,959,110        60,484  

CNY

     Buy       07/12/17    SCB      4,559,836        4,650,017        90,181  

CNY

     Buy       12/18/17    HSBC      1,672,511        1,732,853        60,342  

CNY

     Buy       01/03/18    NOM      1,881,311        1,944,336        63,025  

CNY

     Sell       02/13/17    CIB      2,755,991        2,755,662        329  

CNY

     Sell       12/18/17    CIB      1,683,435        1,732,854        (49,419)  

CNY

     Sell       01/03/18    NOM      1,861,993        1,944,336        (82,343)  

DKK

     Sell       02/28/17    BCLY      263,909        265,079        (1,170)  

EUR

     Buy       02/28/17    UBS      1,863,067        1,885,664        22,597  

EUR

     Buy       03/15/17    SSG      98,202        99,506        1,304  

EUR

     Sell       02/28/17    UBS      14,559,679        14,736,275        (176,596)  

GBP

     Sell       02/28/17    MSC      10,363,883        10,378,492        (14,609)  

HUF

     Sell       02/28/17    BCLY      601,086        603,743        (2,657)  

INR

     Buy       02/28/17    BCLY      603,037        605,308        2,271  

JPY

     Sell       02/10/17    CSFB      3,834,243        3,454,880        379,363  

JPY

     Sell       02/28/17    BCLY      14,938,771        15,048,542        (109,771)  

JPY

     Sell       04/17/17    JPM      5,102,225        5,152,892        (50,667)  

JPY

     Sell       06/20/17    MSC      3,790,207        3,475,964        314,243  

KRW

     Buy       02/28/17    BCLY      577,601        579,470        1,869  

KRW

     Sell       02/28/17    BCLY      599,021        600,960        (1,939)  

KRW

     Sell       02/28/17    BOA      571,865        579,470        (7,605)  

MXN

     Buy       02/28/17    JPM      536,240        551,895        15,655  

MXN

     Buy       02/28/17    SSG      391,166        396,429        5,263  

MXN

     Sell       02/28/17    JPM      386,987        396,428        (9,441)  

NOK

     Buy       02/28/17    BCLY      274,551        277,700        3,149  

NOK

     Sell       02/28/17    BCLY      1,167,860        1,181,253        (13,393)  

NZD

     Buy       02/28/17    NAB      1,015,752        1,029,964        14,212  

PLN

     Sell        02/28/17    BCLY      600,202        608,986        (8,784)  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

SEK

     Buy                         02/28/17        BOA                             340,945      $ 344,526        3,581  

SEK

     Sell                         02/28/17        BOA           1,459,268                    1,474,594        (15,326)  

SGD

     Sell                         02/28/17        SCB        605,989        610,366        (4,377)  

TRY

     Buy                         02/28/17        SCB        1,299        1,315        16   

TWD

     Buy                         02/24/17        BOA        1,472,072        1,472,174        102   

TWD

     Buy                         02/24/17        SCB        1,461,907        1,460,842        (1,065)  

TWD

     Sell                         02/24/17        JPM        1,476,122        1,475,046        1,076   

TWD

     Sell                         02/24/17        SCB        624,661        624,206        455   

TWD

     Sell                         02/24/17        BOA        1,449,678        1,457,969        (8,291)  

ZAR

     Buy                         02/28/17        MSC        838,749        840,764        2,015   

ZAR

     Buy                         02/28/17        SCB        645,308        637,681        (7,627)  
                 

 

 

 

Total

                  $               365,028   
                 

 

 

 
 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)

    

Counterparty Abbreviations:

    
BCLY  

Barclays

  
BMO  

Bank of Montreal

  
BNP  

BNP Paribas Securities Services

  
BOA  

Banc of America Securities LLC

  
CBK  

Citibank NA

  
CIB  

Canadian Imperial Bank of Commerce

  
CIB  

Credit Agricole

  
CSFB  

Credit Suisse First Boston Corp.

  
DEUT  

Deutsche Bank Securities, Inc.

  
GSC  

Goldman Sachs & Co.

  
HSBC  

HSBC Bank USA

  
JPM  

JP Morgan Chase & Co.

  
MSC  

Morgan Stanley

  
NAB  

National Australia Bank Limited

  
NOM  

Nomura International

  
SCB  

Standard Chartered Bank

  
SSG  

State Street Global Markets LLC

  
UBS  

UBS AG

  

Currency Abbreviations:

    
AUD  

Australian Dollar

  
BRL  

Brazilian Real

  
CAD  

Canadian Dollar

  
CHF  

Swiss Franc

  
CNH  

Chinese Renminbi

  
CNY  

Chinese Yuan

  
DKK  

Danish Krone

  
EUR  

Euro

  
GBP  

British Pound

  
HUF  

Hungarian Forint

  
INR  

Indian Rupee

  
JPY  

Japanese Yen

  
KRW  

South Korean Won

  
MXN  

Mexican Peso

  
NOK  

Norwegian Krone

  
NZD  

New Zealand Dollar

  
PLN  

Polish Zloty

  
SEK  

Swedish Krona

  
SGD  

Singapore Dollar

  
TRY  

Turkish Lira

  
TWD  

Taiwanese Dollar

  
USD  

United States Dollar

  
ZAR  

South African Rand

  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Index Abbreviations:

    
BIST  

Borsa Istanbul 100 Index

  
CAC  

Cotation Assistee en Continu

  
CBOE  

Chicago Board Options Exchange

  
DAX  

Deutscher Aktien Index

  
EAFE  

Europe, Australasia and Far East

  
GSCI  

Goldman Sachs Commodity

  
IBEX  

Spanish Stock Index

  
KOSPI  

Korea Composite Stock Price

  
MSCI  

Morgan Stanley Capital International

  
S&P  

Standard & Poors

  
SPX  

Standard and Poor’s 500 Index

  
TOPIX  

Tokyo Stock Price Index

  
TSX  

Toronto Stock Exchange

  

Other Abbreviations:

    
ACWI  

All Country World Index

  
ADR  

American Depositary Receipt

  
CMO  

Collateralized Mortgage Obligation

  
ETF  

Exchange Traded Fund

  
EURIBOR  

Euro Interbank Offered Rate

  
GDR  

Global Depositary Receipt

  
LIBOR  

London Interbank Offered Rate

  
MSCI  

Morgan Stanley Capital International

  
OJSC  

Open Joint Stock Company

  
OTC  

Over-the-Counter

  
PJSC  

Private Joint Stock Company

  
REIT  

Real Estate Investment Trust

  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

           

Common Stocks

           

Automobiles & Components

   $ 2,092,230       $ 159,220       $ 1,933,010       $ —   

Banks

     1,041,249         304,765         736,484         —   

Capital Goods

     3,737,371         1,331,101         2,406,270         —   

Commercial & Professional Services

     430,670         —         430,670         —   

Consumer Durables & Apparel

     1,030,575         95,493         935,082         —   

Consumer Services

     309,563         122,172         187,391         —   

Diversified Financials

     343,402         343,402         —         —   

Energy

     10,062,069         8,483,531         1,509,304         69,234   

Food & Staples Retailing

     50,803         50,803         —         —   

Food, Beverage & Tobacco

     385,311         —         385,311         —   

Health Care Equipment & Services

     4,772,323         4,121,122         651,201         —   

Insurance

     1,362,682         186,199         1,176,483         —   

Materials

     9,777,030         2,952,040         6,824,990         —   

Media

     731,192         —         731,192         —   

Pharmaceuticals, Biotechnology & Life Sciences

     8,741,371         6,761,608         1,979,763         —   

Real Estate

     694,208         —         694,208         —   

Retailing

     2,169,854         1,407,575         762,279         —   

Semiconductors & Semiconductor Equipment

     5,681,626         5,060,247         621,379         —   

Software & Services

     6,461,430         5,799,421         662,009         —   

Technology Hardware & Equipment

     5,953,694         4,700,017         1,253,677         —   

Telecommunication Services

     999,775         —         999,775         —   

Transportation

     616,012         352,988         263,024         —   

Corporate Bonds

     1,497,458         —         1,497,458         —   

Foreign Government Obligations

     26,469,537         —         26,469,537         —   

Exchange Traded Funds

     7,222,637         6,956,464         266,173         —   

Short-Term Investments

     16,407,962         4,356,002         12,051,960         —   

Purchased Options

     738,762         94,738         639,761         4,263   

Foreign Currency Contracts(2)

     1,492,755         —         1,492,755         —   

Futures Contracts(2)

     354,094         354,094         —         —   

Swaps - Credit Default(2)

     217,907         —         217,907         —   

Swaps - Cross Currency(2)

     2,138,457         —         2,138,457         —   

Swaps - Interest Rate(2)

     73,295         —         73,295         —   

Swaps - Total Return(2)

     156,724         —         156,724         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 124,214,028       $ 53,993,002       $ 70,147,529       $ 73,497   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (1,127,727)      $ —       $ (1,127,727)      $             —   

Futures Contracts(2)

     (973,427)        (973,427)        —         —   

Swaps - Credit Default(2)

     (4,273)        —         (4,273)        —   

Swaps - Cross Currency(2)

     (2,128,648)        —               (2,128,648)        —   

Swaps - Interest Rate(2)

     (65,305)        —         (65,305)        —   

Swaps - Total Return(2)

     (2,469)        —         (2,469)        —   

Written Options

     (668,201)        (493,730)        (174,471)        —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         (4,970,050)      $       (1,467,157)      $ (3,502,893)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between Level 1 and Level 2 and investments valued at $62,423 were transferred from Level 1 to Level 3 due to the unavailability of active market pricing.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2017 is not presented.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.


 

  The Hartford Short Duration Fund

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Asset & Commercial Mortgage Backed Securities - 13.2%

  
  

Asset-Backed - Automobile - 0.8%

  
  

AmeriCredit Automobile Receivables Trust

  
$          380,000   

1.81%, 10/08/2020

   $ 381,152  
2,000,000   

2.72%, 09/09/2019

     2,010,118  
151,399   

Chesapeake Funding LLC
1.22%, 01/07/2025(1)(2)

     151,309  
111,998   

Credit Acceptance Automotive Loan Trust
1.55%, 10/15/2021(1)

     112,007  
  

GM Financial Automobile Leasing Trust

  
1,055,000   

1.97%, 05/20/2020

     1,044,714  
1,905,000   

2.14%, 06/20/2019

     1,908,662  
699,770   

M&T Bank Automotive Receivables Trust
1.57%, 08/15/2018(1)

     699,845  
413,060   

Prestige Automotive Receivables Trust
1.52%, 04/15/2020(1)

     413,181  
655,000   

Westlake Automobile Receivables Trust
2.30%, 11/15/2019(1)

     655,267  
     

 

 

 
        7,376,255  
     

 

 

 
  

Asset-Backed - Credit Card - 0.4%

  
2,480,000   

Golden Credit Card Trust
1.60%, 09/15/2021(1)

     2,453,753  
1,645,000   

Synchrony Credit Card Master Note Trust
2.04%, 03/15/2022

     1,653,581  
     

 

 

 
        4,107,334  
     

 

 

 
  

Asset-Backed - Finance & Insurance - 7.5%

  
3,000,000   

American Tower Trust I
1.55%, 03/15/2043(1)

     2,995,200  
  

Apidos CLO

  
2,250,000   

2.12%, 04/15/2025(1)(2)

     2,244,901  
3,110,000   

2.33%, 04/17/2026(1)(2)

     3,108,429  
  

Carlyle Global Market Strategies Ltd.

  
870,000   

2.17%, 04/18/2025(1)(2)

     868,745  
2,500,000   

2.82%, 04/17/2025(1)(2)

     2,508,482  
2,750,000   

3.13%, 07/20/2023(1)(2)

     2,750,685  
1,500,000   

Cent CLO Ltd.
2.52%, 01/25/2026(1)(2)

     1,499,246  
  

CIFC Funding Ltd.

  
2,125,000   

2.17%, 04/16/2025(1)(2)

     2,125,047  
2,180,000   

2.41%, 08/14/2024(1)(2)

     2,178,112  
3,470,000   

2.79%, 01/29/2025(1)(2)

     3,477,575  
1,689,900   

DB Master Finance LLC
3.26%, 02/20/2045(1)

     1,694,907  
1,460,000   

Dryden Senior Loan Fund
2.37%, 04/18/2026(1)(2)

     1,460,064  
435,000   

Ford Credit Floorplan Master Owner Trust A
1.40%, 02/15/2019

     434,957  
57,791   

Hasco NIM Cayman Co.
6.25%, 12/26/2035*(1)(3)

      
3,250,000   

Limerock CLO Ltd.
2.31%, 04/18/2026(1)(2)

     3,248,375  
180,481   

Long Beach Asset Holdings Corp.
5.78%, 04/25/2046*(1)(3)

      
4,680,000   

Magnetite CLO Ltd.
2.99%, 07/25/2026(1)(2)

     4,704,678  
2,670,000   

MMAF Equipment Finance LLC
1.59%, 02/08/2022(1)

     2,660,109  
  

Nationstar HECM Loan Trust

  
374,016   

2.01%, 08/25/2026(1)

     373,350  
741,313   

2.24%, 06/25/2026(1)

     745,251  
416,125   

2.98%, 02/25/2026(1)

     416,285  
4,205,000   

NRZ Advance Receivables Trust
3.11%, 12/15/2050(1)

     4,196,977  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$            2,500,000   

Octagon Investment Partners Ltd.
2.14%, 07/17/2025(1)(2)

   $ 2,496,320  
1,540,000   

Ocwen Master Advance Receivables Trust
3.21%, 11/15/2047(1)

     1,539,318  
2,500,000   

Race Point CLO Ltd.
2.48%, 05/24/2023(1)(2)

     2,520,457  
2,060,000   

SBA Tower Trust
2.90%, 10/15/2044(1)

     2,074,268  
1,145,000   

SoFi Consumer Loan Program LLC
3.28%, 01/26/2026(1)

     1,147,009  
547,761   

Springleaf Funding Trust
2.41%, 12/15/2022(1)

     548,531  
3,840,000   

SPS Servicer Advance Receivables Trust
2.75%, 11/15/2049(1)

     3,818,333  
102,500   

Structured Asset Securities Corp.
0.92%, 02/25/2036(2)

     102,439  
4,035,000   

Symphony CLO L.P.
2.51%, 01/09/2023(1)(2)

     4,055,361  
2,500,000   

Verizon Owner Trust
1.42%, 01/20/2021(1)

     2,481,975  
1,910,000   

Vibrant CLO Ltd.
2.51%, 04/20/2026(1)(2)

     1,909,035  
     

 

 

 
                66,384,421  
     

 

 

 
  

Asset-Backed - Home Equity - 0.8%

  
788,802   

Accredited Mortgage Loan Trust
1.44%, 01/25/2035(2)

     778,187  
264,474   

Aegis Asset Backed Securities Trust
1.87%, 09/25/2034(2)

     264,182  
1,395,474   

Morgan Stanley Capital I Trust
1.53%, 01/25/2035(2)

     1,379,771  
4,000,000   

NRZ Advance Receivables Trust
2.58%, 10/15/2049(1)

     3,964,612  
107,852   

Renaissance Home Equity Loan Trust
9.79%, 04/25/2037*(1)(2)

     1  
500,942   

Residential Asset Securities Corp.
5.28%, 07/25/2034(2)

     515,426  
     

 

 

 
        6,902,179  
     

 

 

 
  

Commercial Mortgage - Backed Securities - 1.7%

  
2,436,742   

CD Mortgage Trust
5.89%, 11/15/2044(2)

     2,469,739  
117,430   

Citigroup Commercial Mortgage Trust
0.69%, 09/10/2045

     117,363  
  

COMM Mortgage Trust

  
103,420   

0.70%, 10/15/2045

     103,333  
602,439   

1.28%, 08/10/2046

     601,258  
954,149   

DBUBS Mortgage Trust
0.75%, 11/10/2046(1)(2)(4)

     20,545  
  

FREMF Mortgage Trust

  
5,065,400   

3.00%, 10/25/2047(1)(2)

     5,026,985  
885,000   

3.82%, 06/25/2047(1)(2)

     909,005  
2,370,000   

4.16%, 09/25/2044(1)(2)

     2,414,670  
  

GS Mortgage Securities Trust

  
9,527   

0.66%, 11/10/2045

     9,524  
168,921   

1.21%, 07/10/2046

     168,909  
  

JP Morgan Chase Commercial Mortgage Securities Trust

  
190,288   

1.30%, 01/15/2046

     190,225  
1,693,514   

3.91%, 05/05/2030(1)

     1,770,180  
680,217   

Morgan Stanley Reremic Trust
1.00%, 03/27/2051(1)

     673,197  
146,371   

UBS-Barclays Commercial Mortgage Trust
0.73%, 08/10/2049

     146,270  
191,980   

WF-RBS Commercial Mortgage Trust
0.67%, 11/15/2045

     191,766  
     

 

 

 
        14,812,969  
     

 

 

 


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Whole Loan Collateral CMO - 2.0%

  
$            1,100,323   

COLT Mortgage Loan Trust
2.80%, 12/26/2046(1)(2)

   $ 1,101,096  
  

Connecticut Avenue Securities

  
533,334   

1.72%, 05/25/2024(2)

     533,805  
977,811   

1.97%, 07/25/2024(2)

     980,044  
2,500,000   

Mortgage Repurchase Agreement Financing Trust
1.93%, 06/10/2019(1)(2)

     2,499,390  
  

New Residential Mortgage Loan Trust

  
1,086,064   

3.25%, 09/25/2056(1)(2)

     1,099,826  
1,055,484   

3.75%, 11/26/2035(1)(2)

     1,094,669  
824,679   

3.75%, 03/25/2056(1)(2)

     835,944  
1,151,914   

3.75%, 11/25/2056(1)(2)

     1,192,786  
  

Towd Point Mortgage Trust

  
2,021,345   

2.25%, 08/25/2055(1)(2)

     2,004,715  
3,318,664   

2.25%, 07/25/2056(1)(2)

     3,283,898  
829,515   

2.75%, 02/25/2055(1)(2)

     831,711  
1,897,824   

2.75%, 04/25/2055(1)(2)

     1,900,776  
818,006   

2.75%, 05/25/2055(1)(2)

     819,393  
     

 

 

 
                18,178,053  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $118,191,776)

     117,761,211  
     

 

 

 

Corporate Bonds - 58.9%

  
  

Aerospace/Defense - 0.0%

  
365,000   

BAE Systems Holdings, Inc.
2.85%, 12/15/2020(1)

     369,419  
     

 

 

 
  

Agriculture - 0.3%

  
2,000,000   

Imperial Brands Finance plc
2.05%, 02/11/2018(1)

     2,002,240  
644,000   

Reynolds American, Inc.
3.25%, 06/12/2020

     660,507  
     

 

 

 
        2,662,747  
     

 

 

 
  

Auto Manufacturers - 3.6%

  
2,500,000   

American Honda Finance Corp.
1.70%, 09/09/2021

     2,413,013  
  

Daimler Finance NA LLC

  
2,000,000   

2.00%, 07/06/2021(1)

     1,938,002  
2,500,000   

2.25%, 09/03/2019(1)

     2,502,460  
  

Ford Motor Credit Co. LLC

  
3,500,000   

2.02%, 05/03/2019

     3,468,591  
2,000,000   

2.46%, 03/27/2020

     1,979,522  
  

General Motors Financial Co., Inc.

  
2,500,000   

3.20%, 07/13/2020

     2,518,265  
2,500,000   

3.20%, 07/06/2021

     2,488,168  
  

Harley-Davidson Financial Services, Inc.

  
840,000   

2.40%, 09/15/2019(1)

     845,032  
2,500,000   

2.85%, 01/15/2021(1)

     2,513,650  
  

Hyundai Capital America

  
2,000,000   

2.00%, 07/01/2019(1)

     1,980,900  
2,490,000   

2.60%, 03/19/2020(1)

     2,481,845  
  

Nissan Motor Acceptance Corp.

  
2,500,000   

2.35%, 03/04/2019(1)

     2,513,897  
1,250,000   

2.55%, 03/08/2021(1)

     1,245,995  
2,000,000   

Toyota Motor Credit Corp.
2.13%, 07/18/2019

     2,011,758  
750,000   

Volkswagen Group of America Finance LLC
2.45%, 11/20/2019(1)

     750,470  
     

 

 

 
        31,651,568  
     

 

 

 
  

Auto Parts & Equipment - 0.1%

  
500,000   

Delphi Automotive plc
3.15%, 11/19/2020

     508,654  
     

 

 

 

 


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Beverages - 0.8%

  
$            4,000,000   

Anheuser-Busch InBev Finance, Inc.
2.65%, 02/01/2021

   $ 4,023,316  
2,500,000   

Anheuser-Busch InBev Worldwide, Inc.
1.72%, 08/01/2018(2)

     2,517,615  
625,000   

Molson Coors Brewing Co.
2.10%, 07/15/2021

     609,619  
     

 

 

 
        7,150,550  
     

 

 

 
  

Biotechnology - 0.5%

  
1,500,000   

Amgen, Inc.
2.13%, 05/01/2020

     1,492,749  
1,055,000   

Biogen, Inc.
2.90%, 09/15/2020

     1,072,173  
2,000,000   

Celgene Corp.
2.88%, 08/15/2020

     2,031,684  
     

 

 

 
                4,596,606  
     

 

 

 
  

Chemicals - 0.5%

  
4,500,000   

Air Liquide Finance S.A.
1.75%, 09/27/2021(1)

     4,341,555  
     

 

 

 
  

Commercial Banks - 21.6%

  
  

ABN Amro Bank N.V.

  
1,500,000   

1.80%, 09/20/2019(1)

     1,480,776  
1,000,000   

2.45%, 06/04/2020(1)

     997,551  
  

Bank of America Corp.

  
3,020,000   

2.15%, 11/09/2020

     2,969,956  
3,500,000   

2.50%, 10/21/2022

     3,382,316  
2,000,000   

2.63%, 10/19/2020

     2,003,214  
2,000,000   

2.63%, 04/19/2021

     1,984,964  
1,500,000   

Bank of Montreal
2.38%, 01/25/2019

     1,514,853  
  

Bank of New York Mellon Corp.

  
1,395,000   

2.09%, 10/30/2023(2)

     1,418,257  
1,500,000   

2.30%, 09/11/2019

     1,515,221  
  

Bank of Nova Scotia

  
2,000,000   

1.65%, 06/14/2019

     1,984,576  
1,000,000   

1.95%, 01/15/2019

     1,002,414  
3,250,000   

Bank of Tokyo-Mitsubishi UFJ Ltd.
2.35%, 09/08/2019(1)

     3,253,178  
3,000,000   

Banque Federative du Credit Mutuel S.A.
2.00%, 04/12/2019(1)

     2,989,329  
  

Barclays plc

  
2,500,000   

2.75%, 11/08/2019

     2,505,337  
1,850,000   

2.88%, 06/08/2020

     1,841,908  
2,625,000   

3.25%, 01/12/2021

     2,627,265  
1,750,000   

BB&T Corp.
2.05%, 05/10/2021

     1,721,218  
  

BNP Paribas S.A.

  
1,500,000   

2.38%, 05/21/2020

     1,496,705  
2,000,000   

2.70%, 08/20/2018

     2,025,698  
  

BPCE S.A.

  
1,390,000   

2.50%, 12/10/2018

     1,401,676  
1,650,000   

2.50%, 07/15/2019

     1,658,597  
2,500,000   

Canadian Imperial Bank of Commerce
1.60%, 09/06/2019

     2,474,642  
1,250,000   

Capital One NA/Mclean VA
2.25%, 09/13/2021

     1,222,138  
  

CIT Group, Inc.

  
2,500,000   

4.25%, 08/15/2017

     2,525,000  
1,250,000   

5.00%, 05/15/2017

     1,262,500  
  

Citigroup, Inc.

  
2,000,000   

2.40%, 02/18/2020

     1,999,884  
965,000   

2.50%, 07/29/2019

     971,217  
4,500,000   

2.65%, 10/26/2020

     4,511,277  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$            770,000   

Citizens Bank NA
2.55%, 05/13/2021

   $ 766,608  
665,000   

Citizens Financial Group, Inc.
2.38%, 07/28/2021

     653,951  
1,555,000   

Compass Bank
2.75%, 09/29/2019

             1,547,671  
  

Cooperatieve Rabobank UA

  
1,650,000   

2.50%, 01/19/2021

     1,648,470  
1,500,000   

2.75%, 01/10/2022

     1,498,206  
1,800,000   

Credit Agricole S.A.
2.75%, 06/10/2020(1)

     1,809,315  
1,250,000   

Credit Suisse AG
1.70%, 04/27/2018

     1,249,149  
2,001,000   

Credit Suisse Group AG
3.57%, 01/09/2023(1)

     1,991,777  
2,000,000   

Credit Suisse Group Funding Guernsey Ltd.
3.45%, 04/16/2021

     2,022,070  
  

Danske Bank A/S

  
1,120,000   

2.00%, 09/08/2021(1)

     1,088,079  
1,250,000   

2.80%, 03/10/2021(1)

     1,259,350  
2,000,000   

Deutsche Bank AG/London
1.88%, 02/13/2018

     1,993,820  
2,600,000   

Discover Bank/Greenwood
3.10%, 06/04/2020

     2,635,282  
2,150,000   

DNB Bank ASA
2.38%, 06/02/2021(1)

     2,128,627  
  

Fifth Third Bancorp

  
1,100,000   

2.25%, 06/14/2021

     1,085,985  
4,250,000   

2.38%, 04/25/2019

     4,285,632  
  

Goldman Sachs Group, Inc.

  
1,225,000   

2.35%, 11/15/2021

     1,193,097  
660,000   

2.63%, 04/25/2021

     655,472  
545,000   

2.75%, 09/15/2020

     548,262  
1,005,000   

2.88%, 02/25/2021

     1,007,680  
4,000,000   

3.00%, 04/26/2022

     3,973,344  
  

HSBC Holdings plc

  
1,800,000   

2.95%, 05/25/2021

     1,802,362  
1,150,000   

3.40%, 03/08/2021

     1,171,825  
  

HSBC USA, Inc.

  
2,090,000   

1.63%, 01/16/2018

     2,091,356  
1,550,000   

2.35%, 03/05/2020

     1,545,869  
  

Huntington Bancshares Inc.

  
2,000,000   

2.30%, 01/14/2022

     1,941,144  
1,700,000   

3.15%, 03/14/2021

     1,722,486  
1,785,000   

Huntington National Bank
2.20%, 04/01/2019

     1,789,407  
2,395,000   

ING Bank N.V.
2.50%, 10/01/2019(1)

     2,409,799  
  

JP Morgan Chase & Co.

  
1,800,000   

2.27%, 10/24/2023(2)

     1,830,834  
4,000,000   

2.30%, 08/15/2021

     3,930,556  
3,000,000   

2.40%, 06/07/2021

     2,966,460  
3,000,000   

2.55%, 03/01/2021

     2,990,199  
1,500,000   

2.75%, 06/23/2020

     1,518,776  
  

KeyBank NA

  
1,000,000   

1.60%, 08/22/2019

     987,996  
2,000,000   

2.50%, 12/15/2019

     2,017,350  
905,000   

2.50%, 11/22/2021

     899,092  
  

Manufacturers & Traders Trust Co.

  
1,045,000   

1.99%, 12/28/2020(2)

     1,038,629  
2,500,000   

2.25%, 07/25/2019

     2,521,327  
1,500,000   

Mizuho Financial Group, Inc.
2.63%, 04/12/2021(1)

     1,485,357  
  

Morgan Stanley

  
1,290,000   

2.20%, 12/07/2018

     1,294,924  
2,000,000   

2.44%, 10/24/2023(2)

     2,023,680  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$            920,000   

2.50%, 04/21/2021

   $ 908,426  
1,500,000   

2.65%, 01/27/2020

     1,510,115  
1,750,000   

5.63%, 09/23/2019

     1,895,750  
1,500,000   

6.63%, 04/01/2018

     1,582,038  
1,000,000   

National Australia Bank Ltd.
1.88%, 07/12/2021

     967,377  
1,750,000   

National Bank of Canada
2.10%, 12/14/2018

             1,756,499  
2,000,000   

Nordea Bank AB
1.63%, 09/30/2019(1)

     1,974,924  
  

PNC Bank NA

  
1,750,000   

2.25%, 07/02/2019

     1,763,660  
1,500,000   

2.45%, 11/05/2020

     1,506,684  
2,250,000   

Regions Financial Corp.
3.20%, 02/08/2021

     2,289,319  
  

Royal Bank of Canada

  
2,000,000   

1.63%, 04/15/2019

     1,986,010  
1,250,000   

2.00%, 12/10/2018

     1,255,470  
1,500,000   

2.50%, 01/19/2021

     1,506,231  
  

Santander Holdings USA, Inc.

  
1,115,000   

2.65%, 04/17/2020

     1,106,188  
1,000,000   

2.70%, 05/24/2019

     1,002,417  
2,250,000   

Santander UK plc
2.38%, 03/16/2020

     2,241,556  
  

Skandinaviska Enskilda Banken AB

  
1,250,000   

1.75%, 03/19/2018(1)

     1,248,773  
1,400,000   

2.63%, 11/17/2020(1)

     1,403,517  
  

Societe Generale S.A.

  
1,200,000   

2.63%, 10/01/2018

     1,215,164  
1,800,000   

3.25%, 01/12/2022(1)

     1,787,582  
3,000,000   

Standard Chartered plc
2.40%, 09/08/2019(1)

     2,989,962  
2,200,000   

Sumitomo Mitsui Banking Corp.
2.65%, 07/23/2020

     2,200,689  
  

SunTrust Banks, Inc.

  
1,750,000   

2.50%, 05/01/2019

     1,766,313  
895,000   

2.90%, 03/03/2021

     905,198  
  

Svenska Handelsbanken AB

  
1,010,000   

1.88%, 09/07/2021

     976,393  
2,000,000   

2.25%, 06/17/2019

     2,007,704  
1,500,000   

2.45%, 03/30/2021

     1,493,775  
1,800,000   

Swedbank AB
1.75%, 03/12/2018(1)

     1,799,822  
  

Toronto-Dominion Bank

  
1,500,000   

2.13%, 04/07/2021

     1,478,627  
2,000,000   

2.50%, 12/14/2020

     2,007,918  
  

UBS Group Funding Jersey Ltd.

  
1,000,000   

2.95%, 09/24/2020(1)

     1,000,689  
1,750,000   

3.00%, 04/15/2021(1)

     1,746,530  
  

Wells Fargo & Co.

  
2,000,000   

2.10%, 07/26/2021

     1,944,710  
1,875,000   

2.15%, 01/30/2020

     1,869,495  
3,000,000   

2.27%, 10/31/2023(2)

     3,032,295  
2,500,000   

2.50%, 03/04/2021

     2,474,932  
     

 

 

 
        192,365,694  
     

 

 

 
  

Commercial Services - 0.6%

  
195,000   

Catholic Health Initiatives
1.60%, 11/01/2017

     195,080  
1,870,000   

ERAC USA Finance LLC
2.35%, 10/15/2019(1)

     1,868,597  
  

Total System Services, Inc.

  
2,075,000   

2.38%, 06/01/2018

     2,085,815  
1,500,000   

3.80%, 04/01/2021

     1,547,471  
     

 

 

 
        5,696,963  
     

 

 

 

 


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Construction Materials - 0.2%

  
$            2,000,000   

Fortune Brands Home & Security, Inc.
3.00%, 06/15/2020

   $ 2,018,066  
     

 

 

 
  

Diversified Financial Services - 3.8%

  
1,665,000   

AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust
2.75%, 05/15/2017

     1,669,995  
  

Air Lease Corp.

  
2,705,000   

2.13%, 01/15/2018

             2,713,358  
2,500,000   

2.13%, 01/15/2020

     2,469,250  
3,000,000   

Ally Financial, Inc.
3.25%, 11/05/2018

     3,022,500  
2,500,000   

Capital One Bank USA NA
2.30%, 06/05/2019

     2,511,158  
1,150,000   

Credit Agricole S.A.
2.38%, 07/01/2021(1)

     1,129,321  
3,130,000   

GE Capital International Funding Co.
2.34%, 11/15/2020

     3,138,235  
1,217,000   

General Electric Co.
2.20%, 01/09/2020

     1,231,094  
2,025,000   

LeasePlan Corp. N.V.
2.88%, 01/22/2019(1)

     2,031,280  
2,500,000   

Macquarie Group Ltd.
3.00%, 12/03/2018(1)

     2,534,345  
1,700,000   

National Rural Utilities Cooperative Finance Corp.
1.65%, 02/08/2019

     1,697,674  
  

Nationstar Mortgage LLC / Nationstar Capital Corp.

  
2,000,000   

6.50%, 08/01/2018

     2,030,000  
1,250,000   

6.50%, 07/01/2021

     1,273,438  
2,365,000   

Protective Life Global Funding
1.72%, 04/15/2019(1)

     2,345,978  
1,350,000   

Societe Generale S.A.
2.50%, 04/08/2021(1)

     1,337,066  
  

Synchrony Financial

  
610,000   

2.70%, 02/03/2020

     611,428  
2,255,000   

3.00%, 08/15/2019

     2,287,449  
     

 

 

 
        34,033,569  
     

 

 

 
  

Electric - 1.7%

  
1,000,000   

Ameren Illinois Co.
9.75%, 11/15/2018

     1,137,721  
500,000   

American Electric Power Co., Inc.
1.65%, 12/15/2017

     499,913  
1,200,000   

Commonwealth Edison Co.
6.95%, 07/15/2018

     1,282,716  
  

Dominion Resources, Inc.

  
2,500,000   

2.50%, 12/01/2019

     2,531,120  
490,000   

2.96%, 07/01/2019

     496,547  
395,000   

Emera U.S. Finance L.P.
2.70%, 06/15/2021

     391,967  
1,055,000   

Eversource Energy
2.50%, 03/15/2021

     1,047,925  
805,000   

Exelon Corp.
2.85%, 06/15/2020

     816,281  
2,285,000   

Fortis, Inc.
2.10%, 10/04/2021(1)

     2,211,551  
  

NextEra Energy Capital Holdings, Inc.

  
325,000   

1.65%, 09/01/2018

     324,231  
1,520,000   

2.30%, 04/01/2019

     1,534,461  
3,000,000   

Southern Co.
2.35%, 07/01/2021

     2,953,644  
     

 

 

 
        15,228,077  
     

 

 

 
  

Electronics - 0.2%

  
630,000   

Arrow Electronics, Inc.
3.00%, 03/01/2018

     636,329  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$           850,000   

Fortive Corp.
2.35%, 06/15/2021(1)

   $ 839,187  
     

 

 

 
        1,475,516  
     

 

 

 
  

Engineering & Construction - 0.3%

  
  

SBA Tower Trust

  
1,300,000   

2.24%, 04/15/2043(1)

             1,302,189  
1,310,000   

2.93%, 12/09/2042(1)

     1,311,135  
     

 

 

 
        2,613,324  
     

 

 

 
  

Food - 2.0%

  
4,000,000   

Danone S.A.
2.08%, 11/02/2021(1)

     3,888,984  
330,000   

JM Smucker Co.
2.50%, 03/15/2020

     332,906  
  

Kraft Heinz Foods Co.

  
2,000,000   

2.00%, 07/02/2018

     2,003,358  
1,425,000   

2.80%, 07/02/2020

     1,441,414  
  

Kroger Co.

  
1,415,000   

1.50%, 09/30/2019

     1,394,971  
540,000   

2.60%, 02/01/2021

     538,599  
1,250,000   

7.00%, 05/01/2018

     1,329,900  
2,500,000   

Mondelez International Holdings Netherlands B.V.
2.00%, 10/28/2021(1)

     2,404,687  
3,000,000   

Mondelez International, Inc.
1.55%, 02/01/2019(2)

     2,999,844  
1,195,000   

Tyson Foods, Inc.
2.65%, 08/15/2019

     1,211,068  
     

 

 

 
        17,545,731  
     

 

 

 
  

Forest Products & Paper - 0.3%

  
2,650,000   

Georgia-Pacific LLC
2.54%, 11/15/2019(1)

     2,684,190  
     

 

 

 
  

Healthcare-Products - 0.5%

  
1,680,000   

Medtronic, Inc.
2.50%, 03/15/2020

     1,700,462  
2,750,000   

Zimmer Biomet Holdings, Inc.
2.00%, 04/01/2018

     2,757,926  
     

 

 

 
        4,458,388  
     

 

 

 
  

Healthcare-Services - 1.4%

  
3,350,000   

Aetna, Inc.
2.40%, 06/15/2021

     3,362,221  
4,000,000   

Anthem, Inc.
2.25%, 08/15/2019

     4,016,296  
1,810,000   

Dignity Health
2.64%, 11/01/2019

     1,825,544  
590,000   

Laboratory Corp. of America Holdings
2.63%, 02/01/2020

     592,466  
  

UnitedHealth Group, Inc.

  
1,525,000   

2.13%, 03/15/2021

     1,511,585  
835,000   

2.70%, 07/15/2020

     848,787  
     

 

 

 
        12,156,899  
     

 

 

 
  

Holding Companies-Diversified - 0.3%

  
2,500,000   

Hutchison Whampoa International Ltd.
1.63%, 10/31/2017(1)

     2,493,750  
     

 

 

 
  

Home Furnishings - 0.2%

  
1,400,000   

Whirlpool Corp.
2.40%, 03/01/2019

     1,413,185  
     

 

 

 
  

Housewares - 0.0%

  
355,000   

Newell Brands, Inc.
2.05%, 12/01/2017

     356,220  
     

 

 

 
  

Insurance - 2.7%

  
4,000,000   

American International Group, Inc.
2.30%, 07/16/2019

     4,025,836  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$            1,705,000   

Berkshire Hathaway, Inc.
2.20%, 03/15/2021

   $ 1,704,935  
775,000   

Chubb INA Holdings, Inc.
2.30%, 11/03/2020

     777,138  
  

Marsh & McLennan Cos., Inc.

  
985,000   

2.35%, 09/10/2019

     990,932  
770,000   

2.55%, 10/15/2018

     778,609  
2,300,000   

MassMutual Global Funding II
2.00%, 04/15/2021(1)

             2,246,311  
1,500,000   

Metropolitan Life Global Funding I
1.95%, 09/15/2021(1)

     1,456,700  
  

Principal Life Global Funding

  
2,000,000   

1.50%, 04/18/2019(1)

     1,981,856  
1,255,000   

2.20%, 04/08/2020(1)

     1,250,375  
  

Prudential Financial, Inc.

  
2,000,000   

1.69%, 08/15/2018(2)

     2,007,914  
1,500,000   

2.35%, 08/15/2019

     1,511,459  
390,000   

QBE Insurance Group Ltd.
2.40%, 05/01/2018(1)

     391,510  
861,000   

TIAA Asset Management Finance Co. LLC
2.95%, 11/01/2019(1)

     876,041  
705,000   

Trinity Acquisition plc
3.50%, 09/15/2021

     713,569  
1,445,000   

Unum Group
3.00%, 05/15/2021

     1,441,926  
1,715,000   

Voya Financial, Inc.
2.90%, 02/15/2018

     1,733,349  
     

 

 

 
        23,888,460  
     

 

 

 
  

Internet - 0.2%

  
2,000,000   

Netflix, Inc.
5.50%, 02/15/2022

     2,142,500  
     

 

 

 
  

Iron/Steel - 0.2%

  
1,500,000   

Steel Dynamics, Inc.
5.13%, 10/01/2021

     1,552,500  
     

 

 

 
  

IT Services - 1.3%

  
4,000,000   

Diamond 1 Finance Corp. / Diamond 2 Finance Corp.
3.48%, 06/01/2019(1)

     4,082,296  
  

Hewlett Packard Enterprise Co.

  
2,750,000   

2.85%, 10/05/2018

     2,785,428  
1,250,000   

3.60%, 10/15/2020

     1,283,183  
  

NCR Corp.

  
1,250,000   

4.63%, 02/15/2021

     1,275,000  
2,200,000   

5.00%, 07/15/2022

     2,252,250  
     

 

 

 
        11,678,157  
     

 

 

 
  

Lodging - 0.6%

  
1,500,000   

Marriott International, Inc.
2.30%, 01/15/2022

     1,455,420  
2,000,000   

MGM Resorts International
5.25%, 03/31/2020

     2,102,500  
1,845,000   

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
5.38%, 03/15/2022

     1,886,513  
     

 

 

 
        5,444,433  
     

 

 

 
  

Machinery-Diversified - 0.2%

  
2,000,000   

CNH Industrial Capital LLC
4.38%, 11/06/2020

     2,072,500  
     

 

 

 
  

Media - 1.3%

  
3,000,000   

CBS Corp.
2.30%, 08/15/2019

     3,010,353  
1,685,000   

Charter Communications Operating LLC / Charter Communications Operating Capital
3.58%, 07/23/2020

     1,726,215  
400,000   

Columbus Cable Barbados Ltd.
7.38%, 03/30/2021(1)

     425,000  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$            2,195,000   

Scripps Networks Interactive, Inc.
2.80%, 06/15/2020

   $ 2,214,626  
1,770,000   

Sky plc
2.63%, 09/16/2019(1)

     1,778,409  
  

Viacom, Inc.

  
955,000   

2.20%, 04/01/2019

     952,791  
1,500,000   

2.75%, 12/15/2019

     1,503,717  
     

 

 

 
                11,611,111  
     

 

 

 
  

Mining - 0.3%

  
1,500,000   

Anglo American Capital plc
4.13%, 04/15/2021(1)

     1,522,500  
1,015,000   

Freeport-McMoRan, Inc.
2.38%, 03/15/2018

     1,011,955  
     

 

 

 
        2,534,455  
     

 

 

 
  

Miscellaneous Manufacturing - 0.2%

  
1,500,000   

Pentair Finance S.A.
2.90%, 09/15/2018

     1,519,020  
     

 

 

 
  

Office/Business Equipment - 0.4%

  
3,250,000   

Pitney Bowes, Inc.
3.38%, 10/01/2021

     3,200,818  
     

 

 

 
  

Oil & Gas - 1.7%

  
2,500,000   

Anadarko Petroleum Corp.
4.85%, 03/15/2021

     2,687,363  
1,575,000   

BP Capital Markets plc
2.32%, 02/13/2020

     1,583,144  
680,000   

ConocoPhillips Co.
4.20%, 03/15/2021

     719,975  
1,755,000   

Exxon Mobil Corp.
2.22%, 03/01/2021

     1,756,967  
1,726,000   

Marathon Oil Corp.
2.70%, 06/01/2020

     1,714,524  
  

Noble Energy, Inc.

  
1,015,000   

4.15%, 12/15/2021

     1,062,953  
1,595,000   

8.25%, 03/01/2019

     1,786,344  
455,000   

Petroleos Mexicanos
5.50%, 02/04/2019

     476,658  
1,565,000   

Pioneer Natural Resources Co.
3.45%, 01/15/2021

     1,605,682  
2,000,000   

Suncor Energy, Inc.
6.10%, 06/01/2018

     2,111,414  
     

 

 

 
        15,505,024  
     

 

 

 
  

Oil & Gas Services - 0.3%

  
2,500,000   

Schlumberger Holdings Corp.
3.00%, 12/21/2020(1)

     2,554,408  
     

 

 

 
  

Pharmaceuticals - 2.3%

  
  

AbbVie, Inc.

  
1,250,000   

2.30%, 05/14/2021

     1,230,114  
1,330,000   

2.50%, 05/14/2020

     1,336,033  
  

Actavis Funding SCS

  
490,000   

2.45%, 06/15/2019

     494,072  
3,855,000   

3.00%, 03/12/2020

     3,915,146  
715,000   

Baxalta, Inc.
2.00%, 06/22/2018

     715,937  
1,300,000   

Bayer U.S. Finance LLC
2.38%, 10/08/2019(1)

     1,304,242  
  

Cardinal Health, Inc.

  
370,000   

1.70%, 03/15/2018

     370,010  
1,435,000   

2.40%, 11/15/2019

     1,445,699  
2,115,000   

Express Scripts Holding Co.
2.25%, 06/15/2019

     2,120,977  
945,000   

Mylan N.V.
3.75%, 12/15/2020

     956,582  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$            285,000   

Perrigo Finance Unlimited Co.
3.50%, 03/15/2021

   $ 288,639  
3,000,000   

Shire Acquisitions Investments Ireland DAC
1.90%, 09/23/2019

     2,964,405  
  

Teva Pharmaceutical Finance Netherlands III B.V.

  
1,125,000   

1.70%, 07/19/2019

     1,104,824  
1,800,000   

2.20%, 07/21/2021

     1,714,876  
     

 

 

 
                19,961,556  
     

 

 

 
  

Pipelines - 1.2%

  
1,195,000   

Columbia Pipeline Group, Inc.
2.45%, 06/01/2018

     1,201,593  
  

Enterprise Products Operating LLC

  
1,195,000   

2.55%, 10/15/2019

     1,208,428  
1,700,000   

2.85%, 04/15/2021

     1,713,721  
1,175,000   

Kinder Morgan Energy Partners L.P.
5.30%, 09/15/2020

     1,279,278  
865,000   

Kinder Morgan, Inc.
3.05%, 12/01/2019

     880,603  
4,300,000   

Plains All American Pipeline L.P. / PAA Finance Corp.
6.50%, 05/01/2018

     4,534,831  
     

 

 

 
        10,818,454  
     

 

 

 
  

Real Estate - 0.1%

  
1,100,000   

WEA Finance LLC / Westfield UK & Europe Finance plc
3.25%, 10/05/2020(1)

     1,120,959  
     

 

 

 
  

Real Estate Investment Trusts - 1.5%

  
1,755,000   

American Tower Corp.
3.30%, 02/15/2021

     1,775,111  
240,000   

Crown Castle International Corp.
3.40%, 02/15/2021

     243,406  
2,580,000   

ERP Operating L.P.
2.38%, 07/01/2019

     2,604,974  
544,659   

Realogy Corp.
3.03%, 07/20/2022

     547,927  
1,870,000   

Scentre Group
2.38%, 11/05/2019(1)

     1,872,988  
  

Simon Property Group L.P.

  
1,000,000   

2.50%, 09/01/2020

     1,007,423  
860,000   

2.50%, 07/15/2021

     862,038  
3,000,000   

Ventas Realty L.P. / Ventas Capital Corp.
2.00%, 02/15/2018

     3,007,350  
1,010,000   

Welltower, Inc.
2.25%, 03/15/2018

     1,015,886  
     

 

 

 
        12,937,103  
     

 

 

 
  

Retail - 0.8%

  
320,000   

AutoZone, Inc.
1.63%, 04/21/2019

     317,545  
  

CVS Health Corp.

  
2,350,000   

2.13%, 06/01/2021

     2,300,361  
715,000   

2.80%, 07/20/2020

     725,101  
3,000,000   

Home Depot, Inc.
2.00%, 04/01/2021

     2,981,466  
550,000   

McDonald’s Corp.
2.75%, 12/09/2020

     557,921  
     

 

 

 
        6,882,394  
     

 

 

 
  

Savings & Loans - 0.1%

  
885,000   

Nationwide Building Society
2.35%, 01/21/2020(1)

     883,472  
     

 

 

 
  

Semiconductors - 1.2%

  
  

Broadcom Corp. / Broadcom Cayman Finance Ltd.

  
2,700,000   

2.38%, 01/15/2020(1)

     2,694,603  
2,700,000   

3.00%, 01/15/2022(1)

     2,688,268  
2,000,000   

NXP B.V. / NXP Funding LLC
4.13%, 06/01/2021(1)

     2,064,800  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

      $            3,450,000   

TSMC Global Ltd.
1.63%, 04/03/2018(1)

   $       3,439,800  
     

 

 

 
     10,887,471  
     

 

 

 
  

Software - 0.3%

  
541,000   

Fidelity National Information Services, Inc.
2.25%, 08/15/2021

     529,312  
2,375,000   

Oracle Corp.
1.90%, 09/15/2021

  
        2,317,943  
     

 

 

 
        2,847,255  
     

 

 

 
  

Telecommunications - 1.6%

  
  

AT&T, Inc.

  
915,000   

1.75%, 01/15/2018

     915,566  
2,790,000   

2.45%, 06/30/2020

     2,768,403  
2,000,000   

2.80%, 02/17/2021

     1,991,766  
2,180,000   

Cisco Systems, Inc.
2.20%, 02/28/2021

     2,174,524  
4,495,000   

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
3.36%, 03/20/2023(1)

     4,500,619  
1,900,000   

Verizon Communications, Inc.
4.50%, 09/15/2020

     2,028,024  
     

 

 

 
              14,378,902  
     

 

 

 
  

Toys/Games/Hobbies - 0.2%

 

2,000,000   

Mattel, Inc. 2.35%,
05/06/2019

     2,007,922  
     

 

 

 
  

Transportation - 1.1%

 

3,450,000   

AP Moeller - Maersk A/S
2.55%, 09/22/2019(1)

     3,452,477  
825,000   

FedEx Corp.
2.30%, 02/01/2020

     826,237  
  

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

 

2,050,000   

2.50%, 06/15/2019(1)

     2,060,959  
45,000   

2.88%, 07/17/2018(1)

     45,538  
1,000,000   

3.20%, 07/15/2020(1)

     1,018,748  
  

Ryder System, Inc.

 

1,270,000   

2.25%, 09/01/2021

     1,243,138  
1,075,000   

2.45%, 09/03/2019

     1,081,441  
     

 

 

 
        9,728,538  
     

 

 

 
  

Trucking & Leasing - 0.2%

 

2,125,000   

TTX Co. 2.25%,
02/01/2019(1)

     2,128,083  
     

 

 

 
  

Total Corporate Bonds
(cost $523,189,599)

     524,106,166  
     

 

 

 

Foreign Government Obligations - 0.3%

 

  

Saudi Arabia - 0.3%

 

2,810,000   

Saudi Government International Bond
2.38%, 10/26/2021(1)

     2,736,940  
     

 

 

 
  

Total Foreign Government Obligations
(cost $2,782,097)

     2,736,940  
     

 

 

 

Municipal Bonds - 0.4%

 

   General - 0.3%   
2,500,000   

Florida State Board of Administration Finance Corp. Rev
2.16%, 07/01/2019

     2,514,525  
365,000   

New Jersey Economic Development Auth
0.00%, 02/15/2018(5)

     357,335  
     

 

 

 
        2,871,860  
     

 

 

 
   General Obligation - 0.1%   
265,000   

Illinois State, GO
5.88%, 03/01/2019

     280,542  
     

 

 

 
  

Total Municipal Bonds

    (cost $3,135,932)

     3,152,402  
     

 

 

 


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Senior Floating Rate Interests - 21.6%(6)

 

  

Advertising - 0.2%

 

  

Acosta Holdco, Inc.

  
      $            1,676,563   

4.29%, 09/26/2021

   $             1,617,883  
     

 

 

 
  

Aerospace/Defense - 0.7%

 

1,556,945   

BE Aerospace, Inc.

    3.94%, 12/16/2021

     1,562,395  
480,250   

Fly Funding II S.a.r.l.

    3.64%, 02/09/2022

     483,102  
3,886,509   

TransDigm, Inc.

    3.78%, 06/09/2023

     3,875,044  
     

 

 

 
        5,920,541  
     

 

 

 
  

Airlines - 0.7%

 

  

American Airlines, Inc.

  
980,000   

3.26%, 10/10/2021

     985,312  
1,573,493   

3.28%, 06/27/2020

     1,581,360  
1,000,000   

3.28%, 04/28/2023

     1,005,360  
1,975,000   

Delta Air Lines, Inc.

    3.28%, 08/24/2022

     1,992,005  
893,250   

Pilot Travel Centers LLC

    3.53%, 05/25/2023

     893,991  
     

 

 

 
        6,458,028  
     

 

 

 
  

Auto Manufacturers - 0.2%

 

  

Chrysler Group LLC

  
359,777   

3.27%, 12/31/2018

     360,003  
1,257,055   

3.53%, 05/24/2017

     1,257,445  
583,946   

Jaguar Holding Co.

    4.25%, 08/18/2022

     586,761  
     

 

 

 
        2,204,209  
     

 

 

 
  

Beverages - 0.0%

 

416,444   

Oak Tea, Inc.

    3.50%, 07/02/2022

     419,047  
     

 

 

 
   Biotechnology - 0.3%   
2,879,699   

Alkermes, Inc.

    3.52%, 09/25/2021

     2,894,098  
     

 

 

 
  

Chemicals - 0.9%

 

285,000   

Atotech B.V.

    0.00%, 01/31/2024(7)

     286,425  
476,977   

Chemours Co.

    3.78%, 05/12/2022

     475,188  
2,267,579   

Huntsman International LLC

    3.93%, 04/01/2023

     2,288,123  
1,484,865   

Ineos U.S. Finance LLC

    3.75%, 05/04/2018

     1,485,058  
434,173   

MacDermid, Inc.

    5.00%, 06/07/2023

     439,735  
1,283,550   

Nexeo Solutions LLC

    5.26%, 06/09/2023

     1,293,177  
466,471   

PolyOne Corp.

    3.00%, 11/12/2022

     469,190  
1,060,000   

Univar, Inc.
0.00%, 07/01/2022(7)

     1,057,848  
     

 

 

 
        7,794,744  
     

 

 

 
  

Commercial Services - 1.4%

 

992,347   

Brickman Group Ltd. LLC

    4.00%, 12/18/2020

     995,731  
620,688   

Bright Horizons Family Solutions, Inc.

    3.52%, 11/07/2023

     627,087  
750,000   

Conduent, Inc.

    6.25%, 12/07/2023

     762,810  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

      $            620,000   

DigitalGlobe, Inc.
3.53%, 01/15/2024

   $             623,615  
465,960   

Global Payments, Inc.
3.28%, 04/22/2023

     470,037  
1,492,500   

Hertz Corp.
3.53%, 06/30/2023

     1,495,530  
660,013   

KAR Auction Services, Inc.
4.50%, 03/09/2023

     667,642  
1,250,000   

Quikrete Holdings, Inc.
4.02%, 11/15/2023

     1,264,762  
1,213,900   

Russell Investment Group
6.75%, 06/01/2023

     1,230,591  
515,000   

ServiceMaster Co.
3.28%, 11/08/2023

     517,359  
1,135,000   

Team Health, Inc.
0.00%, 01/17/2024(7)

     1,132,878  
1,848,656   

TransUnion LLC
3.28%, 04/09/2023

     1,856,753  
521,839   

Vantiv LLC
3.27%, 10/14/2023

     525,753  
     

 

 

 
     12,170,548  
     

 

 

 
  

Construction Materials - 0.3%

 

2,675,000   

American Builders & Contractors Supply Co., Inc.
3.53%, 10/31/2023

     2,696,507  
     

 

 

 
  

Distribution/Wholesale - 0.1%

 

493,750   

Beacon Roofing Supply, Inc.
3.72%, 10/01/2022

     497,043  
     

 

 

 
  

Diversified Financial Services - 0.6%

 

685,000   

AerCap Holdings N.V.
3.25%, 10/06/2023

     689,281  
265,000   

NFP Corp.
0.00%, 01/08/2024(7)

     268,093  
455,000   

RP Crown Parent LLC

4.50%, 10/12/2023

     458,185  
1,227,736   

RPI Finance Trust
3.50%, 10/14/2022

     1,237,250  
912,891   

SAM Finance Lux S.a.r.l.
4.25%, 12/17/2020

     914,717  
2,145,000   

Telenet International Finance S.a.r.l.
3.77%, 01/31/2025

     2,163,383  
     

 

 

 
        5,730,909  
     

 

 

 
  

Electric - 0.6%

 

2,213,875   

Calpine Construction Finance Co., L.P.
3.75%, 05/31/2023

     2,225,254  
2,301,320   

NRG Energy, Inc.
3.03%, 06/30/2023

     2,308,708  
1,196,090   

Seadrill Partners Finco LLC
4.00%, 02/21/2021

     880,621  
     

 

 

 
     5,414,583  
     

 

 

 
  

Energy-Alternate Sources - 0.3%

 

1,504,891   

MEG Energy Corp.
4.54%, 12/31/2023

     1,512,416  
1,020,000   

TEX Operations Co. LLC
5.00%, 08/04/2023

     1,024,467  
     

 

 

 
        2,536,883  
     

 

 

 
     
  

Entertainment - 0.5%

 

1,046,154   

Aristocrat Technologies, Inc.
3.78%, 10/20/2021

     1,056,354  
497,590   

Cedar Fair L.P.
3.28%, 03/06/2020

     501,168  
1,237,237   

Hilton Worldwide Finance LLC
3.27%, 10/25/2023

     1,248,347  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

      $            205,000   

Penn National Gaming, Inc.
0.00%, 01/13/2024(7)

   $             206,451  
1,349,113   

Regal Cinemas Corporation
3.28%, 04/01/2022

     1,359,083  
521,838   

Scientific Games International, Inc.
6.01%, 10/01/2021

     525,428  
     

 

 

 
        4,896,831  
     

 

 

 
  

Environmental Control - 0.2%

 

1,224,698   

Advanced Disposal Services, Inc.
3.50%, 11/10/2023

     1,235,635  
576,309   

U.S. Ecology, Inc.
3.78%, 06/17/2021

     576,309  
     

 

 

 
        1,811,944  
     

 

 

 
  

Food - 1.1%

 

  

Albertsons LLC

  
1,711,387   

3.78%, 08/22/2021

     1,718,335  
523,429   

4.06%, 06/22/2023

     526,438  
452,344   

B&G Foods, Inc.
3.77%, 11/02/2022

     456,302  
  

JBS USA LLC

  
2,445,000   

0.00%, 10/30/2022(7)

     2,450,086  
1,040,830   

3.75%, 09/18/2020

     1,040,830  
732,600   

4.00%, 10/30/2022

     734,124  
  

Pinnacle Foods Finance LLC

  
750,000   

0.00%, 01/27/2024(7)

     751,560  
564,300   

3.53%, 01/13/2023

     564,475  
1,161,000   

Pinnacle Foods Group LLC
3.28%, 04/29/2020

     1,161,000  
     

 

 

 
        9,403,150  
     

 

 

 
  

Healthcare-Products - 0.5%

 

2,217,295   

Alere, Inc.
4.25%, 06/18/2022

     2,217,650  
1,561,401   

Immucor, Inc.
5.00%, 08/17/2018

     1,522,366  
580,000   

Kinetic Concepts, Inc.
0.00%, 01/25/2024(7)

     580,000  
493,763   

Revlon Consumer Products Corp.
4.31%, 09/07/2023

     497,653  
     

 

 

 
        4,817,669  
     

 

 

 
  

Healthcare-Services - 1.5%

 

925,650   

Acadia Healthcare Co., Inc.
3.78%, 02/16/2023

     933,361  
1,975,660   

American Renal Holdings, Inc.
4.75%, 09/20/2019

     1,968,251  
  

Community Health Systems, Inc.

  
733,399   

3.75%, 12/31/2019

     695,644  
290,141   

4.00%, 01/27/2021

     274,122  
973,529   

DaVita HealthCare Partners, Inc.
3.53%, 06/24/2021

     984,481  
1,947,088   

Envision Healthcare Corp.
4.00%, 12/01/2023

     1,965,955  
428,925   

Genoa, a QoL Healthcare Co. LLC
4.75%, 10/28/2023

     430,890  
748,638   

HCA, Inc.
4.03%, 03/17/2023

     755,810  
1,510,000   

inVentiv Health, Inc.
4.75%, 11/09/2023

     1,522,578  
2,036,859   

MPH Acquisition Holdings LLC
5.00%, 06/07/2023

     2,065,293  
392,002   

Surgery Center Holdings, Inc.
4.75%, 11/03/2020

     396,412  
1,079,100   

U.S. Renal Care, Inc.
5.25%, 12/31/2022

     1,016,242  
     

 

 

 
        13,009,039  
     

 

 

 


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Household Products/Wares - 0.1%

 

      $            815,000   

Galleria Co.
3.81%, 09/29/2023

   $ 819,075  
     

 

 

 
  

Insurance - 0.6%

 

  

Asurion LLC

  
198,142   

4.03%, 07/08/2020

     199,834  
2,944,305   

4.25%, 08/04/2022

     2,974,985  
758,100   

4.75%, 11/03/2023

     765,522  
1,722,419   

HUB International Ltd.
4.00%, 10/02/2020

     1,728,068  
     

 

 

 
        5,668,409  
     

 

 

 
  

IT Services - 0.2%

 

1,625,906   

IMS Health, Inc.
3.52%, 03/17/2021

     1,635,255  
     

 

 

 
  

Leisure Time - 0.3%

 

2,980,839   

Delta 2 (LUX) S.a.r.l.
5.07%, 07/30/2021

     2,995,326  
     

 

 

 
  

Lodging - 0.5%

 

1,286,775   

Boyd Gaming Corp.
3.76%, 09/15/2023

     1,300,042  
470,000   

Four Seasons Holdings, Inc.
4.00%, 11/30/2023

     475,729  
809,178   

La Quinta Intermediate Holdings LLC
3.77%, 04/14/2021

     812,212  
1,583,300   

Station Casinos LLC
3.27%, 06/08/2023

     1,588,256  
     

 

 

 
        4,176,239  
     

 

 

 
  

Machinery-Diversified - 0.4%

 

1,935,000   

Gardner Denver, Inc.
4.56%, 07/30/2020

     1,911,451  
1,464,233   

Gates Global LLC
4.25%, 07/06/2021

     1,458,743  
     

 

 

 
              3,370,194  
     

 

 

 
  

Media - 1.6%

 

1,771,830   

Advantage Sales & Marketing, Inc.
4.25%, 07/23/2021

     1,761,306  
653,363   

Camelot Finance L.P.
4.75%, 10/03/2023

     658,805  
384,906   

CBS Radio, Inc.
4.50%, 10/17/2023

     388,035  
  

Charter Communications Operating LLC

  
400,475   

2.77%, 07/01/2020

     401,288  
975,264   

2.77%, 01/03/2021

     976,347  
297,750   

3.03%, 01/15/2024

     298,700  
682,500   

CSC Holdings LLC
3.77%, 10/11/2024

     686,766  
67,259   

Mission Broadcasting, Inc.
0.00%, 01/17/2024(7)

     68,071  
729,987   

Nexstar Broadcasting, Inc.
0.00%, 01/17/2024(7)

     738,805  
  

Numericable U.S. LLC

  
1,725,675   

4.29%, 01/14/2025

     1,739,705  
411,888   

5.29%, 01/15/2024

     416,134  
  

Tribune Media Co.

  
1,552,748   

3.78%, 01/27/2024

     1,560,122  
372,810   

3.78%, 12/27/2020

     374,580  
1,385,000   

UPC Financing Partnership
3.77%, 08/31/2024

     1,385,000  
2,328,476   

Virgin Media Investment Holdings Ltd.
3.52%, 01/31/2025

     2,341,585  
     

 

 

 
        13,795,249  
     

 

 

 


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Metal Fabricate/Hardware - 0.1%

  
      $            1,272,421   

Rexnord LLC
3.77%, 08/21/2023

   $             1,279,585  
     

 

 

 
  

Mining - 0.0%

  
361,167   

Minerals Technologies, Inc.
3.78%, 05/09/2021

     364,327  
     

 

 

 
  

Oil & Gas - 0.5%

  
645,000   

Chesapeake Energy Corp.
8.50%, 08/23/2021

     705,198  
2,007,000   

Energy Transfer Equity L.P.
3.39%, 12/02/2019

     2,005,495  
654,932   

Fieldwood Energy LLC
3.88%, 10/01/2018

     627,641  
1,117,500   

Western Refining, Inc.
5.50%, 06/23/2023

     1,122,395  
     

 

 

 
        4,460,729  
     

 

 

 
  

Oil & Gas Services - 0.2%

  
1,776,090   

Crosby U.S. Acquisition Corp.
4.00%, 11/23/2020

     1,623,346  
275,025   

Pacific Drilling S.A.
4.50%, 06/03/2018

     137,513  
     

 

 

 
        1,760,859  
     

 

 

 
  

Packaging & Containers - 0.8%

  
  

Berry Plastics Group, Inc.

  
1,187,336   

3.29%, 10/03/2022

     1,194,329  
140,000   

3.29%, 01/19/2024

     140,875  
1,804,196   

Berry Plastics Holding Corp.
3.50%, 02/08/2020

     1,804,196  
980,000   

Flex Acquisition Co., Inc.
4.25%, 12/29/2023

     987,967  
2,252,094   

Reynolds Group Holdings, Inc.
4.25%, 02/05/2023

     2,257,499  
514,542   

Signode Industrial Group U.S., Inc.
4.00%, 05/01/2021

     518,401  
     

 

 

 
        6,903,267  
     

 

 

 
  

Pharmaceuticals - 0.3%

  
1,995,594   

Endo Luxembourg Finance Co. I S.a r.l.
3.81%, 09/26/2022

     1,988,949  
250,000   

Prestige Brands, Inc.
0.00%, 01/26/2024(7)

     252,188  
     

 

 

 
        2,241,137  
     

 

 

 
  

Provincial - 0.0%

  
401,938   

Seminole Tribe of Florida, Inc.
3.25%, 04/29/2020

     402,440  
     

 

 

 
  

Real Estate - 0.3%

  
2,649,459   

DTZ U.S. Borrower LLC
4.26%, 11/04/2021

     2,663,952  
     

 

 

 
   Real Estate Investment Trusts - 0.4%   
  

Equinix, Inc.

  
EUR        1,065,000   

0.00%, 12/09/2023(7)

     1,167,452  
      $            302,713   

4.02%, 01/08/2023

     304,983  
2,114,025   

MGM Growth Properties Operating Partnership L.P.
3.53%, 04/25/2023

     2,131,022  
     

 

 

 
        3,603,457  
     

 

 

 


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Retail - 1.5%

  
      $            717,612   

B.C. Unlimited LLC
3.75%, 12/10/2021

   $             724,070  
  

Bass Pro Group LLC

  
505,988   

4.02%, 06/05/2020

     503,776  
1,995,000   

5.97%, 12/16/2023

     1,931,719  
1,898,228   

BJ’s Wholesale Club, Inc.
4.50%, 09/26/2019

     1,898,228  
1,005,430   

Coty, Inc.
3.27%, 10/27/2022

     1,016,319  
706,450   

Harbor Freight Tools USA, Inc.
3.78%, 08/19/2023

     709,354  
1,058,667   

Michaels Stores, Inc.
3.75%, 01/30/2023

     1,052,431  
1,797,631   

Neiman Marcus Group, Inc.
4.25%, 10/25/2020

     1,485,814  
708,225   

Outerwall, Inc.
5.25%, 09/27/2023

     716,858  
694,531   

PetSmart, Inc.
4.00%, 03/11/2022

     687,898  
1,210,370   

US Foods, Inc.
3.78%, 06/27/2023

     1,218,310  
1,119,375   

Yum! Brands, Inc.
3.52%, 06/16/2023

     1,135,819  
     

 

 

 
        13,080,596  
     

 

 

 
  

Semiconductors - 0.5%

  
531,246   

Entegris, Inc.
3.53%, 04/30/2021

     534,343  
760,293   

NXP B.V.
3.24%, 12/07/2020

     763,486  
1,197,000   

ON Semiconductor Corp.
4.03%, 03/31/2023

     1,209,473  
1,884,830   

Sensata Technologies B.V.
3.02%, 10/14/2021

     1,894,933  
     

 

 

 
        4,402,235  
     

 

 

 
  

Software - 1.7%

  
1,017,018   

CDW LLC
3.25%, 08/17/2023

     1,023,690  
1,391,513   

Dell, Inc.
4.03%, 09/07/2023

     1,397,426  
2,028,989   

Emdeon Business Services LLC
3.75%, 11/02/2018

     2,030,267  
  

First Data Corp.

  
893,837   

3.78%, 03/24/2021

     899,003  
3,899,745   

3.78%, 07/10/2022

     3,925,757  
759,720   

Infor U.S., Inc.
3.75%, 06/03/2020

     759,598  
1,680,481   

Magic Newco LLC
5.00%, 12/12/2018

     1,684,329  
945,246   

SS&C Technologies, Inc.
4.03%, 07/08/2022

     953,857  
2,218,850   

WEX, Inc.
4.28%, 07/01/2023

     2,243,812  
     

 

 

 
        14,917,739  
     

 

 

 
  

Telecommunications - 1.3%

  
301,188   

CommScope, Inc.
3.28%, 12/29/2022

     304,073  
  

Level 3 Financing, Inc.

  
1,255,000   

3.51%, 05/31/2022

     1,266,245  
510,000   

4.00%, 08/01/2019

     515,992  
1,228,500   

4.00%, 01/15/2020

     1,243,549  
2,670,000   

Sprint Communications, Inc.
0.00%, 01/13/2024(7)

     2,673,337  
1,076,643   

Telesat Canada
4.78%, 11/17/2023

     1,076,643  
2,217,083   

Univision Communications, Inc.
4.00%, 03/01/2020

     2,221,647  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Zayo Group LLC

  
$            270,000   

0.00%, 01/12/2024(7)

   $ 272,138  
560,000   

0.00%, 01/19/2024(7)

     564,435  
  

Ziggo Financing Partnership

  
485,872   

3.52%, 01/15/2022

     486,329  
56,179   

4.07%, 01/15/2022

     56,232  
970,000   

Ziggo Secured Finance Partnership
0.00%, 04/23/2025(7)

     971,921  
     

 

 

 
        11,652,541  
     

 

 

 
  

Trucking & Leasing - 0.2%

  
1,920,000   

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
0.00%, 01/13/2022(7)

     1,944,691  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $192,140,472)

     192,430,958  
     

 

 

 

U.S. Government Agencies - 5.7%

 

  

FHLMC - 1.3%

  
11,676,518   

1.61%, 07/25/2021(2)(4)

     700,493  
94,975   

1.77%, 02/25/2024(2)

     95,019  
12,982,106   

1.96%, 08/25/2018(2)(4)

     300,141  
8,875,737   

3.00%, 04/01/2031

     9,114,912  
1,442,721   

3.50%, 04/01/2027

     1,509,312  
     

 

 

 
        11,719,877  
     

 

 

 
  

FNMA - 4.3%

  
3,070,812   

3.00%, 08/01/2027

     3,161,380  
5,845,802   

3.00%, 12/01/2030

     6,002,144  
2,003,759   

3.00%, 02/01/2031

     2,057,348  
3,907,576   

3.00%, 03/01/2031

     4,012,082  
7,000,000   

3.00%, 02/01/2032(8)(9)

     7,181,563  
2,565,807   

3.50%, 11/01/2026

     2,675,431  
5,830,966   

3.50%, 12/01/2026

     6,080,300  
884,571   

3.50%, 12/01/2028

     921,426  
5,600,000   

3.50%, 02/01/2032(8)(9)

     5,831,875  
     

 

 

 
        37,923,549  
     

 

 

 
  

GNMA - 0.1%

  
328,594   

5.00%, 08/20/2039

     353,669  
335,818   

6.50%, 05/16/2031

     387,361  
     

 

 

 
        741,030  
     

 

 

 
  

Total U.S. Government Agencies
(cost $50,244,692)

     50,384,456  
     

 

 

 

U.S. Government Securities - 0.6%

 

  

U.S. Treasury Securities - 0.6%

  
  

U.S. Treasury Notes - 0.6%

  
5,000,000   

U.S. Treasury Notes
1.38%, 02/28/2019

     5,013,670  
     

 

 

 
        5,013,670  
     

 

 

 
  

Total U.S. Government Securities
(cost $5,008,578)

     5,013,670  
     

 

 

 
  

Total Long-Term Investments
(cost $894,693,146)

           895,585,803  

Short-Term Investments - 1.5%

 

  

Other Investment Pools & Funds - 1.5%

  
13,292,393   

Fidelity Institutional Government Fund, Institutional Class

     13,292,393  
     

 

 

 
  

Total Short-Term Investments
(cost $13,292,393)

     13,292,393  
     

 

 

 

 


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Total Investments
(cost $907,985,539)^

     102.2   $ 908,878,196  
  

Other Assets and Liabilities

     (2.2 )%      (19,585,326
     

 

 

   

 

 

 
  

Total Net Assets

     100.0   $     889,292,870  
     

 

 

   

 

 

 

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $ 5,421,173  

Unrealized Depreciation

     (4,528,516
  

 

 

 

Net Unrealized Appreciation

   $             892,657  
  

 

 

 

 

* Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $239,066,350, which represents 26.9% of total net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(3) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2017, the aggregate fair value of these securities was $0, which represents 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(4) Securities disclosed are interest-only strips.
(5) Security is a zero-coupon bond.
(6) Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2017.
(7) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(8) Represents or includes a TBA transaction.
(9) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $13,035,367 at January 31, 2017.

Futures Contracts Outstanding at January 31, 2017

 

Description   Number of
Contracts
       Expiration
Date
     Notional
Amount
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

               

U.S. Treasury 2-Year Note Future

    505          03/31/2017      $       109,451,946      $       109,482,422      $             30,476  
               

 

 

 

Short position contracts:

               

U.S. Treasury 10-Year Note Future

    23          03/22/2017      $ 2,872,471      $ 2,862,781      $ 9,690  

U.S. Treasury 5-Year Note Future

    928          03/31/2017        109,342,607        109,380,751        (38,144

U.S. Treasury Long Bond Future

    7          03/22/2017        1,066,023        1,055,906        10,117  
               

 

 

 

Total

                $ (18,337)  
               

 

 

 

Total futures contracts

                $             12,139  
               

 

 

 

 


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Foreign Currency Contracts Outstanding at January 31, 2017    

Unrealized
Appreciation/
(Depreciation)    

 
Currency          Buy / Sell     Delivery Date      Counterparty      Contract
Amount
     Market Value †    

 

 

EUR

       Sell       02/28/17        CBK      $     267,158      $         270,152     $ (2,994)  

EUR

       Sell       02/28/17        JPM        871,050        880,697                   (9,647)  
                 

 

 

 

Total

                  $ (12,641)  
                 

 

 

 

 

†  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)

Counterparty Abbreviations:

CBK

     Citibank NA

JPM

     JP Morgan Chase & Co.

Currency Abbreviations:

EUR

     Euro

Other Abbreviations:

CLO

     Collateralized Loan Obligation

CMO

     Collateralized Mortgage Obligation

FHLMC

     Federal Home Loan Mortgage Corp.

FNMA

     Federal National Mortgage Association

GNMA

     Government National Mortgage Association

TBA

     To Be Announced

Municipal Abbreviations:

GO

     General Obligation

Rev

     Revenue


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

                                                                                                           
     Total      Level 1(1)      Level 2(1)      Level 3 (1)      

Assets

           

Asset & Commercial Mortgage Backed Securities

   $         117,761,211      $ —        $         117,761,211      $             —    

Corporate Bonds

     524,106,166        —          524,106,166        —    

Foreign Government Obligations

     2,736,940        —          2,736,940        —    

Municipal Bonds

     3,152,402        —          3,152,402        —    

Senior Floating Rate Interests

     192,430,958        —          192,430,958        —    

U.S. Government Agencies

     50,384,456        —          50,384,456        —    

U.S. Government Securities

     5,013,670        —          5,013,670        —    

Short-Term Investments

     13,292,393        13,292,393        —          —    

Futures Contracts(2)

     50,283        50,283        —          —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         908,928,479      $         13,342,676      $         895,585,803      $             —    
  

 

 

    

 

 

    

 

 

    

 

 

 
Liabilities  

Foreign Currency Contracts(2)

   $ (12,641)      $ —        $ (12,641)      $ —    

Futures Contracts(2)

     (38,144)        (38,144)        —          —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (50,785)      $ (38,144)      $ (12,641)      $             —    
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.


 

  Hartford Small Cap Core Fund

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount         Market Value  

Common Stocks - 98.9%

     
  

Automobiles & Components - 1.6%

     
28,688   

Cooper Tire & Rubber Co.

      $ 1,039,940  
4,386   

Cooper-Standard Holding, Inc.*

        461,758  
4,534   

LCI Industries

        497,607  
15,766   

Superior Industries International, Inc.

        363,406  
4,696   

Visteon Corp.*

        420,621  
        

 

 

 
                   2,783,332  
        

 

 

 
  

Banks - 9.3%

     
9,694   

Ameris Bancorp

        437,199  
52,763   

Banco Latinoamericano de Comercio Exterior S.A. ADR

        1,435,154  
26,522   

Berkshire Hills Bancorp, Inc.

        938,879  
10,629   

Customers Bancorp, Inc.*

        366,275  
16,920   

Essent Group Ltd.*

        584,924  
1,900   

FCB Financial Holdings, Inc. Class A*

        89,205  
25,093   

Fidelity Southern Corp.

        583,412  
238,994   

First BanCorp*

        1,606,040  
104,015   

First NBC Bank Holding Co.*

        416,060  
38,967   

Flagstar Bancorp, Inc.*

        1,004,180  
31,950   

Hancock Holding Co.

        1,464,908  
27,111   

Hilltop Holdings, Inc.

        742,299  
37,002   

HomeStreet, Inc.*

        969,452  
9,971   

MainSource Financial Group, Inc.

        327,647  
24,200   

Ocwen Financial Corp.*

        127,534  
26,545   

Old National Bancorp

        471,174  
49,507   

Popular, Inc.

        2,199,596  
19,643   

Radian Group, Inc.

        361,431  
35,756   

Sterling Bancorp

        852,781  
1,100   

Texas Capital Bancshares, Inc.*

        90,750  
23,824   

Umpqua Holdings Corp.

        436,218  
18,593   

Walker & Dunlop, Inc.*

        584,006  
5,929   

Wintrust Financial Corp.

        424,516  
        

 

 

 
           16,513,640  
        

 

 

 
  

Capital Goods - 9.8%

     
10,860   

American Railcar Industries, Inc.

        483,705  
4,630   

American Woodmark Corp.*

        329,656  
6,188   

Applied Industrial Technologies, Inc.

        374,065  
7,967   

Argan, Inc.

        587,566  
24,702   

Briggs & Stratton Corp.

        535,045  
20,881   

Chart Industries, Inc.*

        809,974  
21,877   

Continental Building Products, Inc.*

        508,640  
13,709   

DigitalGlobe, Inc.*

        384,538  
9,499   

Encore Wire Corp.

        401,333  
55,172   

Energy Recovery, Inc.*

        564,961  
7,696   

EnerSys

        599,903  
8,659   

Generac Holdings, Inc.*

        348,611  
15,007   

Gibraltar Industries, Inc.*

        658,807  
14,953   

Greenbrier Cos., Inc.

        654,194  
16,693   

Insteel Industries, Inc.

        618,309  
38,700   

Kratos Defense & Security Solutions, Inc.*

        318,888  
10,144   

LB Foster Co. Class A

        152,160  
5,546   

Lydall, Inc.*

        338,306  
17,577   

MasTec, Inc.*

        654,743  
28,854   

Meritor, Inc.*

        416,363  
39,970   

MRC Global, Inc.*

        821,384  
15,797   

Navistar International Corp.*

        430,784  
17,895   

NOW, Inc.*

        380,448  
5,713   

Patrick Industries, Inc.*

        467,038  
15,783   

Rush Enterprises, Inc. Class A*

        516,893  
26,090   

Supreme Industries, Inc. Class A

        479,012  
63,515   

TASER International, Inc.*

        1,586,605  
4,200   

Timken Co.

        186,480  
18,629   

Trex Co., Inc.*

        1,261,742  
18,428   

Triumph Group, Inc.

        492,949  
9,506   

Universal Forest Products, Inc.

        966,855  
        

 

 

 
           17,329,957  
        

 

 

 

 


 

  Hartford Small Cap Core Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Commercial & Professional Services - 4.2%

     
68,103   

ACCO Brands Corp.*

      $ 868,313  
3,631   

Brink’s Co.

        161,580  
5,401   

Deluxe Corp.

        393,463  
23,189   

Ennis, Inc.

        391,894  
16,934   

Essendant, Inc.

        353,751  
6,608   

HNI Corp.

        333,109  
15,979   

Huron Consulting Group, Inc.*

        723,849  
7,742   

Insperity, Inc.

        553,553  
19,889   

Knoll, Inc.

        519,302  
46,869   

Quad/Graphics, Inc.

        1,227,499  
31,554   

RPX Corp.*

        342,676  
5,933   

RR Donnelley & Sons Co.

        101,751  
22,815   

Steelcase, Inc. Class A

        383,292  
18,211   

TriNet Group, Inc.*

        463,106  
9,598   

WageWorks, Inc.*

        692,496  
        

 

 

 
           7,509,634  
        

 

 

 
  

Consumer Durables & Apparel - 2.0%

     
16,544   

American Outdoor Brands Corp.*

        352,387  
43,203   

Callaway Golf Co.

        489,490  
6,034   

CSS Industries, Inc.

        148,557  
8,854   

Ethan Allen Interiors, Inc.

        257,651  
163,446   

Hovnanian Enterprises, Inc. Class A*

        387,367  
11,985   

iRobot Corp.*

        725,812  
17,222   

La-Z-Boy, Inc.

        492,549  
11,769   

Movado Group, Inc.

        319,528  
6,926   

Sturm Ruger & Co., Inc.

        365,347  
        

 

 

 
           3,538,688  
        

 

 

 
  

Consumer Services - 4.2%

     
19,512   

American Public Education, Inc.*

        474,142  
12,154   

BJ’s Restaurants, Inc.*

        432,075  
3,004   

Buffalo Wild Wings, Inc.*

        453,604  
11,100   

Caesars Entertainment Corp.*

        99,345  
19,459   

Capella Education Co.

        1,663,744  
10,099   

Cheesecake Factory, Inc.

        608,566  
7,994   

Dave & Buster’s Entertainment, Inc.*

        435,353  
23,337   

DeVry Education Group, Inc.

        781,789  
1,500   

Grand Canyon Education, Inc.*

        88,470  
21,081   

International Speedway Corp. Class A

        772,619  
59,765   

Scientific Games Corp. Class A*

        1,016,005  
9,122   

Sotheby’s*

        362,235  
6,100   

Texas Roadhouse, Inc.

        284,504  
        

 

 

 
                   7,472,451  
        

 

 

 
  

Diversified Financials - 5.9%

     
27,536   

AG Mortgage Investment Trust, Inc. REIT

        482,431  
47,074   

Apollo Commercial Real Estate Finance, Inc. REIT

        819,558  
23,085   

Arlington Asset Investment Corp. Class A

        345,582  
24,761   

ARMOUR Residential, Inc. REIT

        520,476  
43,761   

Capstead Mortgage Corp. REIT

        466,930  
23,635   

Chimera Investment Corp. REIT

        416,685  
58,184   

CYS Investments, Inc. REIT

        440,453  
40,728   

Invesco Mortgage Capital, Inc. REIT

        593,407  
20,683   

KCG Holdings, Inc. Class A*

        288,941  
20,714   

Ladder Capital Corp. REIT

        280,882  
75,586   

MFA Financial, Inc. REIT

        596,374  
21,722   

MTGE Investment Corp. REIT

        345,380  
22,212   

Nelnet, Inc. Class A

        1,089,054  
67,065   

New York Mortgage Trust, Inc. REIT

        429,887  
68,241   

PennyMac Mortgage Investment Trust REIT

        1,156,685  
1,800   

Piper Jaffray Cos.*

        126,900  


 

  Hartford Small Cap Core Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

28,139     

Redwood Trust, Inc. REIT

      $ 436,154  
90,555     

Two Harbors Investment Corp. REIT

        794,167  
29,307     

Western Asset Mortgage Capital Corp. REIT

        295,708  
9,126     

World Acceptance Corp.*

        447,813  
          

 

 

 
             10,373,467  
          

 

 

 
    

Energy - 3.5%

     
53,502     

Archrock, Inc.

        781,129  
28,527     

Atwood Oceanics, Inc.

        346,888  
49,068     

Bill Barrett Corp.*

        321,396  
3,000     

Exterran Corp.*

        93,060  
144,434     

Northern Oil and Gas, Inc.*

        519,963  
15,196     

Patterson-UTI Energy, Inc.

        426,096  
63,050     

Pioneer Energy Services Corp.*

        397,215  
8,510     

REX American Resources Corp.*

        706,585  
88,309     

Sanchez Energy Corp.*

        1,170,977  
34,837     

Unit Corp.*

        905,762  
29,298     

Westmoreland Coal Co.*

        531,759  
          

 

 

 
             6,200,830  
          

 

 

 
    

Food & Staples Retailing - 0.7%

     
2,900     

Ingles Markets, Inc. Class A

        131,225  
18,171     

SpartanNash Co.

        687,954  
7,471     

United Natural Foods, Inc.*

        341,425  
          

 

 

 
             1,160,604  
          

 

 

 
    

Food, Beverage & Tobacco - 2.1%

     
10,780     

Fresh Del Monte Produce, Inc.

        617,155  
11,377     

John B Sanfilippo & Son, Inc.

        748,493  
8,717     

National Beverage Corp.

        437,506  
24,797     

Omega Protein Corp.*

        618,685  
5,066     

Sanderson Farms, Inc.

        461,006  
13,086     

Universal Corp.

        889,848  
          

 

 

 
             3,772,693  
          

 

 

 
    

Health Care Equipment & Services - 5.6%

     
29,128     

AngioDynamics, Inc.*

        468,815  
5,663     

Anika Therapeutics, Inc.*

        286,208  
17,761     

Cardiovascular Systems, Inc.*

        438,697  
2,879     

Chemed Corp.

        478,173  
11,584     

Glaukos Corp.*

        477,492  
2,200     

Haemonetics Corp.*

        87,692  
11,804     

HealthEquity, Inc.*

        545,935  
28,866     

HMS Holdings Corp.*

        524,207  
9,084     

Magellan Health, Inc.*

        680,846  
26,665     

Masimo Corp.*

        1,962,011  
2,300     

Molina Healthcare, Inc.*

        130,456  
16,751     

Natus Medical, Inc.*

        654,126  
82,329     

OraSure Technologies, Inc.*

        726,142  
19,785     

Tivity Health, Inc.*

        507,485  
39,396     

Triple-S Management Corp. Class B*

        752,857  
7,592     

WellCare Health Plans, Inc.*

        1,104,940  
          

 

 

 
             9,826,082  
          

 

 

 
    

Household & Personal Products - 0.8%

     
9,272     

Medifast, Inc.

        391,000  
11,618     

Nu Skin Enterprises, Inc. Class A

        602,742  
7,054     

Usana Health Sciences, Inc.*

        439,464  
          

 

 

 
                     1,433,206  
          

 

 

 
    

Insurance - 3.0%

     
50,924     

Ambac Financial Group, Inc.*

        1,065,330  
16,933     

American Equity Investment Life Holding Co.

        399,619  
11,894     

Aspen Insurance Holdings Ltd.

        670,822  
39,387     

Assured Guaranty Ltd.

        1,532,548  
22,420     

CNO Financial Group, Inc.

        423,962  
36,775     

Greenlight Capital Re Ltd. Class A*

        831,115  
32,237     

MBIA, Inc.*

        328,817  
          

 

 

 
             5,252,213  
          

 

 

 


 

  Hartford Small Cap Core Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

    

Materials - 6.2%

     
10,339     

A Schulman, Inc.

      $ 356,696  
34,411     

AK Steel Holding Corp.*

        278,041  
11,113     

Cabot Corp.

        615,327  
44,843     

Chemours Co.

        1,184,752  
7,050     

Clearwater Paper Corp.*

        443,445  
57,577     

Cliffs Natural Resources, Inc.*

        504,950  
30,769     

Coeur Mining, Inc.*

        358,459  
23,960     

Commercial Metals Co.

        489,503  
41,210     

Domtar Corp.

        1,800,465  
15,238     

Innophos Holdings, Inc.

        741,176  
3,600     

KapStone Paper & Packaging Corp.

        86,328  
13,903     

Koppers Holdings, Inc.*

        562,376  
16,800     

Mercer International, Inc.

        200,760  
18,209     

Rayonier Advanced Materials, Inc.

        247,096  
13,573     

Schnitzer Steel Industries, Inc. Class A

        321,001  
6,935     

Stepan Co.

        541,693  
39,601     

SunCoke Energy, Inc.*

        349,281  
12,586     

Trinseo S.A.

        814,943  
56,903     

Tronox Ltd. Class A

        712,426  
5,967     

Worthington Industries, Inc.

        285,163  
          

 

 

 
             10,893,881  
          

 

 

 
    

Media - 0.8%

     
75,075     

Gannett Co., Inc.

        722,221  
42,224     

New Media Investment Group, Inc.

        643,494  
          

 

 

 
             1,365,715  
          

 

 

 
    

Pharmaceuticals, Biotechnology & Life Sciences - 7.6%

     
19,810     

AMAG Pharmaceuticals, Inc.*

        477,421  
19,024     

Amphastar Pharmaceuticals, Inc.*

        299,628  
10,212     

BioSpecifics Technologies Corp.*

        523,774  
19,140     

Blueprint Medicines Corp.*

        652,291  
6,578     

Cambrex Corp.*

        345,016  
69,117     

Corcept Therapeutics, Inc.*

        491,422  
19,235     

Depomed, Inc.*

        347,961  
22,139     

Enanta Pharmaceuticals, Inc.*

        733,354  
111,579     

Exelixis, Inc.*

        2,021,812  
23,236     

Five Prime Therapeutics, Inc.*

        1,064,441  
7,297     

INC Research Holdings, Inc. Class A*

        386,741  
67,162     

Lexicon Pharmaceuticals, Inc.*

        962,431  
18,746     

Luminex Corp.*

        379,044  
319,733     

PDL BioPharma, Inc.

        703,413  
12,252     

PRA Health Sciences, Inc.*

        717,845  
1,600     

Prestige Brands Holdings, Inc.*

        84,416  
70,390     

Progenics Pharmaceuticals, Inc.*

        627,879  
42,076     

Seres Therapeutics, Inc.*

        416,132  
31,814     

Supernus Pharmaceuticals, Inc.*

        860,569  
26,883     

Vanda Pharmaceuticals, Inc.*

        380,394  
41,699     

Xencor, Inc.*

        993,687  
          

 

 

 
                     13,469,671  
          

 

 

 
    

Real Estate - 7.6%

     
130,426     

Brandywine Realty Trust REIT

        2,099,859  
108,077     

CBL & Associates Properties, Inc. REIT

        1,172,635  
18,861     

Franklin Street Properties Corp. REIT

        240,478  
23,691     

Government Properties Income Trust REIT

        456,289  
9,900     

Hospitality Properties Trust REIT

        308,187  
57,060     

Lexington Realty Trust REIT

        611,683  
85,403     

Mack-Cali Realty Corp. REIT

        2,392,992  
4,400     

Parkway, Inc. REIT*

        93,676  
21,355     

Pennsylvania REIT

        382,468  
22,182     

Physicians Realty Trust REIT

        411,476  
22,844     

Piedmont Office Realty Trust, Inc. Class A, REIT

        496,172  


 

  Hartford Small Cap Core Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

21,415   

Ramco-Gershenson Properties Trust REIT

      $ 348,208  
88,041   

Select Income REIT

        2,201,905  
39,009   

Summit Hotel Properties, Inc. REIT

        617,513  
118,431   

Washington Prime Group, Inc. REIT

        1,142,859  
30,095   

Xenia Hotels & Resorts, Inc. REIT

        552,243  
        

 

 

 
           13,528,643  
        

 

 

 
  

Retailing - 3.6%

     
3,500   

Aaron’s, Inc.

        108,290  
21,846   

American Eagle Outfitters, Inc.

        330,093  
41,922   

Barnes & Noble, Inc.

        427,604  
23,379   

Big 5 Sporting Goods Corp.

        360,037  
7,796   

Big Lots, Inc.

        389,800  
8,000   

Buckle, Inc.

        169,200  
26,318   

Chico’s FAS, Inc.

        355,030  
7,200   

Children’s Place, Inc.

        698,400  
1,945   

Dillard’s, Inc. Class A

        109,776  
21,032   

Finish Line, Inc. Class A

        361,750  
66,705   

Francescas Holding Corp.*

        1,163,335  
20,735   

PetMed Express, Inc.

        439,375  
20,723   

Select Comfort Corp.*

        418,190  
8,727   

Shutterfly, Inc.*

        447,957  
4,400   

Tailored Brands, Inc.

        93,500  
25,588   

Tile Shop Holdings, Inc.*

        488,731  
        

 

 

 
           6,361,068  
        

 

 

 
  

Semiconductors & Semiconductor Equipment - 5.2%

     
19,647   

Advanced Energy Industries, Inc.*

        1,156,029  
31,634   

Advanced Micro Devices, Inc.*

        328,044  
10,793   

Ambarella, Inc.*

        535,441  
73,936   

Amkor Technology, Inc.*

        695,738  
10,887   

Inphi Corp.*

        498,842  
13,670   

MaxLinear, Inc. Class A*

        349,679  
106,646   

Photronics, Inc.*

        1,226,429  
26,255   

Rudolph Technologies, Inc.*

        602,552  
61,631   

Teradyne, Inc.

        1,749,088  
45,368   

Tessera Holding Corp.

        2,050,634  
        

 

 

 
           9,192,476  
        

 

 

 
  

Software & Services - 5.8%

     
23,416   

Barracuda Networks, Inc.*

        550,042  
8,124   

Cardtronics plc Class A*

        443,408  
1,700   

CommVault Systems, Inc.*

        83,470  
14,500   

Convergys Corp.

        359,890  
13,255   

CSG Systems International, Inc.

        641,542  
15,054   

j2 Global, Inc.

        1,261,676  
4,500   

LogMeIn, Inc.

        486,450  
20,243   

Manhattan Associates, Inc.*

        1,037,656  
90,979   

Mitek Systems, Inc.*

        600,461  
39,917   

Net 1 UEPS Technologies, Inc.*

        459,045  
14,833   

New Relic, Inc. PIPE*

        536,955  
7,195   

Paycom Software, Inc.*

        332,697  
18,055   

Progress Software Corp.

        505,901  
10,900   

Qualys, Inc.*

        391,310  
20,363   

Shutterstock, Inc.*

        1,095,529  
24,091   

Sykes Enterprises, Inc.*

        672,862  
35,185   

Unisys Corp.*

        452,127  
5,700   

Wix.com Ltd.*

        299,535  
        

 

 

 
                   10,210,556  
        

 

 

 
  

Technology Hardware & Equipment - 5.1%

     
20,720   

Benchmark Electronics, Inc.*

        634,032  
163,134   

Extreme Networks, Inc.*

        902,131  
33,566   

Finisar Corp.*

        992,547  
4,025   

InterDigital, Inc.

        375,935  
2,400   

Lumentum Holdings, Inc.*

        91,080  
4,969   

NETGEAR, Inc.*

        282,736  


 

  Hartford Small Cap Core Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

1,100   

Rogers Corp.*

      $ 87,945  
58,998   

Sanmina Corp.*

        2,297,972  
1,600   

SYNNEX Corp.

        192,288  
33,271   

TTM Technologies, Inc.*

        493,409  
32,635   

Ubiquiti Networks, Inc.*

        2,036,424  
38,296   

Vishay Intertechnology, Inc.

        635,713  
        

 

 

 
           9,022,212  
        

 

 

 
  

Telecommunication Services - 0.8%

     
6,103   

ATN International, Inc.

        490,010  
32,801   

Telephone & Data Systems, Inc.

        1,005,351  
        

 

 

 
           1,495,361  
        

 

 

 
  

Transportation - 2.1%

     
2,481   

Allegiant Travel Co.

        426,732  
41,460   

Hawaiian Holdings, Inc.*

        2,112,387  
1,800   

Saia, Inc.*

        86,490  
12,347   

SkyWest, Inc.

        437,084  
25,573   

Swift Transportation Co.*

        583,831  
        

 

 

 
           3,646,524  
        

 

 

 
  

Utilities - 1.4%

     
28,002   

ONE Gas, Inc.

        1,809,489  
8,252   

Southwest Gas Corp.

        664,864  
        

 

 

 
           2,474,353  
        

 

 

 
  

Total Common Stocks
(cost $148,737,581)

        174,827,257  
        

 

 

 
  

Total Long-Term Investments
(cost $148,737,581)

        174,827,257  
        

 

 

 

Short-Term Investments - 1.0%

     
  

Other Investment Pools & Funds - 1.0%

     
1,804,726   

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

        1,804,726  
        

 

 

 
  

Total Short-Term Investments
(cost $1,804,726)

        1,804,726  
        

 

 

 
  

Total Investments
(cost $150,542,307)^

     99.9%      $ 176,631,983  
  

Other Assets and Liabilities

     0.1%        112,835  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     176,744,818  
     

 

 

    

 

 

 

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 shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

Unrealized Appreciation

   $ 32,400,028  

Unrealized Depreciation

     (6,310,352
  

 

 

 

Net Unrealized Appreciation

   $       26,089,676  
  

 

 

 

 

* Non-income producing.

 

 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

  
PIPE   

Private Investment in Public Equity

  
REIT   

Real Estate Investment Trust

  


 

  Hartford Small Cap Core Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

           

Common Stocks

           

Automobiles & Components

   $ 2,783,332      $ 2,783,332      $      $  

Banks

     16,513,640        16,513,640                

Capital Goods

     17,329,957        17,329,957                

Commercial & Professional Services

     7,509,634        7,509,634                

Consumer Durables & Apparel

     3,538,688        3,538,688                

Consumer Services

     7,472,451        7,472,451                

Diversified Financials

     10,373,467        10,373,467                

Energy

     6,200,830        6,200,830                

Food & Staples Retailing

     1,160,604        1,160,604                

Food, Beverage & Tobacco

     3,772,693        3,772,693                

Health Care Equipment & Services

     9,826,082        9,826,082                

Household & Personal Products

     1,433,206        1,433,206                

Insurance

     5,252,213        5,252,213                

Materials

     10,893,881        10,893,881                

Media

     1,365,715        1,365,715                

Pharmaceuticals, Biotechnology & Life Sciences

     13,469,671        13,469,671                

Real Estate

     13,528,643        13,528,643                

Retailing

     6,361,068        6,361,068                

Semiconductors & Semiconductor Equipment

     9,192,476        9,192,476                

Software & Services

     10,210,556        10,210,556                

Technology Hardware & Equipment

     9,022,212        9,022,212                

Telecommunication Services

     1,495,361        1,495,361                

Transportation

     3,646,524        3,646,524                

Utilities

     2,474,353        2,474,353                

Short-Term Investments

     1,804,726        1,804,726                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       176,631,983      $       176,631,983      $                     —      $                     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 94.5%

  
   Automobiles & Components - 0.9%   
141,270   

Fox Factory Holding Corp.*

   $ 3,658,893  
4,089   

Tenneco, Inc.*

     275,803  
1,381   

Visteon Corp.*

     123,696  
     

 

 

 
        4,058,392  
     

 

 

 
   Banks - 5.3%   
383   

Enterprise Financial Services Corp.

     15,952  
2,322   

FCB Financial Holdings, Inc. Class A*

     109,018  
2,709   

First Hawaiian, Inc.

     89,370  
7,096   

First Merchants Corp.

     271,990  
2,806   

Great Western Bancorp, Inc.

     119,956  
1,885   

IBERIABANK Corp.

     154,853  
149,652   

MB Financial, Inc.

     6,664,004  
11,074   

MGIC Investment Corp.*

     117,938  
2,833   

Sandy Spring Bancorp, Inc.

     116,068  
325,049   

Sterling Bancorp

     7,752,419  
174,878   

United Community Banks, Inc.

     4,919,318  
77,904   

Western Alliance Bancorp*

     3,846,899  
     

 

 

 
                24,177,785  
     

 

 

 
   Capital Goods - 10.2%   
5,349   

AAON, Inc.

     181,599  
276,596   

Advanced Drainage Systems, Inc.

     6,665,964  
195,182   

Altra Industrial Motion Corp.

     7,280,289  
1,929   

American Woodmark Corp.*

     137,345  
92,153   

Applied Industrial Technologies, Inc.

     5,570,649  
3,051   

Armstrong World Industries, Inc.*

     121,887  
3,576   

Astronics Corp.*

     117,329  
2,853   

AZZ, Inc.

     169,896  
1,628   

Esterline Technologies Corp.*

     139,438  
4,394   

Generac Holdings, Inc.*

     176,902  
2,072   

Heico Corp. Class A

     137,374  
2,694   

ITT, Inc.

     110,104  
28,000   

JELD-WEN Holding, Inc.*

     757,960  
582   

Lennox International, Inc.

     91,263  
4,436   

Manitowoc Foodservice, Inc.*

     85,082  
104,841   

Masonite International Corp.*

     6,982,411  
65,350   

Middleby Corp.*

     8,768,663  
47,377   

Regal-Beloit Corp.

     3,439,570  
2,920   

Rexnord Corp.*

     64,503  
2,890   

SiteOne Landscape Supply, Inc.*

     111,034  
1,673   

Teledyne Technologies, Inc.*

     205,561  
1,812   

Toro Co.

     106,781  
64,355   

WESCO International, Inc.*

     4,549,898  
     

 

 

 
        45,971,502  
     

 

 

 
   Commercial & Professional Services - 1.9%   
89,748   

Clean Harbors, Inc.*

     4,981,014  
2,584   

Deluxe Corp.

     188,244  
3,025   

Exponent, Inc.

     175,601  
2,008   

GP Strategies Corp.*

     51,606  
2,422   

Huron Consulting Group, Inc.*

     109,717  
4,335   

On Assignment, Inc.*

     196,289  
41,844   

WageWorks, Inc.*

     3,019,044  
     

 

 

 
        8,721,515  
     

 

 

 
   Consumer Durables & Apparel - 2.0%   
1,793   

Carter’s, Inc.

     150,164  
240,238   

Kate Spade & Co.*

     4,446,806  
1,599   

Oxford Industries, Inc.

     87,977  
110,217   

Steven Madden Ltd.*

     3,879,639  
5,003   

TopBuild Corp.*

     185,661  
2,693   

Vista Outdoor, Inc.*

     77,585  


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

4,223   

Wolverine World Wide, Inc.

   $ 99,198  
     

 

 

 
        8,927,030  
     

 

 

 
  

Consumer Services - 8.9%

  
10,062   

Bloomin’ Brands, Inc.

     172,161  
365,776   

ClubCorp Holdings, Inc.

     6,035,304  
3,574   

Dunkin’ Brands Group, Inc.

     185,383  
110,368   

Hyatt Hotels Corp. Class A*

     6,038,233  
10,427   

La Quinta Holdings, Inc.*

     147,334  
60,354   

Marriott Vacations Worldwide Corp.

     5,219,414  
45,273   

Panera Bread Co. Class A*

     9,464,773  
1,555   

Papa John’s International, Inc.

     132,517  
372,204   

Planet Fitness, Inc. Class A

     7,831,172  
181,467   

Wingstop, Inc.

     5,166,366  
     

 

 

 
        40,392,657  
     

 

 

 
  

Diversified Financials - 0.9%

  
3,355   

Evercore Partners, Inc. Class A

     259,845  
3,294   

OneMain Holdings, Inc.*

     73,719  
370,656   

WisdomTree Investments, Inc.

     3,817,757  
     

 

 

 
        4,151,321  
     

 

 

 
  

Energy - 3.1%

  
23,358   

Centennial Resource Development, Inc. Class A*(1)(2)(3)

     390,151  
162,516   

Centennial Resource Development, Inc. Class A*

     2,969,167  
110,529   

Ensco plc Class A

     1,206,977  
1,832   

PDC Energy, Inc.*

     135,458  
205,255   

QEP Resources, Inc.*

     3,579,647  
2,622   

Resolute Energy Corp.*

     120,586  
2,616   

RSP Permian, Inc.*

     111,337  
6,594   

WildHorse Resource Development Corp.*

     95,811  
400,127   

WPX Energy, Inc.*

     5,573,769  
     

 

 

 
                14,182,903  
     

 

 

 
  

Food & Staples Retailing - 0.1%

  
1,525   

Casey’s General Stores, Inc.

     175,223  
2,135   

PriceSmart, Inc.

     180,834  
     

 

 

 
        356,057  
     

 

 

 
  

Food, Beverage & Tobacco - 0.1%

  
5,312   

Hostess Brands, Inc.*

     75,909  
1,183   

Post Holdings, Inc.*

     98,993  
1,888   

TreeHouse Foods, Inc.*

     143,261  
     

 

 

 
        318,163  
     

 

 

 
  

Health Care Equipment & Services - 9.1%

  
35,703   

ABIOMED, Inc.*

     3,797,728  
115,490   

Acadia Healthcare Co., Inc.*

     4,431,351  
79,134   

Align Technology, Inc.*

     7,255,797  
3,215   

Anika Therapeutics, Inc.*

     162,486  
344   

Atrion Corp.

     168,078  
3,738   

Cardiovascular Systems, Inc.*

     92,329  
3,001   

Cynosure, Inc. Class A*

     160,253  
6,791   

Globus Medical, Inc. Class A*

     179,011  
1,332   

ICU Medical, Inc.*

     182,617  
276,984   

Insulet Corp.*

     11,522,534  
3,322   

Integra LifeSciences Holdings Corp.*

     138,627  
4,113   

Natus Medical, Inc.*

     160,613  
71,973   

Nevro Corp.*

     6,263,091  
3,620   

Omnicell, Inc.*

     129,958  
700   

Orthofix International N.V.*

     25,158  
2,078   

U.S. Physical Therapy, Inc.

     145,772  
4,217   

Vascular Solutions, Inc.*

     235,941  
140,922   

Veeva Systems, Inc. Class A*

     5,965,228  
1,393   

WellCare Health Plans, Inc.*

     202,737  
     

 

 

 
        41,219,309  
     

 

 

 


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Insurance - 0.8%

  
2,816   

AMERISAFE, Inc.

   $ 177,549  
36,089   

Assurant, Inc.

     3,505,325  
3,379   

James River Group Holdings Ltd.

     133,977  
     

 

 

 
        3,816,851  
     

 

 

 
  

Materials - 4.0%

  
5,799   

Boise Cascade Co.*

     143,815  
14,244   

Graphic Packaging Holding Co.

     178,192  
601   

Headwaters, Inc.*

     13,925  
79,293   

Ingevity Corp.*

     4,407,898  
142,402   

KapStone Paper & Packaging Corp.

     3,414,800  
4,954   

Louisiana-Pacific Corp.*

     94,770  
12,001   

OMNOVA Solutions, Inc.*

     109,209  
777,768   

Platform Specialty Products Corp.*

     9,442,104  
5,835   

PolyOne Corp.

     199,032  
3,397   

Summit Materials, Inc. Class A*

     85,265  
     

 

 

 
                18,089,010  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 8.8%

  
111,502   

Aerie Pharmaceuticals, Inc.*

     4,894,938  
1,177   

Agios Pharmaceuticals, Inc.*

     50,646  
110,558   

Alder Biopharmaceuticals, Inc.*

     2,271,967  
7,464   

Amicus Therapeutics, Inc.*

     41,052  
8,258   

Aratana Therapeutics, Inc.*

     65,981  
5,577   

ARIAD Pharmaceuticals, Inc.*

     132,844  
57,225   

Bluebird Bio, Inc.*

     4,263,263  
58,024   

Coherus Biosciences, Inc.*

     1,618,870  
78,249   

Five Prime Therapeutics, Inc.*

     3,584,587  
5,162   

Flexion Therapeutics, Inc.*

     100,143  
51,743   

Galapagos N.V. ADR*

     3,368,469  
120,176   

Global Blood Therapeutics, Inc.*

     1,940,842  
4,030   

GlycoMimetics, Inc.*

     22,931  
1,200   

INC Research Holdings, Inc. Class A*

     63,600  
5,843   

Intersect ENT, Inc.*

     78,881  
68,999   

Ionis Pharmaceuticals, Inc.*

     3,070,456  
172,740   

Ironwood Pharmaceuticals, Inc.*

     2,484,001  
500   

Jounce Therapeutics, Inc.*

     8,290  
3,688   

Medicines Co.*

     132,952  
2,487   

Neurocrine Biosciences, Inc.*

     106,717  
137,702   

Otonomy, Inc.*

     2,017,334  
3,745   

Portola Pharmaceuticals, Inc.*

     102,051  
3,484   

PTC Therapeutics, Inc.*

     45,640  
33,838   

TESARO, Inc.*

     5,510,180  
669   

Trevena, Inc.*

     4,670  
48,782   

Ultragenyx Pharmaceutical, Inc.*

     3,659,138  
     

 

 

 
        39,640,443  
     

 

 

 
  

Real Estate - 4.6%

  
85,014   

Coresite Realty Corp. REIT

     7,322,256  
5,335   

HFF, Inc. Class A REIT

     158,343  
334,661   

Kennedy-Wilson Holdings, Inc. REIT

     6,843,817  
205,489   

LaSalle Hotel Properties REIT

     6,199,603  
9,672   

Sunstone Hotel Investors, Inc. REIT

     142,372  
     

 

 

 
        20,666,391  
     

 

 

 
  

Retailing - 3.8%

  
3,136,600   

Allstar Co.*(1)(2)(3)

     2,666,110  
1,155   

Burlington Stores, Inc.*

     96,674  
4,300   

Core-Mark Holding Co., Inc.

     150,199  
114,158   

Dick’s Sporting Goods, Inc.

     5,890,553  
3,743   

Five Below, Inc.*

     149,159  
2,659   

HSN, Inc.

     93,730  
4,529   

Michaels Cos., Inc.*

     89,085  
76,561   

Monro Muffler Brake, Inc.

     4,586,004  
65,552   

Tory Burch LLC*(1)(2)(3)

     3,258,588  


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

3,563   

Wayfair, Inc. Class A*

   $ 148,078  
     

 

 

 
        17,128,180  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 6.2%

  
77,438   

Cavium, Inc.*

     5,127,170  
2,524   

Cirrus Logic, Inc.*

     152,248  
111,820   

Impinj, Inc.*

     3,937,182  
8,867   

Integrated Device Technology, Inc.*

     223,360  
119,251   

MACOM Technology Solutions Holdings, Inc.*

     5,670,385  
142,509   

MaxLinear, Inc. Class A*

     3,645,380  
4,080   

MKS Instruments, Inc.

     268,872  
415,843   

Tower Semiconductor Ltd.*

     8,820,030  
     

 

 

 
                27,844,627  
     

 

 

 
  

Software & Services - 15.6%

  
7,200   

2U, Inc.*

     245,088  
3,014   

Aspen Technology, Inc.*

     160,074  
2,449   

Blackbaud, Inc.

     160,679  
112,665   

Blackhawk Network Holdings, Inc.*

     4,022,140  
2,478   

Bottomline Technologies de, Inc.*

     63,734  
48,338   

BroadSoft, Inc.*

     2,030,196  
1,202   

CACI International, Inc. Class A*

     147,606  
5,755   

Cardtronics plc Class A*

     314,108  
1,729   

Cass Information Systems, Inc.

     113,716  
1,974   

comScore, Inc.*

     66,228  
24,552   

CoStar Group, Inc.*

     4,961,959  
6,281   

Envestnet, Inc.*

     237,422  
1,117   

EPAM Systems, Inc.*

     71,890  
3,461   

Exlservice Holdings, Inc.*

     159,033  
62,142   

Fair Isaac Corp.

     7,662,109  
8,262   

Five9, Inc.*

     127,731  
39,680   

Gigamon, Inc.*

     1,315,392  
4,469   

GrubHub, Inc.*

     185,687  
2,776   

Guidewire Software, Inc.*

     145,268  
123,223   

HubSpot, Inc.*

     6,321,340  
3,489   

j2 Global, Inc.

     292,413  
480,069   

Just Eat plc*

     3,269,456  
2,936   

MAXIMUS, Inc.

     161,891  
188,582   

Mimecast Ltd.*

     4,009,253  
3,663   

Pegasystems, Inc.

     142,124  
41,764   

Proofpoint, Inc.*

     3,347,802  
2,606   

PTC, Inc.*

     136,997  
1,976   

Q2 Holdings, Inc.*

     62,738  
36,439   

Stamps.com, Inc.*

     4,429,160  
3,192   

Take-Two Interactive Software, Inc.*

     171,251  
667,714   

Telogis, Inc.*(1)(2)(3)

     2,123,331  
762   

Tyler Technologies, Inc.*

     111,267  
31,174   

Ultimate Software Group, Inc.*

     6,037,157  
1,565   

WebMD Health Corp.*

     78,078  
46,838   

WEX, Inc.*

     5,354,989  
147,869   

Wix.com Ltd.*

     7,770,516  
4,868   

Zendesk, Inc.*

     116,491  
132,053   

Zillow Group, Inc. Class C*

     4,672,035  
     

 

 

 
        70,798,349  
     

 

 

 
  

Technology Hardware & Equipment - 3.7%

  
52,941   

Arista Networks, Inc.*

     4,976,454  
5,830   

Ciena Corp.*

     141,902  
15,987   

Coherent, Inc.*

     2,521,630  
1,307   

ePlus, Inc.*

     146,449  
1,743   

Itron, Inc.*

     107,543  
2,721   

NetScout Systems, Inc.*

     90,609  
438,556   

Oclaro, Inc.*

     4,302,234  
1,949   

Rogers Corp.*

     155,823  
52,315   

Zebra Technologies Corp. Class A*

     4,377,196  
     

 

 

 
        16,819,840  
     

 

 

 


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Telecommunication Services - 0.0%

  
9,207   

ORBCOMM, Inc.*

   $ 75,221  
12,159   

Vonage Holdings Corp.*

     86,208  
     

 

 

 
        161,429  
     

 

 

 
  

Transportation - 4.5%

  
6,164   

Celadon Group, Inc.

     46,846  
1,941   

Genesee & Wyoming, Inc. Class A*

     146,274  
282,024   

Knight Transportation, Inc.

     9,419,601  
3,861   

Marten Transport Ltd.

     88,224  
83,717   

Spirit Airlines, Inc.*

     4,524,067  
275,582   

Swift Transportation Co.*

     6,291,537  
     

 

 

 
        20,516,549  
     

 

 

 
  

Total Common Stocks
(cost $380,042,033)

           427,958,303  
     

 

 

 

Preferred Stocks - 4.8%

 

   Consumer Services - 0.3%   
177,795   

DraftKings, Inc. Series D *(1)(2)(3)

     705,846  
160,456   

DraftKings, Inc. Series D-1 *(1)(2)(3)

     837,580  
     

 

 

 
        1,543,426  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 0.1%

  
92,973   

Sancilio & Co., Inc. *(1)(2)(3)

     291,935  
     

 

 

 
   Retailing - 0.4%   
47,489   

Honest Co. *(1)(2)(3)

     1,637,421  
     

 

 

 
  

Software & Services - 3.7%

  
106,123   

Cloudera, Inc. *(1)(2)(3)

     1,951,602  
263,189   

MarkLogic Corp. Series F *(1)(2)(3)

     2,779,276  
129,162   

Nutanix, Inc. *(1)(2)(3)

     3,785,925  
909,316   

Telogis, Inc. *(1)(2)(3)

     4,003,173  
98,033   

Veracode, Inc. *(1)(2)(3)

     2,010,657  
658,164   

Zuora, Inc. Series F *(1)(2)(3)

     2,501,023  
     

 

 

 
        17,031,656  
     

 

 

 
  

Telecommunication Services - 0.3%

  
4,044   

DocuSign, Inc. Series B *(1)(2)(3)

     75,097  
1,211   

DocuSign, Inc. Series B-1 *(1)(2)(3)

     22,488  
2,906   

DocuSign, Inc. Series D *(1)(2)(3)

     53,965  
62,928   

DocuSign, Inc. Series E *(1)(2)(3)

     1,168,573  
     

 

 

 
        1,320,123  
     

 

 

 
  

Total Preferred Stocks
(cost $18,230,529)

     21,824,561  
     

 

 

 
  

Total Long-Term Investments
(cost $398,272,562)

     449,782,864  
     

 

 

 

Short-Term Investments - 0.1%

 

  

Other Investment Pools & Funds - 0.1%

  
385,786   

Morgan Stanley Institutional Liquidity Funds, Institutional Class

     385,786  
     

 

 

 
  

Total Short-Term Investments
(cost $385,786)

     385,786  
     

 

 

 

 


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Total Investments
(cost $398,658,348)^

     99.4%      $     450,168,650  
  

Other Assets and Liabilities

     0.6%        2,894,150  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     453,062,800  
     

 

 

    

 

 

 

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

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

Other than the industry classifications “Other Investment Pools & Funds,” 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 shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:

 

Unrealized Appreciation

   $ 67,288,576  

Unrealized Depreciation

     (15,778,274
  

 

 

 

Net Unrealized Appreciation

   $      51,510,302  
  

 

 

 

 

* Non-income producing.
(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $30,262,741, which represents 6.7% of total net assets.
(2) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2017, the aggregate fair value of these securities was $30,262,741, which represents 6.7% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(3) The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

   

Period

Acquired

   Shares/ Par              Security    Cost    

 

 
  08/2011      3,136,600      Allstar Co.    $ 1,364,479    
  12/2016      23,358      Centennial Resource Development, Inc. Class A      339,625    
  02/2014      106,123      Cloudera, Inc. Preferred      1,545,151    
  02/2014      4,044      DocuSign, Inc. Series B Preferred      53,107    
  02/2014      1,211      DocuSign, Inc. Series B-1 Preferred      15,903    
  02/2014      2,906      DocuSign, Inc. Series D Preferred      38,163    
  02/2014      62,928      DocuSign, Inc. Series E Preferred      826,396    
  08/2015      177,795      DraftKings, Inc. Series D Preferred      957,589    
  08/2015      160,456      DraftKings, Inc. Series D-1 Preferred      1,229,961    
  08/2015      47,489      Honest Co. Preferred      2,172,859    
  04/2015      263,189      MarkLogic Corp. Series F Preferred      3,056,730    
  08/2014      129,162      Nutanix, Inc. Preferred      1,730,319    
  05/2014      92,973      Sancilio & Co., Inc. Preferred      291,935    
  09/2013      667,714      Telogis, Inc.      1,322,808    
  09/2013      909,316      Telogis, Inc. Preferred      2,001,586    
  11/2013      65,552      Tory Burch LLC      5,137,734    
  08/2014      98,033      Veracode, Inc. Preferred      1,810,268    
  01/2015      658,164      Zuora, Inc. Series F Preferred      2,500,562    
          

 

 

 
           $       26,395,175  
          

 

 

 

  At January 31, 2017, the aggregate value of these securities was $30,262,741, which represents 6.7% of total net assets.


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

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

  
REIT   

Real Estate Investment Trust

  


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

           

Common Stocks

           

Automobiles & Components

   $ 4,058,392       $ 4,058,392       $ —       $ —   

Banks

     24,177,785         24,177,785         —         —   

Capital Goods

     45,971,502         45,971,502         —         —   

Commercial & Professional Services

     8,721,515         8,721,515         —         —   

Consumer Durables & Apparel

     8,927,030         8,927,030         —         —   

Consumer Services

     40,392,657         40,392,657         —         —   

Diversified Financials

     4,151,321         4,151,321         —         —   

Energy

     14,182,903         13,792,752         —         390,151   

Food & Staples Retailing

     356,057         356,057         —         —   

Food, Beverage & Tobacco

     318,163         318,163         —         —   

Health Care Equipment & Services

     41,219,309         41,219,309         —         —   

Insurance

     3,816,851         3,816,851         —         —   

Materials

     18,089,010         18,089,010         —         —   

Pharmaceuticals, Biotechnology & Life Sciences

     39,640,443         39,640,443         —         —   

Real Estate

     20,666,391         20,666,391         —         —   

Retailing

     17,128,180         11,203,482         —         5,924,698   

Semiconductors & Semiconductor Equipment

     27,844,627         27,844,627         —         —   

Software & Services

     70,798,349         65,405,562         3,269,456         2,123,331   

Technology Hardware & Equipment

     16,819,840         16,819,840         —         —   

Telecommunication Services

     161,429         161,429         —         —   

Transportation

     20,516,549         20,516,549         —         —   

Preferred Stocks

     21,824,561         —         —         21,824,561   

Short-Term Investments

     385,786         385,786         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     450,168,650       $     416,636,453       $       3,269,456       $     30,262,741   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the period ended January 31, 2017:

 

     Common Stocks          Preferred Stocks            Total     

 

 

Beginning balance

   $ 8,251,997      $ 21,156,370       $     29,408,367   

Purchases

     339,625               339,625   

Sales

                    

Accrued discounts/(premiums)

                    

Total realized gain/(loss)

            (59,220)        (59,220)  

Net change in unrealized appreciation/depreciation

     (153,442)        727,411         573,969   

Transfers into Level 3

                    

Transfers out of Level 3

                    
  

 

 

 

Ending balance

   $ 8,438,180       $ 21,824,561       $ 30,262,741   
  

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at January 31, 2017 was $573,969.


 

  The Hartford Strategic Income Fund

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Asset & Commercial Mortgage Backed Securities - 17.5%

  
    

Asset-Backed - Finance & Insurance - 1.5%

  
    

CIFC Funding Ltd.

  
$          750,000     

3.64%, 12/05/2024(1)(2)

   $             752,557  
250,000     

6.69%, 12/05/2024(1)(2)

     248,238  
1,155,000     

First Franklin Mortgage Loan Trust
1.01%, 04/25/2036(1)

     765,574  
1,824,159     

GSAMP Trust
0.86%, 01/25/2037(1)

     1,100,712  
1,165,000     

Magnetite Ltd.
6.17%, 01/18/2027(1)(2)

     1,134,337  
688,816     

SoFi Consumer Loan Program LLC
3.09%, 10/27/2025(2)

     689,058  
869,000     

Sound Point CLO Ltd. 5.62%, 07/15/2025(1)(2)

     820,676  
       

 

 

 
          5,511,152  
       

 

 

 
    

Asset-Backed - Home Equity - 1.7%

  
    

GSAA Home Equity Trust

  
1,139,502     

0.84%, 12/25/2046(1)

     619,228  
1,648,122     

0.85%, 02/25/2037(1)

     887,841  
486,558     

0.87%, 03/25/2037(1)

     258,270  
1,352,512     

0.95%, 11/25/2036(1)

     661,338  
1,200,937     

1.00%, 04/25/2047(1)

     800,232  
545,239     

5.88%, 09/25/2036(3)

     280,864  
97,226     

Morgan Stanley Asset-Backed Securities Capital I, Inc. Trust
0.92%, 06/25/2036(1)

     83,549  
2,714,543     

Morgan Stanley Mortgage Loan Trust
0.94%, 11/25/2036(1)

     1,186,951  
85,456     

Renaissance Home Equity Loan Trust
5.91%, 04/25/2037(3)

     41,910  
    

Soundview Home Loan Trust

  
1,565,937     

1.01%, 07/25/2036(1)

     1,155,786  
280,000     

1.02%, 11/25/2036(1)

     200,707  
       

 

 

 
          6,176,676  
       

 

 

 
    

Commercial Mortgage - Backed Securities - 1.9%

  
840,000     

Banc of America Commercial Mortgage Trust
3.12%, 09/15/2048(1)(2)

     492,512  
180,000     

Citigroup Commercial Mortgage Trust
4.40%, 03/10/2047(1)(2)

     129,821  
330,000     

Commercial Mortgage Pass-Through Certificates
4.75%, 10/15/2045(1)(2)

     201,848  
105,000     

Commercial Mortgage Trust
4.57%, 10/15/2045(1)(2)

     70,315  
    

GS Mortgage Securities Trust

  
270,000     

3.58%, 06/10/2047(2)

     163,725  
465,167     

3.67%, 04/10/2047(2)

     237,966  
1,795,000     

4.85%, 11/10/2045(1)(2)

     1,690,679  
    

JP Morgan Chase Commercial Mortgage Securities Trust

  
560,000     

2.73%, 10/15/2045(1)(2)

     311,018  
125,000     

4.00%, 08/15/2046(1)(2)

     100,564  
485,000     

4.41%, 12/15/2047(1)(2)

     371,967  
390,000     

Morgan Stanley Bank of America Merrill Lynch Trust
4.50%, 08/15/2045(2)

     277,628  
365,000     

Morgan Stanley Capital I Trust
5.16%, 07/15/2049(1)(2)

     300,489  
240,000     

UBS-Barclays Commercial Mortgage Trust
4.09%, 03/10/2046(1)(2)

     174,865  
710,000     

VNDO Mortgage Trust
3.95%, 12/13/2029(1)(2)

     728,884  
    

WF-RBS Commercial Mortgage Trust

  
665,000     

3.02%, 11/15/2047(2)

     263,599  
1,750,000     

4.80%, 11/15/2045(1)(2)

     1,404,620  
170,000     

5.00%, 06/15/2044(1)(2)

     143,963  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          195,505     

5.00%, 04/15/2045(1)(2)

   $             120,010  
       

 

 

 
          7,184,473  
       

 

 

 
    

Whole Loan Collateral CMO - 12.4%

  
    

Adjustable Rate Mortgage Trust

  
90,719     

1.02%, 01/25/2036(1)

     84,377  
115,543     

1.27%, 01/25/2036(1)

     99,836  
347,630     

4.10%, 11/25/2037(1)(2)

     289,634  
    

Alternative Loan Trust

  
329,362     

1.04%, 01/25/2036(1)

     286,071  
512,378     

1.08%, 11/25/2035(1)

     429,302  
1,630,547     

1.17%, 10/25/2036(1)

     919,999  
708,876     

5.50%, 12/25/2035

     590,772  
1,101,368     

5.75%, 05/25/2036

     845,423  
878,854     

6.00%, 05/25/2036

     659,616  
    

American Home Mortgage Assets Trust

  
370,224     

0.90%, 03/25/2047(1)

     303,956  
117,448     

0.96%, 09/25/2046(1)

     89,199  
686,861     

1.54%, 10/25/2046(1)

     543,244  
    

Banc of America Funding Trust

  
585,410     

3.19%, 04/20/2036(1)

     492,101  
146,915     

5.85%, 01/25/2037(3)

     124,389  
236,463     

Banc of America Mortgage Trust
3.25%, 09/25/2035(1)

     227,576  
    

BCAP LLC Trust

  
611,695     

0.94%, 01/25/2037(1)

     507,990  
639,633     

0.95%, 03/25/2037(1)

     595,151  
    

Bear Stearns Adjustable Rate Mortgage Trust

  
569,409     

2.83%, 10/25/2035(1)

     547,877  
242,270     

3.18%, 02/25/2036(1)

     206,539  
195,898     

Bear Stearns Alt-A Trust
1.09%, 08/25/2036(1)

     170,418  
328,780     

Bear Stearns Mortgage Funding Trust
0.95%, 10/25/2036(1)

     272,221  
1,050,000     

Chase Mortgage Finance Trust
5.50%, 11/25/2035

     996,484  
    

CHL Mortgage Pass-Through Trust

  
67,383     

1.45%, 03/25/2035(1)

     52,874  
930,179     

3.12%, 09/25/2047(1)

     858,385  
109,621     

3.21%, 03/20/2036(1)

     89,792  
1,378,000     

Connecticut Avenue Securities
5.02%, 04/25/2029(1)

     1,461,683  
315,927     

Deutsche Alt-A Securities Mortgage Loan Trust
0.92%, 03/25/2037(1)

     259,489  
1,683,588     

DSLA Mortgage Loan Trust
1.49%, 03/19/2046(1)

     1,454,042  
    

Fannie Mae Connecticut Avenue Securities

  
425,000     

4.32%, 07/25/2029(1)(2)

     429,054  
880,000     

5.12%, 04/25/2029(1)

     924,801  
125,662     

First Horizon Mortgage Pass-Through Trust
3.00%, 08/25/2037(1)

     100,432  
    

GMAC Mortgage Corp. Loan Trust

  
578,398     

3.43%, 09/19/2035(1)

     530,162  
102,128     

3.61%, 04/19/2036(1)

     91,982  
668,408     

GreenPoint Mortgage Funding Trust
1.97%, 10/25/2045(1)

     517,619  
    

GSR Mortgage Loan Trust

  
2,126,959     

1.07%, 01/25/2037(1)

     1,289,806  
106,917     

3.31%, 10/25/2035(1)

     95,313  
1,024,699     

3.36%, 04/25/2035(1)

     986,580  
1,265,806     

3.53%, 01/25/2036(1)

     1,175,942  
    

HarborView Mortgage Loan Trust

  
274,342     

0.96%, 01/19/2038(1)

     238,780  
2,826,896     

1.01%, 12/19/2036(1)

     2,294,374  
675,555     

1.10%, 09/19/2035(1)

     573,726  


 

  The Hartford Strategic Income Fund

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          59,306     

Impac CMB Trust
3.02%, 02/25/2036(1)

   $             57,085  
686,578     

IndyMac IMSC Mortgage Loan Trust
0.92%, 03/25/2047(1)

     439,861  
    

IndyMac Index Mortgage Loan Trust

  
311,822     

0.96%, 04/25/2037(1)

     230,647  
203,940     

1.01%, 07/25/2035(1)

     179,004  
461,873     

1.05%, 07/25/2035(1)

     372,344  
658,565     

1.06%, 01/25/2036(1)

     421,458  
1,264,148     

1.17%, 07/25/2046(1)

     769,812  
1,500,637     

3.18%, 04/25/2037(1)

     967,329  
    

JP Morgan Mortgage Trust

  
347,126     

2.98%, 11/25/2035(1)

     324,742  
252,689     

3.19%, 09/25/2035(1)

     242,231  
950,242     

3.33%, 05/25/2036(1)

     856,392  
    

Lehman XS Trust

  
397,695     

0.98%, 07/25/2046(1)

     331,704  
149,255     

1.01%, 06/25/2047(1)

     114,219  
    

LSTAR Securities Investment Trust

  
645,000     

2.77%, 01/01/2022(1)(2)

     641,658  
765,254     

2.77%, 09/01/2021(1)(2)

     756,616  
1,689,400     

2.77%, 11/01/2021(1)(2)

     1,667,261  
74,562     

Luminent Mortgage Trust
0.97%, 10/25/2046(1)

     64,011  
287,139     

Merrill Lynch Mortgage Investors Trust
3.26%, 07/25/2035(1)

     222,135  
1,721,869     

Nomura Asset Acceptance Corp. Alternative Loan Trust
3.91%, 06/25/2036(1)

     1,417,564  
423,224     

RBSGC Mortgage Pass-Through Certificates
6.25%, 01/25/2037

     398,670  
    

Residential Accredit Loans, Inc.

  
230,073     

1.07%, 04/25/2036(1)

     165,483  
1,429,913     

1.92%, 11/25/2037(1)

     991,975  
83,647     

6.00%, 12/25/2035

     77,294  
929,707     

Residential Asset Securitization Trust
1.22%, 03/25/2035(1)

     729,757  
    

Residential Funding Mortgage Securities, Inc.

  
1,021,164     

3.28%, 08/25/2035(1)

     758,221  
89,586     

3.63%, 04/25/2037(1)

     76,954  
56,569     

Sequoia Mortgage Trust
3.13%, 07/20/2037(1)

     47,202  
1,035,172     

Springleaf Mortgage Loan Trust
3.52%, 12/25/2065(1)(2)

     1,037,835  
1,507,871     

Structured Adjustable Rate Mortgage Loan Trust
3.20%, 02/25/2036(1)

     1,201,334  
1,412,250     

Structured Asset Mortgage Investments II Trust
1.00%, 02/25/2036(1)

     1,197,072  
1,424,617     

TBW Mortgage-Backed Trust
6.00%, 07/25/2036

     1,122,314  
    

WaMu Mortgage Pass-Through Certificates Trust

  
154,291     

1.19%, 06/25/2044(1)

     143,834  
1,931,623     

1.39%, 12/25/2046(1)

     1,617,456  
60,813     

1.60%, 08/25/2046(1)

     53,579  
147,779     

2.10%, 11/25/2046(1)

     133,347  
1,244,843     

2.61%, 06/25/2037(1)

     1,119,397  
310,554     

2.85%, 08/25/2036(1)

     278,943  
837,473     

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
1.37%, 07/25/2036(1)

     459,207  
177,910     

Wells Fargo Alternative Loan Trust
3.10%, 12/28/2037(1)

     163,247  
    

Wells Fargo Commercial Mortgage Trust

  
685,000     

2.88%, 05/15/2048(1)(2)

     411,447  
205,000     

3.36%, 09/15/2058(2)

     119,987  


 

  The Hartford Strategic Income Fund

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          246,051     

Wells Fargo Mortgage Backed Securities Trust
3.24%, 09/25/2036(1)

   $             231,660  
       

 

 

 
          45,319,299  
       

 

 

 
    

Total Asset & Commercial Mortgage Backed Securities
(cost $64,394,363)

     64,191,600  
       

 

 

 
Corporate Bonds - 22.0%   
    

Advertising - 0.0%

  
45,000     

Lamar Media Corp.
5.75%, 02/01/2026

     47,700  
       

 

 

 
    

Airlines - 0.0%

  
55,000     

Aircastle Ltd.
5.00%, 04/01/2023

     55,829  
       

 

 

 
    

Apparel - 0.2%

  
410,000     

Hanesbrands, Inc.
4.88%, 05/15/2026(2)

     403,850  
450,000     

William Carter Co.
5.25%, 08/15/2021

     465,750  
       

 

 

 
          869,600  
       

 

 

 
    

Auto Parts & Equipment - 0.0%

  
150,000     

ZF North America Capital, Inc.
4.75%, 04/29/2025(2)

     152,505  
       

 

 

 
    

Chemicals - 0.3%

  
845,000     

NOVA Chemicals Corp.
5.00%, 05/01/2025(2)

     847,112  
250,000     

OCP S.A.
6.88%, 04/25/2044(4)

     256,250  
45,000     

Versum Materials, Inc.
5.50%, 09/30/2024(2)

     46,800  
       

 

 

 
          1,150,162  
       

 

 

 
    

Commercial Banks - 7.8%

  
EUR        1,365,000     

Allied Irish Banks plc
7.38%, 12/03/2020(1)(4)(5)

     1,500,851  
    

Banco Bilbao Vizcaya Argentaria S.A.

  
1,800,000     

7.00%, 02/19/2019(1)(4)(5)

     1,855,660  
$          1,000,000     

9.00%, 05/09/2018(1)(4)(5)

     1,043,432  
EUR        1,200,000     

Banco Santander S.A.
6.25%, 09/11/2021(1)(4)(5)

     1,240,397  
1,550,000     

Bank of Ireland
7.38%, 06/18/2020(1)(4)(5)

     1,720,075  
    

Barclays plc

  
$          200,000     

7.88%, 03/15/2022(1)(4)(5)

     205,500  
EUR        1,100,000     

8.00%, 12/15/2020(1)(5)

     1,280,997  
$          830,000     

BNP Paribas S.A.
7.63%, 03/30/2021(1)(2)(5)

     871,500  
    

CIT Group, Inc.

  
600,000     

5.38%, 05/15/2020

     638,250  
317,000     

5.50%, 02/15/2019(2)

     333,509  
EUR           725,000     

Cooperatieve Rabobank UA
5.50%, 06/29/2020(1)(4)(5)

     798,290  
$          1,650,000     

Credit Agricole S.A.
8.13%, 12/23/2025(1)(2)(5)

     1,754,115  
2,765,000     

Credit Suisse Group AG
6.25%, 12/18/2024(1)(2)(5)

     2,726,981  
3,220,000     

Export-Import Bank of India
3.38%, 08/05/2026(2)

     3,036,244  
895,000     

Goldman Sachs Group, Inc.
5.15%, 05/22/2045

     925,807  
1,625,000     

Intesa Sanpaolo S.p.A.
7.70%, 09/17/2025(1)(2)(5)

     1,482,813  
GBP           225,000     

Lloyds Banking Group plc
7.00%, 06/27/2019(1)(4)(5)

     288,711  
$          240,000     

Radian Group, Inc.
7.00%, 03/15/2021

     265,800  


 

  The Hartford Strategic Income Fund

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

    

Royal Bank of Scotland Group plc

  
$          1,140,000     

7.50%, 08/10/2020(1)(5)

   $             1,105,800  
350,000     

8.63%, 08/15/2021(1)(5)

     361,375  
GBP           200,000     

Santander UK Group Holdings plc
7.38%, 06/24/2022(1)(4)(5)

     256,640  
    

Societe Generale S.A.

  
$          400,000     

7.38%, 09/13/2021(1)(2)(5)

     400,740  
1,875,000     

8.25%, 11/29/2018(1)(4)(5)

     1,947,656  
    

UBS Group AG

  
1,175,000     

6.88%, 03/22/2021(1)(4)(5)

     1,206,029  
250,000     

7.00%, 02/19/2025(1)(4)(5)

     263,438  
975,000     

7.13%, 02/19/2020(1)(4)(5)

     1,005,498  
       

 

 

 
          28,516,108  
       

 

 

 
    

Commercial Services - 0.3%

  
470,000     

Cardtronics, Inc.
5.13%, 08/01/2022

     477,050  
    

United Rentals North America, Inc.

  
200,000     

4.63%, 07/15/2023

     204,250  
280,000     

5.50%, 07/15/2025

     290,500  
       

 

 

 
          971,800  
       

 

 

 
    

Construction Materials - 1.1%

  
90,000     

Boise Cascade Co.
5.63%, 09/01/2024(2)

     91,575  
595,000     

CRH America, Inc.
5.13%, 05/18/2045(2)

     638,571  
191,000     

Eagle Materials, Inc.
4.50%, 08/01/2026

     190,104  
1,180,000     

Grupo Cementos de Chihuahua S.A.B. de C.V.
8.13%, 02/08/2020(2)

     1,227,200  
440,000     

Norbord, Inc.
6.25%, 04/15/2023(2)

     457,050  
    

Standard Industries, Inc.

  
685,000     

5.38%, 11/15/2024(2)

     706,406  
505,000     

6.00%, 10/15/2025(2)

     532,775  
       

 

 

 
          3,843,681  
       

 

 

 
    

Diversified Financial Services - 0.4%

  
160,000     

Aircastle Ltd.
5.50%, 02/15/2022

     167,984  
    

Navient Corp.

  
340,000     

5.50%, 01/15/2019

     347,684  
270,000     

6.63%, 07/26/2021

     274,725  
495,000     

7.25%, 09/25/2023

     498,712  
       

 

 

 
          1,289,105  
       

 

 

 
    

Electric - 0.8%

  
    

AES Corp.

  
310,000     

4.88%, 05/15/2023

     308,450  
785,000     

8.00%, 06/01/2020

     903,731  
1,270,000     

Eskom Holdings SOC Ltd.
5.75%, 01/26/2021(4)

     1,265,289  
545,000     

NRG Energy, Inc.
6.25%, 07/15/2022

     561,350  
       

 

 

 
          3,038,820  
       

 

 

 
    

Electrical Components & Equipment - 0.1%

  
400,000     

EnerSys
5.00%, 04/30/2023(2)

     407,000  
       

 

 

 
    

Engineering & Construction - 0.4%

  
1,355,000     

SBA Tower Trust
3.60%, 04/15/2043(2)

     1,359,549  
       

 

 

 
    

Entertainment - 0.1%

  
    

GLP Capital L.P. / GLP Financing II, Inc.

  
10,000     

4.38%, 04/15/2021

     10,400  
150,000     

5.38%, 04/15/2026

     156,375  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

    

WMG Acquisition Corp.

  
$          180,000     

4.88%, 11/01/2024(2)

   $             178,776  
110,000     

5.00%, 08/01/2023(2)

     110,275  
       

 

 

 
          455,826  
       

 

 

 
    

Environmental Control - 0.2%

  
    

Clean Harbors, Inc.

  
60,000     

5.13%, 06/01/2021

     61,512  
601,000     

5.25%, 08/01/2020

     616,476  
       

 

 

 
          677,988  
       

 

 

 
    

Food - 0.1%

  
    

Lamb Weston Holdings, Inc.

  
155,000     

4.63%, 11/01/2024(2)

     155,387  
155,000     

4.88%, 11/01/2026(2)

     155,194  
       

 

 

 
          310,581  
       

 

 

 
    

Forest Products & Paper - 0.3%

  
    

Cascades, Inc.

  
120,000     

5.50%, 07/15/2022(2)

     121,650  
255,000     

5.75%, 07/15/2023(2)

     257,869  
440,000     

Clearwater Paper Corp.
5.38%, 02/01/2025(2)

     437,250  
285,000     

Fibria Overseas Finance Ltd.
5.50%, 01/17/2027

     280,041  
       

 

 

 
          1,096,810  
       

 

 

 
    

Gas - 0.1%

  
    

AmeriGas Partners L.P. / AmeriGas Finance Corp.

  
30,000     

5.50%, 05/20/2025

     30,750  
175,000     

5.63%, 05/20/2024

     181,562  
175,000     

5.88%, 08/20/2026

     181,563  
       

 

 

 
          393,875  
       

 

 

 
    

Healthcare-Products - 0.1%

  
455,000     

Kinetic Concepts, Inc. / KCI USA, Inc.
7.88%, 02/15/2021(2)

     491,400  
       

 

 

 
    

Healthcare-Services - 0.8%

  
465,000     

Community Health Systems, Inc.
5.13%, 08/01/2021

     438,262  
740,000     

HCA, Inc.
6.50%, 02/15/2020

     808,450  
440,000     

LifePoint Health, Inc.
5.88%, 12/01/2023

     437,800  
90,000     

MEDNAX, Inc.
5.25%, 12/01/2023(2)

     92,925  
1,080,000     

Tenet Healthcare Corp.
6.00%, 10/01/2020

     1,139,400  
       

 

 

 
          2,916,837  
       

 

 

 
    

Home Builders - 0.3%

  
551,000     

CalAtlantic Group, Inc.
5.38%, 10/01/2022

     570,974  
410,000     

Meritage Homes Corp.
6.00%, 06/01/2025

     420,250  
       

 

 

 
          991,224  
       

 

 

 
    

Household Products/Wares - 0.0%

  
60,000     

ACCO Brands Corp.
5.25%, 12/15/2024(2)

     60,381  
       

 

 

 
    

Insurance - 0.9%

  
1,330,000     

AXA S.A.
6.46%, 12/14/2018(1)(2)(5)

     1,329,175  
235,000     

CNO Financial Group, Inc.
5.25%, 05/30/2025

     236,548  
    

Genworth Holdings, Inc.

  
10,000     

4.80%, 02/15/2024

     8,100  
65,000     

4.90%, 08/15/2023

     53,300  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          35,000     

7.20%, 02/15/2021

   $             32,375  
25,000     

7.63%, 09/24/2021

     23,063  
10,000     

7.70%, 06/15/2020

     9,600  
EUR        1,450,000     

Mapfre S.A.
5.92%, 07/24/2037(1)

     1,596,571  
$          110,000     

MGIC Investment Corp.
5.75%, 08/15/2023

     114,950  
       

 

 

 
          3,403,682  
       

 

 

 
    

Internet - 0.1%

  
175,000     

Netflix, Inc.
4.38%, 11/15/2026(2)

     171,719  
       

 

 

 
    

Iron/Steel - 0.3%

  
480,000     

ArcelorMittal
7.75%, 03/01/2041

     522,000  
    

Steel Dynamics, Inc.

  
290,000     

5.13%, 10/01/2021

     300,150  
155,000     

5.50%, 10/01/2024

     164,494  
       

 

 

 
          986,644  
       

 

 

 
    

IT Services - 0.1%

  
400,000     

NCR Corp.
5.00%, 07/15/2022

     409,500  
       

 

 

 
    

Lodging - 0.2%

  
300,000     

Choice Hotels International, Inc.
5.75%, 07/01/2022

     322,500  
500,000     

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
5.38%, 03/15/2022

     511,250  
       

 

 

 
          833,750  
       

 

 

 
    

Machinery - Construction & Mining - 0.1%

  
245,000     

Oshkosh Corp.
5.38%, 03/01/2025

     253,269  
       

 

 

 
    

Machinery-Diversified - 0.1%

  
465,000     

CNH Industrial Capital LLC
4.38%, 11/06/2020

     481,856  
       

 

 

 
    

Media - 1.7%

  
335,000     

Altice US Finance I Corp.
5.50%, 05/15/2026(2)

     343,375  
    

CCO Holdings LLC / CCO Holdings Capital Corp.

  
30,000     

5.13%, 02/15/2023

     31,125  
770,000     

5.25%, 09/30/2022

     797,119  
70,000     

5.75%, 09/01/2023

     73,325  
10,000     

5.75%, 01/15/2024

     10,500  
15,000     

6.63%, 01/31/2022

     15,525  
280,000     

Charter Communications Operating LLC / Charter Communications Operating Capital
4.91%, 07/23/2025

     294,423  
215,000     

Columbus Cable Barbados Ltd.
7.38%, 03/30/2021(2)

     228,438  
325,000     

CSC Holdings LLC
5.50%, 04/15/2027(2)

     329,875  
    

DISH DBS Corp.

  
395,000     

5.88%, 11/15/2024

     399,444  
625,000     

6.75%, 06/01/2021

     671,487  
810,000     

Liberty Interactive LLC
8.25%, 02/01/2030

     850,500  
440,000     

SFR Group S.A.
7.38%, 05/01/2026(2)

     451,550  
    

TEGNA, Inc.

  
220,000     

4.88%, 09/15/2021(2)

     225,500  
470,000     

5.13%, 07/15/2020

     486,450  
405,000     

5.50%, 09/15/2024(2)

     410,316  
30,000     

6.38%, 10/15/2023

     31,725  
    

Videotron Ltd.

  
110,000     

5.00%, 07/15/2022

     114,400  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          315,000     

5.38%, 06/15/2024(2)

   $             329,175  
       

 

 

 
          6,094,252  
       

 

 

 
    

Mining - 0.4%

  
    

Anglo American Capital plc

  
235,000     

3.63%, 05/14/2020(2)

     236,762  
210,000     

4.13%, 09/27/2022(2)

     211,869  
200,000     

4.88%, 05/14/2025(2)

     202,500  
    

Freeport-McMoRan, Inc.

  
5,000     

3.88%, 03/15/2023

     4,613  
75,000     

5.40%, 11/14/2034

     65,508  
110,000     

5.45%, 03/15/2043

     94,600  
205,000     

Kaiser Aluminum Corp.
5.88%, 05/15/2024

     214,738  
235,000     

Teck Resources Ltd.
8.50%, 06/01/2024(2)

     273,481  
       

 

 

 
          1,304,071  
       

 

 

 
    

Multi-National - 0.0%

  
INR      8,060,000     

International Finance Corp.
7.10%, 03/21/2031

     130,775  
       

 

 

 
    

Oil & Gas - 2.0%

  
$          120,000     

Antero Resources Corp.
5.63%, 06/01/2023

     122,400  
    

Concho Resources, Inc.

  
20,000     

5.50%, 10/01/2022

     20,775  
220,000     

5.50%, 04/01/2023

     228,250  
    

Continental Resources, Inc.

  
15,000     

3.80%, 06/01/2024

     14,006  
175,000     

4.50%, 04/15/2023

     172,812  
45,000     

4.90%, 06/01/2044

     39,600  
205,000     

5.00%, 09/15/2022

     209,100  
30,000     

Diamondback Energy, Inc.
4.75%, 11/01/2024(2)

     29,963  
331,000     

Ecopetrol S.A.
5.88%, 05/28/2045

     292,604  
    

Marathon Oil Corp.

  
160,000     

3.85%, 06/01/2025

     157,075  
70,000     

5.20%, 06/01/2045

     68,449  
55,000     

6.60%, 10/01/2037

     62,181  
45,000     

6.80%, 03/15/2032

     51,698  
    

MEG Energy Corp.

  
30,000     

6.50%, 01/15/2025(2)

     30,300  
271,000     

7.00%, 03/31/2024(2)

     254,740  
    

Petrobras Global Finance B.V.

  
1,335,000     

5.38%, 01/27/2021

     1,343,744  
110,000     

6.13%, 01/17/2022

     113,465  
290,000     

6.85%, 06/05/2115

     243,687  
125,000     

7.38%, 01/17/2027

     129,775  
    

Petroleos Mexicanos

  
95,000     

5.38%, 03/13/2022(2)

     96,848  
936,000     

5.50%, 06/27/2044

     767,717  
335,000     

6.50%, 03/13/2027(2)

     344,531  
225,000     

QEP Resources, Inc.
5.38%, 10/01/2022

     227,250  
75,596     

Shelf Drilling Holdings Ltd.
9.50%, 11/02/2020(2)

     68,036  
30,000     

SM Energy Co.
6.75%, 09/15/2026

     31,200  
455,000     

Tesoro Corp.
5.13%, 04/01/2024

     472,062  
    

WPX Energy, Inc.

  
260,000     

5.25%, 09/15/2024

     256,019  
190,000     

6.00%, 01/15/2022

     197,600  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          1,322,000     

YPF S.A.
8.50%, 07/28/2025(4)

   $             1,391,154  
       

 

 

 
          7,437,041  
       

 

 

 
    

Packaging & Containers - 0.2%

  
130,000     

Crown Americas LLC / Crown Americas Capital Corp.
4.25%, 09/30/2026(2)

     124,313  
215,000     

Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023(2)

     226,288  
465,000     

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
5.13%, 07/15/2023(2)

     475,555  
       

 

 

 
          826,156  
       

 

 

 
    

Pipelines - 0.7%

  
    

DCP Midstream LLC

  
55,000     

5.35%, 03/15/2020(2)

     57,750  
65,000     

9.75%, 03/15/2019(2)

     73,450  
    

DCP Midstream Operating L.P.

  
70,000     

2.70%, 04/01/2019

     69,125  
40,000     

3.88%, 03/15/2023

     38,600  
145,000     

4.95%, 04/01/2022

     150,437  
100,000     

5.60%, 04/01/2044

     90,875  
1,095,000     

Energy Transfer Equity L.P.
7.50%, 10/15/2020

     1,229,137  
385,000     

Tesoro Logistics L.P. / Tesoro Logistics Finance Corp.
6.25%, 10/15/2022

     410,025  
    

Williams Cos., Inc.

  
170,000     

3.70%, 01/15/2023

     167,025  
100,000     

4.55%, 06/24/2024

     101,250  
75,000     

5.75%, 06/24/2044

     75,938  
60,000     

7.88%, 09/01/2021

     69,870  
       

 

 

 
          2,533,482  
       

 

 

 
    

Real Estate Investment Trusts - 0.1%

  
79,000     

CoreCivic, Inc.
4.13%, 04/01/2020

     80,185  
100,000     

Equinix, Inc.
5.38%, 04/01/2023

     104,633  
       

 

 

 
          184,818  
       

 

 

 
    

Retail - 0.1%

  
250,000     

KFC Holding Co. / Pizza Hut Holdings LLC/ Taco Bell of America LLC
5.25%, 06/01/2026(2)

     252,915  
       

 

 

 
    

Semiconductors - 0.2%

  
    

Sensata Technologies B.V.

  
265,000     

5.00%, 10/01/2025(2)

     264,867  
245,000     

5.63%, 11/01/2024(2)

     257,096  
       

 

 

 
          521,963  
       

 

 

 
    

Shipbuilding - 0.0%

  
60,000     

Huntington Ingalls Industries, Inc.
5.00%, 11/15/2025(2)

     62,550  
       

 

 

 
    

Software - 0.3%

  
    

First Data Corp.

  
300,000     

5.00%, 01/15/2024(2)

     303,939  
530,000     

5.38%, 08/15/2023(2)

     545,900  
    

MSCI, Inc.

  
20,000     

4.75%, 08/01/2026(2)

     19,900  
45,000     

5.25%, 11/15/2024(2)

     46,643  
245,000     

5.75%, 08/15/2025(2)

     259,548  
50,000     

Open Text Corp.
5.88%, 06/01/2026(2)

     52,375  
       

 

 

 
          1,228,305  
       

 

 

 


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

    

Telecommunications - 1.1%

  
$           390,000     

AT&T, Inc.
4.75%, 05/15/2046

   $             356,233  
1,040,000     

Mobile Telesystems OJSC via MTS International Funding Ltd.
5.00%, 05/30/2023(2)

     1,070,222  
380,000     

Nokia Oyj
6.63%, 05/15/2039

     398,019  
    

Sprint Communications, Inc.

  
919,000     

7.00%, 03/01/2020(2)

     998,264  
201,000     

9.00%, 11/15/2018(2)

     220,095  
    

T-Mobile USA, Inc.

  
400,000     

6.46%, 04/28/2019

     406,200  
40,000     

6.63%, 11/15/2020

     41,000  
    

Telecom Italia Capital S.A.

  
125,000     

6.00%, 09/30/2034

     123,125  
40,000     

6.38%, 11/15/2033

     40,362  
145,000     

7.72%, 06/04/2038

     159,500  
350,000     

Wind Acquisition Finance S.A.
4.75%, 07/15/2020(2)

     356,125  
       

 

 

 
          4,169,145  
       

 

 

 
    

Total Corporate Bonds
(cost $79,949,787)

     80,382,674  
       

 

 

 
Foreign Government Obligations - 24.9%   
    

Argentina - 2.2%

  
ARS        6,364,047     

Argentina Treasury Bond
2.25%, 04/28/2020(6)

     402,585  
    

Argentine Republic Government International Bond

  
EUR        2,880,000     

2.26%, 12/31/2038(3)

     1,826,514  
$        4,550,000     

6.88%, 01/26/2027(2)

     4,504,500  
918,335     

8.28%, 12/31/2033

     971,139  
325,045     

Provincia de Buenos Aires
9.95%, 06/09/2021(2)

     364,863  
       

 

 

 
          8,069,601  
       

 

 

 
    

Australia - 0.0%

  
AUD           155,000     

Australia Government Bond
5.75%, 05/15/2021(4)

     135,269  
       

 

 

 
    

Austria - 0.2%

  
    

Austria Government Bond

  
EUR           260,000     

1.65%, 10/21/2024(2)(4)

     308,905  
400,000     

1.95%, 06/18/2019(2)(4)

     457,632  
       

 

 

 
          766,537  
       

 

 

 
    

Belgium - 0.3%

  
    

Belgium Government Bond

  
          440,000     

1.25%, 06/22/2018(4)

     487,033  
375,000     

2.60%, 06/22/2024(2)(4)

     468,477  
225,000     

3.75%, 09/28/2020(2)(4)

     279,373  
       

 

 

 
          1,234,883  
       

 

 

 
    

Brazil - 1.4%

  
    

Brazil Notas do Tesouro Nacional

  
BRL           616,725     

6.00%, 08/15/2050(6)

     206,710  
1,574,000     

10.00%, 01/01/2021

     490,243  
6,835,000     

10.00%, 01/01/2023

     2,093,690  
$        2,830,000     

Brazilian Government International Bond
5.00%, 01/27/2045

     2,419,650  
       

 

 

 
          5,210,293  
       

 

 

 
    

Bulgaria - 0.2%

  
EUR           515,000     

Bulgaria Government International Bond
3.13%, 03/26/2035(4)

     545,518  
       

 

 

 
    

Canada - 0.1%

  
CAD           575,000     

Canadian Government Bond
1.75%, 09/01/2019

     452,210  
       

 

 

 


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Chile - 0.0%

  
  CLP      25,000,000   

Bonos de la Tesoreria de la Republica en pesos
6.00%, 01/01/2020

   $ 41,178  
     

 

 

 
  

Colombia - 1.4%

  
  

Colombia Government International Bond

  
$        3,680,000   

2.63%, 03/15/2023

     3,499,680  
490,000   

5.00%, 06/15/2045

     477,015  
  

Colombian TES

  
  COP 2,574,488,304   

3.50%, 03/10/2021(6)

     913,093  
444,000,000   

10.00%, 07/24/2024

     180,904  
     

 

 

 
        5,070,692  
     

 

 

 
  

Croatia - 0.5%

  
  EUR        1,715,000   

Croatia Government International Bond
3.00%, 03/11/2025(4)

     1,844,718  
     

 

 

 
  

Denmark - 0.1%

  
  

Denmark Government Bond

  
 DKK           500,000   

1.75%, 11/15/2025

     80,629  
1,745,000   

4.00%, 11/15/2019

     284,684  
     

 

 

 
        365,313  
     

 

 

 
  

Dominican Republic - 0.6%

  
  

Dominican Republic International Bond

  
$           565,000   

5.50%, 01/27/2025(4)

     561,028  
360,000   

5.88%, 04/18/2024(4)

     369,245  
780,000   

5.95%, 01/25/2027(2)

     780,000  
360,000   

7.45%, 04/30/2044(4)

     379,800  
     

 

 

 
        2,090,073  
     

 

 

 
  

Egypt - 0.4%

  
  

Egypt Government International Bond

  
880,000   

6.13%, 01/31/2022(2)

     887,911  
380,000   

7.50%, 01/31/2027(2)

     380,536  
     

 

 

 
        1,268,447  
     

 

 

 
  

Finland - 0.1%

  
  

Finland Government Bond

  
  EUR           150,000   

1.13%, 09/15/2018(2)(4)

     166,430  
170,000   

1.50%, 04/15/2023(2)(4)

     199,791  
     

 

 

 
        366,221  
     

 

 

 
  

France - 0.8%

  
  

France Government Bond OAT

  
630,000   

0.00%, 05/25/2020(4)(7)

     686,476  
445,000   

0.50%, 11/25/2019(4)

     492,029  
625,000   

1.00%, 11/25/2018(4)

     693,189  
790,000   

3.00%, 04/25/2022(4)

     983,113  
     

 

 

 
                  2,854,807  
     

 

 

 
  

Honduras - 0.0%

  
$           150,000   

Honduras Government International Bond
6.25%, 01/19/2027(2)

     148,950  
     

 

 

 
  

Hungary - 1.2%

  
  

Hungary Government International Bond

  
2,996,000   

5.38%, 02/21/2023

     3,266,479  
1,100,000   

6.38%, 03/29/2021

     1,231,626  
     

 

 

 
        4,498,105  
     

 

 

 
  

Indonesia - 0.9%

  
  

Indonesia Government International Bond

  
775,000   

6.63%, 02/17/2037(4)

     914,881  
1,610,000   

7.75%, 01/17/2038(4)

     2,133,649  
IDR 3,848,000,000   

Indonesia Treasury Bond
8.38%, 09/15/2026

     302,226  
     

 

 

 
        3,350,756  
     

 

 

 


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Ireland - 0.1%

  
  

Ireland Government Bond

  
  EUR           205,000   

3.40%, 03/18/2024(4)

   $ 262,231  
110,000   

4.50%, 10/18/2018

     128,830  
     

 

 

 
        391,061  
     

 

 

 
  

Italy - 0.8%

  
  

Italy Buoni Poliennali Del Tesoro

  
1,300,000   

1.50%, 08/01/2019

     1,446,602  
415,000   

3.75%, 09/01/2024

     507,753  
815,000   

4.75%, 09/01/2021

     1,032,985  
     

 

 

 
        2,987,340  
     

 

 

 
  

Ivory Coast - 0.3%

  
$        1,352,400   

Ivory Coast Government International Bond
5.75%, 12/31/2032(4)

     1,252,295  
     

 

 

 
  

Japan - 0.5%

  
  JPY   165,000,000   

Japan Government Five Year Bond
0.30%, 09/20/2018

     1,473,821  
48,800,000   

Japan Government Ten Year Bond
1.10%, 03/20/2021

     453,782  
     

 

 

 
        1,927,603  
     

 

 

 
  

Malaysia - 0.1%

  
  

Malaysia Government Bond

  
  MYR        1,095,000   

3.80%, 09/30/2022

     245,969  
440,000   

3.96%, 09/15/2025

     97,850  
575,000   

5.73%, 07/30/2019

     136,802  
     

 

 

 
        480,621  
     

 

 

 
  

Mexico - 1.8%

  
  

Mexican Bonos

  
  MXN      25,460,600   

5.00%, 12/11/2019

     1,162,197  
3,969,600   

6.50%, 06/09/2022

     184,477  
1,749,000   

8.00%, 06/11/2020

     86,442  
5,319,200   

10.00%, 12/05/2024

     295,057  
  

Mexico Government International Bond

  
$           520,000   

3.50%, 01/21/2021

     530,920  
2,306,000   

4.35%, 01/15/2047

     1,991,923  
1,240,000   

4.75%, 03/08/2044

     1,137,700  
1,130,000   

6.05%, 01/11/2040

     1,234,525  
     

 

 

 
                  6,623,241  
     

 

 

 
  

Mongolia - 0.1%

  
  

Mongolia Government International Bond

  
200,000   

4.13%, 01/05/2018(4)

     193,764  
255,000   

5.13%, 12/05/2022(4)

     221,053  
     

 

 

 
        414,817  
     

 

 

 
  

Morocco - 0.1%

  
  EUR           175,000   

Morocco Government International Bond
3.50%, 06/19/2024(4)

     201,363  
     

 

 

 
  

Netherlands - 0.4%

  
  

Netherlands Government Bond

  
350,000   

0.25%, 01/15/2020

     386,873  
545,000   

1.25%, 01/15/2019(2)(4)

     609,975  
290,000   

2.00%, 07/15/2024(2)(4)

     353,861  
     

 

 

 
        1,350,709  
     

 

 

 
  

Norway - 0.1%

  
  

Norway Government Bond

  
  NOK           295,000   

2.00%, 05/24/2023(2)(4)

     37,097  
1,305,000   

3.75%, 05/25/2021(2)(4)

     175,977  
     

 

 

 
        213,074  
     

 

 

 
  

Panama - 0.5%

  
$        1,675,000   

Panama Government International Bond
3.88%, 03/17/2028

     1,669,975  
     

 

 

 


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Peru - 0.0%

  
  PEN           135,000   

Peru Government Bond
8.20%, 08/12/2026

   $ 47,624  
     

 

 

 
  

Poland - 0.2%

  
  

Poland Government Bond

 

  PLN        1,410,000   

2.00%, 04/25/2021

     339,693  
865,000   

4.00%, 10/25/2023

     222,519  
1,100,000   

5.25%, 10/25/2017

     281,956  
     

 

 

 
        844,168  
     

 

 

 
  

Romania - 1.2%

  
  

Romania Government Bond

 

  RON        5,270,000   

1.35%, 02/25/2019

     1,259,236  
280,000   

5.75%, 04/29/2020

     74,495  
  

Romanian Government International Bond

 

  EUR        2,078,000   

2.88%, 10/28/2024(4)

     2,384,522  
495,000   

3.88%, 10/29/2035(4)

     547,839  
     

 

 

 
        4,266,092  
     

 

 

 
  

Russia - 2.1%

  
  

Russian Foreign Bond - Eurobond

 

$        1,200,000   

4.75%, 05/27/2026(4)

     1,239,264  
2,400,000   

4.88%, 09/16/2023(4)

     2,541,840  
3,100,000   

5.00%, 04/29/2020(4)

     3,309,250  
400,000   

5.88%, 09/16/2043(4)

     449,000  
     

 

 

 
                  7,539,354  
     

 

 

 
  

Saudi Arabia - 0.5%

  
1,735,000   

Saudi Government International Bond
4.50%, 10/26/2046(2)

     1,697,201  
     

 

 

 
  

Singapore - 0.0%

 

  SGD           130,000   

Singapore Government Bond
3.00%, 09/01/2024

     97,453  
     

 

 

 
  

South Africa - 0.1%

 

  

South Africa Government Bond

 

  ZAR        5,140,000   

7.00%, 02/28/2031

     314,742  
790,000   

8.00%, 01/31/2030

     53,180  
     

 

 

 
        367,922  
     

 

 

 
  

Spain - 0.8%

  
  

Spain Government Bond

 

  EUR           135,000   

1.30%, 10/31/2026(2)(4)

     141,694  
155,000   

1.95%, 04/30/2026(2)(4)

     173,064  
575,000   

2.75%, 10/31/2024(2)(4)

     688,680  
700,000   

4.50%, 01/31/2018

     791,546  
770,000   

5.50%, 04/30/2021(2)(4)

     1,013,977  
     

 

 

 
        2,808,961  
     

 

 

 
  

Sri Lanka - 0.1%

  
$           200,000   

Sri Lanka Government International Bond
6.85%, 11/03/2025(4)

     199,780  
     

 

 

 
  

Supranational - 0.1%

 

  INR      18,000,000   

International Finance Corp.
7.80%, 06/03/2019

     276,311  
     

 

 

 
  

Sweden - 0.1%

 

  

Sweden Government Bond

 

  SEK        1,215,000   

1.50%, 11/13/2023

     149,783  
2,615,000   

3.75%, 08/12/2017

     306,182  
     

 

 

 
        455,965  
     

 

 

 
  

Switzerland - 0.1%

  
  

Switzerland Government Bond

 

  CHF             50,000   

2.00%, 05/25/2022(4)

     57,491  
145,000   

3.00%, 01/08/2018(4)

     151,835  
     

 

 

 
        209,326  
     

 

 

 


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Thailand - 0.1%

 

  THB        7,420,000   

Thailand Government Bond
3.63%, 06/16/2023

   $ 225,752  
     

 

 

 
  

Turkey - 2.2%

 

  TRY           780,000   

Turkey Government Bond
9.40%, 07/08/2020

     198,662  
  

Turkey Government International Bond

 

$        2,395,000   

3.25%, 03/23/2023

     2,138,184  
3,385,000   

4.88%, 04/16/2043

     2,760,095  
1,285,000   

5.75%, 03/22/2024

     1,294,638  
245,000   

6.00%, 03/25/2027

     247,010  
310,000   

6.63%, 02/17/2045

     312,492  
1,100,000   

6.75%, 04/03/2018

     1,142,900  
     

 

 

 
        8,093,981  
     

 

 

 
  

Ukraine - 0.8%

 

  

Ukraine Government International Bond

 

1,100,000   

7.75%, 09/01/2019(4)

     1,093,950  
930,000   

7.75%, 09/01/2021(2)

     898,845  
1,200,000   

7.75%, 09/01/2027(4)

     1,105,584  
     

 

 

 
        3,098,379  
     

 

 

 
  

United Kingdom - 0.2%

 

  

United Kingdom Gilt

 

  GBP           120,000   

1.50%, 01/22/2021(4)

     156,450  
365,000   

1.75%, 07/22/2019(4)

     476,061  
170,000   

2.00%, 07/22/2020(4)

     225,135  
     

 

 

 
        857,646  
     

 

 

 
  

Venezuela - 1.1%

 

  

Venezuela Government International Bond

 

$        4,499,000   

7.75%, 10/13/2019(4)

     2,710,647  
2,115,300   

12.75%, 08/23/2022(4)

     1,385,522  
     

 

 

 
        4,096,169  
     

 

 

 
  

Total Foreign Government Obligations
(cost $92,550,597)

             91,007,754  
     

 

 

 

Municipal Bonds - 1.9%

  
  

General - 1.3%

 

915,000   

Chicago, IL, Transit Auth
6.90%, 12/01/2040

     1,149,194  
  

Puerto Rico Commonwealth Government Employees Retirement System

 

3,090,000   

6.15%, 07/01/2038

     1,367,325  
2,000,000   

6.20%, 07/01/2039

     885,000  
2,365,000   

6.30%, 07/01/2043

     1,046,512  
485,000   

6.55%, 07/01/2058

     214,613  
     

 

 

 
        4,662,644  
     

 

 

 
  

General Obligation - 0.4%

 

1,480,000   

City of Chicago, IL,GO
7.05%, 01/01/2029(8)

     1,506,522  
     

 

 

 
  

Higher Education - 0.2%

 

835,000   

University of California
4.60%, 05/15/2031

     926,766  
     

 

 

 
  

Total Municipal Bonds
(cost $7,363,118)

     7,095,932  
     

 

 

 

Senior Floating Rate Interests - 25.7%(9)

  
  

Advertising - 0.2%

 

586,553   

Acosta Holdco, Inc.
4.29%, 09/26/2021

     566,023  
     

 

 

 
  

Aerospace/Defense - 0.6%

 

701,250   

Fly Funding II S.a.r.l.
3.64%, 02/09/2022

     705,415  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$        1,641,254   

TransDigm, Inc.
3.85%, 05/14/2022

   $ 1,635,723  
     

 

 

 
     2,341,138  
     

 

 

 
  

Agriculture - 0.2%

  
772,778   

Pinnacle Operating Corp.
4.75%, 11/15/2018

     676,822  
     

 

 

 
  

Airlines - 0.2%

  
590,400   

Delta Air Lines, Inc.
3.27%, 10/18/2018

     593,629  
     

 

 

 
  

Auto Manufacturers - 0.2%

  
582,091   

Jaguar Holding Co.
4.25%, 08/18/2022

     584,897  
     

 

 

 
  

Chemicals - 1.0%

  
140,000   

Atotech B.V.
0.00%, 01/31/2024(10)

     140,700  
734,663   

Chemours Co.
3.78%, 05/12/2022

     731,908  
  

Ineos U.S. Finance LLC

 

890,655   

3.75%, 05/04/2018

     890,771  
152,286   

4.25%, 03/31/2022

     152,857  
608,082   

MacDermid, Inc.
5.00%, 06/07/2023

     615,872  
572,125   

Nexeo Solutions LLC
5.26%, 06/09/2023

     576,416  
445,000   

Univar, Inc.
0.00%, 07/01/2022(10)

     444,097  
     

 

 

 
     3,552,621  
     

 

 

 
  

Coal - 0.1%

  
203,999   

Arch Coal, Inc.
10.00%, 10/05/2021

     205,631  
270,000   

Ascent Resources - Marcellus LLC
5.25%, 08/04/2020

     161,325  
     

 

 

 
     366,956  
     

 

 

 
  

Commercial Services - 1.1%

  
  

Brickman Group Ltd. LLC

 

1,010,195   

4.00%, 12/18/2020

     1,013,639  
265,000   

7.50%, 12/17/2021

     266,105  
500,000   

Conduent, Inc.
6.25%, 12/07/2023

     508,540  
320,000   

DigitalGlobe, Inc.
3.53%, 01/15/2024

     321,866  
198,500   

KAR Auction Services, Inc.
4.50%, 03/09/2023

     200,795  
329,988   

ON Assignment, Inc.
3.53%, 06/03/2022

     331,740  
430,000   

Quikrete Holdings, Inc.
4.02%, 11/15/2023

     435,078  
477,600   

Russell Investment Group
6.75%, 06/01/2023

     484,167  
380,000   

Team Health, Inc.
0.00%, 01/17/2024(10)

     379,289  
     

 

 

 
     3,941,219  
     

 

 

 
  

Distribution/Wholesale - 0.3%

  
768,000   

FPC Holdings, Inc.
5.25%, 11/19/2019

     729,838  
303,017   

PowerTeam Services LLC
4.25%, 05/06/2020

     302,638  
     

 

 

 
               1,032,476  
     

 

 

 
  

Diversified Financial Services - 0.8%

  
545,000   

EVO Payments International LLC
6.00%, 12/22/2023

     551,812  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  $           125,000   

NFP Corp.
0.00%, 01/08/2024(10)

   $ 126,459  
200,000   

RP Crown Parent LLC
4.50%, 10/12/2023

     201,400  
853,169   

SAM Finance Lux S.a.r.l.
4.25%, 12/17/2020

     854,876  
1,050,000   

Telenet International Finance S.a.r.l.
3.77%, 01/31/2025

     1,058,998  
     

 

 

 
               2,793,545  
     

 

 

 
  

Electric - 0.5%

  
552,225   

Calpine Construction Finance Co., L.P.
3.75%, 05/31/2023

     555,063  
415,000   

Chief Exploration & Development LLC
7.75%, 05/16/2021

     409,812  
235,000   

Energy Future Intermediate Holding Co. LLC
4.25%, 06/30/2017

     236,274  
981,025   

Seadrill Partners Finco LLC
4.00%, 02/21/2021

     722,280  
     

 

 

 
     1,923,429  
     

 

 

 
  

Electronics - 0.1%

  
474,572   

Ceridian LLC
4.54%, 09/15/2020

     472,793  
     

 

 

 
  

Energy-Alternate Sources - 0.1%

  
450,000   

TEX Operations Co. LLC
5.00%, 08/04/2023

     451,971  
     

 

 

 
  

Entertainment - 0.4%

  
784,615   

Aristocrat Technologies, Inc.
3.78%, 10/20/2021

     792,266  
165,092   

Hilton Worldwide Finance LLC
3.27%, 10/25/2023

     166,575  
352,800   

Scientific Games International, Inc.
6.01%, 10/01/2021

     355,227  
     

 

 

 
     1,314,068  
     

 

 

 
  

Environmental Control - 0.1%

  
422,832   

Advanced Disposal Services, Inc.
3.50%, 11/10/2023

     426,608  
     

 

 

 
  

Food - 0.7%

  
1,261,245   

Albertsons LLC
3.78%, 08/22/2021

     1,266,366  
525,333   

Hostess Brands LLC
4.00%, 08/03/2022

     530,061  
905,000   

JBS USA LLC
0.00%, 10/30/2022(10)

     906,883  
     

 

 

 
     2,703,310  
     

 

 

 
  

Food Service - 0.1%

  
365,625   

Hearthside Group Holdings LLC
4.00%, 06/02/2021

     368,367  
     

 

 

 
  

Healthcare-Products - 0.3%

  
521,033   

Alere, Inc.
4.25%, 06/18/2022

     521,116  
260,000   

Kinetic Concepts, Inc.
0.00%, 01/25/2024(10)

     260,000  
214,463   

Revlon Consumer Products Corp.
4.31%, 09/07/2023

     216,153  
266,625   

Sterigenics-Nordion Holdings LLC
4.25%, 05/15/2022

     266,958  
     

 

 

 
     1,264,227  
     

 

 

 
  

Healthcare-Services - 1.7%

  
570,427   

American Renal Holdings, Inc.
4.75%, 09/20/2019

     568,288  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$175,950   

CDRH Parent, Inc.
5.25%, 07/01/2021

   $ 160,885  
  

Community Health Systems, Inc.

  
253,958   

3.75%, 12/31/2019

     240,884  
744,151   

4.00%, 01/27/2021

     703,067  
651,438   

Envision Healthcare Corp.
4.00%, 12/01/2023

     657,750  
214,463   

Genoa, a QoL Healthcare Co. LLC
4.75%, 10/28/2023

     215,445  
665,000   

inVentiv Health, Inc.
4.75%, 11/09/2023

     670,539  
1,020,749   

MPH Acquisition Holdings LLC
5.00%, 06/07/2023

     1,034,999  
201,104   

Opal Acquisition, Inc.
5.00%, 11/27/2020

     187,278  
540,790   

Ortho-Clinical Diagnostics, Inc.
4.75%, 06/30/2021

     536,507  
259,701   

Surgery Center Holdings, Inc.
4.75%, 11/03/2020

     262,623  
777,150   

U.S. Renal Care, Inc.
5.25%, 12/31/2022

     731,881  
277,154   

Vizient, Inc.
5.00%, 02/13/2023

     280,618  
     

 

 

 
        6,250,764  
     

 

 

 
  

Household Products/Wares - 0.1%

  
260,000   

Galleria Co.
3.81%, 09/29/2023

     261,300  
     

 

 

 
  

Insurance - 1.5%

  
  

Asurion LLC

  
79,444   

4.03%, 07/08/2020

     80,123  
1,180,596   

4.25%, 08/04/2022

     1,192,898  
304,238   

4.75%, 11/03/2023

     307,216  
1,585,000   

8.50%, 03/03/2021

     1,606,794  
390,825   

Evertec Group LLC
3.27%, 04/17/2020

     388,480  
  

Sedgwick Claims Management Services, Inc.

  
992,347   

3.75%, 03/01/2021

     995,652  
375,000   

6.75%, 02/28/2022

     375,626  
393,921   

USI, Inc.
4.25%, 12/27/2019

     394,976  
     

 

 

 
        5,341,765  
     

 

 

 
  

Leisure Time - 0.9%

  
  

Delta 2 (LUX) S.a.r.l.

  
2,253,002   

5.07%, 07/30/2021

     2,263,951  
810,000   

8.07%, 07/31/2022

     813,038  
385,702   

Town Sports International LLC
4.50%, 11/15/2020

     327,365  
     

 

 

 
        3,404,354  
     

 

 

 
  

Lodging - 0.6%

  
448,875   

Boyd Gaming Corp.
3.76%, 09/15/2023

     453,503  
1,251,442   

Caesars Entertainment Operating Co.
0.00%, 03/01/2017(10)(11)

     1,416,483  
448,500   

Caesars Growth Properties Holdings LLC
6.25%, 05/08/2021

     450,648  
     

 

 

 
                  2,320,634  
     

 

 

 
  

Machinery-Construction & Mining - 0.5%

  
974,051   

American Rock Salt Holdings LLC
4.75%, 05/20/2021

     974,461  
381,425   

Headwaters, Inc.
4.00%, 03/24/2022

     382,283  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$            384,657   

Neff Rental LLC
7.54%, 06/09/2021

   $           383,215  
     

 

 

 
     1,739,959  
     

 

 

 
  

Machinery-Diversified - 0.7%

  
800,250   

Brand Energy & Infrastructure Services, Inc.
4.77%, 11/26/2020

     798,449  
396,675   

Gardner Denver, Inc.
4.56%, 07/30/2020

     391,848  
1,414,066   

Gates Global LLC
4.25%, 07/06/2021

     1,408,763  
     

 

 

 
     2,599,060  
     

 

 

 
  

Media - 2.0%

  
859,067   

Advantage Sales & Marketing, Inc.
4.25%, 07/23/2021

     853,963  
360,955   

AVSC Holding Corp.
4.50%, 01/24/2021

     360,955  
399,000   

Camelot Finance L.P.
4.75%, 10/03/2023

     402,324  
226,415   

CBS Radio, Inc.
4.50%, 10/17/2023

     228,256  
967,688   

Charter Communications Operating LLC
3.03%, 01/15/2024

     970,774  
518,400   

Getty Images, Inc.
4.75%, 10/18/2019

     447,581  
711,178   

ION Media Networks, Inc.
4.50%, 12/18/2020

     714,734  
  

Numericable U.S. LLC

 

498,750   

4.29%, 01/14/2025

     502,805  
158,800   

5.29%, 01/15/2024

     160,437  
  

Tribune Media Co.

 

864,266   

3.78%, 01/27/2024

     868,371  
207,507   

3.78%, 12/27/2020

     208,493  
695,000   

UPC Financing Partnership
3.77%, 08/31/2024

     695,000  
921,824   

Virgin Media Investment Holdings Ltd.
3.52%, 01/31/2025

     927,014  
     

 

 

 
     7,340,707  
     

 

 

 
  

Metal Fabricate/Hardware - 0.2%

  
687,858   

Rexnord LLC
3.77%, 08/21/2023

     691,731  
     

 

 

 
  

Mining - 0.1%

 

124,580   

Ardagh Holdings USA, Inc.
4.01%, 12/17/2021

     125,888  
287,923   

Minerals Technologies, Inc.
3.78%, 05/09/2021

     290,443  
     

 

 

 
     416,331  
     

 

 

 
  

Miscellaneous Manufacturing - 0.2%

  
731,666   

Sram LLC
4.02%, 04/10/2020

     728,922  
     

 

 

 
  

Oil & Gas - 0.7%

  
355,000   

California Resources Corp.
11.38%, 12/31/2021

     399,158  
345,000   

Chesapeake Energy Corp.
8.50%, 08/23/2021

     377,199  
268,125   

Drillships Ocean Ventures, Inc.
5.56%, 07/25/2021

     236,486  
622,440   

Pinnacle Holding Co. S.a.r.l.
4.75%, 07/30/2019

     504,176  
  

Western Refining, Inc.

 

518,950   

5.25%, 11/12/2020

     520,896  
372,500   

5.50%, 06/23/2023

     374,132  
     

 

 

 
     2,412,047  
     

 

 

 


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Oil & Gas Services - 0.2%

  
$            887,550   

Crosby U.S. Acquisition Corp.
4.00%, 11/23/2020

   $ 811,221  
261,313   

Paragon Offshore Finance Co.
5.50%, 07/18/2021

     102,957  
     

 

 

 
        914,178  
     

 

 

 
  

Packaging & Containers - 1.3%

  
  

Berry Plastics Group, Inc.

  
737,046   

3.29%, 10/03/2022

     741,387  
444,710   

3.50%, 01/06/2021

     446,284  
390,000   

Flex Acquisition Co., Inc.
4.25%, 12/29/2023

     393,171  
290,155   

Mauser Holding S.a.r.l.
4.50%, 07/31/2021

     291,003  
200,000   

Prolampac Intermediate, Inc.
5.00%, 11/18/2023

     202,750  
1,894,046   

Reynolds Group Holdings, Inc.
4.25%, 02/05/2023

     1,898,591  
681,741   

Signode Industrial Group U.S., Inc.
4.00%, 05/01/2021

     686,854  
     

 

 

 
        4,660,040  
     

 

 

 
  

Pharmaceuticals - 0.4%

  
1,044,450   

Endo Luxembourg Finance Co. I S.a r.l.
3.81%, 09/26/2022

     1,040,972  
464,470   

Valeant Pharmaceuticals International, Inc.
5.53%, 04/01/2022

     466,272  
     

 

 

 
        1,507,244  
     

 

 

 
  

Real Estate - 0.4%

  
  

DTZ U.S. Borrower LLC

  
1,454,434   

4.26%, 11/04/2021

     1,462,389  
22,553   

9.29%, 11/04/2022

     22,553  
     

 

 

 
        1,484,942  
     

 

 

 
  

REITS - 0.2%

  
808,888   

MGM Growth Properties Operating Partnership L.P.
3.53%, 04/25/2023

     815,391  
     

 

 

 
  

Retail - 2.3%

  
1,245,000   

Bass Pro Group LLC
5.97%, 12/16/2023

     1,205,509  
694,552   

BJ’s Wholesale Club, Inc.
4.50%, 09/26/2019

     694,552  
422,875   

Harbor Freight Tools USA, Inc.
3.78%, 08/19/2023

     424,613  
513,079   

J. Crew Group, Inc.
4.00%, 03/05/2021

     285,913  
921,058   

Michaels Stores, Inc.
3.75%, 01/30/2023

     915,633  
817,939   

Neiman Marcus Group, Inc.
4.25%, 10/25/2020

     676,059  
453,863   

Outerwall, Inc.
5.25%, 09/27/2023

     459,395  
894,766   

Party City Holdings, Inc.
4.21%, 08/19/2022

     888,431  
  

Rite Aid Corp.

  
745,000   

4.88%, 06/21/2021

     747,563  
325,000   

5.75%, 08/21/2020

     325,812  
1,760,477   

US Foods, Inc.
3.78%, 06/27/2023

     1,772,026  
     

 

 

 
                  8,395,506  
     

 

 

 
  

Semiconductors - 0.1%

  
463,838   

ON Semiconductor Corp.
4.03%, 03/31/2023

     468,671  
     

 

 

 


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Software - 2.3%

  
$           558,600   

Dell, Inc.
4.03%, 09/07/2023

   $ 560,974  
582,530   

Epicor Software Corp.
4.75%, 06/01/2022

     584,715  
  

First Data Corp.

 

2,203,504   

3.78%, 03/24/2021

     2,216,240  
1,362,112   

3.78%, 07/10/2022

     1,371,197  
839,469   

Infor U.S., Inc.
3.75%, 06/03/2020

     839,335  
861,785   

Magic Newco LLC
5.00%, 12/12/2018

     863,759  
811,471   

SS&C Technologies, Inc.
4.03%, 07/08/2022

     818,864  
1,233,800   

WEX, Inc.
4.28%, 07/01/2023

     1,247,680  
     

 

 

 
        8,502,764  
     

 

 

 
  

Telecommunications - 1.9%

  
815,971   

Entravision Communications Corp.
3.50%, 05/31/2020

     816,485  
  

Level 3 Financing, Inc.

 

625,000   

3.51%, 05/31/2022

     630,600  
1,135,000   

4.00%, 08/01/2019

     1,148,336  
420,658   

LTS Buyer LLC
4.25%, 04/13/2020

     422,761  
143,550   

Salem Communications Corp.
4.50%, 03/13/2020

     139,602  
1,295,000   

Sprint Communications, Inc.
0.00%, 01/13/2024(10)

     1,296,619  
1,610,504   

Univision Communications, Inc.
4.00%, 03/01/2020

     1,612,865  
374,413   

XO Communications LLC
6.00%, 03/17/2021

     375,348  
  

Zayo Group LLC

 

130,000   

0.00%, 01/12/2024(10)

     131,030  
265,000   

0.00%, 01/19/2024(10)

     267,099  
     

 

 

 
        6,840,745  
     

 

 

 
  

Trucking & Leasing - 0.4%

  
890,000   

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
0.00%, 01/13/2022(10)

     901,445  
606,715   

Consolidated Container Co., LLC
5.00%, 07/03/2019

     605,199  
     

 

 

 
        1,506,644  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $94,354,477)

             93,977,798  
     

 

 

 

U.S. Government Agencies - 0.4%

 

  

FHLMC - 0.4%

  
5,328,587   

0.30%, 10/25/2020(1)(12)

     33,834  
1,420,000   

4.67%, 04/25/2029(1)

     1,467,266  
     

 

 

 
        1,501,100  
     

 

 

 
  

FNMA - 0.0%

  
291,192   

5.50%, 06/25/2042(12)

     71,218  
     

 

 

 
  

Total U.S. Government Agencies
(cost $1,502,858)

     1,572,318  
     

 

 

 

U.S. Government Securities - 3.2%

 

  

U.S. Treasury Securities - 3.2%

  
  

U.S. Treasury Bonds - 0.7%

  
1,190,000   

3.00%, 11/15/2045

     1,175,450  
1,335,000   

3.75%, 11/15/2043(13)

     1,514,235  
50,000   

5.38%, 02/15/2031

     66,615  
     

 

 

 
        2,756,300  
     

 

 

 

 


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

U.S. Treasury Notes - 2.5%

     
$        647,400   

0.88%, 01/31/2018(13)

      $ 647,375  
7,373,700   

1.25%, 12/15/2018(14)

        7,382,054  
495,000   

2.00%, 02/15/2025

        481,755  
526,000   

2.13%, 08/15/2021(13)

        531,794  
        

 

 

 
           9,042,978  
        

 

 

 
           11,799,278  
        

 

 

 
  

Total U.S. Government Securities
(cost $11,802,836)

        11,799,278  
        

 

 

 

Common Stocks - 0.4%

  
  

Energy - 0.3%

     
83,644,001   

KCA Deutag(2)(15)(16)

        1,050,819  
17,105   

Templar Energy LLC Class A(15)(16)

        171,048  
        

 

 

 
           1,221,867  
        

 

 

 
  

Utilities - 0.1%

     
500,000   

TCEH Corp.(15)(16)

        1  
8,337   

Vistra Energy Corp.

        135,142  
        

 

 

 
           135,143  
        

 

 

 
  

Total Common Stocks
(cost $1,425,000)

        1,357,010  
        

 

 

 
  

Total Long-Term Investments
(cost $353,343,036)

        351,384,364  

Short-Term Investments - 4.5%

     
  

Foreign Government Obligations - 0.7%

     
RON        10,885,000   

Romania Treasury Bills
0.58%, 06/26/2017(17)

        2,608,268  
        

 

 

 
  

Other Investment Pools & Funds - 3.8%

     
13,838,567   

Fidelity Institutional Government Fund, Institutional Class

        13,838,567  
        

 

 

 
  

Total Short-Term Investments
(cost $16,541,665)

        16,446,835  
        

 

 

 
  

Total Investments Excluding Purchased Options
(cost $369,884,701)

   100.5%    $ 367,831,199  
  

Total Purchased Options
(cost $40,643)

   0.0%    $ 38,321  
     

 

  

 

 

 
  

Total Investments
(cost $369,925,344)^

   100.5%    $     367,869,520  
  

Other Assets and Liabilities

   (0.5)%      (1,864,528
     

 

  

 

 

 
  

Total Net Assets

   100.0%    $ 366,004,992  
     

 

  

 

 

 

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

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

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

 

     For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized depreciation consisted of:

Unrealized Appreciation

   $             8,260,752  

Unrealized Depreciation

     (10,316,576
  

 

 

 

Net Unrealized Depreciation

   $ (2,055,824
  

 

 

 

 

Non-income producing.
(1) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

(2) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $64,482,189, which represents 17.6% of total net assets.
(3) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(4) These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $51,710,627, which represents 14.1% of total net assets.
(5) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(6) The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(7) Security is a zero-coupon bond.
(8) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $1,485,021 at January 31, 2017.
(9) Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2017.
(10) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(11) Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(12) Securities disclosed are interest-only strips.
(13) This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.
(14) This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.
(15) The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

    

Period

Acquired

   Shares/ Par             Security    Cost    
 

03/2011

     83,644,001      KCA Deutag    $ 1,133,544    
 

10/2016

     500,000      TCEH Corp.      —    
 

10/2016

     17,105      Templar Energy LLC Class A      146,456    
          

 

 

 
           $       1,280,000    
          

 

 

 

At January 31, 2017, the aggregate value of these securities was $1,221,868, which represents 0.3% of total net assets.

 

(16) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2017, the aggregate fair value of these securities was $1,221,868, which represents 0.3% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(17) The rate shown represents current yield to maturity.

 

OTC Option Contracts Outstanding at January 31, 2017

 

 
Description   Counter-
party
  

Exercise Price/FX Rate/

Rate

    

Expiration

Date

        Number of    
Contracts    
     Market  
Value †  
     Premiums 
Paid 
(Received)
by Fund 
     Unrealized 
Appreciation/ 
(Depreciation)
 

Purchased option contracts:

 

Puts

 

USD Put/CNH Call

  GSC      6.85 CNH per USD      02/17/17      USD      1,353,000       $ 7,818      $ 9,362        $ (1,544)  

USD Put/THB Call

  BOA      35.71 THB per USD      02/08/17      USD      733,000         10,646        5,131          5,515  

USD Put/TRY Call

  GSC      3.80 TRY per USD      02/20/17      USD      739,000         12,439        18,198          (5,759)  

USD Put/TRY Call

  GSC      3.82 TRY per USD      02/24/17      USD      369,000         7,418        7,952          (534)  
            

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

     3,194,000       $ 38,321      $ 40,643        $ (2,322)  
            

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

       3,194,000       $  38,321      $ 40,643        $ (2,322
            

 

 

    

 

 

    

 

 

    

 

 

 

 


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Futures Contracts Outstanding at January 31, 2017  
Description    Number of
Contracts
     Expiration
Date
    

Notional

Amount

    

Market

Value †

     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

              

10-Year Mini JGB Future

     3        03/10/2017      $ 398,823      $ 398,043      $ (780

Australian 10-Year Bond Future

     3        03/15/2017        289,335        291,900        2,565   

Australian 3-Year Bond Future

     7        03/15/2017        592,989        593,567        578   

Canadian Dollar Future

     11        03/14/2017        839,765        845,075        5,310   

Canadian Government 10-Year Bond Future

     3        03/22/2017        320,167        316,865        (3,302

Euro-BOBL Future

     17        03/08/2017        2,429,067        2,439,648        10,581   

Euro-BTP Future

     7        03/08/2017        1,003,939        989,221        (14,718

Euro-Oat Future

     9        03/08/2017        1,457,227        1,436,631        (20,596

Euro-Schatz Future

     4        03/08/2017        484,099        484,587        488   

Japan 10-Year Bond Future

     4        03/13/2017        5,317,889        5,309,716        (8,173

Long Gilt Future

     5        03/29/2017        772,907        779,142        6,235   

U.S. Treasury 10-Year Note Future

     679        03/22/2017                84,716,665                84,514,281        (202,384

U.S. Treasury 10-Year Note Future

     53        03/22/2017        7,008,162        7,110,281        102,119  

U.S. Treasury 5-Year Note Future

     177        03/31/2017        20,851,429        20,862,492        11,063   

U.S. Treasury Long Bond Future

     63        03/22/2017        9,530,184        9,503,156        (27,028
              

 

 

 

Total

               $           (138,042)  
              

 

 

 

Short position contracts:

              

British Pound Future

     39        03/13/2017      $ 2,999,519      $ 3,069,056      $ (69,537

Euro BUXL 30-Year Bond Future

     4        03/08/2017        728,399        721,969        6,430   

Euro FX Future

     28        03/13/2017        3,694,446        3,787,350        (92,904

Euro-Bund Future

     30        03/08/2017        5,235,609        5,250,579        (14,970

Japan Yen Future

     48        03/13/2017        5,156,429        5,329,800        (173,371

Swiss Franc Future

     18        03/13/2017        2,211,659        2,280,600        (68,941

U.S. Treasury 2-Year Note Future

     212        03/31/2017        45,942,530        45,960,938        (18,408

U.S. Treasury Ultra Bond Future

     19        03/22/2017        3,095,788        3,053,063        42,725   
              

 

 

 

Total

               $ (388,976
              

 

 

 
              
              

 

 

 

Total futures contracts

               $ (527,018
              

 

 

 

 

TBA Sale Commitments Outstanding at January 31, 2017  
Description   

Principal

Amount

     Maturity Date       Market Value †             Unrealized    
    Appreciation/    
     (Depreciation)    
 

Argentine Republic Government International Bond, 6.88%

     $            1,755,000      01/01/2027      $          (1,737,450)        $            1,966  

FNMA, 3.50%

     20,000,000      02/01/2047      (20,437,500)        38,281  
        

 

 

    

 

 

 

Total (proceeds $22,215,197)

           $          (22,174,950)        $            40,247  
        

 

 

    

 

 

 

At January 31, 2017, the aggregate market value of TBA Sale Commitments represents (6.1)% of total net assets.

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2017  
    Reference Entity    Counter-
party
  

Notional

Amount (a)

    

(Pay)/Receive

Fixed

Rate/Implied

Credit Spread (b)

    

Expiration

Date

    

Upfront

Premiums

Paid

    

Upfront

Premiums

Received

    

Market

Value †

    

Unrealized

Appreciation/

(Depreciation)

 

Credit default swaps on indices:

 

Buy protection:

 

                 

ABX.HE.AA.06-1

   MSC      USD        202,114        (0.32%)        07/25/45      $ 38,003          $      $ 32,444       $ (5,559)  

ABX.HE.AAA.06-1

   MSC      USD        85,698        (0.18%)        07/25/45        1,903                   1,484         (419)  

ABX.HE.AAA.06-1

   JPM      USD        154,257        (0.18%)        07/25/45        3,397                   2,670         (727)  

ABX.HE.AAA.06-1

   GSC      USD        16,842        (0.18%)        07/25/45        1,558                   291         (1,267)  

ABX.HE.AAA.06-1

   GSC      USD        58,275        (0.18%)        07/25/45        5,244                   1,005         (4,239)  

ABX.HE.AAA.07-1

   GSC      USD        395,875        (0.09%)        08/25/37        90,576                   88,046         (2,530)  

ABX.HE.AAA.07-1

   JPM      USD        249,651        (0.09%)        08/25/37        60,325                   55,525         (4,800)  

ABX.HE.AAA.07-1

   MSC      USD        1,212,590        (0.09%)        08/25/37            293,751                   269,694         (24,057)  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

ABX.HE.AAA.07-1

   CSI      USD        1,130,562        (0.09%)        08/25/37        297,427                 $ 251,447        (45,980)  

ABX.HE.PENAAA.06-2

   JPM      USD        427,771        (0.11%)        05/25/46        49,170                   39,164        (10,006)  

ABX.HE.PENAAA.06-2

   CSI      USD        672,096        (0.11%)        05/25/46        77,430                   61,534        (15,896)  

CMBX.NA.A.7

   JPM      USD        595,000        (2.00%)        01/17/47        23,135                   9,993        (13,142)  

CMBX.NA.A.9

   MSC      USD        800,000        (2.00%)        09/17/58        28,262                   30,137        1,875  

CMBX.NA.A.9

   DEUT      USD        285,000        (2.00%)        09/17/58        14,513                   10,752        (3,761)  

CMBX.NA.AA.7

   CSI      USD        910,000        (1.50%)        01/17/47        28,523                   8,563        (19,960)  

CMBX.NA.AA.7

   CSI      USD        1,040,000        (1.50%)        01/17/47        32,597                   9,785        (22,812)  

CMBX.NA.AA.7

   CSI      USD        1,200,000        (1.50%)        01/17/47        37,612                   11,291        (26,321)  

CMBX.NA.AA.8

   MSC      USD        420,000        (1.50%)        10/17/57        16,978                   6,629        (10,349)  

CMBX.NA.AJ.4

   DEUT      USD        645,789        (0.96%)        02/17/51        118,139                   126,515        8,376  

CMBX.NA.AJ.4

   GSC      USD        95,636        (0.96%)        02/17/51        15,388                   18,736        3,348  

CMBX.NA.AJ.4

   JPM      USD        1,414,820        (0.96%)        02/17/51        348,928                   277,173        (71,755)  

CMBX.NA.AJ.4

   CSI      USD        2,035,961        (0.96%)        02/17/51        502,809                   398,860        (103,949)  

CMBX.NA.AS.7

   GSC      USD        725,000        (1.00%)        01/17/47        15,911                   (988)        (16,899)  

CMBX.NA.AS.7

   GSC      USD        665,000        (1.00%)        01/17/47        18,858                   (887)        (19,745)  

CMBX.NA.AS.7

   CSI      USD        1,385,000        (1.00%)        01/17/47        25,339                   (1,887)        (27,226)  

CMBX.NA.AS.8

   DEUT      USD        330,000        (1.00%)        10/17/57        24,260                   422        (23,838)  

CMBX.NA.BB.9

   CSI      USD        35,000        (5.00%)        09/17/58        7,696                   6,146        (1,550)  

CMBX.NA.BBB.10

   MSC      USD        295,000        (3.00%)        11/17/59        19,436                   26,030        6,594  

CMBX.NA.BBB.10

   MSC      USD        535,000        (3.00%)        11/17/59        42,109                   47,385        5,276  

CMBX.NA.BBB.7

   GSC      USD        270,000        (3.00%)        01/17/47        23,369                   14,014        (9,355)  

CMBX.NA.BBB.7

   CSI      USD        530,000        (3.00%)        01/17/47        51,646                   27,578        (24,068)  

CMBX.NA.BBB.7

   CSI      USD        570,000        (3.00%)        01/17/47        55,544                   29,659        (25,885)  

CMBX.NA.BBB.7

   MSC      USD        630,000        (3.00%)        01/17/47        65,003                   32,781        (32,222)  

CMBX.NA.BBB.7

   DEUT      USD        275,000        (3.00%)        01/17/47        20,150                   14,309        (5,841)  

CMBX.NA.BBB.7

   GSC      USD        215,000        (3.00%)        01/17/47        19,459                   11,206        (8,253)  

CMBX.NA.BBB.7

   MSC      USD        380,000        (3.00%)        01/17/47        31,601                   19,773        (11,828)  

CMBX.NA.BBB.7

   DEUT      USD        280,000        (3.00%)        01/17/47        26,771                   14,570        (12,201)  

CMBX.NA.BBB.7

   DEUT      USD        295,000        (3.00%)        01/17/47        36,795                   15,350        (21,445)  

CMBX.NA.BBB.7

   GSC      USD        265,000        (3.00%)        01/17/47        37,075                   13,789        (23,286)  

CMBX.NA.BBB.7

   GSC      USD        680,000        (3.00%)        01/17/47        63,631                   35,383        (28,248)  

CMBX.NA.BBB.7

   MSC      USD        1,915,000        (3.00%)        01/17/47        186,625                   99,645        (86,980)  

CMBX.NA.BBB.9

   MSC      USD        280,000        (3.00%)        09/17/58        30,770                   30,607        (163)  

CMBX.NA.BBB.9

   MSC      USD        260,000        (3.00%)        09/17/58        30,435                   27,445        (2,990)  

CMBX.NA.BBB.9

   MSC      USD        160,000        (3.00%)        09/17/58        18,922                   16,889        (2,033)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total

                  $     2,937,073          $      $ 2,190,957        $ (746,116)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Sell protection:

 

                 

CDX.EMS.26

   GSC      USD        10,931,000        1.00%        12/20/21      $      $ (655,829)      $ (636,042)      $ 19,787  

CDX.EMS.26

   BCLY      USD        439,000        1.00%        12/20/21               (25,418)        (25,544)        (126)  

CMBX.NA.AAA.6

   DEUT      USD        4,261,935        0.50%        05/11/63               (103,883)        (2,023)        101,860  

CMBX.NA.AAA.6

   JPM      USD        2,937,887        0.50%        05/11/63               (92,213)        (1,394)        90,819  

CMBX.NA.AAA.6

   JPM      USD        4,991,410        0.50%        05/11/63               (46,905)        (2,369)        44,536  

CMBX.NA.AAA.6

   CSI      USD        419,698        0.50%        05/11/63               (4,502)        (200)        4,302  

CMBX.NA.AAA.6

   CSI      USD        359,741        0.50%        05/11/63               (3,858)        (170)        3,688  

CMBX.NA.AAA.6

   CSI      USD        109,921        0.50%        05/11/63               (1,179)        (52)        1,127  

CMBX.NA.BB.6

   MSC      USD        2,219,000        5.00%        05/11/63               (409,917)        (296,849)        113,068  

CMBX.NA.BB.6

   CSI      USD        730,000        5.00%        05/11/63               (134,845)        (97,656)        37,189  

CMBX.NA.BB.6

   CSI      USD        730,000        5.00%        05/11/63               (134,845)        (97,656)        37,189  

CMBX.NA.BB.6

   CSI      USD        730,000        5.00%        05/11/63               (134,845)        (97,656)        37,189  

CMBX.NA.BB.6

   CSI      USD        725,000        5.00%        05/11/63               (133,922)        (96,988)        36,934  

CMBX.NA.BB.6

   GSC      USD        550,000        5.00%        05/11/63               (60,408)        (73,561)        (13,153)  

CMBX.NA.BB.8

   CSI      USD        1,255,000        5.00%        10/17/57               (353,043)        (274,334)        78,709  

CMBX.NA.BB.8

   CSI      USD        1,245,000        5.00%        10/17/57               (350,230)        (272,148)        78,082  

CMBX.NA.BB.8

   GSC      USD        735,000        5.00%        10/17/57               (224,800)        (160,665)        64,135  

CMBX.NA.BB.8

   CSI      USD        805,000        5.00%        10/17/57               (226,454)        (175,967)        50,487  

CMBX.NA.BB.8

   MSC      USD        578,000        5.00%        10/17/57               (162,607)        (126,346)        36,261  

CMBX.NA.BB.8

   MSC      USD        210,000        5.00%        10/17/57               (60,742)        (45,905)        14,837  

CMBX.NA.BB.8

   MSC      USD        180,000        5.00%        10/17/57               (51,988)        (39,346)        12,642  

CMBX.NA.BB.8

   GSC      USD        145,000        5.00%        10/17/57               (40,606)        (31,696)        8,910  

CMBX.NA.BB.8

   GSC      USD        80,000        5.00%        10/17/57               (23,778)        (17,488)        6,290  

CMBX.NA.BB.8

   JPM      USD        205,000        5.00%        10/17/57               (45,534)        (44,811)        723  

CMBX.NA.BB.8

   GSC      USD        20,000        5.00%        10/17/57               (2,333)        (4,372)        (2,039)  

CMBX.NA.BB.8

   MLI      USD        340,000        5.00%        10/17/57               (43,090)        (74,321)        (31,231)  

CMBX.NA.BB.8

   UBS      USD        365,000        5.00%        10/17/57               (41,630)        (79,786)        (38,156)  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

CMBX.NA.BB.8

     MLI        USD      370,000      5.00%        10/17/57               (33,598)     $ (80,879)       (47,281)  

CMBX.NA.BB.8

     BOA        USD      462,000      5.00%        10/17/57               (32,008)       (100,990)       (68,982)  

CMBX.NA.BB.9

     GSC        USD      395,000      5.00%        09/15/58               (109,153)       (69,368)       39,785  

CMBX.NA.BB.9

     GSC        USD      210,000      5.00%        09/15/58               (58,031)       (36,879)       21,152  

CMBX.NA.BB.9

     GSC        USD      210,000      5.00%        09/15/58               (57,530)       (36,879)       20,651  

CMBX.NA.BB.9

     MLI        USD      210,000      5.00%        09/17/58               (58,627)       (36,879)       21,748  

CMBX.NA.BB.9

     JPM        USD      220,000      5.00%        09/17/58               (59,767)       (38,636)       21,131  

CMBX.NA.BB.9

     MLI        USD      205,000      5.00%        09/17/58               (55,692)       (36,001)       19,691  

PrimeX.ARM.2

     MSC        USD      845,808      4.58%        12/25/37        31,042              11,679       (19,363)  

PrimeX.ARM.2

     JPM        USD      231,041      4.58%        12/25/37        9,732              3,189       (6,543)  
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total

                  $ 40,774      $ (4,033,810)     $ (3,196,988)     $ 796,048  
                 

 

 

    

 

 

   

 

 

   

 

 

 

    

                        
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total traded indices

                  $ 2,977,847      $ (4,033,810)     $ (1,006,031)     $ 49,932  
                 

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

                  

Buy protection:

                        

United Mexican States

     GSC        USD      775,000      (1.00%)/1.66%        12/20/21      $ 28,477      $     $ 22,337     $ (6,140)  
                 

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

                  

Sell protection:

                        

Brazilian Government International Bond

     BCLY        USD      2,905,000      1.00%/2.46%        12/20/21      $      $ (268,184)     $ (187,094)     $ 81,090  

Malaysia Government Bond

     BNP        USD      1,510,000      1.00%/1.33%        12/20/21               (19,397)       (20,937)       (1,540)  

Peruvian Government International Bond

     GSC        USD      1,465,000      1.00%/0.98%        06/20/21               (33,025)       2,663       35,688  

Russian Government International Bond

     GSC        USD      1,946,000      1.00%/1.82%        12/20/21               (68,529)       (70,423)       (1,894)  
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total

                  $      $ (389,135)     $ (275,791)     $ 113,344  
                 

 

 

    

 

 

   

 

 

   

 

 

 

    

                        
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total single-name issues

 

   $ 28,477      $ (389,135   $ (253,454   $ 107,204  
                 

 

 

    

 

 

   

 

 

   

 

 

 

    

                        
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC contracts

                  $ 3,006,324      $ (4,422,945)     $ (1,259,485)     $ 157,136  
                 

 

 

    

 

 

   

 

 

   

 

 

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
(b) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on January 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2017

 

 
      Reference Entity   

Notional
Amount (a)

     (Pay)/Receive
Fixed Rate
     Expiration  
Date  
     Cost Basis      Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

                    

   Buy protection:

                    

CDX.NA.HY.27

     USD        14,930,000        (5.00%)        12/20/21      $ (761,589)      $ (988,267)      $ (226,678)  

CDX.NA.HY.27

     USD        51,038,000        (5.00%)        12/20/21        2,191,515        3,378,375        1,186,860  

CDX.NA.IG.26

     USD        10,874,000        (1.00%)        06/20/21        (92,167)        (193,629)        (101,462)  

ITRAXX.XOV.26

     EUR        7,429,000        (5.00%)        12/20/21        547,682        727,960        180,278  
              

 

 

    

 

 

    

 

 

 

Total

               $ 1,885,441      $ 2,924,439      $ 1,038,998  
              

 

 

    

 

 

    

 

 

 
                    
              

 

 

    

 

 

    

 

 

 

Total

               $ 1,885,441      $ 2,924,439      $ 1,038,998  
              

 

 

    

 

 

    

 

 

 

 


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

 

Cross Currency Swap Contracts Outstanding at January 31, 2017  
    Receive   Pay   Maturity
Date (1)
    Counter-
party
    Notional
Amount of
Currency
Received
    Notional
Amount of
Currency
Delivered
    Upfront
Premiums
Paid
   

Upfront
Premiums

Received

    Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered   Fixed Rate equal to 3.120% based on the notional amount of currency delivered     03/16/22       DEUT       USD 422,583       CNH 2,863,000     $     $ (6,694)     $ 3,228     $ 9,922  
Fixed Rate equal to 3.120% based on the notional amount of currency delivered   Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered     03/16/22       DEUT       CNH 2,863,000       USD 422,583       6,694             (43,075)       (49,769
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $ 6,694     $ (6,694)     $ (39,847)     $ (39,847
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.

 

OTC Interest Rate Swap Contracts Outstanding at January 31, 2017

 

 

Counter-

party

  

    Payments made

    by Fund

        Payments received
      by Fund
  

Notional

Amount

     Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

BCLY

   1.89% Fixed   CPURNSA      USD        20,889,000        07/15/24      $      $      $ 791,981      $ 791,981  
                

 

 

    

 

 

    

 

 

    

 

 

 
         Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2017  

Payments made

by Fund

 

Payments received by

Fund

  

    Notional Amount  

    

Expiration    

Date    

    

Upfront

Premiums

Paid

    

Upfront

Premiums

Received

    

Market

Value †

    

Unrealized

Appreciation/

(Depreciation)

 
   1M MXN TIIE   8.27% Fixed      MXN        10,040,000        12/30/26      $      $     —      $ (14,784)      $ (14,784)  
                

 

 

    

 

 

    

 

 

    

 

 

 

 

           Foreign Currency Contracts Outstanding at January 31, 2017  
Currency    Buy / Sell    Delivery Date    Counterparty    Contract
Amount
     Market Value †     

Unrealized

Appreciation/

    (Depreciation)    

 

AUD

   Buy    02/03/17    CBK    $ 745,816      $ 779,578      $         33,762   

AUD

   Buy    02/03/17    BCLY      109,677        109,960        283   

AUD

   Buy    03/06/17    NAB      222,054        222,786        732   

AUD

   Buy    03/06/17    BCLY      221,312        222,028        716   

AUD

   Buy    03/06/17    MSC      221,490        222,028        538   

AUD

   Buy    03/06/17    BNP      221,536        222,029        493   

AUD

   Sell    02/03/17    BNP      221,694        222,195        (501)  

AUD

   Sell    02/03/17    MSC      221,655        222,195        (540)  

AUD

   Sell    02/03/17    BCLY      221,479        222,195        (716)  

AUD

   Sell    02/03/17    NAB      222,217        222,953        (736)  

AUD

   Sell    03/06/17    RBC      53,094        53,044        50   

BRL

   Buy    03/15/17    MSC        3,022,861            3,074,244        51,383   

BRL

   Sell    03/15/17    MSC      67,412        68,086        (674)  

BRL

   Sell    03/15/17    GSC      578,368        593,952        (15,584)  

BRL

   Sell    03/15/17    GSC      573,908        612,150        (38,242)  

BRL

   Sell    03/15/17    SSG      3,553,405        3,848,609        (295,204)  

CAD

   Buy    02/03/17    MSC      602,496        615,576        13,080   

CAD

   Buy    03/06/17    BMO      564,588        565,803        1,215   


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

CAD

   Sell    02/03/17    RBC      49,656      $ 49,953      $ (297)  

CAD

   Sell    02/03/17    BMO      564,417                565,623        (1,206)  

CHF

   Buy    02/03/17    GSC      85,707        85,909        202   

CHF

   Sell    02/03/17    BCLY      82,950        85,909        (2,959)  

CHF

   Sell    03/06/17    RBC      30,454        30,372        82   

CHF

   Sell    03/06/17    GSC      85,839        86,055        (216)  

CNY

   Buy    03/15/17    SCB      369,156        375,205        6,049   

COP

   Buy    03/15/17    CIB      1,023,928        1,029,400        5,472   

COP

   Sell    03/15/17    BCLY      942,397        939,120        3,277   

COP

   Sell    03/15/17    SSG      996,879        1,029,401        (32,522)  

DKK

   Buy    02/03/17    MSC      61,979        62,575        596   

DKK

   Sell    02/03/17    GSC      60,487        62,575        (2,088)  

DKK

   Sell    03/06/17    RBC      50,919        50,883        36   

DKK

   Sell    03/06/17    MSC      62,062        62,660        (598)  

EUR

   Buy    02/03/17    CBK      3,312,268        3,423,433                111,165   

EUR

   Buy    02/03/17    CBK      2,204,669        2,282,289        77,620   

EUR

   Buy    02/03/17    CBK      539,187        544,122        4,935   

EUR

   Buy    02/03/17    JPM      100,358        102,563        2,205   

EUR

   Buy    02/28/17    CSFB      1,041,239        1,047,111        5,872   

EUR

   Buy    02/28/17    CSFB      629,686        633,237        3,551   

EUR

   Buy    03/06/17    BNP      5,498,146        5,517,410        19,264   

EUR

   Buy    03/15/17    BNP      612,460        618,663        6,203   

EUR

   Buy    03/15/17    RBC      136,017        140,605        4,588   

EUR

   Buy    03/15/17    BCLY      631,006        633,805        2,799   

EUR

   Buy    03/15/17    CSFB      290,444        292,026        1,582   

EUR

   Buy    03/15/17    CSFB      43,215        43,263        48   

EUR

   Buy    03/15/17    BOA      177,515        167,645        (9,870)  

EUR

   Buy    03/15/17    CBK      438,450        427,224        (11,226)  

EUR

   Buy    03/15/17    BOA      240,640        227,132        (13,508)  

EUR

   Buy    03/15/17    UBS      280,922        264,987        (15,935)  

EUR

   Buy    03/15/17    UBS      5,097,980        4,845,473        (252,507)  

EUR

   Sell    02/03/17    MSC      91,364        91,767        (403)  

EUR

   Sell    02/03/17    BNP      69,238        70,174        (936)  

EUR

   Sell    02/03/17    JPM      74,538        75,573        (1,035)  

EUR

   Sell    02/03/17    UBS      57,814        59,378        (1,564)  

EUR

   Sell    02/03/17    JPM      137,633        140,349        (2,716)  

EUR

   Sell    02/03/17    CBK      400,773        404,853        (4,080)  

EUR

   Sell    02/03/17    BNP      5,492,057        5,510,313        (18,256)  

EUR

   Sell    02/28/17    BCLY      235,567        237,734        (2,167)  

EUR

   Sell    02/28/17    UBS      9,853,434        9,972,947        (119,513)  

EUR

   Sell    03/06/17    RBC      32,461        32,430        31   

EUR

   Sell    03/15/17    BOA      5,927,233        5,742,102        185,131   

EUR

   Sell    03/15/17    JPM      1,609,499        1,535,842        73,657   

EUR

   Sell    03/15/17    BOA      2,014,909        1,941,434        73,475   

EUR

   Sell    03/15/17    SSG      58,166        59,486        (1,320)  

EUR

   Sell    03/15/17    MSC      207,336        210,908        (3,572)  

EUR

   Sell    03/15/17    BOA      1,080,446        1,086,986        (6,540)  

EUR

   Sell    03/15/17    MSC      4,510,476        4,565,344        (54,868)  

GBP

   Buy    02/03/17    GSC      668,332        685,640        17,308   

GBP

   Buy    02/03/17    MSC      669,080        685,640        16,560   

GBP

   Buy    03/06/17    CBK      1,305,707        1,315,504        9,797   

GBP

   Sell    02/03/17    CBK      55,411        56,613        (1,202)  

GBP

   Sell    02/03/17    CBK      1,305,012        1,314,668        (9,656)  

GBP

   Sell    02/28/17    MSC      544,211        544,978        (767)  

HUF

   Buy    03/14/17    CBK      136,957        140,864        3,907   

JPY

   Buy    02/03/17    BOA      8,246,951        8,558,889        311,938   

JPY

   Buy    03/06/17    SCB      2,579,705        2,601,132        21,427   

JPY

   Buy    03/06/17    MSC      2,658,896        2,679,944        21,048   

JPY

   Buy    03/06/17    BNP      2,580,904        2,601,133        20,229   

JPY

   Sell    02/03/17    MSC      74,078        74,400        (322)  

JPY

   Sell    02/03/17    CBK      214,542        215,230        (688)  

JPY

   Sell    02/03/17    BNP      51,491        52,257        (766)  

JPY

   Sell    02/03/17    JPM      49,145        50,486        (1,341)  

JPY

   Sell    02/03/17    JPM      283,461        292,288        (8,827)  

JPY

   Sell    02/03/17    BNP      2,578,685        2,598,499        (19,814)  

JPY

   Sell    02/03/17    MSC      2,656,583        2,677,230        (20,647)  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

JPY

   Sell    02/03/17    SCB      2,577,552      $         2,598,498      $ (20,946)  

JPY

   Sell    04/14/17    SSG      3,677,760        3,819,775        (142,015)  

MXN

   Buy    02/03/17    GSC      115,564        119,210        3,646   

MXN

   Buy    03/06/17    RBC      81,862        81,454        (408)  

MXN

   Buy    03/15/17    RBC      179,230        177,740        (1,490)  

MXN

   Sell    02/03/17    RBC      82,222        81,822        400   

MXN

   Sell    02/03/17    RBC      37,715        37,388        327   

MXN

   Sell    03/15/17    JPM      1,256,110        1,200,912        55,198   

NOK

   Buy    02/03/17    CBK      34,936        35,282        346   

NOK

   Sell    02/03/17    CBK      33,674        35,282        (1,608)  

NOK

   Sell    03/06/17    CBK      34,941        35,291        (350)  

PHP

   Buy    03/15/17    CBK      11,040        11,238        198   

PLN

   Buy    02/03/17    CBK      121,556        122,847        1,291   

PLN

   Sell    02/03/17    BCLY      116,500        122,848        (6,348)  

PLN

   Sell    03/06/17    CBK      121,493        122,785        (1,292)  

RON

   Sell    06/26/17    CBK      2,717,547        2,622,282        95,265   

RON

   Sell    08/28/17    JPM      849,923        803,044        46,879   

RON

   Sell    08/28/17    BNP      512,428        484,720        27,708   

RUB

   Buy    03/15/17    CBK      1,501,939        1,490,512        (11,427)  

RUB

   Buy    06/21/17    CBK      131,124        146,587        15,463   

RUB

   Sell    03/15/17    BOA      35,354        35,070        284   

RUB

   Sell    03/15/17    BCLY      1,343,864        1,455,443        (111,579)  

SEK

   Buy    02/03/17    CBK      166,603        168,306        1,703   

SEK

   Sell    02/03/17    BCLY      161,320        168,305        (6,985)  

SEK

   Sell    03/06/17    CBK      166,875        168,553        (1,678)  

SGD

   Buy    02/03/17    SCB      102,369        105,017        2,648   

SGD

   Buy    03/06/17    UBS      103,809        105,046        1,237   

SGD

   Sell    02/03/17    UBS      103,787        105,017        (1,230)  

THB

   Buy    03/15/17    BCLY      1,822,233        1,830,730        8,497   

THB

   Sell    03/15/17    JPM      1,806,824        1,826,585        (19,761)  

TRY

   Buy    03/15/17    GSC      590,743        551,387        (39,356)  

TRY

   Buy    03/15/17    BCLY      602,787        551,126        (51,661)  

TRY

   Sell    03/15/17    HSBC      261,741        223,331        38,410   

TRY

   Sell    03/15/17    BNP      260,605        222,283        38,322   

TRY

   Sell    03/15/17    BCLY      257,421        219,927        37,494   

TRY

   Sell    03/15/17    HSBC      253,993        219,403        34,590   

TRY

   Sell    03/15/17    JPM      249,210        217,571        31,639   

ZAR

   Buy    02/03/17    RBC      58,891        60,081        1,190   

ZAR

   Buy    02/03/17    JPM      19,127        19,656        529   

ZAR

   Buy    03/06/17    BNP      79,247        79,293        46   

ZAR

   Buy    03/15/17    CBK      1,440        1,473        33   

ZAR

   Sell    02/03/17    BNP      79,689        79,737        (48)  
                 

 

 

 

Total

                  $             161,338  
                 

 

 

 

† 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)

    

Counterparty Abbreviations:

    
BCLY   Barclays   
BMO   Bank of Montreal   
BNP   BNP Paribas Securities Services   
BOA   Banc of America Securities LLC   
CBK   Citibank NA   
CIB   Credit Agricole   
CSFB   Credit Suisse First Boston Corp.   
CSI   Credit Suisse International   
DEUT   Deutsche Bank Securities, Inc.   
GSC   Goldman Sachs & Co.   
HSBC   HSBC Bank USA   
JPM   JP Morgan Chase & Co.   
MLI   Merrill Lynch International   
MSC   Morgan Stanley   
NAB   National Australia Bank Limited   


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

RBC   RBC Dominion Securities, Inc.   
SCB   Standard Chartered Bank   
SSG   State Street Global Markets LLC   
UBS   UBS AG   

Currency Abbreviations:

    
ARS   Argentine Peso   
AUD   Australian Dollar   
BRL   Brazilian Real   
CAD   Canadian Dollar   
CHF   Swiss Franc   
CLP   Chilean Peso   
CNH   Chinese Renminbi   
CNY   Chinese Yuan   
COP   Colombian Peso   
DKK   Danish Krone   
EUR   Euro   
GBP   British Pound   
HUF   Hungarian Forint   
IDR   Indonesian Rupiah   
INR   Indian Rupee   
JPY   Japanese Yen   
MXN   Mexican Peso   
MYR   Malaysian Ringgit   
NOK   Norwegian Krone   
PEN   Peruvian Nuevo Sol   
PHP   Philippine Peso   
PLN   Polish Zloty   
RON   New Romanian Leu   
RUB   Russian Ruble   
SEK   Swedish Krona   
SGD   Singapore Dollar   
THB   Thai Baht   
TRY   Turkish Lira   
USD   United States Dollar   
ZAR   South African Rand   

Index Abbreviations:

    
ABX.HE   Markit Asset Backed Security Home Equity   
ABX.HE.PEN   Markit Asset Backed Security Home Equity Penultimate   
CDX.EM   Credit Derivatives Emerging Markets   
CDX.NA.HY   Credit Derivatives North American High Yield   
CDX.NA.IG   Credit Derivatives North American Investment Grade   
CMBX.NA   Markit Commercial Mortgage Backed North American   
CPURNSA   Consumer Price All Urban Non-Seasonally Adjusted   
ITRAXX.XOV   Markit iTraxx Index - Europe Crossover   
PrimeX.ARM   Markit PrimeX Adjustable Rate Mortgage Backed Security   

Other Abbreviations:

    
CLO   Collateralized Loan Obligation   
CMO   Collateralized Mortgage Obligation   
FHLMC   Federal Home Loan Mortgage Corp.   
FNMA   Federal National Mortgage Association   
LIBOR   London Interbank Offered Rate   
MSCI   Morgan Stanley Capital International   
OJSC   Open Joint Stock Company   
OTC   Over-the-Counter   
TBA   To Be Announced   
TIIE   Interbank Equilibrium Interest Rate   


 

  The Hartford Strategic Income Fund

 

   

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

           

Asset & Commercial Mortgage Backed Securities

   $ 64,191,600       $ —       $ 64,191,600       $ —   

Corporate Bonds

     80,382,674         —         80,382,674         —   

Foreign Government Obligations

     91,007,754         —         91,007,754         —   

Municipal Bonds

     7,095,932         —         7,095,932         —   

Senior Floating Rate Interests

     93,977,798         —         93,977,798         —   

U.S. Government Agencies

     1,572,318         —         1,572,318         —   

U.S. Government Securities

     11,799,278         —         11,799,278         —   

Common Stocks

           

Energy

     1,221,867         —         —         1,221,867   

Utilities

     135,143         135,142         —          

Short-Term Investments

     16,446,835         13,838,567         2,608,268         —   

Purchased Options

     38,321         —         38,321         —   

Foreign Currency Contracts(2)

     1,555,649         —         1,555,649         —   

Futures Contracts(2)

     188,094         188,094         —         —   

Swaps - Credit Default(2)

     2,532,307         —         2,532,307         —   

Swaps - Cross Currency(2)

     9,922         —         9,922         —   

Swaps - Interest Rate(2)

     791,981         —         791,981         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 372,947,473       $ 14,161,803       $ 357,563,802       $ 1,221,868   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (1,394,311)      $ —       $ (1,394,311)      $ —   

Futures Contracts(2)

     (715,112)        (715,112)        —         —   

Swaps - Credit Default(2)

     (1,336,173)        —         (1,336,173)        —   

Swaps - Cross Currency(2)

     (49,769)        —         (49,769)        —   

Swaps - Interest Rate(2)

     (14,784)        —         (14,784)        —   

TBA Sale Commitments

     (22,174,950)        —         (22,174,950)        —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (25,685,099)      $ (715,112)      $ (24,969,987)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2017 is not presented.


 

  The Hartford Total Return Bond Fund

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Asset & Commercial Mortgage Backed Securities - 28.0%

  
  

Asset-Backed - Automobile - 1.0%

  
        $         2,030,000   

AmeriCredit Automobile Receivables Trust
2.72%, 09/09/2019

   $ 2,040,269  
1,840,000   

CarMax Auto Owner Trust
2.58%, 11/16/2020

     1,845,225  
  

First Investors Auto Owner Trust

 

320,851   

1.49%, 01/15/2020(1)

     320,795  
2,547,614   

1.67%, 11/16/2020(1)

     2,547,863  
930,000   

2.39%, 11/16/2020(1)

     932,003  
650,000   

GM Financial Automobile Leasing Trust
1.96%, 03/20/2018(1)

     651,335  
4,239,559   

Honor Automobile Trust Securitization
2.94%, 11/15/2019(1)

     4,246,604  
  

Santander Drive Auto Receivables Trust

  
438,560   

1.82%, 05/15/2019

     438,907  
4,500,000   

1.83%, 01/15/2020

     4,508,720  
480,656   

2.25%, 06/17/2019

     482,042  
1,957,154   

2.36%, 04/15/2020

     1,964,373  
     

 

 

 
               19,978,136  
     

 

 

 
  

Asset-Backed - Finance & Insurance - 13.3%

  
4,200,000   

American Money Management Corp.
2.49%, 07/27/2026(1)(2)

     4,203,969  
2,910,000   

Anchorage Capital CLO Ltd.
2.46%, 01/15/2029(1)(2)

     2,908,545  
  

Apidos CLO

  
1,445,000   

2.35%, 01/16/2027(1)(2)

     1,444,270  
2,935,000   

2.48%, 01/19/2025(1)(2)

     2,934,830  
1,510,000   

2.73%, 07/15/2023(1)(2)

     1,516,864  
  

Ares CLO Ltd.

  
1,767,589   

1.88%, 04/20/2023(1)(2)

     1,759,888  
3,580,000   

2.29%, 07/28/2025(1)(2)

     3,579,685  
4,460,000   

2.54%, 04/17/2026(1)(2)

     4,468,831  
  

Atlas Senior Loan Fund Ltd.

  
6,012,000   

2.45%, 07/16/2026(1)(2)

     6,022,852  
3,775,000   

2.56%, 10/15/2026(1)(2)

     3,773,090  
3,420,000   

Atrium XI
3.19%, 10/23/2025(1)(2)

     3,421,077  
4,375,000   

Avery Point IV CLO Ltd.
2.56%, 04/25/2026(1)(2)

     4,392,929  
1,030,000   

Babson CLO Ltd.
2.52%, 07/20/2025(1)(2)

     1,027,743  
4,580,000   

BlueMountain CLO Ltd.
2.28%, 04/30/2026(1)(2)

     4,577,710  
531,875   

Cal Funding II Ltd.
3.47%, 10/25/2027(1)

     514,918  
  

Carlyle Global Market Strategies Ltd.

  
4,630,000   

2.51%, 04/27/2027(1)(2)

     4,644,413  
2,815,000   

2.69%, 10/20/2029(1)(2)

     2,826,260  
  

Cent CLO Ltd.

  
4,475,000   

2.51%, 04/17/2026(1)(2)

     4,471,205  
3,995,000   

2.52%, 01/25/2026(1)(2)

     3,992,991  
2,865,000   

2.53%, 07/27/2026(1)(2)

     2,864,387  
1,810,000   

3.07%, 04/17/2026(1)(2)

     1,817,292  
  

CIFC Funding Ltd.

  
3,940,000   

2.41%, 08/14/2024(1)(2)

     3,936,588  
4,175,000   

2.41%, 05/24/2026(1)(2)

     4,182,077  
4,745,000   

2.52%, 04/18/2025(1)(2)

     4,757,489  
74,950   

Consumer Credit Origination Loan Trust
2.82%, 03/15/2021(1)

     74,975  
  

Dryden Senior Loan Fund

  
4,695,000   

2.37%, 04/18/2026(1)(2)

     4,695,207  
3,970,000   

2.45%, 07/15/2027(1)(2)

     3,967,991  
4,796,000   

2.45%, 10/15/2028(1)(2)

     4,793,573  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

First Franklin Mortgage Loan Trust

  
        $         2,250,478   

1.01%, 04/25/2036(2)

   $ 1,491,694  
1,065,000   

1.08%, 09/25/2036(2)

     753,069  
1,015,000   

Flatiron CLO Ltd.
2.92%, 07/17/2026(1)(2)

     1,014,906  
695,000   

Ford Credit Floorplan Master Owner Trust A
1.40%, 02/15/2019

     694,931  
6,637,000   

Galaxy CLO Ltd.
2.27%, 04/15/2025(1)(2)

     6,633,648  
2,525,000   

Green Tree Agency Advance Funding Trust
3.10%, 10/15/2048(1)

     2,507,173  
2,910,000   

Highbridge Loan Management Ltd.
2.33%, 05/05/2027(1)(2)

     2,906,453  
3,970,000   

JFIN CLO Ltd.
2.72%, 04/24/2029(1)(2)(3)

     3,968,015  
4,210,000   

KKR CLO Ltd.
2.58%, 10/18/2028(1)(2)

     4,211,878  
3,575,000   

Lendmark Funding Trust
3.26%, 04/21/2025(1)

     3,569,163  
  

Madison Park Funding Ltd.

  
4,525,000   

2.28%, 07/20/2026(1)(2)

     4,522,719  
4,825,000   

2.32%, 10/23/2025(1)(2)

     4,823,577  
2,800,000   

2.48%, 01/19/2025(1)(2)

     2,805,390  
3,370,000   

3.44%, 01/27/2026(1)(2)

     3,372,558  
  

Magnetite CLO Ltd.

  
3,165,000   

2.04%, 04/15/2027(1)(2)

     3,163,402  
2,585,000   

2.32%, 04/15/2026(1)(2)

     2,583,695  
3,890,000   

2.46%, 07/25/2026(1)(2)

     3,895,022  
3,115,000   

2.99%, 07/25/2026(1)(2)

     3,131,425  
  

Nationstar HECM Loan Trust

  
523,104   

2.24%, 06/25/2026(1)

     525,883  
1,543,773   

2.98%, 02/25/2026(1)

     1,544,365  
3,795,000   

Neuberger Berman CLO Ltd.
2.35%, 08/04/2025(1)(2)

     3,808,582  
4,895,000   

NRZ Advance Receivables Trust
3.11%, 12/15/2050(1)

              4,885,660  
1,395,000   

Oak Hill Credit Partners X Ltd.
2.50%, 07/20/2026(1)(2)

     1,395,126  
4,495,000   

Oaktree EIF II Ltd.
2.46%, 02/15/2026(1)(2)

     4,494,128  
4,015,000   

OCP CLO Ltd.
2.55%, 04/17/2027(1)(2)

     4,018,449  
2,385,000   

Octagon Investment Partners Ltd.
2.14%, 07/17/2025(1)(2)

     2,381,489  
5,829,000   

OHA Credit Partners VIII Ltd.
2.15%, 04/20/2025(1)(2)

     5,820,670  
6,305,000   

OneMain Financial Issuance Trust
4.10%, 03/20/2028(1)

     6,431,472  
4,470,000   

OZLM Funding Ltd.
2.49%, 04/30/2027(1)(2)

     4,487,089  
5,355,000   

Race Point CLO Ltd.
2.53%, 04/15/2027(1)(2)

     5,365,523  
2,710,000   

SBA Tower Trust
2.90%, 10/15/2044(1)(4)

     2,728,770  
3,320,000   

Seneca Park CLO Ltd.
2.50%, 07/17/2026(1)(2)

     3,330,926  
3,430,000   

Shackleton CLO Ltd.
2.50%, 07/17/2026(1)(2)

     3,438,163  
  

SoFi Consumer Loan Program LLC

  
3,704,039   

3.05%, 12/26/2025(1)

     3,698,470  
3,323,747   

3.09%, 10/27/2025(1)

     3,324,911  
2,680,000   

3.28%, 01/26/2026(1)

     2,684,703  
  

Sound Point CLO Ltd.

  
3,768,000   

2.41%, 01/21/2026(1)(2)

     3,769,922  
4,385,000   

2.55%, 04/15/2027(1)(2)

     4,393,770  
1,410,000   

5.62%, 07/15/2025(1)(2)

     1,331,591  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $         877,707   

Springleaf Funding Trust
2.41%, 12/15/2022(1)

   $ 878,940  
3,940,000   

2.90%, 11/15/2029(1)

     3,935,205  
4,175,000   

SPS Servicer Advance Receivables Trust
2.75%, 11/15/2049(1)

     4,151,443  
4,090,000   

Symphony CLO L.P.
2.51%, 01/09/2023(1)(2)

     4,110,638  
3,950,000   

Symphony CLO Ltd.
2.29%, 07/14/2026(1)(2)

     3,952,516  
2,740,000   

Thacher Park CLO Ltd.
2.50%, 10/20/2026(1)(2)

     2,740,384  
4,335,000   

Treman Park CLO Ltd.
2.53%, 04/20/2027(1)(2)

     4,332,815  
  

Voya CLO Ltd.

  
2,115,000   

2.35%, 04/18/2026(1)(2)

     2,113,932  
1,545,000   

2.46%, 07/25/2026(1)(2)

     1,545,131  
1,500,000   

2.47%, 07/17/2026(1)(2)

     1,501,001  
4,220,000   

2.50%, 04/18/2027(1)(2)

     4,234,285  
1,505,000   

3.12%, 04/18/2027(1)(2)

     1,512,043  
4,650,000   

York CLO Ltd.
2.73%, 01/20/2030(1)(2)

     4,647,568  
5,625,000   

Zais CLO Ltd.
2.41%, 10/15/2028(1)(2)

     5,583,836  
     

 

 

 
             268,719,766  
     

 

 

 
  

Asset-Backed - Home Equity - 1.0%

  
  

GSAA Home Equity Trust

  
623,068   

0.84%, 12/25/2046(2)

     338,588  
6,114,654   

0.85%, 02/25/2037(2)

     3,293,957  
1,175,268   

0.86%, 12/25/2036(2)

     597,189  
3,815,753   

0.87%, 03/25/2037(2)

     2,025,446  
2,503,284   

0.95%, 11/25/2036(2)

     1,224,032  
842,648   

0.99%, 05/25/2047(2)

     636,499  
533,882   

1.07%, 03/25/2036(2)

     360,940  
589,448   

5.88%, 09/25/2036(4)

     303,636  
1,639,827   

5.99%, 06/25/2036(2)

     824,582  
181,771   

Morgan Stanley Asset-Backed Securities Capital I, Inc. Trust
0.92%, 06/25/2036(2)

     156,201  
1,496,155   

Morgan Stanley Mortgage Loan Trust
0.94%, 11/25/2036(2)

     654,203  
5,080,000   

NRZ Advance Receivables Trust
2.58%, 10/15/2049(1)

     5,035,057  
783,350   

Renaissance Home Equity Loan Trust
5.91%, 04/25/2037(4)

     384,174  
  

Soundview Home Loan Trust

  
3,500,000   

0.95%, 07/25/2037(2)

     2,440,155  
830,000   

1.01%, 07/25/2036(2)

     612,606  
1,485,000   

1.02%, 11/25/2036(2)

     1,064,461  
     

 

 

 
        19,951,726  
     

 

 

 
  

Commercial Mortgage - Backed Securities - 6.2%

  
  

Banc of America Commercial Mortgage Trust

  
1,970,000   

3.12%, 09/15/2048(1)(2)

     1,155,057  
590,000   

3.71%, 09/15/2048

     615,146  
1,289,713   

5.49%, 02/10/2051

     1,301,456  
102,838   

5.75%, 02/10/2051(2)

     104,008  
510,000   

Bear Stearns Commercial Mortgage Securities, Inc.
5.12%, 10/12/2042(2)

     497,725  
  

Citigroup Commercial Mortgage Trust

  
14,469,826   

1.11%, 07/10/2047(2)(5)

     860,376  
16,286,221   

1.17%, 04/10/2048(2)(5)

     1,041,058  
300,000   

2.94%, 04/10/2048

     295,972  
720,000   

3.11%, 04/10/2048(1)

     523,239  
1,045,000   

3.76%, 06/10/2048

     1,088,211  
795,000   

3.82%, 11/10/2048

     833,018  
190,000   

3.86%, 05/10/2047

     200,486  
415,000   

4.40%, 03/10/2047(1)(2)

     299,310  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $         305,000   

4.90%, 03/10/2047(1)(2)

   $ 273,801  
  

Commercial Mortgage Loan Trust

  
570,000   

3.33%, 06/10/2046

     586,240  
500,000   

3.77%, 02/10/2049

     519,481  
1,260,694   

6.10%, 12/10/2049(2)

     1,281,012  
  

Commercial Mortgage Pass-Through Certificates

  
5,973,106   

0.84%, 02/10/2047(2)(5)

     197,580  
360,000   

4.24%, 02/10/2047(2)

     388,202  
735,000   

4.75%, 10/15/2045(1)(2)

     449,570  
  

Commercial Mortgage Trust

  
3,255,866   

1.94%, 07/10/2046(1)(2)(5)

     178,082  
945,249   

2.85%, 10/15/2045

     953,935  
525,000   

3.10%, 03/10/2046

     533,956  
225,000   

3.18%, 02/10/2048

     226,974  
1,025,000   

3.21%, 03/10/2046

     1,047,303  
270,000   

3.29%, 12/10/2044

     279,878  
1,270,000   

3.35%, 02/10/2048

     1,283,461  
3,050,000   

3.42%, 03/10/2031(1)

     3,161,143  
905,000   

3.61%, 06/10/2046(2)

     945,175  
455,000   

3.62%, 07/10/2050

     468,048  
1,425,000   

3.69%, 08/10/2047

     1,472,952  
900,000   

3.80%, 08/10/2047

     942,997  
740,000   

3.90%, 07/10/2050

     775,359  
490,125   

3.96%, 03/10/2047

     516,106  
860,000   

4.02%, 07/10/2045

     917,089  
2,350,000   

4.05%, 04/10/2047

              2,505,531  
420,000   

4.07%, 02/10/2047(2)

     448,417  
390,000   

4.21%, 08/10/2046

     419,968  
660,000   

4.21%, 08/10/2046(2)

     711,555  
595,000   

4.23%, 07/10/2045(2)

     644,522  
630,000   

4.57%, 10/15/2045(1)(2)

     421,892  
1,030,691   

Credit Suisse Commercial Mortgage Trust
5.67%, 06/15/2039(2)

     1,034,599  
742,825   

Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037

     723,253  
  

CSAIL Commercial Mortgage Trust

  
43,910,536   

0.88%, 06/15/2057(2)(5)

     2,186,156  
1,512,043   

0.96%, 04/15/2050(2)(5)

     83,103  
5,913,302   

1.06%, 11/15/2048(2)(5)

     367,175  
450,000   

3.36%, 08/15/2048(2)

     352,268  
2,835,022   

3.45%, 08/15/2048

     2,892,882  
430,000   

3.54%, 11/15/2048

     441,597  
2,637,000   

3.72%, 08/15/2048

     2,740,066  
3,603,723   

DBUBS Mortgage Trust
0.75%, 11/10/2046(1)(2)(5)

     77,596  
1,703,901   

Four Times Square Trust Commercial Mortgage Pass-Through Certificates
5.40%, 12/13/2028(1)

     1,871,676  
  

FREMF Mortgage Trust

  
2,495,000   

3.00%, 10/25/2047(1)(2)

     2,495,188  
2,710,000   

5.25%, 09/25/2043(1)(2)

     2,914,903  
366,997   

GE Business Loan Trust
1.77%, 05/15/2034(1)(2)

     327,184  
260,000   

GE Commercial Mortgage Corp.
5.61%, 12/10/2049(2)

     260,262  
  

GS Mortgage Securities Trust

  
26,352,390   

0.21%, 07/10/2046(2)(5)

     155,521  
3,305,429   

1.37%, 08/10/2044(1)(2)(5)

     164,741  
75,000   

2.94%, 02/10/2046

     76,060  
2,010,000   

2.95%, 11/05/2034(1)

     2,038,262  
605,000   

3.38%, 05/10/2050

     613,917  
635,000   

3.58%, 06/10/2047(1)

     385,058  
695,000   

3.67%, 04/10/2047(1)

     355,541  
3,305,000   

3.86%, 06/10/2047

     3,485,111  
450,000   

4.07%, 01/10/2047

     479,762  
725,000   

4.51%, 11/10/2047(1)(2)

     611,848  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $         1,310,000   

4.87%, 04/10/2047(1)(2)

   $ 999,059  
  

JP Morgan Chase Commercial Mortgage Securities Trust

  
5,345,879   

2.27%, 02/12/2051(2)

     5,134,797  
1,325,000   

2.73%, 10/15/2045(1)(2)

     735,892  
1,262,878   

3.91%, 05/05/2030(1)

     1,320,048  
380,000   

4.00%, 08/15/2046(1)(2)

     305,713  
730,000   

4.41%, 12/15/2047(1)(2)

     559,867  
1,160,000   

5.41%, 08/15/2046(1)(2)

     1,191,043  
850,309   

5.72%, 02/15/2051

     867,125  
  

JPMBB Commercial Mortgage Securities Trust

  
15,138,863   

0.84%, 09/15/2047(2)(5)

     539,380  
5,086,445   

0.95%, 05/15/2048(2)(5)

     203,213  
520,061   

3.61%, 05/15/2048

     534,900  
860,000   

3.74%, 10/15/2048(1)(2)

     641,437  
2,170,000   

3.78%, 08/15/2047

     2,272,174  
1,665,000   

3.80%, 09/15/2047

     1,735,224  
2,085,000   

4.00%, 04/15/2047

     2,214,182  
  

LB-UBS Commercial Mortgage Trust

  
57,900   

5.43%, 02/15/2040

     57,908  
920,523   

5.86%, 07/15/2040(2)

     925,426  
698,751   

6.12%, 04/15/2041(2)

     722,416  
35,767   

Lehman Brothers Small Balance Commercial
5.52%, 09/25/2030(1)(2)

     34,812  
  

Merrill Lynch/Countrywide Commercial Mortgage Trust

  
1,675,012   

5.70%, 09/12/2049

     1,700,739  
2,112,917   

5.74%, 06/12/2050(2)

     2,121,743  
  

Morgan Stanley Bank of America Merrill Lynch Trust

  
4,400,854   

1.12%, 10/15/2048(2)(5)

     302,669  
9,589,464   

1.15%, 12/15/2047(2)(5)

     527,493  
150,000   

2.86%, 11/15/2045

     152,437  
640,000   

2.92%, 02/15/2046

     647,651  
730,000   

3.13%, 12/15/2048

     745,149  
880,000   

3.18%, 08/15/2045

     908,371  
2,315,000   

3.74%, 08/15/2047

     2,421,897  
425,000   

4.06%, 02/15/2047

     454,531  
730,173   

4.26%, 10/15/2046(2)

     791,814  
775,000   

4.50%, 08/15/2045(1)

     551,697  
  

Morgan Stanley Capital I Trust

  
18,618,632   

0.46%, 09/15/2047(1)(2)(5)

     263,327  
495,000   

2.78%, 08/15/2049

     475,811  
2,605,000   

3.47%, 08/11/2029(1)

              2,713,651  
885,000   

5.16%, 07/15/2049(1)(2)

     728,583  
425,000   

5.33%, 10/12/2052(1)(2)

     294,317  
1,086,046   

5.57%, 12/15/2044

     1,103,224  
511,161   

5.81%, 12/12/2049

     517,360  
525,000   

6.28%, 01/11/2043(1)(2)

     520,818  
  

Morgan Stanley Re-Remic Trust

  
249,249   

5.80%, 08/12/2045(1)(2)

     249,491  
251,228   

5.80%, 08/15/2045(1)(2)

     251,486  
885,000   

SFAVE Commercial Mortgage Securities Trust
3.87%, 01/05/2043(1)(2)

     863,699  
  

UBS-Barclays Commercial Mortgage Trust

  
1,200,000   

3.09%, 08/10/2049

     1,229,412  
910,000   

3.19%, 03/10/2046

     930,176  
835,120   

3.24%, 04/10/2046

     855,750  
485,000   

4.09%, 03/10/2046(1)(2)

     353,372  
  

Wells Fargo Commercial Mortgage Trust

  
12,933,831   

1.19%, 05/15/2048(2)(5)

     846,796  
915,000   

2.92%, 10/15/2045

     930,724  
310,000   

3.18%, 04/15/2050

     309,937  
645,000   

3.29%, 05/15/2048

     650,046  
810,000   

3.41%, 12/15/2047

     832,717  
605,000   

3.41%, 09/15/2058

     615,081  
625,000   

3.56%, 01/15/2059

     640,662  
760,000   

3.64%, 06/15/2048

     784,136  
1,660,000   

3.82%, 08/15/2050

     1,742,521  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $         255,000   

4.10%, 05/15/2048(2)

   $ 209,169  
430,000   

4.23%, 06/15/2048(2)

     349,217  
  

WF-RBS Commercial Mortgage Trust

  
2,249,428   

1.38%, 03/15/2047(2)(5)

     137,166  
870,000   

2.87%, 11/15/2045

     882,266  
1,170,000   

2.88%, 12/15/2045

     1,188,827  
1,545,000   

3.02%, 11/15/2047(1)

     612,421  
305,000   

3.07%, 03/15/2045

     310,791  
350,000   

3.35%, 05/15/2045

     356,264  
730,000   

3.61%, 11/15/2047

     756,223  
635,000   

3.67%, 11/15/2044

     669,249  
3,315,000   

3.68%, 08/15/2047

     3,447,861  
740,000   

3.72%, 05/15/2047

     773,143  
3,230,281   

4.00%, 05/15/2047

     3,429,628  
180,000   

4.05%, 03/15/2047

     191,624  
2,369,636   

4.10%, 03/15/2047

     2,532,091  
345,000   

5.00%, 06/15/2044(1)(2)

     292,161  
400,505   

5.00%, 04/15/2045(1)(2)

     245,849  
960,000   

5.59%, 04/15/2045(1)(2)

     967,730  
     

 

 

 
             126,874,604  
     

 

 

 
  

Whole Loan Collateral CMO - 6.5%

  
  

Adjustable Rate Mortgage Trust

  
216,813   

1.02%, 01/25/2036(2)

     201,657  
947,239   

1.04%, 11/25/2035(2)

     879,706  
1,336,076   

1.27%, 01/25/2036(2)

     1,154,456  
855,784   

4.10%, 11/25/2037(1)(2)

     713,011  
  

Alternative Loan Trust

  
3,058,128   

1.04%, 01/25/2036(2)

     2,656,169  
1,029,574   

1.08%, 11/25/2035(2)

     862,641  
182,408   

1.17%, 10/25/2036(2)

     102,919  
1,732,972   

1.95%, 08/25/2035(2)

     1,482,124  
883,727   

5.75%, 05/25/2036

     678,359  
329,297   

6.00%, 05/25/2036

     247,151  
218,025   

6.00%, 12/25/2036

     145,491  
  

American Home Mortgage Assets Trust

  
673,178   

0.96%, 09/25/2046(2)

     511,260  
850,185   

1.54%, 10/25/2046(2)

     672,418  
  

Banc of America Funding Trust

  
173,268   

1.01%, 02/20/2047(2)

     161,633  
2,084,840   

1.08%, 05/20/2047(2)

     1,716,206  
2,607,175   

5.77%, 05/25/2037(2)

     2,324,761  
107,161   

5.85%, 01/25/2037(4)

     90,730  
  

BCAP LLC Trust

  
459,691   

0.94%, 01/25/2037(2)

     381,756  
1,300,470   

0.95%, 03/25/2037(2)

     1,210,032  
  

Bear Stearns Adjustable Rate Mortgage Trust

  
1,029,865   

2.83%, 10/25/2035(2)

     990,921  
635,063   

3.18%, 02/25/2036(2)

     541,400  
  

Bear Stearns Alt-A Trust

  
212,690   

1.09%, 08/25/2036(2)

     185,026  
2,771,810   

1.27%, 01/25/2036(2)

     2,460,640  
1,548,447   

Bear Stearns Mortgage Funding Trust
0.95%, 10/25/2036(2)

     1,282,072  
857,850   

Chase Mortgage Finance Trust
3.19%, 12/25/2035(2)

     818,797  
  

CHL Mortgage Pass-Through Trust

  
1,201,045   

1.45%, 03/25/2035(2)

     942,431  
482,327   

2.96%, 06/20/2035(2)

     451,854  
1,971,980   

3.12%, 09/25/2047(2)

     1,819,776  
280,905   

3.21%, 03/20/2036(2)

     230,092  
  

Countrywide Home Loans, Inc.

  
1,072,679   

2.99%, 11/20/2035(2)

     903,953  
776,778   

3.30%, 04/20/2036(2)

     567,752  
1,264,806   

Credit Suisse First Boston Mortgage Securities Corp.
5.50%, 06/25/2035

     1,172,686  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $         988,356   

Deutsche Mortgage Sec, Inc. Mortgage Loan Trust
5.66%, 12/25/2033(4)

   $ 994,848  
  

DSLA Mortgage Loan Trust

  
232,165   

1.13%, 01/19/2045(2)

     200,537  
847,731   

1.49%, 03/19/2046(2)

     732,149  
  

Fannie Mae Connecticut Avenue Securities

  
1,620,000   

4.32%, 07/25/2029(1)(2)

     1,635,455  
3,190,143   

5.12%, 04/25/2029(2)

     3,352,553  
  

GMAC Mortgage Corp. Loan Trust

  
795,598   

3.43%, 09/19/2035(2)

     729,248  
149,349   

3.61%, 04/19/2036(2)

     134,511  
1,260,001   

GreenPoint Mortgage Funding Trust
1.97%, 10/25/2045(2)

     975,752  
  

GSR Mortgage Loan Trust

  
4,163,807   

1.07%, 01/25/2037(2)

     2,524,968  
279,609   

3.24%, 10/25/2035(2)

     244,493  
2,578,574   

3.53%, 01/25/2036(2)

     2,395,512  
  

HarborView Mortgage Loan Trust

  
1,564,535   

0.96%, 01/19/2038(2)

     1,361,730  
2,942,155   

1.01%, 12/19/2036(2)

     2,387,922  
864,859   

1.47%, 01/19/2035(2)

     569,884  
391,454   

1.77%, 10/25/2037(2)

     365,797  
  

IndyMac Index Mortgage Loan Trust

  
1,554,081   

0.96%, 04/25/2037(2)

              1,149,514  
672,630   

1.01%, 07/25/2035(2)

     590,388  
1,335,676   

1.05%, 07/25/2035(2)

     1,076,769  
729,853   

1.06%, 01/25/2036(2)

     467,080  
545,416   

3.09%, 08/25/2035(2)

     439,177  
670,434   

3.12%, 01/25/2036(2)

     628,742  
1,641,944   

3.18%, 04/25/2037(2)

     1,058,417  
1,900,964   

3.31%, 07/25/2037(2)

     1,286,017  
  

JP Morgan Mortgage Trust

  
227,754   

3.18%, 04/25/2037(2)

     202,475  
853,421   

3.19%, 09/25/2035(2)

     818,102  
629,135   

3.33%, 05/25/2036(2)

     563,400  
844,304   

Lehman XS Trust
0.98%, 07/25/2046(2)

     704,206  
  

LSTAR Securities Investment Trust

  
2,480,000   

2.77%, 01/01/2022(1)(2)

     2,467,149  
2,984,310   

2.77%, 04/01/2020(1)(2)

     2,981,505  
4,767,277   

2.77%, 10/01/2020(1)(2)

     4,715,204  
1,880,570   

2.77%, 09/01/2021(1)(2)

     1,859,344  
4,336,609   

2.77%, 11/01/2021(1)(2)

     4,279,778  
  

Luminent Mortgage Trust

  
4,416,369   

0.96%, 05/25/2046(2)

     3,711,727  
489,981   

0.97%, 10/25/2046(2)

     420,642  
441,672   

Merrill Lynch Mortgage Investors Trust
3.26%, 07/25/2035(2)

     341,684  
1,629,564   

Morgan Stanley Mortgage Loan Trust
3.16%, 05/25/2036(2)

     1,141,364  
6,928,000   

Mortgage Repurchase Agreement Financing Trust
1.93%, 06/10/2019(1)(2)

     6,926,310  
  

New Residential Mortgage Loan Trust

  
5,155,957   

3.75%, 11/26/2035(1)(2)

     5,347,372  
4,961,024   

3.75%, 11/25/2056(1)(2)

     5,137,051  
210,997   

Nomura Asset Acceptance Corp. Alternative Loan Trust
3.91%, 06/25/2036(2)

     173,708  
2,354,460   

RBSGC Mortgage Pass-Through Certificates
6.25%, 01/25/2037

     2,217,864  
  

Residential Accredit Loans, Inc.

  
232,755   

0.99%, 02/25/2046(2)

     102,269  
2,139,680   

1.07%, 04/25/2036(2)

     1,538,990  
2,136,652   

1.92%, 11/25/2037(2)

     1,482,262  
1,601,565   

6.00%, 12/25/2035

     1,479,916  
  

Residential Asset Securitization Trust

  
717,959   

1.22%, 03/25/2035(2)

     563,549  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $         1,075,248   

5.50%, 06/25/2035

   $ 961,672  
743,176   

Residential Funding Mortgage Securities, Inc.
3.28%, 08/25/2035(2)

     551,813  
326,213   

Sequoia Mortgage Trust
3.13%, 07/20/2037(2)

     272,196  
2,860,171   

Springleaf Mortgage Loan Trust
3.52%, 12/25/2065(1)(2)

     2,867,530  
533,495   

Structured Adjustable Rate Mortgage Loan Trust
1.07%, 09/25/2034(2)

     416,678  
567,652   

Structured Asset Mortgage Investments II Trust
1.00%, 02/25/2036(2)

     481,162  
876,578   

TBW Mortgage-Backed Trust
6.00%, 07/25/2036

     690,569  
  

Towd Point Mortgage Trust

  
4,659,007   

2.25%, 08/25/2055(1)(2)

     4,620,675  
1,665,425   

2.75%, 04/25/2055(1)(2)

     1,670,557  
3,724,347   

2.75%, 08/25/2055(1)(2)

     3,728,645  
577,059   

3.00%, 03/25/2054(1)(2)

     581,834  
  

WaMu Mortgage Pass-Through Certificates Trust

  
1,146,271   

1.19%, 06/25/2044(2)

     1,068,581  
618,257   

1.58%, 07/25/2046(2)

     502,314  
524,981   

1.60%, 08/25/2046(2)

     462,526  
347,934   

2.10%, 11/25/2046(2)

     313,955  
1,576,350   

2.61%, 06/25/2037(2)

     1,417,497  
372,692   

2.67%, 12/25/2036(2)

     323,842  
  

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust

  
481,829   

0.86%, 02/25/2037(2)

     307,179  
233,630   

0.93%, 02/25/2037(2)

     177,299  
1,705,905   

1.37%, 07/25/2036(2)

     935,389  
878,628   

1.43%, 11/25/2046(2)

     642,155  
793,980   

Wells Fargo Alternative Loan Trust
3.10%, 12/28/2037(2)

     728,540  
  

Wells Fargo Commercial Mortgage Trust

  
30,386,347   

1.18%, 09/15/2057(2)(5)

     1,882,130  
2,115,000   

2.88%, 05/15/2048(1)(2)

     1,270,380  
1,090,000   

3.36%, 09/15/2058(1)

     637,979  
675,000   

3.84%, 09/15/2058

     706,368  
     

 

 

 
               131,256,679  
     

 

 

 
  

Whole Loan Collateral PAC - 0.0%

 

160,854   

Alternative Loan Trust
1.27%, 12/25/2035(2)

     105,918  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $566,823,927)

     566,886,829  
     

 

 

 
Corporate Bonds - 32.0%  
  

Advertising - 0.0%

 

70,000   

Lamar Media Corp.
5.75%, 02/01/2026

     74,200  
     

 

 

 
  

Aerospace/Defense - 0.3%

 

530,000   

BAE Systems plc
4.75%, 10/11/2021(1)

     573,929  
2,600,000   

Embraer Netherlands Finance B.V.
5.40%, 02/01/2027

     2,615,262  
300,000   

L-3 Communications Corp.
3.85%, 12/15/2026

     300,757  
  

Lockheed Martin Corp.

  
955,000   

2.50%, 11/23/2020

     962,803  
1,535,000   

4.70%, 05/15/2046

     1,639,966  
     

 

 

 
        6,092,717  
     

 

 

 
  

Agriculture - 0.5%

 

  

Altria Group, Inc.

  
1,040,000   

2.85%, 08/09/2022

     1,038,456  
740,000   

3.88%, 09/16/2046

     678,103  
1,680,000   

BAT International Finance plc
2.75%, 06/15/2020(1)

     1,689,609  
  

Imperial Brands Finance plc

  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $            1,345,000   

2.05%, 07/20/2018(1)

   $ 1,345,278  
760,000   

2.95%, 07/21/2020(1)

     767,497  
1,855,000   

3.75%, 07/21/2022(1)

     1,908,057  
1,935,000   

Reynolds American, Inc.
3.25%, 06/12/2020

     1,984,598  
     

 

 

 
               9,411,598  
     

 

 

 
   Airlines - 0.0%   
195,000   

Aircastle Ltd.
5.00%, 04/01/2023

     197,941  
     

 

 

 
   Apparel - 0.1%   
385,000   

Hanesbrands, Inc.
4.88%, 05/15/2026(1)

     379,225  
685,000   

William Carter Co.
5.25%, 08/15/2021

     708,975  
     

 

 

 
        1,088,200  
     

 

 

 
   Auto Manufacturers - 1.2%   
925,000   

Ford Motor Co.
4.35%, 12/08/2026

     927,649  
  

Ford Motor Credit Co. LLC

  
6,510,000   

1.46%, 03/27/2017

     6,512,962  
700,000   

2.24%, 06/15/2018

     702,429  
800,000   

4.13%, 08/04/2025

     799,044  
1,335,000   

4.39%, 01/08/2026

     1,344,112  
  

General Motors Co.

  
1,325,000   

6.60%, 04/01/2036

     1,526,118  
330,000   

6.75%, 04/01/2046

     390,402  
  

General Motors Financial Co., Inc.

  
1,900,000   

2.40%, 04/10/2018

     1,907,275  
3,150,000   

3.50%, 07/10/2019

     3,209,425  
1,585,000   

3.70%, 05/09/2023

     1,573,656  
3,640,000   

4.75%, 08/15/2017

     3,702,968  
2,395,000   

5.25%, 03/01/2026

     2,539,780  
     

 

 

 
        25,135,820  
     

 

 

 
   Beverages - 1.3%   
  

Anheuser-Busch InBev Finance, Inc.

  
3,725,000   

1.90%, 02/01/2019

     3,730,096  
605,000   

2.15%, 02/01/2019

     609,698  
7,160,000   

3.30%, 02/01/2023

     7,278,419  
480,000   

3.65%, 02/01/2026

     481,375  
2,905,000   

4.70%, 02/01/2036

     3,041,001  
5,870,000   

4.90%, 02/01/2046

     6,281,516  
  

Anheuser-Busch InBev Worldwide, Inc.

  
1,025,000   

2.50%, 07/15/2022

     1,008,434  
1,445,000   

3.75%, 07/15/2042

     1,324,497  
1,945,000   

Pernod Ricard S.A.
3.25%, 06/08/2026(1)

     1,870,040  
     

 

 

 
     25,625,076  
     

 

 

 
   Biotechnology - 0.1%   
755,000   

Celgene Corp.
4.63%, 05/15/2044

     740,367  
  

Gilead Sciences, Inc.

  
530,000   

2.50%, 09/01/2023

     514,085  
675,000   

3.25%, 09/01/2022

     690,614  
     

 

 

 
     1,945,066  
     

 

 

 
   Chemicals - 0.1%   
  

Methanex Corp.

  
1,005,000   

4.25%, 12/01/2024

     985,404  
935,000   

5.65%, 12/01/2044

     863,835  
70,000   

Versum Materials, Inc.
5.50%, 09/30/2024(1)

     72,800  
     

 

 

 
        1,922,039  
     

 

 

 


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

   Commercial Banks - 11.0%   
  EUR         2,415,000   

Allied Irish Banks plc
7.38%, 12/03/2020(2)(6)(7)

   $ 2,655,352  
  

Banco Bilbao Vizcaya Argentaria S.A.

  
2,200,000   

7.00%, 02/19/2019(2)(6)(7)

     2,268,029  
800,000   

8.88%, 04/14/2021(2)(6)(7)

     932,688  
$         2,800,000   

9.00%, 05/09/2018(2)(6)(7)

     2,921,610  
  

Banco Santander S.A.

  
  EUR         2,000,000   

6.25%, 03/12/2019(2)(6)(7)

     2,053,787  
700,000   

6.25%, 09/11/2021(2)(6)(7)

     723,565  
  

Bank of America Corp.

  
$         4,875,000   

2.50%, 10/21/2022

     4,711,083  
2,475,000   

2.63%, 04/19/2021

     2,456,393  
5,250,000   

3.12%, 01/20/2023(2)

     5,242,072  
2,575,000   

4.00%, 01/22/2025

     2,568,570  
1,670,000   

4.18%, 11/25/2027

     1,657,069  
5,805,000   

4.20%, 08/26/2024

     5,897,067  
1,500,000   

4.44%, 01/20/2048(2)

     1,493,047  
990,000   

5.00%, 01/21/2044

     1,073,916  
2,235,000   

7.75%, 05/14/2038

     3,080,880  
EUR         2,450,000   

Bank of Ireland
7.38%, 06/18/2020(2)(6)(7)

     2,718,828  
$         4,740,000   

Barclays Bank plc
6.05%, 12/04/2017(1)

              4,887,632  
  

Barclays plc

  
2,300,000   

3.68%, 01/10/2023

     2,302,679  
1,025,000   

7.88%, 03/15/2022(2)(6)(7)

     1,053,187  
EUR         2,025,000   

8.00%, 12/15/2020(2)(6)

     2,358,199  
$            455,000   

8.25%, 12/15/2018(2)(6)

     474,841  
2,265,000   

BNP Paribas S.A.
7.63%, 03/30/2021(1)(2)(6)

     2,378,250  
  

Capital One NA/Mclean VA

  
7,075,000   

1.65%, 02/05/2018

     7,072,835  
2,200,000   

2.35%, 08/17/2018

     2,212,855  
1,119,000   

CIT Group, Inc.
5.50%, 02/15/2019(1)

     1,177,278  
  

Citigroup, Inc.

  
1,255,000   

1.85%, 11/24/2017

     1,258,269  
1,890,000   

2.70%, 03/30/2021

     1,879,110  
535,000   

3.20%, 10/21/2026

     506,770  
2,425,000   

4.30%, 11/20/2026

     2,444,291  
4,885,000   

4.45%, 09/29/2027

     4,953,517  
1,820,000   

4.60%, 03/09/2026

     1,871,131  
794,000   

4.65%, 07/30/2045

     824,750  
1,285,000   

4.75%, 05/18/2046

     1,275,389  
  

Credit Agricole S.A.

  
GBP            750,000   

7.50%, 06/23/2026(2)(6)(7)

     956,688  
$         3,200,000   

8.13%, 12/23/2025(1)(2)(6)

     3,401,920  
5,165,000   

Credit Suisse Group AG
6.25%, 12/18/2024(1)(2)(6)

     5,093,981  
  

Credit Suisse Group Funding Guernsey Ltd.

  
1,225,000   

3.13%, 12/10/2020

     1,225,107  
565,000   

3.80%, 06/09/2023

     564,827  
  

Goldman Sachs Group, Inc.

  
460,000   

2.00%, 04/25/2019

     458,677  
360,000   

2.20%, 04/23/2020(2)

     364,122  
3,040,000   

2.35%, 11/15/2021

     2,960,829  
1,725,000   

2.38%, 01/22/2018

     1,737,091  
560,000   

2.60%, 04/23/2020

     562,530  
1,695,000   

2.75%, 09/15/2020

     1,705,145  
2,045,000   

2.88%, 02/25/2021

     2,050,454  
860,000   

4.75%, 10/21/2045

     891,299  
2,105,000   

5.15%, 05/22/2045

     2,177,456  
2,696,000   

6.00%, 06/15/2020

     2,989,713  
1,410,000   

6.25%, 02/01/2041

     1,757,915  
1,700,000   

6.45%, 05/01/2036

     2,021,252  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $         4,070,000   

6.75%, 10/01/2037

   $ 5,016,829  
  

HSBC Holdings plc

  
1,125,000   

2.95%, 05/25/2021

     1,126,476  
2,870,000   

3.40%, 03/08/2021

     2,924,467  
1,125,000   

3.60%, 05/25/2023

     1,136,297  
3,800,000   

4.25%, 08/18/2025

     3,815,253  
  EUR            475,000   

5.25%, 09/16/2022(2)(6)(7)

     515,326  
$         1,125,000   

HSBC USA, Inc.
2.75%, 08/07/2020

     1,133,724  
3,825,000   

Intesa Sanpaolo S.p.A.
7.70%, 09/17/2025(1)(2)(6)

     3,490,312  
  

JP Morgan Chase & Co.

  
1,110,000   

2.30%, 08/15/2021

     1,090,729  
5,745,000   

2.40%, 06/07/2021

     5,680,771  
1,855,000   

2.55%, 10/29/2020

     1,861,103  
2,190,000   

2.70%, 05/18/2023

     2,136,343  
530,000   

2.75%, 06/23/2020

     536,634  
2,515,000   

4.25%, 10/01/2027

     2,558,135  
2,800,000   

4.35%, 08/15/2021

     2,996,582  
1,060,000   

6.00%, 01/15/2018

     1,103,683  
  

Morgan Stanley

  
595,000   

2.13%, 04/25/2018

     597,519  
465,000   

2.45%, 02/01/2019

     468,431  
1,175,000   

2.50%, 01/24/2019

     1,185,200  
5,205,000   

2.50%, 04/21/2021

     5,139,521  
1,030,000   

2.63%, 11/17/2021

     1,015,352  
3,495,000   

3.13%, 07/27/2026

     3,318,468  
1,530,000   

3.63%, 01/20/2027

     1,506,742  
1,665,000   

3.95%, 04/23/2027

     1,627,984  
2,710,000   

4.00%, 07/23/2025

              2,766,016  
460,000   

4.35%, 09/08/2026

     466,738  
310,000   

4.88%, 11/01/2022

     332,423  
4,950,000   

5.55%, 04/27/2017

     5,001,198  
505,000   

7.30%, 05/13/2019

     560,945  
355,000   

Radian Group, Inc.
7.00%, 03/15/2021

     393,163  
  

Royal Bank of Scotland Group plc

  
3,890,000   

3.88%, 09/12/2023

     3,780,477  
510,000   

6.13%, 12/15/2022

     537,980  
2,455,000   

7.50%, 08/10/2020(2)(6)

     2,381,350  
520,000   

8.00%, 08/10/2025(2)(6)

     504,468  
745,000   

8.63%, 08/15/2021(2)(6)

     769,213  
3,400,000   

Santander Issuances SAU
5.18%, 11/19/2025

     3,439,250  
  

Santander UK Group Holdings plc

  
1,355,000   

3.57%, 01/10/2023

     1,360,035  
  GBP            755,000   

7.38%, 06/24/2022(2)(6)(7)

     968,814  
  

Societe Generale S.A.

  
$         2,525,000   

7.38%, 09/13/2021(1)(2)(6)

     2,529,671  
3,040,000   

8.25%, 11/29/2018(2)(6)(7)

     3,157,800  
  

UBS Group AG

  
  EUR            800,000   

5.75%, 02/19/2022(2)(6)(7)

     922,972  
$         1,875,000   

6.88%, 03/22/2021(2)(6)(7)

     1,924,515  
2,765,000   

7.13%, 02/19/2020(2)(6)(7)

     2,851,489  
2,550,000   

UBS Group Funding Jersey Ltd.
2.65%, 02/01/2022(1)

     2,475,061  
720,000   

UniCredit S.p.A.
8.00%, 06/03/2024(2)(6)(7)

     662,880  
  

Wells Fargo & Co.

  
1,190,000   

3.00%, 04/22/2026

     1,133,402  
955,000   

3.00%, 10/23/2026

     905,231  
4,340,000   

3.07%, 01/24/2023

     4,335,482  
2,465,000   

4.40%, 06/14/2046

     2,381,183  
3,315,000   

4.90%, 11/17/2045

     3,429,682  
50,000   

5.38%, 11/02/2043

     55,386  
3,130,000   

5.61%, 01/15/2044

     3,576,513  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $         3,885,000   

Wells Fargo Bank NA
2.15%, 12/06/2019

   $ 3,882,082  
     

 

 

 
             221,771,245  
     

 

 

 
  

Commercial Services - 0.2%

  
525,000   

Cardtronics, Inc.
5.13%, 08/01/2022

     532,875  
2,140,000   

ERAC USA Finance LLC
2.60%, 12/01/2021(1)

     2,110,740  
  

United Rentals North America, Inc.

  
425,000   

4.63%, 07/15/2023

     434,031  
265,000   

5.50%, 07/15/2025

     274,938  
     

 

 

 
        3,352,584  
     

 

 

 
  

Construction Materials - 0.1%

  
140,000   

Boise Cascade Co.
5.63%, 09/01/2024(1)

     142,450  
291,000   

Eagle Materials, Inc.
4.50%, 08/01/2026

     289,635  
520,000   

Norbord, Inc.
6.25%, 04/15/2023(1)

     540,150  
  

Standard Industries, Inc.

  
665,000   

5.38%, 11/15/2024(1)

     685,781  
695,000   

6.00%, 10/15/2025(1)

     733,225  
     

 

 

 
        2,391,241  
     

 

 

 
  

Diversified Financial Services - 0.5%

  
125,000   

Aircastle Ltd.
5.50%, 02/15/2022

     131,238  
1,905,000   

CBOE Holdings, Inc.
3.65%, 01/12/2027

     1,899,337  
1,555,000   

Intercontinental Exchange, Inc.
2.75%, 12/01/2020

     1,581,828  
425,000   

Nasdaq, Inc.
3.85%, 06/30/2026

     423,354  
  

Navient Corp.

  
275,000   

6.63%, 07/26/2021

     279,813  
395,000   

7.25%, 01/25/2022

     406,356  
680,000   

7.25%, 09/25/2023

     685,100  
  

Visa, Inc.

  
1,740,000   

2.80%, 12/14/2022

     1,749,869  
2,315,000   

4.30%, 12/14/2045

     2,393,527  
     

 

 

 
        9,550,422  
     

 

 

 
  

Electric - 1.1%

  
  

AES Corp.

  
1,170,000   

4.88%, 05/15/2023

     1,164,150  
275,000   

5.50%, 03/15/2024

     278,438  
1,350,000   

Dominion Resources, Inc.
2.85%, 08/15/2026

     1,263,685  
1,260,000   

DTE Energy Co.
1.50%, 10/01/2019

     1,240,095  
1,145,000   

Duke Energy Carolinas LLC
4.25%, 12/15/2041

     1,178,562  
545,000   

Duke Energy Corp.
2.65%, 09/01/2026

     509,223  
1,710,000   

Duke Energy Florida LLC
3.40%, 10/01/2046

     1,529,857  
1,435,000   

Duke Energy Progress LLC
4.38%, 03/30/2044

     1,494,039  
1,825,000   

Electricite de France S.A.
4.95%, 10/13/2045(1)

     1,867,055  
  

Emera U.S. Finance L.P.

  
320,000   

2.70%, 06/15/2021

     317,543  
355,000   

4.75%, 06/15/2046

     360,768  
  

Exelon Corp.

  
370,000   

2.45%, 04/15/2021

     366,162  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $         1,880,000   

2.85%, 06/15/2020

   $ 1,906,346  
2,000,000   

FirstEnergy Corp.
4.25%, 03/15/2023

     2,089,154  
  

Fortis, Inc.

  
630,000   

2.10%, 10/04/2021(1)

     609,749  
1,340,000   

3.06%, 10/04/2026(1)

     1,252,521  
825,000   

NextEra Energy Capital Holdings, Inc.
1.65%, 09/01/2018

     823,048  
550,000   

NRG Energy, Inc.
7.25%, 05/15/2026(1)

     575,437  
495,000   

Oncor Electric Delivery Co. LLC
7.00%, 09/01/2022

     602,850  
  

Southern Co.

  
1,320,000   

1.85%, 07/01/2019

     1,315,682  
490,000   

2.95%, 07/01/2023

     482,950  
595,000   

4.40%, 07/01/2046

     588,778  
     

 

 

 
               21,816,092  
     

 

 

 
  

Electrical Components & Equipment - 0.0%

  
535,000   

EnerSys
5.00%, 04/30/2023(1)

     544,363  
     

 

 

 
  

Electronics - 0.1%

  
1,140,000   

Fortive Corp.
2.35%, 06/15/2021(1)

     1,125,498  
     

 

 

 
  

Engineering & Construction - 0.3%

  
  

SBA Tower Trust

  
2,400,000   

2.93%, 12/09/2042(1)

     2,402,079  
3,435,000   

3.60%, 04/15/2043(1)

     3,446,531  
     

 

 

 
        5,848,610  
     

 

 

 
  

Entertainment - 0.1%

  
  

GLP Capital L.P. / GLP Financing II, Inc.

  
15,000   

4.38%, 04/15/2021

     15,600  
230,000   

5.38%, 04/15/2026

     239,775  
  

WMG Acquisition Corp.

  
585,000   

4.88%, 11/01/2024(1)

     581,022  
185,000   

5.00%, 08/01/2023(1)

     185,462  
     

 

 

 
        1,021,859  
     

 

 

 
  

Environmental Control - 0.1%

  
  

Clean Harbors, Inc.

  
150,000   

5.13%, 06/01/2021

     153,780  
775,000   

5.25%, 08/01/2020

     794,956  
     

 

 

 
        948,736  
     

 

 

 
  

Food - 0.5%

  
3,000,000   

Danone S.A.
1.69%, 10/30/2019(1)

     2,966,898  
  

Kraft Heinz Foods Co.

  
1,205,000   

2.00%, 07/02/2018

     1,207,023  
815,000   

2.80%, 07/02/2020

     824,388  
490,000   

4.38%, 06/01/2046

     458,092  
  

Kroger Co.

  
736,000   

1.50%, 09/30/2019

     725,582  
1,035,000   

2.65%, 10/15/2026

     955,484  
125,000   

3.88%, 10/15/2046

     112,432  
  

Lamb Weston Holdings, Inc.

  
260,000   

4.63%, 11/01/2024(1)

     260,650  
260,000   

4.88%, 11/01/2026(1)

     260,325  
1,600,000   

Sigma Alimentos S.A. de CV
4.13%, 05/02/2026(1)

     1,504,800  
1,640,000   

Sysco Corp.
2.50%, 07/15/2021

     1,631,069  
     

 

 

 
        10,906,743  
     

 

 

 
  

Forest Products & Paper - 0.0%

  
  

Cascades, Inc.

  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $            125,000   

5.50%, 07/15/2022(1)

   $ 126,719  
270,000   

5.75%, 07/15/2023(1)

     273,038  
535,000   

Clearwater Paper Corp.
5.38%, 02/01/2025(1)

     531,656  
     

 

 

 
        931,413  
     

 

 

 
  

Gas - 0.1%

  
  

AmeriGas Partners L.P. / AmeriGas Finance Corp.

  
365,000   

5.63%, 05/20/2024

     378,687  
365,000   

5.88%, 08/20/2026

     378,688  
405,000   

Southern Co. Gas Capital Corp.
2.45%, 10/01/2023

     389,077  
75,000   

Southern Star Central Corp.
5.13%, 07/15/2022(1)

     76,500  
     

 

 

 
        1,222,952  
     

 

 

 
  

Healthcare-Products - 0.5%

  
500,000   

Kinetic Concepts, Inc. / KCI USA, Inc.
7.88%, 02/15/2021(1)

     540,000  
  

Medtronic, Inc.

  
1,125,000   

2.50%, 03/15/2020

     1,138,703  
1,353,000   

4.38%, 03/15/2035

     1,415,169  
530,000   

4.63%, 03/15/2045

     564,878  
  

Thermo Fisher Scientific, Inc.

  
490,000   

2.95%, 09/19/2026

     463,155  
1,740,000   

3.00%, 04/15/2023

     1,719,306  
3,645,000   

Zimmer Biomet Holdings, Inc.
1.45%, 04/01/2017

     3,645,991  
     

 

 

 
        9,487,202  
     

 

 

 
  

Healthcare-Services - 0.7%

  
  

Aetna, Inc.

  
730,000   

2.80%, 06/15/2023

     724,154  
315,000   

4.25%, 06/15/2036

     315,748  
  

Anthem, Inc.

  
3,540,000   

3.50%, 08/15/2024

     3,523,812  
320,000   

4.63%, 05/15/2042

     319,524  
505,000   

Community Health Systems, Inc.
5.13%, 08/01/2021

     475,963  
741,000   

HCA, Inc.
7.50%, 11/15/2095

     709,507  
695,000   

LifePoint Health, Inc.
5.88%, 12/01/2023

     691,525  
150,000   

MEDNAX, Inc.
5.25%, 12/01/2023(1)

     154,875  
1,370,000   

Tenet Healthcare Corp.
6.00%, 10/01/2020

     1,445,350  
  

UnitedHealth Group, Inc.

  
2,345,000   

1.70%, 02/15/2019

     2,339,656  
1,745,000   

3.35%, 07/15/2022

     1,799,974  
1,620,000   

3.75%, 07/15/2025

     1,682,743  
590,000   

4.75%, 07/15/2045

     646,937  
     

 

 

 
               14,829,768  
     

 

 

 
  

Home Builders - 0.1%

  
850,000   

CalAtlantic Group, Inc.
5.38%, 10/01/2022

     880,812  
515,000   

Meritage Homes Corp.
6.00%, 06/01/2025

     527,875  
     

 

 

 
        1,408,687  
     

 

 

 
  

Household Products/Wares - 0.0%

  
70,000   

ACCO Brands Corp.
5.25%, 12/15/2024(1)

     70,445  
     

 

 

 
  

Insurance - 0.2%

  
1,050,000   

American International Group, Inc.
4.70%, 07/10/2035

     1,080,820  
  

CNO Financial Group, Inc.

  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $              25,000   

4.50%, 05/30/2020

   $ 25,688  
345,000   

5.25%, 05/30/2025

     347,273  
  

Genworth Holdings, Inc.

  
10,000   

4.80%, 02/15/2024

     8,100  
75,000   

4.90%, 08/15/2023

     61,500  
50,000   

7.20%, 02/15/2021

     46,250  
35,000   

7.63%, 09/24/2021

     32,287  
10,000   

7.70%, 06/15/2020

     9,600  
1,375,000   

Marsh & McLennan Cos., Inc.
3.50%, 03/10/2025

     1,376,908  
912,000   

Massachusetts Mutual Life Insurance Co.
8.88%, 06/01/2039(1)

     1,401,001  
205,000   

MGIC Investment Corp.
5.75%, 08/15/2023

     214,225  
     

 

 

 
        4,603,652  
     

 

 

 
  

Internet - 0.0%

  
275,000   

Netflix, Inc.
4.38%, 11/15/2026(1)

     269,844  
     

 

 

 
  

Iron/Steel - 0.0%

  
545,000   

ArcelorMittal
6.13%, 06/01/2025

     599,162  
325,000   

Steel Dynamics, Inc.
5.50%, 10/01/2024

     344,906  
     

 

 

 
        944,068  
     

 

 

 
  

IT Services - 0.5%

  
  

Apple, Inc.

  
1,955,000   

3.45%, 02/09/2045

     1,715,002  
615,000   

3.85%, 08/04/2046

     571,595  
  

Diamond 1 Finance Corp. / Diamond 2 Finance Corp.

  
975,000   

3.48%, 06/01/2019(1)

     995,060  
770,000   

4.42%, 06/15/2021(1)

     801,371  
490,000   

8.35%, 07/15/2046(1)

     611,812  
6,175,000   

Hewlett Packard Enterprise Co.
3.60%, 10/15/2020

     6,338,921  
     

 

 

 
               11,033,761  
     

 

 

 
  

Lodging - 0.0%

  
700,000   

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
5.38%, 03/15/2022

     715,750  
     

 

 

 
  

Machinery - Construction & Mining - 0.0%

  
255,000   

Oshkosh Corp.
5.38%, 03/01/2025

     263,606  
     

 

 

 
  

Machinery-Diversified - 0.0%

  
240,000   

CNH Industrial N.V.
4.50%, 08/15/2023

     240,144  
     

 

 

 
  

Media - 2.2%

  
  

21st Century Fox America, Inc.

  
1,205,000   

3.38%, 11/15/2026(1)

     1,173,143  
225,000   

4.75%, 11/15/2046(1)

     223,481  
2,150,000   

6.15%, 03/01/2037

     2,524,801  
750,000   

6.20%, 12/15/2034

     880,851  
500,000   

Altice US Finance I Corp.
5.50%, 05/15/2026(1)

     512,500  
575,000   

CBS Corp.
4.00%, 01/15/2026

     581,653  
  

CCO Holdings LLC / CCO Holdings Capital Corp.

  
35,000   

5.13%, 02/15/2023

     36,312  
170,000   

5.75%, 09/01/2023

     178,075  
570,000   

5.75%, 02/15/2026(1)

     604,022  
  

Charter Communications Operating LLC / Charter Communications Operating Capital

  
1,100,000   

3.58%, 07/23/2020

     1,126,906  
3,920,000   

4.46%, 07/23/2022

     4,098,497  
435,000   

4.91%, 07/23/2025

     457,407  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $         2,655,000   

6.48%, 10/23/2045

   $ 3,018,066  
325,000   

Columbus Cable Barbados Ltd.
7.38%, 03/30/2021(1)

     345,312  
  

Comcast Corp.

  
90,000   

1.63%, 01/15/2022

     85,834  
5,285,000   

2.75%, 03/01/2023

     5,213,980  
1,595,000   

3.40%, 07/15/2046

     1,348,292  
600,000   

4.75%, 03/01/2044

     636,437  
95,000   

5.70%, 07/01/2019

     103,653  
  

Cox Communications, Inc.

  
685,000   

3.25%, 12/15/2022(1)

     667,802  
735,000   

3.35%, 09/15/2026(1)

     699,799  
1,200,000   

3.85%, 02/01/2025(1)

     1,175,152  
510,000   

CSC Holdings LLC
5.50%, 04/15/2027(1)

     517,650  
755,000   

DISH DBS Corp.
5.88%, 11/15/2024

     763,494  
1,295,000   

Grupo Televisa S.A.B.
6.13%, 01/31/2046

     1,273,109  
1,265,000   

Liberty Interactive LLC
8.25%, 02/01/2030

     1,328,250  
1,379,000   

NBC Universal Media LLC
5.95%, 04/01/2041

     1,683,700  
240,000   

SFR Group S.A.
7.38%, 05/01/2026(1)

     246,300  
  

Sky plc

  
565,000   

2.63%, 09/16/2019(1)

     567,684  
1,575,000   

3.13%, 11/26/2022(1)

     1,567,375  
  

TEGNA, Inc.

  
535,000   

5.13%, 10/15/2019

     548,375  
840,000   

5.13%, 07/15/2020

     869,400  
  

Time Warner Cable, Inc.

  
1,175,000   

4.50%, 09/15/2042

     1,055,619  
2,145,000   

8.75%, 02/14/2019

     2,394,088  
3,190,000   

Time Warner Entertainment Co. L.P.
8.38%, 07/15/2033

     4,186,097  
  

Time Warner, Inc.

  
1,445,000   

6.10%, 07/15/2040

     1,666,932  
345,000   

6.20%, 03/15/2040

     400,496  
270,000   

Viacom, Inc.
3.45%, 10/04/2026

     250,619  
     

 

 

 
               45,011,163  
     

 

 

 
  

Mining - 0.1%

  
  

Anglo American Capital plc

  
240,000   

3.63%, 05/14/2020(1)

     241,800  
250,000   

4.13%, 04/15/2021(1)

     253,750  
220,000   

4.13%, 09/27/2022(1)

     221,958  
200,000   

4.88%, 05/14/2025(1)

     202,500  
  

Freeport-McMoRan, Inc.

  
5,000   

3.88%, 03/15/2023

     4,613  
100,000   

5.40%, 11/14/2034

     87,344  
160,000   

5.45%, 03/15/2043

     137,600  
175,000   

Kaiser Aluminum Corp.
5.88%, 05/15/2024

     183,312  
605,000   

Rio Tinto Finance USA Ltd.
3.75%, 06/15/2025

     627,414  
400,000   

Teck Resources Ltd.
8.50%, 06/01/2024(1)

     465,500  
     

 

 

 
        2,425,791  
     

 

 

 
  

Oil & Gas - 2.7%

  
  

Anadarko Petroleum Corp.

  
1,990,000   

3.45%, 07/15/2024

     1,962,172  
810,000   

4.50%, 07/15/2044

     781,742  
1,540,000   

4.85%, 03/15/2021

     1,655,415  
20,000   

5.55%, 03/15/2026

     22,498  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $         1,690,000   

6.60%, 03/15/2046

   $ 2,117,671  
280,000   

6.95%, 06/15/2019

     310,635  
185,000   

Antero Resources Corp.
5.63%, 06/01/2023

     188,700  
  

BP Capital Markets plc

  
1,345,000   

2.11%, 09/16/2021

     1,319,639  
710,000   

2.52%, 01/15/2020

     718,907  
1,915,000   

2.75%, 05/10/2023

     1,887,527  
  

Cenovus Energy, Inc.

  
1,445,000   

3.00%, 08/15/2022

     1,408,257  
445,000   

3.80%, 09/15/2023

     442,679  
980,000   

5.20%, 09/15/2043

     963,799  
535,000   

Concho Resources, Inc.
5.50%, 04/01/2023

     555,062  
2,420,000   

ConocoPhillips Co.
4.95%, 03/15/2026

              2,658,295  
  

Continental Resources, Inc.

  
25,000   

3.80%, 06/01/2024

     23,344  
280,000   

4.50%, 04/15/2023

     276,500  
55,000   

4.90%, 06/01/2044

     48,400  
250,000   

5.00%, 09/15/2022

     255,000  
3,500,000   

Devon Energy Corp.
3.25%, 05/15/2022

     3,511,994  
390,000   

Devon Financing Co. LLC
7.88%, 09/30/2031

     500,697  
45,000   

Diamondback Energy, Inc.
4.75%, 11/01/2024(1)

     44,944  
1,000,000   

EnCana Corp.
3.90%, 11/15/2021

     1,021,574  
955,000   

EOG Resources, Inc.
4.15%, 01/15/2026

     999,508  
  

Hess Corp.

  
1,435,000   

4.30%, 04/01/2027

     1,437,384  
1,155,000   

5.60%, 02/15/2041

     1,194,507  
1,245,000   

5.80%, 04/01/2047

     1,325,612  
936,000   

6.00%, 01/15/2040

     987,454  
1,945,000   

Kerr-McGee Corp.
6.95%, 07/01/2024

     2,330,003  
  

Marathon Oil Corp.

  
675,000   

2.70%, 06/01/2020

     670,512  
1,585,000   

2.80%, 11/01/2022

     1,531,177  
380,000   

3.85%, 06/01/2025

     373,054  
105,000   

5.20%, 06/01/2045

     102,673  
75,000   

6.60%, 10/01/2037

     84,792  
65,000   

6.80%, 03/15/2032

     74,675  
310,000   

MEG Energy Corp.
6.50%, 01/15/2025(1)

     313,100  
  

Petrobras Global Finance B.V.

  
1,530,000   

6.85%, 06/05/2115

     1,285,659  
1,355,000   

7.38%, 01/17/2027

     1,406,761  
  

Petroleos Mexicanos

  
210,000   

4.63%, 09/21/2023

     204,750  
1,440,000   

5.50%, 02/04/2019

     1,508,544  
296,000   

5.50%, 06/27/2044

     242,782  
690,000   

6.38%, 02/04/2021

     737,727  
245,000   

6.50%, 03/13/2027(1)

     251,970  
2,090,000   

6.63%, 06/15/2035

     2,044,438  
244,000   

6.75%, 09/21/2047

     230,263  
  

Pioneer Natural Resources Co.

  
400,000   

3.45%, 01/15/2021

     410,398  
450,000   

3.95%, 07/15/2022

     467,221  
2,040,000   

4.45%, 01/15/2026

     2,160,764  
290,000   

6.65%, 03/15/2017

     291,813  
  

QEP Resources, Inc.

  
20,000   

5.38%, 10/01/2022

     20,200  
25,000   

6.80%, 03/01/2020

     26,250  
  

Shell International Finance B.V.

  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $            930,000   

2.50%, 09/12/2026

   $ 865,438  
1,920,000   

3.25%, 05/11/2025

     1,913,171  
1,800,000   

4.38%, 05/11/2045

     1,830,064  
170,000   

SM Energy Co.
6.13%, 11/15/2022

     175,525  
1,855,000   

Statoil ASA
3.95%, 05/15/2043

     1,792,525  
105,000   

Tesoro Corp.
5.13%, 04/01/2024

     108,937  
  

Valero Energy Corp.

  
2,455,000   

3.40%, 09/15/2026

     2,356,726  
315,000   

4.90%, 03/15/2045

     311,694  
95,000   

WPX Energy, Inc.
5.25%, 09/15/2024

     93,546  
     

 

 

 
        54,837,068  
     

 

 

 
  

Packaging & Containers - 0.1%

  
215,000   

Crown Americas LLC / Crown Americas Capital Corp.
4.25%, 09/30/2026(1)

     205,594  
300,000   

Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023(1)

     315,750  
690,000   

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
5.13%, 07/15/2023(1)

     705,663  
     

 

 

 
        1,227,007  
     

 

 

 
  

Pharmaceuticals - 1.3%

  
975,000   

AbbVie, Inc.
3.20%, 05/14/2026

     923,997  
  

Actavis Funding SCS

  
4,860,000   

2.35%, 03/12/2018

     4,890,428  
5,225,000   

3.00%, 03/12/2020

     5,306,520  
256,000   

Baxalta, Inc.
3.60%, 06/23/2022

     259,612  
855,000   

Cardinal Health, Inc.
1.95%, 06/15/2018

     857,752  
2,240,000   

EMD Finance LLC
2.95%, 03/19/2022(1)

     2,233,594  
  

Mylan N.V.

  
1,020,000   

3.00%, 12/15/2018(3)

     1,028,177  
1,180,000   

3.15%, 06/15/2021(3)

     1,164,378  
1,170,000   

3.75%, 12/15/2020(3)

     1,184,340  
195,000   

Quintiles IMS, Inc.
4.88%, 05/15/2023(1)

     197,194  
1,920,000   

Shire Acquisitions Investments Ireland DAC
2.40%, 09/23/2021

     1,864,410  
  

Teva Pharmaceutical Finance Netherlands III B.V.

  
3,435,000   

1.70%, 07/19/2019

     3,373,397  
2,785,000   

2.20%, 07/21/2021

     2,653,295  
     

 

 

 
               25,937,094  
     

 

 

 
  

Pipelines - 1.2%

  
  

DCP Midstream Operating L.P.

  
195,000   

2.70%, 04/01/2019

     192,562  
100,000   

3.88%, 03/15/2023

     96,500  
200,000   

4.95%, 04/01/2022

     207,500  
100,000   

5.60%, 04/01/2044

     90,875  
1,278,000   

Energy Transfer Equity L.P.
7.50%, 10/15/2020

     1,434,555  
  

Energy Transfer Partners L.P.

  
120,000   

3.60%, 02/01/2023

     120,254  
590,000   

4.05%, 03/15/2025

     585,114  
405,000   

5.95%, 10/01/2043

     427,112  
925,000   

Enterprise Products Operating LLC
3.95%, 02/15/2027

     943,213  
  

Kinder Morgan Energy Partners L.P.

  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $            520,000   

5.30%, 09/15/2020

   $ 566,148  
180,000   

6.50%, 04/01/2020

     200,948  
360,000   

6.85%, 02/15/2020

     403,719  
2,410,000   

Kinder Morgan, Inc.
5.05%, 02/15/2046

     2,395,311  
555,000   

Magellan Midstream Partners L.P.
5.00%, 03/01/2026

     609,713  
465,000   

Phillips 66 Partners L.P.
3.55%, 10/01/2026

     451,623  
  

Plains All American Pipeline L.P. / PAA Finance Corp.

  
1,845,000   

2.85%, 01/31/2023

     1,773,527  
1,830,000   

3.65%, 06/01/2022

     1,859,146  
1,120,000   

4.50%, 12/15/2026

     1,133,386  
  

Regency Energy Partners L.P. / Regency Energy Finance Corp.

  
1,360,000   

4.50%, 11/01/2023

     1,409,826  
290,000   

5.88%, 03/01/2022

     321,069  
  

Sunoco Logistics Partners Operations L.P.

  
105,000   

3.90%, 07/15/2026

     102,662  
1,080,000   

4.25%, 04/01/2024

     1,090,900  
  

Tesoro Logistics L.P. / Tesoro Logistics Finance Corp.

  
415,000   

6.25%, 10/15/2022

     441,975  
30,000   

6.38%, 05/01/2024

     32,588  
1,675,000   

Texas Eastern Transmission L.P.
2.80%, 10/15/2022(1)

     1,644,347  
  

Williams Cos., Inc.

  
295,000   

3.70%, 01/15/2023

     289,837  
75,000   

4.55%, 06/24/2024

     75,938  
100,000   

7.88%, 09/01/2021

     116,450  
  

Williams Partners L.P.

  
3,265,000   

3.60%, 03/15/2022

     3,317,322  
860,000   

4.00%, 11/15/2021

     885,446  
1,255,000   

4.30%, 03/04/2024

     1,292,591  
     

 

 

 
               24,512,157  
     

 

 

 
  

Real Estate - 0.1%

  
2,230,000   

ProLogis L.P.
3.35%, 02/01/2021

     2,295,631  
     

 

 

 
  

Real Estate Investment Trusts - 0.5%

  
  

American Tower Corp.

  
2,160,000   

3.40%, 02/15/2019

     2,213,294  
550,000   

3.45%, 09/15/2021

     557,322  
490,000   

4.50%, 01/15/2018

     502,429  
1,635,000   

Brandywine Operating Partnership L.P.
3.95%, 02/15/2023

     1,626,074  
130,000   

CoreCivic, Inc.
4.13%, 04/01/2020

     131,950  
  

Crown Castle International Corp.

  
240,000   

3.40%, 02/15/2021

     243,406  
940,000   

3.70%, 06/15/2026

     915,923  
95,000   

Equinix, Inc.
5.38%, 04/01/2023

     99,401  
620,000   

HCP, Inc.
4.25%, 11/15/2023

     644,601  
  

Kimco Realty Corp.

  
2,115,000   

3.13%, 06/01/2023

     2,100,151  
640,000   

3.40%, 11/01/2022

     649,937  
1,110,000   

Ventas Realty L.P. / Ventas Capital Corp.
3.25%, 08/15/2022

     1,119,913  
     

 

 

 
        10,804,401  
     

 

 

 
  

Retail - 0.7%

  
  

CVS Health Corp.

  
535,000   

2.13%, 06/01/2021

     523,699  
3,010,000   

2.80%, 07/20/2020

     3,052,525  
1,421,000   

3.88%, 07/20/2025

     1,458,479  
2,535,000   

5.13%, 07/20/2045

     2,788,072  
  

Home Depot, Inc.

  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $         1,460,000   

3.50%, 09/15/2056

   $ 1,261,284  
260,000   

4.20%, 04/01/2043

     266,329  
415,000   

KFC Holding Co. / Pizza Hut Holdings LLC/ Taco Bell of America LLC
5.25%, 06/01/2026(1)

     419,839  
  

Lowe’s Cos., Inc.

  
2,675,000   

2.50%, 04/15/2026

     2,524,700  
2,200,000   

3.70%, 04/15/2046

     2,027,357  
765,000   

Walgreens Boots Alliance, Inc.
2.60%, 06/01/2021

     763,200  
     

 

 

 
        15,085,484  
     

 

 

 
  

Semiconductors - 0.6%

  
  

Broadcom Corp. / Broadcom Cayman Finance Ltd.

  
5,555,000   

3.00%, 01/15/2022(1)

     5,530,864  
3,935,000   

3.63%, 01/15/2024(1)

     3,939,986  
910,000   

Intel Corp.
4.10%, 05/19/2046

     901,483  
1,605,000   

Lam Research Corp.
2.80%, 06/15/2021

     1,604,496  
350,000   

Sensata Technologies B.V.
5.00%, 10/01/2025(1)

     349,825  
211,000   

Sensata Technologies UK Financing Co. plc
6.25%, 02/15/2026(1)

     226,297  
     

 

 

 
        12,552,951  
     

 

 

 
  

Shipbuilding - 0.0%

  
100,000   

Huntington Ingalls Industries, Inc.
5.00%, 11/15/2025(1)

     104,250  
     

 

 

 
  

Software - 0.4%

  
  

First Data Corp.

  
125,000   

5.00%, 01/15/2024(1)

     126,641  
695,000   

5.38%, 08/15/2023(1)

     715,850  
28,000   

6.75%, 11/01/2020(1)

     28,945  
  

Microsoft Corp.

  
2,605,000   

1.55%, 08/08/2021

     2,521,570  
1,010,000   

2.40%, 08/08/2026

     942,416  
1,010,000   

3.30%, 02/06/2027

     1,010,239  
1,540,000   

3.70%, 08/08/2046

     1,408,861  
1,570,000   

3.95%, 08/08/2056

     1,441,036  
  

MSCI, Inc.

  
360,000   

5.25%, 11/15/2024(1)

     373,140  
180,000   

5.75%, 08/15/2025(1)

     190,688  
  

Open Text Corp.

  
170,000   

5.63%, 01/15/2023(1)

     176,800  
40,000   

5.88%, 06/01/2026(1)

     41,900  
     

 

 

 
                 8,978,086  
     

 

 

 
  

Telecommunications - 1.8%

  
340,000   

Altice Financing S.A.
6.63%, 02/15/2023(1)

     356,150  
  

AT&T, Inc.

  
2,710,000   

3.60%, 02/17/2023

     2,722,951  
1,545,000   

3.80%, 03/15/2022

     1,579,761  
835,000   

4.50%, 05/15/2035

     785,019  
2,790,000   

4.75%, 05/15/2046

     2,548,433  
155,000   

5.80%, 02/15/2019

     165,991  
  

Cisco Systems, Inc.

  
3,230,000   

1.40%, 09/20/2019

     3,197,706  
1,860,000   

2.20%, 02/28/2021

     1,855,328  
350,000   

CommScope, Inc.
4.38%, 06/15/2020(1)

     359,625  
210,000   

Frontier Communications Corp.
10.50%, 09/15/2022

     218,795  
4,500,000   

GTP Acquisition Partners I LLC
3.48%, 06/15/2050(1)

     4,442,940  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          455,000   

Nokia Oyj
6.63%, 05/15/2039

   $ 476,576  
1,305,000   

Sprint Communications, Inc.
7.00%, 03/01/2020(1)

     1,417,556  
5,050,000   

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
3.36%, 03/20/2023(1)

     5,056,312  
580,000   

T-Mobile USA, Inc.
6.46%, 04/28/2019

     588,990  
  

Telecom Italia Capital S.A.

  
185,000   

6.00%, 09/30/2034

     182,225  
60,000   

6.38%, 11/15/2033

     60,543  
215,000   

7.72%, 06/04/2038

     236,500  
  

Verizon Communications, Inc.

  
4,236,000   

4.27%, 01/15/2036

     3,943,462  
465,000   

4.40%, 11/01/2034

     443,284  
2,264,000   

4.52%, 09/15/2048

             2,057,064  
3,489,000   

4.67%, 03/15/2055

     3,124,400  
530,000   

Wind Acquisition Finance S.A.
4.75%, 07/15/2020(1)

     539,275  
     

 

 

 
        36,358,886  
     

 

 

 
  

Transportation - 0.6%

  
725,000   

Canadian Pacific Railway Co.
9.45%, 08/01/2021

     914,071  
  

FedEx Corp.

  
615,000   

4.40%, 01/15/2047

     604,847  
1,205,000   

4.55%, 04/01/2046

     1,202,632  
620,000   

4.75%, 11/15/2045

     639,317  
1,535,000   

Norfolk Southern Corp.
2.90%, 06/15/2026

     1,477,706  
  

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

  
3,470,000   

2.88%, 07/17/2018(1)

     3,511,505  
645,000   

3.30%, 04/01/2021(1)

     653,210  
270,000   

3.38%, 02/01/2022(1)

     272,811  
915,000   

4.88%, 07/11/2022(1)

     984,838  
1,095,000   

Ryder System, Inc.
2.55%, 06/01/2019

     1,106,148  
     

 

 

 
        11,367,085  
     

 

 

 
  

Total Corporate Bonds
(cost $646,030,169)

     648,288,396  
     

 

 

 

Foreign Government Obligations - 1.7%

  
  

Argentina - 0.2%

  
3,800,000   

Argentine Republic Government International Bond
6.88%, 01/26/2027(1)

     3,762,000  
     

 

 

 
  

Brazil - 0.4%

  
        BRL      22,882,000   

Brazil Notas do Tesouro Nacional
10.00%, 01/01/2023

     7,009,191  
$        2,220,000   

Brazilian Government International Bond
5.00%, 01/27/2045

     1,898,100  
     

 

 

 
        8,907,291  
     

 

 

 
  

Colombia - 0.1%

  
  COP  8,328,797,856   

Colombian TES
3.50%, 03/10/2021(8)

     2,953,972  
     

 

 

 
  

Dominican Republic - 0.1%

  
$        2,585,000   

Dominican Republic International Bond
5.95%, 01/25/2027(1)

     2,585,000  
     

 

 

 
  

Egypt - 0.2%

  
2,930,000   

Egypt Government International Bond
6.13%, 01/31/2022(1)

     2,956,341  
     

 

 

 
  

Mexico - 0.3%

  
          MXN      74,996,800   

Mexican Bonos
5.00%, 12/11/2019

     3,423,369  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          2,556,000   

Mexico Government International Bond
5.75%, 10/12/2110

   $ 2,374,856  
     

 

 

 
        5,798,225  
     

 

 

 
  

Romania - 0.2%

  
        RON        15,910,000   

Romania Government Bond
1.35%, 02/25/2019(9)

     3,801,601  
     

 

 

 
  

Saudi Arabia - 0.2%

  
  

Saudi Government International Bond

  
$          1,825,000   

2.38%, 10/26/2021(1)

     1,777,550  
1,410,000   

4.50%, 10/26/2046(1)

     1,379,282  
     

 

 

 
        3,156,832  
     

 

 

 
  

Total Foreign Government Obligations
(cost $33,889,417)

             33,921,262  
     

 

 

 

Municipal Bonds - 1.3%

  
  

Development - 0.1%

  
  

State of California

  
1,300,000   

7.50%, 04/01/2034

     1,827,696  
485,000   

7.60%, 11/01/2040

     721,040  
80,000   

7.63%, 03/01/2040

     117,048  
     

 

 

 
        2,665,784  
     

 

 

 
  

General - 0.4%

  
2,705,000   

Chicago, IL, Transit Auth
6.90%, 12/01/2040

     3,397,380  
  

Puerto Rico Commonwealth Government Employees Retirement System

  
5,400,000   

6.15%, 07/01/2038

     2,389,500  
1,225,000   

6.20%, 07/01/2039

     542,062  
3,350,000   

6.30%, 07/01/2043

     1,482,375  
975,000   

6.55%, 07/01/2058

     431,438  
     

 

 

 
        8,242,755  
     

 

 

 
  

General Obligation - 0.6%

  
4,435,000   

California State, GO Taxable
7.55%, 04/01/2039

     6,528,409  
4,080,000   

City of Chicago, IL,GO
7.05%, 01/01/2029(3)

     4,153,113  
765,000   

Illinois State, GO
5.10%, 06/01/2033

     700,304  
     

 

 

 
        11,381,826  
     

 

 

 
  

Higher Education - 0.1%

  
2,365,000   

University of California
4.60%, 05/15/2031

     2,624,914  
     

 

 

 
  

Utility - Electric - 0.1%

  
1,285,000   

Municipal Electric Auth Georgia
6.64%, 04/01/2057

     1,591,074  
     

 

 

 
  

Total Municipal Bonds
(cost $25,733,868)

     26,506,353  
     

 

 

 

Senior Floating Rate Interests - 4.9%(10)

  
  

Advertising - 0.0%

  
474,130   

Acosta Holdco, Inc.
4.29%, 09/26/2021

     457,535  
     

 

 

 
  

Aerospace/Defense - 0.2%

  
956,945   

BE Aerospace, Inc.
3.94%, 12/16/2021

     960,295  
  

TransDigm, Inc.

  
851,648   

3.78%, 06/09/2023

     849,135  
1,475,012   

3.85%, 05/14/2022

     1,470,041  
     

 

 

 
        3,279,471  
     

 

 

 
  

Agriculture - 0.0%

  
284,357   

Pinnacle Operating Corp.
4.75%, 11/15/2018

     249,048  
     

 

 

 


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Airlines - 0.0%

  
$          436,800   

Delta Air Lines, Inc.
3.27%, 10/18/2018

   $ 439,189  
     

 

 

 
  

Auto Manufacturers - 0.0%

  
608,309   

Jaguar Holding Co.
4.25%, 08/18/2022

     611,241  
     

 

 

 
  

Chemicals - 0.2%

  
155,000   

Atotech B.V.
0.00%, 01/31/2024(11)

     155,775  
877,398   

Chemours Co.
3.78%, 05/12/2022

     874,108  
135,538   

Huntsman International LLC
3.78%, 04/19/2019

     135,919  
  

Ineos U.S. Finance LLC

  
1,566,627   

3.75%, 05/04/2018

     1,566,831  
427,384   

4.25%, 03/31/2022

     428,986  
457,700   

Nexeo Solutions LLC
5.26%, 06/09/2023

     461,133  
890,060   

Univar, Inc.
3.52%, 07/01/2022

     888,254  
     

 

 

 
                4,511,006  
     

 

 

 
  

Coal - 0.0%

  
312,568   

Arch Coal, Inc.
10.00%, 10/05/2021

     315,068  
325,000   

Ascent Resources - Marcellus LLC
5.25%, 08/04/2020

     194,188  
     

 

 

 
        509,256  
     

 

 

 
  

Commercial Services - 0.2%

  
400,000   

Conduent, Inc.
6.25%, 12/07/2023

     406,832  
310,000   

DigitalGlobe, Inc.
3.53%, 01/15/2024

     311,807  
198,500   

KAR Auction Services, Inc.
4.50%, 03/09/2023

     200,795  
365,770   

ON Assignment, Inc.
3.53%, 06/03/2022

     367,712  
475,000   

Quikrete Holdings, Inc.
4.02%, 11/15/2023

     480,610  
517,400   

Russell Investment Group
6.75%, 06/01/2023

     524,514  
917,721   

ServiceMaster Co.
3.28%, 11/08/2023

     921,924  
385,000   

Team Health, Inc.
0.00%, 01/17/2024(11)

     384,280  
     

 

 

 
        3,598,474  
     

 

 

 
  

Construction Materials - 0.1%

  
1,729,938   

American Builders & Contractors Supply Co., Inc.
3.53%, 10/31/2023

     1,743,846  
     

 

 

 
  

Diversified Financial Services - 0.1%

  
265,000   

RP Crown Parent LLC
4.50%, 10/12/2023

     266,855  
1,120,000   

Telenet International Finance S.a.r.l.
3.77%, 01/31/2025

     1,129,598  
     

 

 

 
        1,396,453  
     

 

 

 
  

Electric - 0.2%

  
  

Calpine Construction Finance Co., L.P.

  
994,186   

3.28%, 01/31/2022

     994,186  
1,395,481   

3.75%, 05/31/2023

     1,402,654  
330,000   

Chief Exploration & Development LLC
7.75%, 05/16/2021

     325,875  
280,000   

Energy Future Intermediate Holding Co. LLC
4.25%, 06/30/2017

     281,518  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          998,275   

Seadrill Partners Finco LLC
4.00%, 02/21/2021

   $ 734,980  
     

 

 

 
        3,739,213  
     

 

 

 
  

Energy-Alternate Sources - 0.0%

  
615,000   

TEX Operations Co. LLC
5.00%, 08/04/2023

     617,694  
     

 

 

 
  

Entertainment - 0.1%

  
310,275   

Eldorado Resorts LLC
4.25%, 07/23/2022

     312,214  
478,768   

Hilton Worldwide Finance LLC
3.27%, 10/25/2023

     483,067  
264,600   

Scientific Games International, Inc.
6.01%, 10/01/2021

     266,421  
     

 

 

 
                1,061,702  
     

 

 

 
  

Food - 0.2%

  
  

Albertsons LLC

  
849,324   

3.78%, 08/22/2021

     852,772  
358,202   

4.25%, 12/22/2022

     360,667  
1,089,200   

Aramark Services, Inc.
3.50%, 02/24/2021

     1,097,761  
268,846   

B&G Foods, Inc.
3.77%, 11/02/2022

     271,199  
558,166   

Hostess Brands LLC
4.00%, 08/03/2022

     563,190  
980,000   

JBS USA LLC
0.00%, 10/30/2022(11)

     982,038  
     

 

 

 
        4,127,627  
     

 

 

 
  

Food Service - 0.0%

  
282,750   

Hearthside Group Holdings LLC
4.00%, 06/02/2021

     284,871  
     

 

 

 
  

Healthcare-Products - 0.1%

  
570,655   

Alere, Inc.
4.25%, 06/18/2022

     570,746  
285,000   

Kinetic Concepts, Inc.
0.00%, 01/25/2024(11)

     285,000  
224,438   

Revlon Consumer Products Corp.
4.31%, 09/07/2023

     226,206  
286,375   

Sterigenics-Nordion Holdings LLC
4.25%, 05/15/2022

     286,733  
     

 

 

 
        1,368,685  
     

 

 

 
  

Healthcare-Services - 0.4%

  
430,650   

Acadia Healthcare Co., Inc.
3.78%, 02/16/2023

     434,237  
994,750   

American Renal Holdings, Inc.
4.75%, 09/20/2019

     991,020  
185,725   

CDRH Parent, Inc.
5.25%, 07/01/2021

     169,823  
  

Community Health Systems, Inc.

  
202,503   

3.75%, 12/31/2019

     192,078  
568,322   

4.00%, 01/27/2021

     536,944  
1,103,815   

4.18%, 12/31/2018

     1,088,869  
745,725   

Envision Healthcare Corp.
4.00%, 12/01/2023

     752,951  
214,463   

Genoa, a QoL Healthcare Co. LLC
4.75%, 10/28/2023

     215,445  
710,000   

inVentiv Health, Inc.
4.75%, 11/09/2023

     715,914  
1,132,104   

MPH Acquisition Holdings LLC
5.00%, 06/07/2023

     1,147,908  
561,229   

Opal Acquisition, Inc.
5.00%, 11/27/2020

     522,645  
277,639   

Ortho-Clinical Diagnostics, Inc.
4.75%, 06/30/2021

     275,440  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          254,801   

Surgery Center Holdings, Inc.
4.75%, 11/03/2020

   $ 257,668  
925,650   

U.S. Renal Care, Inc.
5.25%, 12/31/2022

     871,731  
     

 

 

 
        8,172,673  
     

 

 

 
  

Household Products/Wares - 0.0%

  
335,000   

Galleria Co.
3.81%, 09/29/2023

     336,675  
     

 

 

 
  

Insurance - 0.4%

  
  

Asurion LLC

  
94,183   

4.03%, 07/08/2020

     94,988  
1,399,359   

4.25%, 08/04/2022

     1,413,940  
364,088   

4.75%, 11/03/2023

     367,652  
1,430,000   

8.50%, 03/03/2021

     1,449,662  
921,575   

Evertec Group LLC
3.27%, 04/17/2020

     916,046  
  

Sedgwick Claims Management Services, Inc.

  
1,700,656   

3.75%, 03/01/2021

     1,706,319  
580,000   

6.75%, 02/28/2022

     580,969  
994,071   

USI, Inc.
4.25%, 12/27/2019

     996,735  
     

 

 

 
                7,526,311  
     

 

 

 
  

Internet - 0.0%

  
310,954   

Lands’ End, Inc.
4.25%, 04/04/2021

     234,382  
     

 

 

 
  

Leisure Time - 0.2%

  
  

Delta 2 (LUX) S.a.r.l.

  
2,125,000   

5.07%, 07/30/2021

     2,135,327  
1,005,000   

8.07%, 07/31/2022

     1,008,769  
     

 

 

 
        3,144,096  
     

 

 

 
  

Lodging - 0.2%

  
733,163   

Boyd Gaming Corp.
3.76%, 09/15/2023

     740,721  
1,978,834   

Caesars Entertainment Operating Co.
0.00%, 03/01/2017(12)

     2,239,802  
326,625   

Caesars Growth Properties Holdings LLC
6.25%, 05/08/2021

     328,190  
517,545   

La Quinta Intermediate Holdings LLC
3.77%, 04/14/2021

     519,486  
     

 

 

 
        3,828,199  
     

 

 

 
  

Machinery-Construction & Mining - 0.2%

  
1,077,247   

American Rock Salt Holdings LLC
4.75%, 05/20/2021

     1,077,699  
1,599,052   

Headwaters, Inc.
4.00%, 03/24/2022

     1,602,649  
463,295   

Neff Rental LLC
7.54%, 06/09/2021

     461,558  
     

 

 

 
        3,141,906  
     

 

 

 
  

Machinery-Diversified - 0.0%

  
924,779   

Gates Global LLC
4.25%, 07/06/2021

     921,311  
     

 

 

 
  

Media - 0.4%

  
587,286   

Advantage Sales & Marketing, Inc.
4.25%, 07/23/2021

     583,797  
765,819   

AVSC Holding Corp.
4.50%, 01/24/2021

     765,819  
433,913   

Camelot Finance L.P.
4.75%, 10/03/2023

     437,527  
226,415   

CBS Radio, Inc.
4.50%, 10/17/2023

     228,256  
  

Charter Communications Operating LLC

  
1,331,700   

2.77%, 07/01/2020

     1,334,403  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          477,675   

2.77%, 01/03/2021

   $ 478,205  
  

Numericable U.S. LLC

  
544,635   

4.29%, 01/14/2025

     549,063  
203,463   

5.29%, 01/15/2024

     205,560  
  

Tribune Media Co.

  
937,437   

3.78%, 01/27/2024

     941,889  
225,075   

3.78%, 12/27/2020

     226,145  
1,595,000   

UPC Financing Partnership
3.77%, 08/31/2024

     1,595,000  
989,782   

Virgin Media Investment Holdings Ltd.
3.52%, 01/31/2025

     995,355  
     

 

 

 
                8,341,019  
     

 

 

 
  

Metal Fabricate/Hardware - 0.0%

  
720,809   

Rexnord LLC
3.77%, 08/21/2023

     724,867  
     

 

 

 
  

Mining - 0.0%

  
193,791   

Ardagh Holdings USA, Inc.
4.01%, 12/17/2021

     195,826  
224,782   

Minerals Technologies, Inc.
3.78%, 05/09/2021

     226,749  
     

 

 

 
        422,575  
     

 

 

 
  

Oil & Gas - 0.1%

  
485,000   

California Resources Corp.
11.38%, 12/31/2021

     545,329  
380,000   

Chesapeake Energy Corp.
8.50%, 08/23/2021

     415,466  
253,500   

Drillships Ocean Ventures, Inc.
5.56%, 07/25/2021

     223,587  
646,774   

Fieldwood Energy LLC
3.88%, 10/01/2018

     619,823  
     

 

 

 
        1,804,205  
     

 

 

 
  

Packaging & Containers - 0.3%

  
449,941   

Berry Plastics Group, Inc.
3.29%, 10/03/2022

     452,591  
1,491,875   

Berry Plastics Holding Corp.
3.50%, 02/08/2020

     1,491,875  
410,000   

Flex Acquisition Co., Inc.
4.25%, 12/29/2023

     413,333  
277,531   

Mauser Holding S.a.r.l.
4.50%, 07/31/2021

     278,342  
145,000   

Prolampac Intermediate, Inc.
5.00%, 11/18/2023

     146,994  
2,811,512   

Reynolds Group Holdings, Inc.
4.25%, 02/05/2023

     2,818,259  
404,514   

Signode Industrial Group U.S., Inc.
4.00%, 05/01/2021

     407,548  
     

 

 

 
        6,008,942  
     

 

 

 
  

Pharmaceuticals - 0.1%

  
1,446,082   

Endo Luxembourg Finance Co. I S.a r.l.
3.81%, 09/26/2022

     1,441,267  
140,000   

Prestige Brands, Inc.
0.00%, 01/26/2024(11)

     141,225  
552,600   

Valeant Pharmaceuticals International, Inc.
5.53%, 04/01/2022

     554,744  
     

 

 

 
        2,137,236  
     

 

 

 
  

Pipelines - 0.0%

  
356,125   

Philadelphia Energy Solutions LLC
6.25%, 04/04/2018

     306,268  
     

 

 

 
  

Real Estate - 0.1%

  
  

DTZ U.S. Borrower LLC

  
1,066,979   

4.26%, 11/04/2021

     1,072,816  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$            20,000   

9.29%, 11/04/2022

   $ 20,000  
     

 

 

 
        1,092,816  
     

 

 

 
  

REITS - 0.0%

  
499,093   

MGM Growth Properties Operating Partnership L.P.
3.53%, 04/25/2023

     503,106  
     

 

 

 
  

Retail - 0.2%

  
  

Bass Pro Group LLC

  
393,000   

4.02%, 06/05/2020

     391,283  
1,170,000   

5.97%, 12/16/2023

     1,132,888  
925,350   

Harbor Freight Tools USA, Inc.
3.78%, 08/19/2023

     929,153  
469,153   

Michaels Stores, Inc.
3.75%, 01/30/2023

     466,390  
668,633   

Neiman Marcus Group, Inc.
4.25%, 10/25/2020

     552,652  
616,298   

Party City Holdings, Inc.
4.21%, 08/19/2022

     611,934  
115,000   

Rite Aid Corp.
5.75%, 08/21/2020

     115,288  
447,227   

US Foods, Inc.
3.78%, 06/27/2023

     450,160  
     

 

 

 
                4,649,748  
     

 

 

 
  

Semiconductors - 0.1%

  
281,791   

Lattice Semiconductor Corp.
5.26%, 03/10/2021

     281,087  
691,376   

NXP B.V.
3.28%, 01/11/2020

     693,622  
678,300   

ON Semiconductor Corp.
4.03%, 03/31/2023

     685,368  
     

 

 

 
        1,660,077  
     

 

 

 
  

Software - 0.5%

  
698,250   

Dell, Inc.
4.03%, 09/07/2023

     701,218  
155,341   

Epicor Software Corp.
4.75%, 06/01/2022

     155,924  
  

First Data Corp.

  
3,401,842   

3.78%, 03/24/2021

     3,421,504  
942,283   

3.78%, 07/10/2022

     948,568  
554,910   

Hyland Software, Inc.
4.50%, 07/01/2022

     556,575  
981,760   

Infor U.S., Inc.
3.75%, 06/03/2020

     981,603  
659,006   

SS&C Technologies, Inc.
4.03%, 07/08/2022

     665,009  
717,497   

Verint Systems, Inc.
3.58%, 09/06/2019

     721,264  
1,776,075   

WEX, Inc.
4.28%, 07/01/2023

     1,796,056  
     

 

 

 
        9,947,721  
     

 

 

 
  

Telecommunications - 0.2%

  
1,690,000   

Level 3 Financing, Inc.
3.51%, 05/31/2022

     1,705,143  
514,585   

LTS Buyer LLC
4.25%, 04/13/2020

     517,158  
1,420,000   

Sprint Communications, Inc.
0.00%, 01/13/2024(11)

     1,421,775  
  

Zayo Group LLC

  
145,000   

0.00%, 01/12/2024(11)

     146,148  
300,000   

0.00%, 01/19/2024(11)

     302,376  
  

Ziggo Financing Partnership

  
653,572   

3.52%, 01/15/2022

     654,187  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

    $      75,569   

4.07%, 01/15/2022

   $ 75,640  
     

 

 

 
        4,822,427  
     

 

 

 
  

Trucking & Leasing - 0.1%

  
985,000   

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
0.00%, 01/13/2022(11)

     997,667  
496,798   

Consolidated Container Co., LLC
5.00%, 07/03/2019

     495,556  
     

 

 

 
        1,493,223  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $99,008,295)

             99,215,094  
     

 

 

 

U.S. Government Agencies - 38.2%

  
  

FHLMC - 18.3%

  
150,749   

0.00%, 11/15/2036(13)(14)

     137,560  
27,287,488   

0.30%, 10/25/2020(2)(5)

     173,262  
12,834,345   

1.96%, 08/25/2018(2)(5)

     296,725  
27,600,000   

2.50%, 02/01/2032(3)(15)

     27,595,689  
25,300,000   

2.50%, 03/16/2032(3)(15)

     25,256,023  
3,600,898   

3.00%, 03/15/2028(5)

     319,310  
1,823,883   

3.00%, 08/01/2029

     1,875,421  
45,290,000   

3.00%, 02/01/2032(3)

     46,470,285  
831,229   

3.00%, 03/15/2033(5)

     103,653  
5,431,168   

3.00%, 11/01/2036

     5,473,984  
8,541,298   

3.00%, 11/01/2046

     8,456,422  
44,032,776   

3.00%, 12/01/2046

     43,584,021  
39,175,000   

3.00%, 02/01/2047(3)

     38,743,464  
4,400,000   

3.50%, 02/01/2032(3)(15)

     4,585,499  
3,528,456   

3.50%, 08/01/2034

     3,655,945  
4,580,998   

3.50%, 03/15/2041(5)

     591,558  
1,361,151   

3.50%, 06/01/2046

     1,391,250  
65,700,000   

3.50%, 02/01/2047(3)

     67,102,590  
3,738,641   

4.00%, 08/01/2025

     3,924,788  
4,005,372   

4.00%, 07/15/2027(5)

     443,617  
2,900,497   

4.00%, 03/15/2028(5)

     320,723  
3,296,991   

4.00%, 05/01/2042

     3,475,996  
923,574   

4.00%, 08/01/2042

     976,085  
1,380,909   

4.00%, 09/01/2042

     1,458,795  
331,318   

4.00%, 07/01/2044

     347,762  
2,521,790   

4.00%, 01/01/2046

     2,646,951  
1,374,067   

4.00%, 02/01/2046

     1,442,265  
19,250,000   

4.00%, 02/01/2047(3)(15)

     20,193,700  
10,600,000   

4.00%, 03/01/2047(3)

     11,096,461  
983,959   

4.50%, 03/15/2041

     1,098,243  
6,419,339   

4.50%, 05/01/2042

     6,910,236  
1,046,589   

4.50%, 09/01/2044

     1,125,509  
17,925,000   

4.50%, 02/01/2047(3)(15)

     19,262,373  
2,825,803   

4.75%, 07/15/2039

     3,046,521  
5,825,000   

5.00%, 02/01/2047(3)(15)

     6,335,066  
14,649   

5.50%, 11/01/2037

     16,241  
1,514   

5.50%, 02/01/2038

     1,707  
67,265   

5.50%, 04/01/2038

     74,570  
61,383   

5.50%, 06/01/2038

     68,082  
3,599,903   

5.50%, 08/01/2038

     3,991,093  
179,150   

5.50%, 05/01/2040

     198,693  
740,051   

5.50%, 08/01/2040

     820,104  
680,354   

5.50%, 06/01/2041

     754,841  
302,398   

6.00%, 01/01/2023

     326,213  
77,641   

6.00%, 11/01/2032

     88,655  
155,929   

6.00%, 11/01/2033

     177,776  
127,387   

6.00%, 02/01/2034

     145,236  
199,168   

6.00%, 07/01/2034

     227,064  
65,285   

6.00%, 08/01/2034

     74,319  
90,295   

6.00%, 09/01/2034

     102,554  
37,228   

6.00%, 01/01/2035

     42,066  
54,271   

6.00%, 03/01/2035

     61,778  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$              48,483   

6.00%, 05/01/2038

   $ 54,603  
328,014   

6.00%, 06/01/2038

     369,422  
867,062   

6.00%, 05/15/2039

     963,962  
965,832   

6.50%, 07/15/2036

     1,082,988  
     

 

 

 
              369,559,719  
     

 

 

 
  

FNMA - 13.7%

  
146,131   

0.00%, 03/25/2036(13)(14)

     127,013  
1,246,683   

0.00%, 06/25/2036(13)(14)

     1,098,311  
4,454,264   

1.90%, 04/25/2055(2)(5)

     248,321  
4,968,003   

1.93%, 05/25/2046(2)(5)

     274,628  
4,636,422   

1.95%, 08/25/2044(2)(5)

     304,202  
2,767,696   

2.03%, 06/25/2055(2)(5)

     182,172  
952,695   

2.50%, 06/25/2028(5)

     84,572  
13,600,000   

2.50%, 02/01/2032(3)(15)

     13,600,000  
11,700,000   

2.50%, 03/01/2032(3)(15)

     11,682,176  
515,754   

2.50%, 01/01/2043

     491,570  
2,801,658   

2.50%, 02/01/2043

     2,670,329  
2,121,308   

2.50%, 03/01/2043

     2,021,834  
1,308,355   

2.50%, 04/01/2043

     1,247,002  
514,828   

2.50%, 06/01/2043

     490,104  
863,037   

2.50%, 08/01/2043

     821,404  
27,888   

2.50%, 06/01/2046

     26,467  
872,112   

2.50%, 10/01/2046

     827,677  
31,931,472   

2.50%, 11/01/2046

     30,304,617  
15,065,928   

2.50%, 12/01/2046

     14,298,298  
8,999,196   

2.50%, 01/01/2047

     8,542,382  
4,225,000   

2.65%, 06/01/2025

     4,151,261  
5,600,000   

2.69%, 04/01/2025

     5,519,386  
2,139,065   

2.78%, 02/01/2027

     2,112,416  
2,186,982   

2.82%, 07/01/2025

     2,178,273  
1,850,000   

2.84%, 12/01/2025

     1,835,642  
878,932   

3.00%, 09/25/2027(5)

     82,089  
5,979,201   

3.00%, 01/25/2028(5)

     569,027  
2,713,410   

3.00%, 04/25/2028(5)

     254,082  
1,273,803   

3.00%, 01/01/2030

     1,307,870  
12,269,000   

3.00%, 02/01/2032(3)(15)

     12,587,227  
30,950,000   

3.00%, 02/01/2047(3)(15)

     30,635,666  
285,000   

3.16%, 12/01/2026

     289,373  
1,465,000   

3.21%, 05/01/2023

     1,513,829  
260,861   

3.24%, 12/01/2026

     266,617  
675,713   

3.30%, 12/01/2026

     693,932  
252,191   

3.34%, 04/01/2024

     261,573  
562,251   

3.41%, 11/01/2024

     583,940  
1,903,089   

3.42%, 04/01/2024

     1,981,993  
96,987   

3.45%, 01/01/2024

     101,168  
640,345   

3.47%, 01/01/2024

     668,709  
1,716,615   

3.50%, 10/25/2027(5)

     197,845  
1,473,805   

3.50%, 05/25/2030(5)

     199,898  
2,031,940   

3.50%, 10/01/2044

     2,086,107  
2,320,857   

3.50%, 02/01/2045

     2,373,343  
4,212,434   

3.50%, 01/01/2046

     4,307,699  
5,091,293   

3.50%, 02/01/2046

     5,206,434  
4,053,882   

3.50%, 09/01/2046

     4,145,561  
1,774,317   

3.50%, 10/01/2046

     1,814,444  
1,389,931   

3.50%, 11/01/2046

     1,427,259  
15,125,000   

3.50%, 02/01/2047(3)(15)

     15,455,859  
13,800,000   

3.50%, 03/01/2047(3)(15)

     14,073,305  
248,144   

3.67%, 08/01/2023

     262,790  
70,000   

3.70%, 10/01/2023

     74,032  
95,000   

3.76%, 03/01/2024

     101,016  
350,000   

3.77%, 12/01/2025

     370,087  
140,000   

3.86%, 12/01/2025

     148,992  
70,000   

3.86%, 11/01/2023

     74,795  
233,429   

3.87%, 10/01/2025

     248,131  
306,667   

3.89%, 05/01/2030

     319,682  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          324,012   

3.93%, 10/01/2023

   $ 346,442  
134,892   

3.96%, 05/01/2034

     141,060  
84,248   

3.97%, 05/01/2029

     90,348  
1,095,637   

4.00%, 06/01/2025

     1,146,117  
4,140,499   

4.00%, 10/01/2040

     4,351,615  
1,731,523   

4.00%, 11/01/2040

     1,822,761  
1,265,070   

4.00%, 12/01/2040

     1,332,137  
632,597   

4.00%, 02/01/2041

     666,630  
1,523,073   

4.00%, 03/01/2041

     1,604,558  
691,765   

4.00%, 03/25/2042(5)

     98,414  
4,165,200   

4.00%, 05/25/2042(5)

     662,727  
549,532   

4.00%, 08/01/2042

     577,949  
1,389,435   

4.00%, 09/01/2042

     1,457,709  
398,531   

4.00%, 11/25/2042(5)

     59,671  
349,218   

4.00%, 03/01/2045

     366,458  
2,599,150   

4.00%, 02/01/2046

     2,727,860  
2,860,302   

4.00%, 05/01/2046

     3,001,944  
1,528,209   

4.00%, 06/01/2046

     1,603,884  
12,200,000   

4.00%, 02/01/2047(3)(15)

             12,798,562  
8,200,000   

4.00%, 03/01/2047(3)(15)

     8,585,977  
195,689   

4.06%, 10/01/2028

     211,551  
578,728   

4.50%, 08/01/2024

     611,466  
52,997   

4.50%, 04/01/2025

     54,883  
888,126   

4.50%, 07/25/2027(5)

     95,210  
1,243,737   

4.50%, 09/01/2035

     1,343,899  
309,661   

4.50%, 08/01/2040

     334,672  
3,650,512   

4.50%, 10/01/2040

     3,931,239  
1,666,687   

4.50%, 10/01/2041

     1,795,386  
1,403,465   

4.50%, 09/01/2043

     1,510,588  
1,800,000   

4.50%, 02/01/2047(3)(15)

     1,935,211  
6,593   

5.00%, 04/01/2018

     6,747  
18,337   

5.00%, 05/01/2018

     18,766  
122,283   

5.00%, 06/01/2018

     125,143  
9,489   

5.00%, 07/01/2018

     9,711  
41,676   

5.00%, 12/01/2019

     43,211  
225,884   

5.00%, 01/01/2022

     233,583  
455,825   

5.00%, 04/25/2038

     490,353  
525,097   

5.46%, 05/25/2042(2)(5)

     60,835  
5,448   

5.50%, 11/01/2018

     5,525  
56,581   

5.50%, 08/01/2019

     58,482  
54,778   

5.50%, 09/01/2019

     56,484  
69,238   

5.50%, 10/01/2019

     71,289  
11,587   

5.50%, 05/01/2020

     12,043  
521,963   

5.50%, 06/01/2022

     552,832  
230,501   

5.50%, 06/01/2033

     257,786  
889,252   

5.50%, 07/01/2033

     992,732  
76,142   

5.50%, 08/01/2033

     84,811  
3,112,461   

5.50%, 11/01/2035

     3,484,951  
816,560   

5.50%, 04/01/2036

     911,801  
656,660   

5.50%, 04/25/2037

     730,092  
1,360,528   

5.50%, 11/01/2037

     1,510,689  
1,703,031   

5.50%, 06/25/2042(5)

     416,518  
16,560   

6.00%, 11/01/2031

     18,698  
213,788   

6.00%, 12/01/2032

     247,140  
303,960   

6.00%, 03/01/2033

     348,477  
788,092   

6.00%, 02/01/2037

     891,159  
535,690   

6.00%, 12/01/2037

     605,506  
258,524   

6.00%, 03/01/2038

     291,876  
208,408   

6.00%, 10/01/2038

     235,294  
16,458   

7.00%, 10/01/2037

     17,400  
2,465   

7.50%, 12/01/2029

     2,603  
16,754   

7.50%, 03/01/2030

     20,144  
25,155   

7.50%, 09/01/2031

     26,883  
     

 

 

 
        277,930,923  
     

 

 

 

 


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

GNMA - 6.2%

  
$        249,499   

3.00%, 11/15/2042

   $ 252,186  
246,829   

3.00%, 06/15/2043

     249,480  
214,995   

3.00%, 07/15/2043

     217,303  
270,817   

3.00%, 10/15/2044

     272,891  
305,449   

3.00%, 02/15/2045

     307,788  
176,341   

3.00%, 03/15/2045

     177,692  
856,608   

3.00%, 04/15/2045

     863,171  
236,777   

3.00%, 06/15/2045

     238,590  
7,998,358   

3.00%, 07/15/2045

     8,059,622  
8,750,000   

3.00%, 02/01/2047(3)(15)

     8,825,196  
703,881   

3.50%, 05/15/2042

     730,300  
1,892,568   

3.50%, 12/15/2042

     1,967,523  
1,436,486   

3.50%, 03/15/2043

     1,493,305  
1,502,083   

3.50%, 04/15/2043

     1,561,530  
4,928,510   

3.50%, 05/15/2043

     5,121,860  
576,327   

3.50%, 05/20/2043(5)

     109,424  
2,458,325   

3.50%, 07/20/2043(5)

     364,999  
17,338,882   

3.50%, 10/20/2046

             17,988,468  
17,275,000   

3.50%, 02/01/2047(3)(15)

     17,901,219  
5,847,753   

4.00%, 05/20/2029(5)

     669,069  
3,557,852   

4.00%, 09/20/2040

     3,798,688  
466,423   

4.00%, 10/20/2040

     496,765  
915,113   

4.00%, 12/20/2040

     980,727  
434,522   

4.00%, 05/16/2042(5)

     71,852  
295,077   

4.00%, 01/20/2044(5)

     58,944  
8,395,000   

4.00%, 02/01/2047(3)(15)

     8,875,745  
67,291   

4.50%, 07/15/2033

     72,829  
154,015   

4.50%, 05/15/2040

     168,023  
678,495   

4.50%, 06/15/2041

     737,932  
2,406,448   

4.50%, 06/20/2044

     2,582,354  
2,103,419   

4.50%, 10/20/2044

     2,257,174  
1,285,274   

4.50%, 04/20/2045(5)

     300,904  
2,125,376   

4.50%, 01/20/2046

     2,280,736  
15,075,000   

4.50%, 02/01/2047(3)(15)

     16,164,993  
1,276,854   

5.00%, 06/15/2041

     1,405,788  
1,779,633   

5.00%, 10/16/2041(5)

     277,670  
2,067,963   

5.00%, 03/15/2044

     2,276,821  
5,200,000   

5.00%, 02/01/2047(3)(15)

     5,684,708  
680,032   

5.50%, 05/15/2033

     773,192  
55,089   

5.50%, 06/15/2035

     61,833  
117,453   

5.50%, 04/15/2038

     131,161  
2,717,228   

5.50%, 03/20/2039(5)

     556,684  
1,000,000   

5.50%, 02/01/2047(3)(15)

     1,111,772  
78,607   

6.00%, 02/15/2029

     88,858  
177,058   

6.00%, 11/15/2032

     204,734  
233,458   

6.00%, 02/15/2033

     265,062  
64,807   

6.00%, 07/15/2033

     74,683  
123,038   

6.00%, 10/15/2034

     141,554  
641,814   

6.00%, 03/15/2036

     742,858  
6,575   

6.00%, 05/15/2036

     7,496  
189,186   

6.00%, 10/15/2036

     217,029  
80,392   

6.00%, 01/15/2037

     92,205  
194,225   

6.00%, 02/15/2037

     222,416  
351,060   

6.00%, 06/15/2037

     401,070  
126,037   

6.00%, 11/15/2037

     142,486  
1,283   

6.00%, 03/15/2038

     1,450  
76,730   

6.00%, 06/15/2038

     86,736  
247,075   

6.00%, 08/15/2038

     279,714  
278,371   

6.00%, 10/15/2038

     314,888  
290,951   

6.00%, 11/15/2038

     331,417  
166,823   

6.00%, 12/15/2038

     190,995  
157,976   

6.00%, 01/15/2039

     178,664  
6,166   

6.00%, 03/15/2039

     6,976  
939,647   

6.00%, 04/15/2039

     1,084,189  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

494,852   

6.00%, 08/15/2039

     559,382  
31,316   

6.00%, 09/15/2039

     35,726  
$         68,785   

6.00%, 11/15/2039

   $ 77,755  
30,223   

6.00%, 06/15/2040

     34,189  
226,981   

6.00%, 12/15/2040

     256,580  
805,179   

6.00%, 06/15/2041

     910,177  
16,154   

6.50%, 09/15/2028

     18,399  
2,804   

6.50%, 10/15/2028

     3,194  
5,370   

6.50%, 12/15/2028

     6,117  
64,415   

6.50%, 05/15/2029

     74,552  
101,281   

6.50%, 08/15/2031

     115,364  
11,326   

6.50%, 09/15/2031

     12,900  
60,917   

6.50%, 10/15/2031

     69,387  
175,824   

6.50%, 11/15/2031

     200,270  
39,556   

6.50%, 01/15/2032

     45,056  
28,135   

6.50%, 03/15/2032

     32,047  
7,829   

6.50%, 04/15/2032

     8,918  
48,857   

6.50%, 07/15/2032

     55,650  
     

 

 

 
        126,090,054  
     

 

 

 
  

Total U.S. Government Agencies
(cost $776,739,572)

     773,580,696  
     

 

 

 

U.S. Government Securities - 10.3%

  
  

U.S. Treasury Securities - 10.3%

  
  

U.S. Treasury Bonds - 3.2%

  
16,530,000   

2.50%, 02/15/2045

     14,760,133  
7,800,000   

2.50%, 02/15/2046

     6,943,521  
6,525,000   

2.88%, 08/15/2045

     6,289,232  
3,440,000   

3.00%, 11/15/2044

     3,403,853  
9,045,000   

3.00%, 05/15/2045(16)

     8,940,774  
10,790,000   

3.13%, 08/15/2044(17)

     10,940,046  
530,000   

3.38%, 05/15/2044

     562,918  
3,560,000   

3.63%, 02/15/2044

     3,949,097  
7,016,000   

4.50%, 02/15/2036

     8,864,828  
     

 

 

 
        64,654,402  
     

 

 

 
  

U.S. Treasury Notes - 7.1%

  
69,361,638   

0.25%, 01/15/2025(8)

     68,919,458  
275,000   

0.63%, 07/31/2017

     274,957  
2,050,000   

0.88%, 04/30/2017(17)

     2,051,861  
91,000   

1.50%, 12/31/2018

     91,512  
28,095,000   

1.63%, 02/15/2026(17)

     26,240,280  
32,402,000   

2.00%, 11/15/2026

     31,137,577  
11,200,000   

2.25%, 11/15/2025(17)

     11,044,690  
4,700,000   

3.13%, 04/30/2017(16)(17)

     4,729,911  
     

 

 

 
        144,490,246  
     

 

 

 
        209,144,648  
     

 

 

 
  

Total U.S. Government Securities
(cost $213,923,450)

             209,144,648  
     

 

 

 

Common Stocks - 0.0%

  
  

Energy - 0.0%

  
8,492   

Templar Energy LLC Class A*(18)(19)

     84,917  
     

 

 

 
  

Utilities - 0.0%

  
350,000   

TCEH Corp.*(18)(19)

      
5,836   

Vistra Energy Corp.

     94,602  
     

 

 

 
        94,602  
     

 

 

 
  

Total Common Stocks
(cost $174,209)

     179,519  
     

 

 

 

Preferred Stocks - 0.1%

  
  

Banks - 0.0%

  
469   

U.S. Bancorp Series A 3.50%(2)(6)

     419,708  
     

 

 

 
  

Diversified Financials - 0.1%

  
20,000   

Citigroup Capital XIII 7.41%(2)

     516,400  
     

 

 

 


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Total Preferred Stocks
(cost $889,590)

        936,108  
        

 

 

 
  

Total Long-Term Investments
(cost $2,363,212,497)

        2,358,658,905  

Short-Term Investments - 3.8%

     
  

Commercial Paper - 0.5%

     
10,280,000   

KFW International Finance, Inc.
0.01%, 02/01/2017(9)

      $ 10,280,000  
        

 

 

 
  

Foreign Government Obligations - 0.4%

     
RON 32,545,000   

Romania Treasury Bills
0.58%, 06/26/2017

        7,798,444  
        

 

 

 
  

Other Investment Pools & Funds - 2.9%

     
59,540,585   

Morgan Stanley Institutional Liquidity Funds, Institutional Class

        59,540,585  
        

 

 

 
  

Total Short-Term Investments
(cost $77,902,557)

        77,619,029  
        

 

 

 
  

Total Investments Excluding Purchased Options
(cost $2,441,115,054)

     120.3%      $ 2,436,277,934  
  

Total Purchased Options
(cost $2,211,753)

     0.1%      $ 1,827,094  
     

 

 

    

 

 

 
  

Total Investments
(cost $2,443,326,807)^

     120.4%      $ 2,438,105,028  
  

Other Assets and Liabilities

     (20.4)%        (413,545,891
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 2,024,559,137  
     

 

 

    

 

 

 

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized depreciation consisted of:

Unrealized Appreciation

   $         25,680,398  

Unrealized Depreciation

     (30,902,177
  

 

 

 

Net Unrealized Depreciation

   $ (5,221,779
  

 

 

 

* Non-income producing.

(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $482,918,973, which represents 23.9% of total net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(3) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $458,523,698 at January 31, 2017.
(4) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(5) Securities disclosed are interest-only strips.
(6) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(7) These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $27,287,530, which represents 1.3% of total net assets.
(8) The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(9) The rate shown represents current yield to maturity.


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

(10) Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2017.
(11) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(12) Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(13) Securities disclosed are principal-only strips.
(14) Security is a zero-coupon bond.
(15) Represents or includes a TBA transaction.
(16) This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.
(17) This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.
(18) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2017, the aggregate fair value of these securities was $84,917, which represents 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(19) The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

          Period

          Acquired

   Shares/ Par             Security    Cost    

         10/16

     350,000    

TCEH Corp.

   $         —    

         09/16

     8,492    

Templar Energy LLC Class A

     72,709    
       

 

 

 
        $         72,709    
       

 

 

 

At January 31, 2017, the aggregate value of these securities was $84,917, which represents 0.0% of total net assets.

 

OTC Option Contracts Outstanding at January 31, 2017  
Description    Counter-
party
    

Exercise Price/FX Rate/

Rate

     Expiration
Date
             Number of
Contracts
    

Market

Value †

    

Premiums 

Paid 
(Received)

by Fund 

    

Unrealized 

Appreciation/ 

(Depreciation)

 

Purchased option contracts:

 

Puts

 

USD Put/CNH Call

     GSC        6.85 CNH per USD        02/17/17        USD        4,839,000      $ 27,960      $ 33,483      $ (5,523)  

USD Put/THB Call

     BOA        35.71 THB per USD        02/08/17        USD        2,623,000        38,096        18,361        19,735  

USD Put/TRY Call

     CBK        3.80 TRY per USD        02/20/17        USD        4,060,000        68,338        96,263        (27,925)  

USD Put/TRY Call

     GSC        3.82 TRY per USD        02/24/17        USD        2,030,000        40,809        43,746        (2,937)  
              

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

                 13,552,000      $ 175,203      $ 191,853      $ (16,650
              

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

 

              13,552,000      $   175,203      $   191,853        $  (16,650)  
              

 

 

    

 

 

    

 

 

    

 

 

 

 

OTC Swaption Contracts Outstanding at January 31, 2017  
Description    Counter-
party
     Exercise Price/FX
Rate/ Rate
    Expiration Date              Number of
Contracts
    

Market

Value †

    

Premiums  
Paid  

(Received) 

by Fund  

    

Unrealized 

Appreciation/ 

(Depreciation)

 

Purchased swaption contracts:

 

Calls

 

Interest Rate Swaption USD

     MSC        2.58     01/11/27        USD        3,000,000      $ 365,622      $ 509,700      $ (144,078)  

Interest Rate Swaption USD

     GSC        2.80     01/27/27        USD        3,000,000        423,329        500,250        (76,921)  
             

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

                6,000,000      $ 788,951      $ 1,009,950      $ (220,999
             

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                      

Interest Rate Swaption USD

     MSC        2.58     01/11/27        USD        3,000,000      $ 460,764      $ 509,700      $ (48,936)  

Interest Rate Swaption USD

     GSC        2.80     01/27/27        USD        3,000,000        402,176        500,250        (98,074)  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

            

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

               6,000,000     $ 862,940     $ 1,009,950     $ (147,010
            

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

 

            12,000,000     $   1,651,891     $   2,019,900     $ (368,009 ) 
            

 

 

   

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at January 31, 2017  
Description   

Number of

Contracts

    

Expiration

Date

    

Notional

Amount

    

Market

Value †

    

Unrealized     

Appreciation/     

(Depreciation)    

 

Long position contracts:

              

U.S. Treasury 10-Year Note Future

     46        03/22/2017      $ 6,087,753      $ 6,171,187      $ 83,434  

U.S. Treasury 5-Year Note Future

     2,312        03/31/2017        272,401,582        272,508,939        107,357  

U.S. Treasury Long Bond Future

     320        03/22/2017        48,635,543        48,270,000        (365,543)  
              

 

 

 

Total

               $ (174,752)  
              

 

 

 

Short position contracts:

              

U.S. Treasury 10-Year Note Future

     887        03/22/2017      $         110,411,148      $         110,403,781      $ 7,367  

U.S. Treasury 2-Year Note Future

     1,055        03/31/2017        228,663,173        228,720,704        (57,531)  

U.S. Treasury Ultra Bond Future

     13        03/22/2017        2,119,861        2,088,938        30,923  
              

 

 

 

Total

               $         (19,241)  
              

 

 

 
              
              

 

 

 

Total futures contracts

               $         (193,993)  
              

 

 

 

 

TBA Sale Commitments Outstanding at January 31, 2017  
Description   

Principal

Amount

     Maturity
Date
   Market Value †     

Unrealized

Appreciation/

(Depreciation)

 

FHLMC, 4.00%

   $             7,200,000      02/01/2047      $           (7,552,968)      $ 3,657  

FNMA, 2.50%

     56,400,000      02/01/2047      (53,476,455)        332,670  

FNMA, 3.50%

     2,400,000      02/01/2032      (2,499,375)        3,883  

FNMA, 4.50%

     15,525,000      02/01/2047      (16,691,195)        (10,046)  

FNMA, 5.50%

     5,700,000      02/01/2047      (6,328,195)        (305)  

GNMA, 3.00%

     41,200,000      02/01/2047      (41,554,065)        162,810  

GNMA, 4.00%

     5,125,000      02/01/2047      (5,418,486)        4,404  
        

 

 

    

 

 

 

Total (proceeds $134,017,812)

   $ (133,520,739)      $             497,073  
        

 

 

    

 

 

 

At January 31, 2017, the aggregate market value of TBA Sale Commitments represents (6.6)% of total net assets.

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2017  
        Reference Entity   Counter-
party
    Notional
Amount (a)
    (Pay)/Receive
Fixed
Rate/Implied
Credit Spread (b)
    Expiration
Date
   

Upfront
Premiums

Paid

    Upfront
Premiums
Received
    Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

Buy protection:

                 

ABX.HE.AA.06-1

    MSC       USD       1,028,945       (0.32%)         07/25/45     $     193,467     $         —     $ 165,167      $     (28,300)  

ABX.HE.AAA.06-1

    CSI       USD       40,986       (0.18%)         07/25/45       614             709        95   

ABX.HE.AAA.06-1

    JPM       USD       7,452       (0.18%)         07/25/45       164             129        (35)  

ABX.HE.AAA.06-1

    MSC       USD       125,939       (0.18%)         07/25/45       2,797             2,181        (616)  

ABX.HE.AAA.06-1

    GSC       USD       56,635       (0.18%)         07/25/45       5,097             977        (4,120)  

ABX.HE.AAA.07-1

    GSC       USD       178,322       (0.09%)         08/25/37       40,592             39,661        (931)  

ABX.HE.AAA.07-1

    JPM       USD       167,623       (0.09%)         08/25/37       40,504             37,281        (3,223)  

ABX.HE.AAA.07-1

    GSC       USD       781,050       (0.09%)         08/25/37       178,705             173,713        (4,992)  

ABX.HE.AAA.07-1

    MSC       USD       1,426,576       (0.09%)         08/25/37       345,590             317,288        (28,302)  

ABX.HE.AAA.07-1

    CSI       USD       1,694,059       (0.09%)         08/25/37       445,672             376,775        (68,897)  

ABX.HE.PENAAA.06-2

    MSC       USD       623,394       (0.11%)         05/25/46       71,826             57,076        (14,750)  

ABX.HE.PENAAA.06-2

    JPM       USD       1,319,030       (0.11%)         05/25/46       151,615             120,762        (30,853)  

ABX.HE.PENAAA.06-2

    GSC       USD       1,064,152       (0.11%)         05/25/46       266,038             97,427        (168,611)  

CMBX.NA.A.7

    JPM       USD       1,565,000       (2.00%)         01/17/47       60,851             26,285        (34,566)  

CMBX.NA.A.9

    MSC       USD       1,940,000       (2.00%)         09/17/58       68,536             73,083        4,547   

CMBX.NA.A.9

    DEUT       USD       760,000       (2.00%)         09/17/58       38,701             28,673        (10,028)  

CMBX.NA.AA.7

    MSC       USD       1,475,000       (1.50%)         01/17/47       17,371             13,939        (3,432)  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

CMBX.NA.AA.7

  CSI     USD       1,070,000       (1.50%)         01/17/47       33,538           $ 10,068        (23,470)  

CMBX.NA.AA.7

  CSI     USD       1,850,000       (1.50%)         01/17/47       57,985             17,406        (40,579)  

CMBX.NA.AA.7

  CSI     USD       1,850,000       (1.50%)         01/17/47       57,985             17,406        (40,579)  

CMBX.NA.AA.7

  CSI     USD       2,140,000       (1.50%)         01/17/47       67,075             20,135        (46,940)  

CMBX.NA.AA.8

  MSC     USD       925,000       (1.50%)         10/17/57       37,391             14,599        (22,792)  

CMBX.NA.AJ.4

  GSC     USD       1,054,953       (0.96%)         02/17/51       169,884             206,673        36,789  

CMBX.NA.AJ.4

  CBK     USD       943,542       (0.96%)         02/17/51       167,646             184,847        17,201   

CMBX.NA.AJ.4

  DEUT     USD       1,271,859       (0.96%)         02/17/51       232,720             249,167        16,447   

CMBX.NA.AJ.4

  CSI     USD       1,404,961       (0.96%)         02/17/51       346,974             275,241        (71,733)  

CMBX.NA.AJ.4

  MSC     USD       6,189,715       (0.96%)         02/17/51       1,528,843             1,212,609        (316,234)  

CMBX.NA.AS.7

  CBK     USD       1,445,000       (1.00%)         01/17/47       31,713             (1,969)       (33,682)  

CMBX.NA.AS.7

  GSC     USD       1,710,000       (1.00%)         01/17/47       48,491             (2,282)       (50,773)  

CMBX.NA.AS.7

  CSI     USD       3,220,000       (1.00%)         01/17/47       58,911             (4,387)       (63,298)  

CMBX.NA.AS.8

  DEUT     USD       730,000       (1.00%)         10/17/57       53,665             932        (52,733)  

CMBX.NA.BBB.10

  MSC     USD       815,000       (3.00%)         11/17/59       53,696             71,913        18,217   

CMBX.NA.BBB.10

  MSC     USD       1,130,000       (3.00%)         11/17/59       88,941             100,084        11,143   

CMBX.NA.BBB.7

  GSC     USD       605,000       (3.00%)         01/17/47       52,364             31,412        (20,952)  

CMBX.NA.BBB.7

  CSI     USD       1,490,000       (3.00%)         01/17/47       145,194             77,531        (67,663)  

CMBX.NA.BBB.7

  MSC     USD       1,360,000       (3.00%)         01/17/47       140,324             70,766        (69,558)  

CMBX.NA.BBB.7

  CSI     USD       1,740,000       (3.00%)         01/17/47       169,555             90,539        (79,016)  

CMBX.NA.BBB.7

  DEUT     USD       25,000       (3.00%)         01/17/47       1,832             1,301        (531)  

CMBX.NA.BBB.7

  MSC     USD       820,000       (3.00%)         01/17/47       68,191             42,668        (25,523)  

CMBX.NA.BBB.7

  DEUT     USD       600,000       (3.00%)         01/17/47       57,366             31,220        (26,146)  

CMBX.NA.BBB.7

  CSI     USD       725,000       (3.00%)         01/17/47       65,247             37,724        (27,523)  

CMBX.NA.BBB.7

  DEUT     USD       625,000       (3.00%)         01/17/47       77,956             32,522        (45,434)  

CMBX.NA.BBB.7

  GSC     USD       595,000       (3.00%)         01/17/47       83,245             30,961        (52,284)  

CMBX.NA.BBB.7

  GSC     USD       1,635,000       (3.00%)         01/17/47       152,995             85,075        (67,920)  

CMBX.NA.BBB.7

  CSI     USD       2,070,000       (3.00%)         01/17/47       177,493             107,710        (69,783)  

CMBX.NA.BBB.7

  MSC     USD       4,340,000       (3.00%)         01/17/47       422,951             225,827        (197,124)  

CMBX.NA.BBB.9

  MSC     USD       780,000       (3.00%)         09/17/58       85,716             85,261        (455)  

CMBX.NA.BBB.9

  MSC     USD       725,000       (3.00%)         09/17/58       84,868             76,530        (8,338)  

CMBX.NA.BBB.9

  MSC     USD       435,000       (3.00%)         09/17/58       51,445             45,917        (5,528)  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $ 6,800,340     $     $ 4,976,532     $ (1,823,808)  
           

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

                 

CDX.EM.26

  CBK     USD       15,088,000       1.00%       12/20/21     $ —         $ (900,733)     $ (877,925)     $ 22,808   

CMBX.NA.A.6

  MSC     USD       60,000       2.00%       05/11/63       —           (1,364)       (988)       376   

CMBX.NA.A.6

  GSC     USD       1,210,000       2.00%       05/11/63       15,795           —        (19,953)       (35,748)  

CMBX.NA.AAA.6

  JPM     USD       20,154,505       0.50%       05/11/63       —           (820,039)       (9,566)       810,473   

CMBX.NA.AAA.6

  JPM     USD       5,461,072       0.50%       05/11/63       —           (171,410)       (2,592)       168,818   

CMBX.NA.AAA.6

  UBS     USD       4,446,802       0.50%       05/11/63       —           (142,162)       (2,111)       140,051   

CMBX.NA.AAA.6

  GSC     USD       11,591,663       0.50%       05/11/63       —           (133,764)       (5,502)       128,262   

CMBX.NA.AAA.6

  MLI     USD       3,917,183       0.50%       05/11/63       —           (127,630)       (1,859)       125,771   

CMBX.NA.AAA.6

  MLI     USD       4,008,117       0.50%       05/11/63       —           (127,632)       (1,902)       125,730   

CMBX.NA.AAA.6

  MLI     USD       3,822,251       0.50%       05/11/63       —           (126,123)       (1,814)       124,309   

CMBX.NA.AAA.6

  MLI     USD       4,596,694       0.50%       05/11/63       —           (105,142)       (2,182)       102,960   

CMBX.NA.AAA.6

  UBS     USD       3,292,632       0.50%       05/11/63       —           (87,722)       (1,563)       86,159   

CMBX.NA.AAA.6

  MLI     USD       1,913,624       0.50%       05/11/63       —           (64,804)       (908)       63,896   

CMBX.NA.AAA.6

  CSI     USD       2,198,419       0.50%       05/11/63       —           (51,621)       (1,044)       50,577   

CMBX.NA.AAA.6

  CSI     USD       2,198,419       0.50%       05/11/63       —           (51,558)       (1,044)       50,514   

CMBX.NA.AAA.6

  MSC     USD       2,103,487       0.50%       05/11/63       —           (48,782)       (998)       47,784   

CMBX.NA.AAA.6

  CSI     USD       1,114,199       0.50%       05/11/63       —           (40,675)       (529)       40,146   

CMBX.NA.AAA.6

  GSC     USD       1,229,116       0.50%       05/11/63       —           (39,115)       (583)       38,532   

CMBX.NA.AAA.6

  DEUT     USD       1,049,245       0.50%       05/11/63       —           (35,251)       (498)       34,753   

CMBX.NA.AAA.6

  MLI     USD       1,432,969       0.50%       05/11/63       —           (33,606)       (680)       32,926   

CMBX.NA.AAA.6

  MSC     USD       894,357       0.50%       05/11/63       —           (30,047)       (424)       29,623   

CMBX.NA.AAA.6

  CSI     USD       2,748,024       0.50%       05/11/63       —           (29,474)       (1,304)       28,170   

CMBX.NA.AAA.6

  CSI     USD       2,368,297       0.50%       05/11/63       —           (25,402)       (1,124)       24,278   

CMBX.NA.AAA.6

  CSI     USD       2,363,300       0.50%       05/11/63       —           (25,348)       (1,122)       24,226   

CMBX.NA.AAA.6

  MSC     USD       664,522       0.50%       05/11/63       —           (22,036)       (316)       21,720   

CMBX.NA.AAA.6

  MSC     USD       889,360       0.50%       05/11/63       —           (20,857)       (422)       20,435   

CMBX.NA.AAA.6

  MSC     USD       2,608,124       0.50%       05/11/63       —           (20,745)       (1,238)       19,507   

CMBX.NA.AAA.6

  GSC     USD       549,605       0.50%       05/11/63       —           (18,453)       (261)       18,192   

CMBX.NA.AAA.6

  GSC     USD       409,705       0.50%       05/11/63       —           (13,468)       (195)       13,273   

CMBX.NA.AAA.6

  MSC     USD       1,304,062       0.50%       05/11/63       —           (10,749)       (619)       10,130   

CMBX.NA.BB.6

  MSC     USD       3,490,000       5.00%       05/11/63       —           (644,709)       (466,879)       177,830   


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

CMBX.NA.BB.6

  CSI     USD       1,835,000       5.00%       05/11/63       —           (338,960)     $ (245,479)       93,481   

CMBX.NA.BB.6

  CSI     USD       1,830,000       5.00%       05/11/63       —           (338,037)       (244,810)       93,227   

CMBX.NA.BB.6

  CSI     USD       1,830,000       5.00%       05/11/63       —           (338,037)       (244,810)       93,227   

CMBX.NA.BB.6

  CSI     USD       1,830,000       5.00%       05/11/63       —           (338,037)       (244,810)       93,227   

CMBX.NA.BB.6

  CSI     USD       952,000       5.00%       05/11/63       —           (175,853)       (127,355)       48,498   

CMBX.NA.BB.6

  CSI     USD       935,000       5.00%       05/11/63       —           (165,970)       (125,081)       40,889   

CMBX.NA.BB.6

  GSC     USD       160,000       5.00%       05/11/63       —           (21,295)       (21,426)       (131)   

CMBX.NA.BB.6

  GSC     USD       941,000       5.00%       05/11/63       —           (109,673)       (125,884)       (16,211)   

CMBX.NA.BB.6

  GSC     USD       1,870,000       5.00%       05/11/63       —           (205,384)       (250,161)       (44,777)   

CMBX.NA.BB.8

  MSC     USD       3,099,000       5.00%       10/17/57       —           (871,835)       (677,418)       194,417   

CMBX.NA.BB.8

  CSI     USD       1,675,000       5.00%       10/17/57       —           (471,192)       (366,141)       105,051   

CMBX.NA.BB.8

  MSC     USD       1,485,000       5.00%       10/17/57       —           (429,530)       (324,609)       104,921   

CMBX.NA.BB.8

  CSI     USD       1,660,000       5.00%       10/17/57       —           (466,973)       (362,863)       104,110   

CMBX.NA.BB.8

  GSC     USD       1,625,000       5.00%       10/17/57       —           (455,063)       (355,213)       99,850   

CMBX.NA.BB.8

  MSC     USD       1,270,000       5.00%       10/17/57       —           (366,806)       (277,612)       89,194   

CMBX.NA.BB.8

  GSC     USD       890,000       5.00%       10/17/57       —           (264,527)       (194,547)       69,980   

CMBX.NA.BB.8

  CSI     USD       725,000       5.00%       10/17/57       —           (203,949)       (158,479)       45,470   

CMBX.NA.BB.8

  GSC     USD       380,000       5.00%       10/17/57       —           (126,522)       (83,065)       43,457   

CMBX.NA.BB.8

  JPM     USD       460,000       5.00%       10/17/57       —           (102,174)       (100,552)       1,622   

CMBX.NA.BB.8

  GSC     USD       465,000       5.00%       10/17/57       —           (74,563)       (101,646)       (27,083)   

CMBX.NA.BB.8

  GSC     USD       600,000       5.00%       10/17/57       —           (95,280)       (131,156)       (35,876)   

CMBX.NA.BB.8

  MLI     USD       400,000       5.00%       10/17/57       —           (47,868)       (87,437)       (39,569)   

CMBX.NA.BB.8

  MLI     USD       885,000       5.00%       10/17/57       —           (112,162)       (193,454)       (81,292)   

CMBX.NA.BB.8

  GSC     USD       835,000       5.00%       10/17/57       —           (97,409)       (182,524)       (85,115)   

CMBX.NA.BB.8

  MLI     USD       905,000       5.00%       10/17/57       —           (82,179)       (197,826)       (115,647)   

CMBX.NA.BB.8

  BOA     USD       1,100,000       5.00%       10/17/57       —           (76,208)       (240,451)       (164,243)   

CMBX.NA.BB.9

  GSC     USD       885,000       5.00%       09/17/58       —           (244,558)       (155,419)       89,139   

CMBX.NA.BB.9

  MLI     USD       440,000       5.00%       09/17/58       —           (122,838)       (77,270)       45,568   

CMBX.NA.BB.9

  JPM     USD       470,000       5.00%       09/17/58       —           (127,683)       (82,539)       45,144   

CMBX.NA.BB.9

  GSC     USD       440,000       5.00%       09/17/58       —           (121,588)       (77,270)       44,318   

CMBX.NA.BB.9

  GSC     USD       440,000       5.00%       09/17/58       —           (120,539)       (77,271)       43,268   

CMBX.NA.BB.9

  MLI     USD       435,000       5.00%       09/17/58       —           (118,175)       (76,392)       41,783   

CMBX.NA.BBB.6

  MSC     USD       360,000       3.00%       05/11/63       —           (31,845)       (22,464)       9,381   

PrimeX.ARM.2

  MSC     USD       1,539,984       4.58%       12/25/37       56,531           —        21,259        (35,272)   

PrimeX.ARM.2

  JPM     USD       263,822       4.58%       12/25/37       11,113           —        3,642        (7,471)   
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $ 83,439         $ (11,233,133)     $ (7,616,678)     $ 3,533,016   
           

 

 

   

 

 

   

 

 

   

 

 

 
                 
           

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

            $ 6,883,779         $ (11,233,133)     $ (2,640,146)     $ 1,709,208   
           

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

             

Buy protection:

                 

United Mexican States

  GSC     USD       2,605,000       (1.00%)/1.66%       12/20/21     $ 95,720         $     $ 75,081     $ (20,639)   

Credit default swaps on single-name issues:

 

             

Sell protection:

                 

Brazil (Federated Republic of)

  GSC     USD       1,190,000       1.00%/2.46%       12/20/21     $ —         $ (95,061)     $ (76,641)     $ 18,420   

Brazil (Federated Republic of)

  GSC     USD       1,185,000       1.00%/2.46%       12/20/21       —           (94,314)       (76,319)       17,995   

Russian Government International Bond

  GSC     USD       5,252,000       1.00%/1.82%       12/20/21       —           (184,950)       (190,061)       (5,111)   
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $ —         $ (374,325)     $ (343,021)     $ 31,304   
           

 

 

   

 

 

   

 

 

   

 

 

 
                 
           

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

            $ 95,720         $ (374,325)     $ (267,940)     $ 10,665   
           

 

 

   

 

 

   

 

 

   

 

 

 
                 
           

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

            $ 6,979,499         $ (11,607,458)     $ (2,908,086)     $ 1,719,873   
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

(b) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on January 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

 

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2017  
        Reference Entity   

Notional
Amount (a)

     (Pay)/Receive
Fixed Rate
     Expiration
Date
     Cost Basis     Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

                  

Buy protection:

                  

CDX.NA.HY.27

     USD        37,535,000        (5.00%)        12/20/21      $ (1,317,869   $ (2,484,567   $ (1,166,698

CDX.NA.HY.27

     USD        32,451,000        (5.00%)        12/20/21        2,037,299       2,148,040       110,741  

ITRAXX.XOV.26

     EUR        11,939,000        (5.00%)        12/20/21        876,980       1,169,824       292,844  
              

 

 

   

 

 

   

 

 

 

Total

               $ 1,596,410     $ 833,297     $ (763,113
              

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

                  

Sell protection:

                  

CDX.NA.IG.27

     USD        34,834,000        1.00%        12/20/21      $ 489,361     $ 568,830     $ 79,469  

ITRAXX.EUR.26

     EUR        14,080,000        1.00%        12/20/21        148,611       210,119       61,508  
              

 

 

   

 

 

   

 

 

 

Total

               $ 637,972     $ 778,949     $ 140,977  
              

 

 

   

 

 

   

 

 

 
                  
              

 

 

   

 

 

   

 

 

 

Total

               $ 2,234,382     $ 1,612,246     $ (622,136
              

 

 

   

 

 

   

 

 

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

OTC Interest Rate Swap Contracts Outstanding at January 31, 2017

 

Counter-

party

 

Payments made

by Fund

 

Payments received

by Fund

 

Notional

Amount

    Expiration
Date
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 

BOA

  1.82% Fixed   CPURNSA     USD        22,955,000       09/22/25     $ —       $ —       $ 770,050     $ 770,050  
            

 

 

   

 

 

   

 

 

   

 

 

 
Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2017  
    

Payments made

by Fund

 

Payments received

by Fund

  Notional Amount     Expiration
Date
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 
  12M Federal Funds Rate   1.00% Fixed     USD        6,875,000       09/29/26     $ 201,355     $ —       $ 571,314     $ 369,959  
  12M Federal Funds Rate   1.62% Fixed     USD        10,705,000       11/14/26       —         —         294,252       294,252  
  1M MXN TIIE   8.27% Fixed     MXN        32,345,000       12/30/26       —         —         (47,629)       (47,629)  
  3M USD LIBOR   1.75% Fixed     USD        11,600,000       03/15/27       —         (328,512)       662,987       991,499  
  3M USD LIBOR   2.67% Fixed     USD        1,750,000       01/31/47       —         —         (19,470)       (19,470)  
            

 

 

   

 

 

   

 

 

   

 

 

 

Total

           $ 201,355     $ (328,512)     $ 1,461,454     $ 1,588,611  
            

 

 

   

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at January 31, 2017  
Currency         Buy / Sell         Delivery Date     Counterparty   Contract
Amount
    Market Value†     Unrealized
Appreciation/
(Depreciation)
 

BRL

     Buy        03/15/17     MSC   $ 8,822,078     $ 8,972,036     $ 149,958  

BRL

     Sell        03/15/17     MSC     215,595       217,751       (2,156)  

BRL

     Sell        03/15/17     GSC     1,998,472       2,052,320       (53,848)  

BRL

     Sell        03/15/17     GSC     1,983,233       2,115,386       (132,153)  

BRL

     Sell        03/15/17     SSG     10,578,232       11,457,034       (878,802)  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

COP

     Buy        03/15/17    CIB     2,987,816     $ 3,003,783       15,967  

COP

     Sell        03/15/17    BCLY     3,048,776       3,038,173       10,603  

COP

     Sell        03/15/17    SSG     2,908,885       3,003,783       (94,898

EUR

     Buy        03/15/17    BNP     1,691,760       1,708,895       17,135  

EUR

     Buy        03/15/17    BCLY     1,736,882       1,744,587       7,705  

EUR

     Buy        03/15/17    BOA     606,985       573,237       (33,748

EUR

     Buy        03/15/17    CBK     1,320,900       1,287,079       (33,821

EUR

     Buy        03/15/17    BOA     796,404       751,697       (44,707

EUR

     Buy        03/15/17    UBS     934,495       881,487       (53,008

EUR

     Sell        02/28/17    BCLY     358,705       362,004       (3,299

EUR

     Sell        02/28/17    UBS     14,881,045       15,061,539       (180,494

EUR

     Sell        03/15/17    BOA     3,472,480       3,493,500       (21,020

EUR

     Sell        03/15/17    MSC     3,337,175       3,377,771       (40,596

GBP

     Sell        02/28/17    MSC     1,912,907       1,915,604       (2,697

JPY

     Sell        04/14/17    SSG     17,704,565       18,388,217       (683,652

MXN

     Sell        03/15/17    JPM     3,700,046       3,537,452       162,594  

RON

     Sell        06/26/17    CBK     8,125,179       7,840,346       284,833  

RON

     Sell        08/28/17    JPM     2,568,913       2,427,219       141,694  

RON

     Sell        08/28/17    BNP     1,548,757       1,465,013       83,744  

RUB

     Buy        03/15/17    CBK     4,448,301       4,414,459       (33,842

RUB

     Sell        03/15/17    BOA     104,718       103,878       840  

RUB

     Sell        03/15/17    BCLY     3,980,119       4,310,582       (330,463

THB

     Buy        03/15/17    BCLY     4,905,733       4,928,608       22,875  

THB

     Sell        03/15/17    JPM     4,859,646       4,912,796       (53,150

TRY

     Buy        03/15/17    GSC     1,744,740       1,628,504       (116,236

TRY

     Buy        03/15/17    BCLY     1,781,156       1,628,505       (152,651

TRY

     Sell        03/15/17    HSBC     769,266       656,376       112,890  

TRY

     Sell        03/15/17    BNP     765,240       652,711       112,529  

TRY

     Sell        03/15/17    BCLY     761,230       650,354       110,876  

TRY

     Sell        03/15/17    HSBC     751,371       649,046               102,325  

TRY

     Sell        03/15/17    JPM     742,831       648,522       94,309  

ZAR

     Buy        03/15/17    CBK     3,600       3,682       82  
                

 

 

 

Total

                 $ (1,514,282
                

 

 

 

 

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)
Counterparty Abbreviations:
BCLY   

Barclays

BNP   

BNP Paribas Securities Services

BOA   

Banc of America Securities LLC

CBK   

Citibank NA

CIB   

Credit Agricole

CSI   

Credit Suisse International

DEUT   

Deutsche Bank Securities, Inc.

GSC   

Goldman Sachs & Co.

HSBC   

HSBC Bank USA

JPM   

JP Morgan Chase & Co.

MLI   

Merrill Lynch International

MSC   

Morgan Stanley

SSG   

State Street Global Markets LLC

UBS   

UBS AG

Currency Abbreviations:
BRL   

Brazilian Real

COP   

Colombian Peso

EUR   

Euro

GBP   

British Pound

JPY   

Japanese Yen

MXN   

Mexican Peso

RON   

New Romanian Leu

RUB   

Russian Ruble

THB   

Thai Baht


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

TRY   

Turkish Lira

USD   

United States Dollar

ZAR   

South African Rand

Index Abbreviations:
ABX.HE   

Markit Asset Backed Security Home Equity

ABX.HE.PEN   

Markit Asset Backed Security Home Equity Penultimate

CDX.EM   

Credit Derivatives Emerging Markets

CDX.NA.HY   

Credit Derivatives North American High Yield

CDX.NA.IG   

Credit Derivatives North American Investment Grade

CMBX.NA   

Markit Commercial Mortgage Backed North American

CPURNSA   

Consumer Price All Urban Non-Seasonally Adjusted

ITRAXX.EUR   

Markit iTraxx - Europe

ITRAXX.XOV   

Markit iTraxx Index - Europe Crossover

PrimeX.ARM   

Markit PrimeX Adjustable Rate Mortgage Backed Security

Other Abbreviations:
CLO   

Collateralized Loan Obligation

CMO   

Collateralized Mortgage Obligation

EM   

Emerging Markets

FHLMC   

Federal Home Loan Mortgage Corp.

FNMA   

Federal National Mortgage Association

GNMA   

Government National Mortgage Association

LIBOR   

London Interbank Offered Rate

MSCI   

Morgan Stanley Capital International

OTC   

Over-the-Counter

PAC   

Planned Amortization Class

TBA   

To Be Announced

TIIE   

Interbank Equilibrium Interest Rate

Municipal Abbreviations:
GO   

General Obligation


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

    Total      Level 1(1)      Level 2(1)              Level 3(1)           

Assets

          

Asset & Commercial Mortgage Backed Securities

  $ 566,886,829       $ —       $ 566,886,829       $ —   

Corporate Bonds

    648,288,396         —         648,288,396         —   

Foreign Government Obligations

    33,921,262         —         33,921,262         —   

Municipal Bonds

    26,506,353         —         26,506,353         —   

Senior Floating Rate Interests

    99,215,094         —         99,215,094         —   

U.S. Government Agencies

    773,580,696         —         773,580,696         —   

U.S. Government Securities

    209,144,648         —         209,144,648         —   

Common Stocks

          

Energy

    84,917         —         —         84,917   

Utilities

    94,602         94,602        —         —   

Preferred Stocks

    936,108         936,108        —         —   

Short-Term Investments

    77,619,029         59,540,585        18,078,444         —   

Purchased Options

    1,827,094         —         1,827,094         —   

Foreign Currency Contracts(2)

    1,430,959         —         1,430,959         —   

Futures Contracts(2)

    229,081         229,081        —         —   

Swaps - Credit Default(2)

    4,906,867         —         4,906,867         —   

Swaps - Interest Rate(2)

    2,425,760         —         2,425,760         —   
 

 

 

    

 

 

    

 

 

    

 

 

 

Total

  $   2,447,097,695       $       60,800,376      $   2,386,212,402       $         84,917   
 

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

          

Foreign Currency Contracts(2)

  $ (2,945,241)      $ —       $ (2,945,241)      $ —    

Futures Contracts(2)

    (423,074)        (423,074)        —         —   

Swaps - Credit Default(2)

    (3,809,130)        —         (3,809,130)        —   

Swaps - Interest Rate(2)

    (67,099)        —         (67,099)        —   

TBA Sale Commitments

    (133,520,739)        —         (133,520,739)        —   
 

 

 

    

 

 

    

 

 

    

 

 

 

Total

  $ (140,765,283)      $ (423,074)      $ (140,342,209)      $ —   
 

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2017 is not presented.


 

  The Hartford Unconstrained Bond Fund

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 0.1%

  
  

Energy - 0.0%

  
2,426   

Templar Energy LLC Class A(1)(2)

   $ 24,262  
     

 

 

 
  

Utilities - 0.1%

  
100,000   

TCEH Corp.(1)(2)

      
1,667   

Vistra Energy Corp.

     27,022  
     

 

 

 
        27,022  
     

 

 

 
  

Total Common Stocks
(cost $49,774)

     51,284  
     

 

 

 

Asset & Commercial Mortgage Backed Securities - 35.2%

  
  

Asset-Backed - Automobile - 0.3%

  
$          255,449   

Honor Automobile Trust Securitization
2.94%, 11/15/2019(3)

              255,874  
     

 

 

 
  

Asset-Backed - Finance & Insurance - 14.7%

  
  

Apidos CLO

  
390,000   

2.35%, 01/16/2027(3)(4)

     389,803  
415,000   

2.45%, 07/18/2027(3)(4)

     416,293  
395,000   

Atlas Senior Loan Fund Ltd.
2.56%, 10/15/2026(3)(4)

     394,800  
270,000   

Avery Point VI CLO Ltd.
2.33%, 08/05/2027(3)(4)

     270,471  
425,000   

Babson CLO Ltd.
2.46%, 04/20/2027(3)(4)

     425,673  
270,000   

Carlyle Global Market Strategies Ltd.
2.51%, 04/27/2027(3)(4)

     270,840  
  

Cent CLO Ltd.

  
485,786   

2.14%, 08/01/2024(3)(4)

     486,109  
275,000   

2.51%, 04/17/2026(3)(4)

     274,767  
395,000   

CIFC Funding Ltd.
2.41%, 05/24/2026(3)(4)

     395,669  
300,000   

Dryden Senior Loan Fund
2.20%, 11/15/2023(3)(4)

     300,437  
20,561   

Equity One Mortgage Pass-Through Trust
5.46%, 12/25/2033(4)

     10,542  
  

Galaxy CLO Ltd.

  
400,000   

2.27%, 04/15/2025(3)(4)

     399,798  
315,000   

2.59%, 01/24/2027(3)(4)

     314,947  
205,000   

Green Tree Agency Advance Funding Trust
3.10%, 10/15/2048(3)

     203,553  
148,833   

GSAMP Trust
0.86%, 01/25/2037(4)

     89,807  
45,000   

HSI Asset Securitization Corp. Trust
1.04%, 02/25/2036(4)

     40,280  
155,000   

Lendmark Funding Trust
3.26%, 04/21/2025(3)

     154,747  
45,120   

Long Beach Asset Holdings Corp.
5.78%, 04/25/2046(1)(3)(5)

      
  

Madison Park Funding Ltd.

  
250,000   

2.32%, 10/23/2025(3)(4)

     249,926  
250,000   

2.67%, 07/20/2026(3)(4)

     249,748  
325,000   

3.44%, 01/27/2026(3)(4)

     325,247  
480,000   

Magnetite CLO Ltd.
2.46%, 07/25/2026(3)(4)

     480,620  
71,923   

Nationstar HECM Loan Trust
2.98%, 02/25/2026(3)

     71,950  
400,000   

Neuberger Berman CLO Ltd.
2.35%, 08/04/2025(3)(4)

     401,432  
420,000   

NRZ Advance Receivables Trust
3.11%, 12/15/2050(3)

     419,199  
275,000   

Oaktree EIF II Ltd.
2.46%, 02/15/2026(3)(4)

     274,947  
375,000   

OCP CLO Ltd.
2.55%, 04/17/2027(3)(4)

     375,322  


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$           288,000   

OHA Credit Partners VIII Ltd.
2.15%, 04/20/2025(3)(4)

   $ 287,588  
420,000   

OneMain Financial Issuance Trust
4.10%, 03/20/2028(3)

     428,425  
360,000   

OZLM Funding Ltd.
2.49%, 04/30/2027(3)(4)

     361,376  
325,000   

Race Point CLO Ltd.
2.53%, 04/15/2027(3)(4)

     325,639  
252,823   

Securitized Asset Backed Receivables LLC
0.86%, 07/25/2036(4)

     122,162  
  

SoFi Consumer Loan Program LLC

  
158,611   

3.05%, 12/26/2025(3)

     158,373  
149,382   

3.09%, 10/27/2025(3)

     149,434  
185,000   

3.28%, 01/26/2026(3)

     185,325  
  

Sound Point CLO Ltd.

  
250,000   

2.41%, 01/21/2026(3)(4)

     250,127  
270,000   

2.55%, 04/15/2027(3)(4)

     270,540  
250,000   

5.62%, 07/15/2025(3)(4)

     236,098  
165,000   

Springleaf Funding Trust
2.90%, 11/15/2029(3)

     164,799  
  

SPS Servicer Advance Receivables Trust

  
355,000   

2.75%, 11/15/2049(3)

     352,997  
205,000   

2.92%, 07/15/2047(3)

     205,110  
395,000   

Symphony CLO Ltd.
2.47%, 10/17/2026(3)(4)

     396,875  
270,000   

Venture CLO Ltd.
2.51%, 07/15/2027(3)(4)

     270,159  
  

Voya CLO Ltd.

  
255,000   

2.50%, 04/18/2027(3)(4)

     255,863  
350,000   

3.42%, 10/14/2026(3)(4)

     350,128  
     

 

 

 
        12,457,945  
     

 

 

 
  

Asset-Backed - Home Equity - 2.6%

  
60,443   

Asset-Backed Funding Certificates
0.99%, 01/25/2037(4)

     39,662  
  

GSAA Home Equity Trust

  
117,794   

0.84%, 12/25/2046(4)

     64,012  
400,895   

0.85%, 02/25/2037(4)

     215,961  
131,451   

0.87%, 03/25/2037(4)

     69,775  
275,617   

0.95%, 11/25/2036(4)

     134,768  
147,769   

1.01%, 11/25/2036(4)

     90,929  
26,694   

1.07%, 03/25/2036(4)

     18,047  
131,810   

1.09%, 04/25/2047(4)

     90,453  
58,945   

5.88%, 09/25/2036

     30,364  
347,085   

5.99%, 06/25/2036(4)

     174,531  
21,136   

Morgan Stanley Asset-Backed Securities Capital I, Inc. Trust
0.92%, 06/25/2036(4)

     18,163  
460,841   

Morgan Stanley Mortgage Loan Trust
0.94%, 11/25/2036(4)

     201,506  
22,008   

Nationstar NIM Ltd.
9.79%, 03/25/2037(1)(3)(5)

      
437,000   

NRZ Advance Receivables Trust
2.58%, 10/15/2049(3)

     433,134  
23,223   

Renaissance Home Equity Loan Trust
6.12%, 11/25/2036

     14,005  
  

Soundview Home Loan Trust

  
685,063   

1.01%, 07/25/2036(4)

     505,631  
160,000   

1.02%, 11/25/2036(4)

     114,689  
     

 

 

 
                 2,215,630  
     

 

 

 
  

Commercial Mortgage - Backed Securities - 3.7%

  
235,000   

Banc of America Commercial Mortgage Trust
3.12%, 09/15/2048(3)(4)

     137,786  
100,000   

Bear Stearns Commercial Mortgage Securities, Inc.
5.12%, 10/12/2042(4)

     97,593  
  

Citigroup Commercial Mortgage Trust

  
40,000   

4.40%, 03/10/2047(3)(4)

     28,849  


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          30,000   

4.90%, 03/10/2047(3)(4)

   $ 26,931  
100,000   

Commercial Mortgage Pass-Through Certificates
4.75%, 10/15/2045(3)(4)

     61,166  
  

Commercial Mortgage Trust

  
507,743   

1.94%, 07/10/2046(3)(4)(6)

     27,771  
15,000   

3.96%, 03/10/2047

     15,795  
65,000   

4.57%, 10/15/2045(3)(4)

     43,529  
99,842   

Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037

     97,211  
  

GS Mortgage Securities Trust

  
4,632,034   

0.21%, 07/10/2046(4)(6)

     27,336  
396,651   

1.37%, 08/10/2044(3)(4)(6)

     19,769  
90,000   

3.58%, 06/10/2047(3)

     54,575  
100,166   

3.67%, 04/10/2047(3)

     51,242  
395,000   

4.85%, 11/10/2045(3)(4)

     372,044  
175,000   

4.87%, 04/10/2047(3)(4)

     133,462  
  

JP Morgan Chase Commercial Mortgage Securities Trust

  
190,000   

2.73%, 10/15/2045(3)(4)

     105,524  
110,923   

4.41%, 12/15/2047(3)(4)

     85,071  
765,000   

5.41%, 08/15/2046(3)(4)

     785,472  
1,739,089   

JPMBB Commercial Mortgage Securities Trust
0.84%, 09/15/2047(4)(6)

     61,962  
105,000   

Morgan Stanley Bank of America Merrill Lynch Trust
4.50%, 08/15/2045(3)

     74,746  
  

Morgan Stanley Capital I Trust

  
100,000   

5.16%, 07/15/2049(3)(4)

     82,326  
50,000   

5.33%, 10/12/2052(3)(4)

     34,773  
65,000   

UBS-Barclays Commercial Mortgage Trust
4.09%, 03/10/2046(3)(4)

     47,359  
160,000   

VNDO Mortgage Trust
3.95%, 12/13/2029(3)(4)

     164,256  
15,000   

Wells Fargo Commercial Mortgage Trust
4.10%, 05/15/2048(4)

     12,304  
  

WF-RBS Commercial Mortgage Trust

  
235,599   

3.02%, 11/15/2047(3)

     93,389  
375,000   

4.80%, 11/15/2045(3)(4)

     300,990  
45,000   

5.00%, 06/15/2044(3)(4)

     38,108  
55,215   

5.00%, 04/15/2045(3)(4)

     33,894  
65,000   

5.59%, 04/15/2045(3)(4)

     65,523  
     

 

 

 
                 3,180,756  
     

 

 

 
  

Whole Loan Collateral CMO - 13.8%

  
  

Adjustable Rate Mortgage Trust

  
24,557   

1.02%, 01/25/2036(4)

     22,841  
62,884   

1.04%, 11/25/2035(4)

     58,401  
115,028   

1.27%, 01/25/2036(4)

     99,392  
  

Alternative Loan Trust

  
112,434   

1.08%, 11/25/2035(4)

     94,204  
437,537   

1.17%, 10/25/2036(4)

     246,870  
211,125   

5.50%, 12/25/2035

     175,950  
286,093   

5.75%, 05/25/2036

     219,608  
250,789   

6.00%, 05/25/2036

     188,228  
  

American Home Mortgage Assets Trust

  
72,435   

0.90%, 03/25/2047(4)

     59,470  
154,579   

1.54%, 10/25/2046(4)

     122,258  
  

Banc of America Funding Trust

  
156,463   

3.19%, 04/20/2036(4)

     131,524  
36,297   

5.85%, 01/25/2037

     30,731  
263,036   

Banc of America Mortgage Trust
3.25%, 09/25/2035(4)

     253,150  
  

BCAP LLC Trust

  
137,294   

0.94%, 01/25/2037(4)

     114,018  
182,807   

0.95%, 03/25/2037(4)

     170,094  
  

Bear Stearns Alt-A Trust

  
301,683   

1.09%, 08/25/2036(4)

     262,444  
154,336   

1.27%, 01/25/2036(4)

     137,010  


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$             106,058   

Bear Stearns Mortgage Funding Trust
0.95%, 10/25/2036(4)

   $              87,813  
350,000   

Chase Mortgage Finance Trust
5.50%, 11/25/2035

     332,161  
  

CHL Mortgage Pass-Through Trust

  
59,238   

1.45%, 03/25/2035(4)

     46,482  
213,321   

3.12%, 09/25/2047(4)

     196,856  
34,257   

3.21%, 03/20/2036(4)

     28,060  
140,000   

Connecticut Avenue Securities
5.02%, 04/25/2029(4)

     148,502  
72,460   

Deutsche Alt-A Securities Mortgage Loan Trust
0.92%, 03/25/2037(4)

     59,516  
383,014   

DSLA Mortgage Loan Trust
1.49%, 03/19/2046(4)

     330,793  
  

Fannie Mae Connecticut Avenue Securities

  
100,000   

4.32%, 07/25/2029(3)(4)

     100,954  
195,000   

5.12%, 04/25/2029(4)

     204,927  
177,216   

First Horizon Mortgage Pass-Through Trust
3.00%, 08/25/2037(4)

     141,634  
  

GMAC Mortgage Corp. Loan Trust

  
63,600   

3.43%, 09/19/2035(4)

     58,296  
20,865   

3.61%, 04/19/2036(4)

     18,792  
149,068   

GreenPoint Mortgage Funding Trust
1.97%, 10/25/2045(4)

     115,439  
  

GSR Mortgage Loan Trust

  
126,690   

1.07%, 01/25/2037(4)

     76,826  
71,278   

3.31%, 10/25/2035(4)

     63,542  
306,516   

3.36%, 04/25/2035(4)

     295,114  
  

HarborView Mortgage Loan Trust

  
184,985   

0.96%, 01/19/2038(4)

     161,006  
676,392   

1.01%, 12/19/2036(4)

     548,976  
149,573   

1.10%, 09/19/2035(4)

     127,027  
10,296   

1.47%, 01/19/2035(4)

     6,784  
23,401   

1.77%, 10/25/2037(4)

     21,867  
255,762   

3.46%, 01/19/2035(4)

     239,498  
  

IndyMac Index Mortgage Loan Trust

  
45,264   

0.96%, 04/25/2037(4)

     33,481  
103,297   

1.05%, 07/25/2035(4)

     83,274  
165,207   

1.06%, 01/25/2036(4)

     105,727  
281,871   

1.17%, 07/25/2046(4)

     171,647  
  

JP Morgan Mortgage Trust

  
100,152   

2.98%, 11/25/2035(4)

     93,694  
97,729   

3.18%, 04/25/2037(4)

     86,882  
71,516   

3.19%, 09/25/2035(4)

     68,556  
361,052   

3.33%, 05/25/2036(4)

     326,509  
87,195   

Lehman XS Trust
0.98%, 07/25/2046(4)

     72,727  
  

LSTAR Securities Investment Trust

  
140,000   

2.77%, 01/01/2022(3)(4)

     139,275  
254,535   

2.77%, 04/01/2020(3)(4)

     254,296  
402,090   

2.77%, 10/01/2020(3)(4)

     397,698  
162,820   

2.77%, 09/01/2021(3)(4)

     160,982  
  

Luminent Mortgage Trust

  
322,421   

0.96%, 05/25/2046(4)

     270,978  
58,585   

0.97%, 10/25/2046(4)

     50,294  
67,869   

Merrill Lynch Mortgage Investors Trust
3.26%, 07/25/2035(4)

     52,505  
70,595   

Morgan Stanley Mortgage Loan Trust
3.16%, 05/25/2036(4)

     49,445  
417,000   

Mortgage Repurchase Agreement Financing Trust
1.93%, 06/10/2019(3)(4)

     416,898  
  

New Residential Mortgage Loan Trust

  
230,364   

3.75%, 11/26/2035(3)(4)

     238,916  
210,390   

3.75%, 11/25/2056(3)(4)

     217,855  
474,470   

Nomura Asset Acceptance Corp. Alternative Loan Trust
3.91%, 06/25/2036(4)

     390,618  


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  $          82,417   

RBSGC Mortgage Pass-Through Certificates
6.25%, 01/25/2037

   $ 77,636  
  

Residential Accredit Loans, Inc.

  
325,429   

1.92%, 11/25/2037(4)

     225,760  
43,815   

6.00%, 12/25/2035

     40,487  
62,036   

Residential Asset Securitization Trust
1.22%, 03/25/2035(4)

     48,694  
  

Residential Funding Mortgage Securities, Inc.

  
266,740   

3.28%, 08/25/2035(4)

     198,056  
9,430   

3.63%, 04/25/2037(4)

     8,100  
75,425   

Sequoia Mortgage Trust
3.13%, 07/20/2037(4)

     62,935  
432,080   

Structured Adjustable Rate Mortgage Loan Trust
3.20%, 02/25/2036(4)

     344,242  
368,114   

Structured Asset Mortgage Investments II Trust
1.00%, 02/25/2036(4)

     312,026  
  

Towd Point Mortgage Trust

  
206,875   

2.25%, 08/25/2055(3)(4)

     205,173  
171,431   

2.75%, 08/25/2055(3)(4)

     171,629  
  

WaMu Mortgage Pass-Through Certificates Trust

  
49,327   

1.19%, 06/25/2044(4)

     45,983  
39,745   

2.10%, 11/25/2046(4)

     35,864  
140,721   

2.61%, 06/25/2037(4)

     126,541  
35,160   

2.67%, 12/25/2036(4)

     30,551  
96,753   

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
0.86%, 02/25/2037(4)

     61,683  
39,699   

Wells Fargo Alternative Loan Trust
3.10%, 12/28/2037(4)

     36,427  
  

Wells Fargo Commercial Mortgage Trust

  
265,000   

2.88%, 05/15/2048(3)(4)

     159,173  
115,000   

3.36%, 09/15/2058(3)

     67,310  
     

 

 

 
        11,737,585  
     

 

 

 
  

Whole Loan Collateral PAC - 0.1%

  
63,193   

Alternative Loan Trust
1.27%, 12/25/2035(4)

     41,610  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $30,037,729)

     29,889,400  
     

 

 

 

Corporate Bonds - 16.6%

  
  

Advertising - 0.0%

  
5,000   

Lamar Media Corp.
5.75%, 02/01/2026

     5,300  
     

 

 

 
  

Apparel - 0.1%

  
30,000   

Hanesbrands, Inc.
4.88%, 05/15/2026(3)

     29,550  
65,000   

William Carter Co.
5.25%, 08/15/2021

     67,275  
     

 

 

 
        96,825  
     

 

 

 
  

Chemicals - 0.1%

  
95,000   

NOVA Chemicals Corp.
5.00%, 05/01/2025(3)

     95,237  
5,000   

Versum Materials, Inc.
5.50%, 09/30/2024(3)

     5,200  
     

 

 

 
                     100,437  
     

 

 

 
  

Commercial Banks - 7.7%

  
  EUR        200,000   

Allied Irish Banks plc
7.38%, 12/03/2020(4)(7)(8)

     219,905  
  

Banco Bilbao Vizcaya Argentaria S.A.

  
400,000   

7.00%, 02/19/2019(4)(7)(8)

     412,369  
  $        200,000   

9.00%, 05/09/2018(4)(7)(8)

     208,686  
  EUR        300,000   

Banco Santander S.A.
6.25%, 03/12/2019(4)(7)(8)

     308,068  
400,000   

Bank of Ireland
7.38%, 06/18/2020(4)(7)(8)

     443,890  


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Barclays plc

  
  EUR          200,000   

8.00%, 12/15/2020(4)(7)

   $ 232,909  
  $          200,000   

8.25%, 12/15/2018(4)(7)

     208,721  
  EUR          300,000   

BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG
8.13%, 10/30/2023(8)

     408,861  
  $          200,000   

BNP Paribas S.A.
7.63%, 03/30/2021(3)(4)(7)

     210,000  
104,000   

CIT Group, Inc.
5.50%, 02/15/2019(3)

     109,416  
  

Credit Agricole S.A.

  
200,000   

8.13%, 12/23/2025(3)(4)(7)

     212,620  
200,000   

8.13%, 09/19/2033(3)(4)

     216,133  
575,000   

Credit Suisse Group AG
6.25%, 12/18/2024(4)(7)(8)

     567,094  
245,000   

Goldman Sachs Group, Inc.
5.15%, 05/22/2045

     253,433  
475,000   

Intesa Sanpaolo S.p.A.
7.70%, 09/17/2025(3)(4)(7)

     433,437  
20,000   

Radian Group, Inc.
7.00%, 03/15/2021

     22,150  
  

Royal Bank of Scotland Group plc

  
45,000   

6.13%, 12/15/2022

     47,469  
560,000   

7.50%, 08/10/2020(4)(7)

     543,200  
  

Societe Generale S.A.

  
275,000   

7.38%, 09/13/2021(3)(4)(7)

     275,509  
275,000   

8.25%, 11/29/2018(4)(7)(8)

     285,656  
400,000   

Standard Chartered plc
2.55%, 01/29/2049

     319,500  
  

UBS Group AG

  
200,000   

6.88%, 03/22/2021(4)(7)(8)

     205,282  
200,000   

7.00%, 02/19/2025(4)(7)(8)

     210,750  
200,000   

7.13%, 02/19/2020(4)(7)(8)

     206,256  
     

 

 

 
     6,561,314  
     

 

 

 
  

Commercial Services - 0.1%

 

55,000   

Cardtronics, Inc.
5.13%, 08/01/2022

     55,825  
  

United Rentals North America, Inc.

  
40,000   

4.63%, 07/15/2023

     40,850  
20,000   

5.50%, 07/15/2025

     20,750  
5,000   

5.50%, 05/15/2027

     5,044  
     

 

 

 
     122,469  
     

 

 

 
  

Construction Materials - 0.8%

 

10,000   

Boise Cascade Co.
5.63%, 09/01/2024(3)

     10,175  
200,000   

CRH America, Inc.
5.13%, 05/18/2045(3)

     214,645  
15,000   

Eagle Materials, Inc.
4.50%, 08/01/2026

     14,930  
260,000   

Grupo Cementos de Chihuahua S.A.B. de C.V.
8.13%, 02/08/2020(3)

     270,400  
60,000   

Norbord, Inc.
6.25%, 04/15/2023(3)

     62,325  
  

Standard Industries, Inc.

  
35,000   

5.38%, 11/15/2024(3)

     36,094  
100,000   

6.00%, 10/15/2025(3)

     105,500  
     

 

 

 
                  714,069  
     

 

 

 
  

Diversified Financial Services - 0.2%

 

35,000   

Aircastle Ltd.
5.50%, 02/15/2022

     36,746  
  

Navient Corp.

  
90,000   

5.50%, 01/15/2019

     92,034  
5,000   

6.63%, 07/26/2021

     5,088  


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          30,000   

7.25%, 09/25/2023

   $           30,225  
     

 

 

 
        164,093  
     

 

 

 
  

Electric - 0.2%

  
110,000   

AES Corp.
8.00%, 06/01/2020

     126,637  
60,000   

NRG Energy, Inc.
6.25%, 07/15/2022

     61,800  
     

 

 

 
        188,437  
     

 

 

 
  

Electrical Components & Equipment - 0.1%

  
45,000   

EnerSys
5.00%, 04/30/2023(3)

     45,788  
     

 

 

 
  

Engineering & Construction - 0.4%

  
310,000   

SBA Tower Trust
3.60%, 04/15/2043(3)

     311,041  
     

 

 

 
  

Entertainment - 0.1%

  
10,000   

GLP Capital L.P. / GLP Financing II, Inc.
5.38%, 04/15/2026

     10,425  
  

WMG Acquisition Corp.

  
45,000   

4.88%, 11/01/2024(3)

     44,694  
10,000   

5.00%, 08/01/2023(3)

     10,025  
     

 

 

 
        65,144  
     

 

 

 
  

Environmental Control - 0.1%

  
85,000   

Clean Harbors, Inc.
5.25%, 08/01/2020

     87,189  
     

 

 

 
  

Food - 0.1%

  
45,000   

Lamb Weston Holdings, Inc.
4.63%, 11/01/2024(3)

     45,113  
     

 

 

 
  

Forest Products & Paper - 0.2%

  
  

Cascades, Inc.

  
20,000   

5.50%, 07/15/2022(3)

     20,275  
55,000   

5.75%, 07/15/2023(3)

     55,619  
65,000   

Clearwater Paper Corp.
5.38%, 02/01/2025(3)

     64,593  
     

 

 

 
        140,487  
     

 

 

 
  

Gas - 0.0%

  
  

AmeriGas Partners L.P. / AmeriGas Finance Corp.

  
20,000   

5.63%, 05/20/2024

     20,750  
20,000   

5.88%, 08/20/2026

     20,750  
     

 

 

 
        41,500  
     

 

 

 
  

Healthcare-Products - 0.1%

  
60,000   

Kinetic Concepts, Inc. / KCI USA, Inc.
7.88%, 02/15/2021(3)

     64,800  
     

 

 

 
  

Healthcare-Services - 0.4%

  
45,000   

Community Health Systems, Inc.
5.13%, 08/01/2021

     42,412  
75,000   

HCA, Inc.
7.50%, 02/15/2022

     85,312  
60,000   

LifePoint Health, Inc.
5.88%, 12/01/2023

     59,700  
15,000   

MEDNAX, Inc.
5.25%, 12/01/2023(3)

     15,488  
125,000   

Tenet Healthcare Corp.
6.00%, 10/01/2020

     131,875  
     

 

 

 
        334,787  
     

 

 

 
  

Home Builders - 0.2%

  
67,000   

CalAtlantic Group, Inc.
5.38%, 10/01/2022

     69,429  
60,000   

Meritage Homes Corp.
6.00%, 06/01/2025

     61,500  
     

 

 

 
        130,929  
     

 

 

 


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Household Products/Wares - 0.0%

  
  $              5,000   

ACCO Brands Corp.
5.25%, 12/15/2024(3)

   $ 5,032  
     

 

 

 
  

Insurance - 2.2%

  
  EUR          325,000   

Achmea B.V.
6.00%, 04/04/2043(4)(8)

     386,437  
  $           295,000   

AXA S.A.
6.46%, 12/14/2018(3)(4)(7)

     294,817  
25,000   

CNO Financial Group, Inc.
5.25%, 05/30/2025

     25,165  
  EUR          400,000   

Credit Agricole Assurances S.A.
4.25%, 01/13/2025(4)(7)(8)

     424,826  
  $            10,000   

Genworth Holdings, Inc.
4.90%, 08/15/2023

     8,200  
  EUR          400,000   

Intesa Sanpaolo Vita S.p.A.
4.75%, 12/17/2024(4)(7)(8)

     425,323  
300,000   

Mapfre S.A.
5.92%, 07/24/2037(4)

     330,325  
$               5,000   

MGIC Investment Corp.
5.75%, 08/15/2023

     5,225  
     

 

 

 
        1,900,318  
     

 

 

 
  

Internet - 0.0%

  
20,000   

Netflix, Inc.
4.38%, 11/15/2026(3)

     19,625  
     

 

 

 
  

Iron/Steel - 0.2%

  
  

Steel Dynamics, Inc.

  
45,000   

5.13%, 10/01/2021

     46,575  
20,000   

5.50%, 10/01/2024

     21,225  
  

United States Steel Corp.

  
16,000   

6.88%, 04/01/2021

     16,300  
36,000   

7.38%, 04/01/2020

     38,565  
5,000   

7.50%, 03/15/2022

     5,163  
     

 

 

 
        127,828  
     

 

 

 
  

IT Services - 0.1%

  
45,000   

NCR Corp.
5.00%, 07/15/2022

     46,069  
     

 

 

 
  

Lodging - 0.1%

  
65,000   

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
5.38%, 03/15/2022

     66,462  
     

 

 

 
  

Machinery - Construction & Mining - 0.1%

  
50,000   

Oshkosh Corp.
5.38%, 03/01/2025

     51,687  
     

 

 

 
  

Machinery-Diversified - 0.1%

  
45,000   

CNH Industrial Capital LLC
3.38%, 07/15/2019

     45,450  
5,000   

CNH Industrial N.V.
4.50%, 08/15/2023

     5,003  
     

 

 

 
                  50,453  
     

 

 

 
  

Media - 0.9%

  
70,000   

CCO Holdings LLC / CCO Holdings Capital Corp.
5.25%, 09/30/2022

     72,466  
  

Charter Communications Operating LLC / Charter Communications Operating Capital

  
40,000   

4.91%, 07/23/2025

     42,060  
160,000   

6.48%, 10/23/2045

     181,880  
  

DISH DBS Corp.

  
36,000   

5.88%, 07/15/2022

     37,422  
85,000   

6.75%, 06/01/2021

     91,322  
120,000   

Liberty Interactive LLC
8.25%, 02/01/2030

     126,000  
  

TEGNA, Inc.

  
60,000   

4.88%, 09/15/2021(3)

     61,500  
65,000   

5.13%, 07/15/2020

     67,275  


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  $          80,000   

Videotron Ltd.
5.38%, 06/15/2024(3)

   $           83,600  
     

 

 

 
        763,525  
     

 

 

 
  

Mining - 0.1%

  
  

Freeport-McMoRan, Inc.

  
5,000   

3.88%, 03/15/2023

     4,613  
10,000   

5.40%, 11/14/2034

     8,734  
15,000   

5.45%, 03/15/2043

     12,900  
5,000   

Kaiser Aluminum Corp.
5.88%, 05/15/2024

     5,237  
25,000   

Teck Resources Ltd.
8.50%, 06/01/2024(3)

     29,094  
     

 

 

 
        60,578  
     

 

 

 
  

Multi-National - 0.0%

  
  INR    1,760,000   

International Finance Corp.
7.10%, 03/21/2031

     28,556  
     

 

 

 
  

Oil & Gas - 0.4%

  
$          15,000   

Antero Resources Corp.
5.63%, 06/01/2023

     15,300  
20,000   

Concho Resources, Inc.
5.50%, 04/01/2023

     20,750  
  

Continental Resources, Inc.

  
10,000   

4.50%, 04/15/2023

     9,875  
40,000   

5.00%, 09/15/2022

     40,800  
  

Marathon Oil Corp.

  
15,000   

3.85%, 06/01/2025

     14,726  
5,000   

5.20%, 06/01/2045

     4,889  
5,000   

6.60%, 10/01/2037

     5,653  
5,000   

6.80%, 03/15/2032

     5,744  
25,000   

MEG Energy Corp.
7.00%, 03/31/2024(3)

     23,500  
60,000   

Petrobras Global Finance B.V.
6.85%, 06/05/2115

     50,418  
24,786   

Shelf Drilling Holdings Ltd.
9.50%, 11/02/2020(3)

     22,307  
45,000   

Tesoro Corp.
5.13%, 04/01/2024

     46,688  
  

WPX Energy, Inc.

  
35,000   

5.25%, 09/15/2024

     34,464  
55,000   

6.00%, 01/15/2022

     57,200  
     

 

 

 
        352,314  
     

 

 

 
  

Packaging & Containers - 0.1%

  
15,000   

Crown Americas LLC / Crown Americas Capital Corp.
4.25%, 09/30/2026(3)

     14,344  
30,000   

Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023(3)

     31,575  
55,000   

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC /
Reynolds Group Issuer Lu
5.13%, 07/15/2023(3)

     56,248  
     

 

 

 
        102,167  
     

 

 

 
  

Pipelines - 0.3%

  
  

DCP Midstream LLC

  
10,000   

5.35%, 03/15/2020(3)

     10,500  
15,000   

9.75%, 03/15/2019(3)

     16,950  
  

DCP Midstream Operating L.P.

  
10,000   

2.70%, 04/01/2019

     9,875  
5,000   

3.88%, 03/15/2023

     4,825  
21,000   

4.95%, 04/01/2022

     21,788  
15,000   

5.60%, 04/01/2044

     13,631  
115,000   

Energy Transfer Equity L.P.
7.50%, 10/15/2020

     129,087  
40,000   

Tesoro Logistics L.P. / Tesoro Logistics Finance Corp.
6.25%, 10/15/2022

     42,600  
  

Williams Cos., Inc.

  


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$         20,000   

3.70%, 01/15/2023

   $ 19,650  
5,000   

4.55%, 06/24/2024

     5,063  
10,000   

7.88%, 09/01/2021

     11,645  
     

 

 

 
        285,614  
     

 

 

 
  

REITS - 0.0%

  
15,000   

CoreCivic, Inc.
4.13%, 04/01/2020

     15,225  
     

 

 

 
  

Retail - 0.0%

  
30,000   

KFC Holding Co. / Pizza Hut Holdings LLC/ Taco Bell of America LLC
5.25%, 06/01/2026(3)

     30,350  
     

 

 

 
  

Savings & Loans - 0.2%

  
  GBP       150,000   

Nationwide Building Society
6.88%, 06/20/2019(4)(7)(8)

     190,351  
     

 

 

 
  

Semiconductors - 0.1%

  
  

Sensata Technologies B.V.

  
$         55,000   

5.00%, 10/01/2025(3)

     54,972  
5,000   

5.63%, 11/01/2024(3)

     5,247  
     

 

 

 
        60,219  
     

 

 

 
  

Shipbuilding - 0.0%

  
10,000   

Huntington Ingalls Industries, Inc.
5.00%, 11/15/2025(3)

     10,425  
     

 

 

 
  

Software - 0.1%

  
  

First Data Corp.

  
15,000   

5.00%, 01/15/2024(3)

     15,197  
65,000   

5.38%, 08/15/2023(3)

     66,950  
  

MSCI, Inc.

  
10,000   

4.75%, 08/01/2026(3)

     9,950  
25,000   

5.75%, 08/15/2025(3)

     26,484  
     

 

 

 
        118,581  
     

 

 

 
  

Telecommunications - 0.7%

  
110,000   

AT&T, Inc.
4.75%, 05/15/2046

     100,476  
20,000   

Frontier Communications Corp.
10.50%, 09/15/2022

     20,838  
240,000   

Mobile Telesystems OJSC via MTS International Funding Ltd.
5.00%, 05/30/2023(3)

     246,974  
40,000   

Nokia Oyj
6.63%, 05/15/2039

     41,897  
  

Sprint Communications, Inc.

  
112,000   

7.00%, 03/01/2020(3)

     121,660  
8,000   

9.00%, 11/15/2018(3)

     8,760  
50,000   

T-Mobile USA, Inc.
6.63%, 11/15/2020

     51,250  
  

Telecom Italia Capital S.A.

  
11,000   

6.00%, 09/30/2034

     10,835  
15,000   

7.72%, 06/04/2038

     16,500  
     

 

 

 
        619,190  
     

 

 

 
  

Total Corporate Bonds
(cost $14,385,036)

     14,124,291  
     

 

 

 

Foreign Government Obligations - 3.3%

  
  

Argentina - 0.6%

  
515,000   

Argentine Republic Government International Bond
6.88%, 01/26/2027(3)(9)

     509,850  
     

 

 

 
  

Brazil - 0.7%

  
  

Brazil Notas do Tesouro Nacional

  
  BRL        343,000   

10.00%, 01/01/2021

     106,832  
1,547,000   

10.00%, 01/01/2023

     473,875  
     

 

 

 
                  580,707  
     

 

 

 

 


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Chile - 0.0%

  
  CLP          5,000,000   

Bonos de la Tesoreria de la Republica en pesos
6.00%, 01/01/2020

   $ 8,236  
     

 

 

 
  

Colombia - 0.3%

  
  

Colombian TES

 

  COP      585,884,496   

3.50%, 03/10/2021(10)

     207,796  
96,800,000   

10.00%, 07/24/2024

     39,440  
     

 

 

 
        247,236  
     

 

 

 
  

Dominican Republic - 0.2%

  
  $             175,000   

Dominican Republic International Bond
5.95%, 01/25/2027(3)

     175,000  
     

 

 

 
  

Egypt - 0.2%

  
205,000   

Egypt Government International Bond
6.13%, 01/31/2022(3)

     206,843  
     

 

 

 
  

Hungary - 0.0%

  
30,000   

Hungary Government International Bond
6.38%, 03/29/2021

     33,590  
     

 

 

 
  

Indonesia - 0.1%

  
  IDR      839,000,000   

Indonesia Treasury Bond
8.38%, 09/15/2026

     65,896  
     

 

 

 
  

Malaysia - 0.1%

  
  MYR             240,000   

Malaysia Government Bond
3.80%, 09/30/2022

     53,911  
     

 

 

 
  

Mexico - 0.3%

  
  

Mexican Bonos

 

  MXN          5,567,400   

5.00%, 12/11/2019

     254,134  
1,159,500   

10.00%, 12/05/2024

     64,318  
     

 

 

 
        318,452  
     

 

 

 
  

Peru - 0.0%

  
  PEN               30,000   

Peru Government Bond
8.20%, 08/12/2026

     10,583  
     

 

 

 
  

Poland - 0.1%

  
  PLN             305,000   

Poland Government Bond
2.00%, 04/25/2021

     73,480  
     

 

 

 
  

Romania - 0.3%

  
  

Romania Government Bond

 

  RON          1,130,000   

1.35%, 02/25/2019

     270,007  
60,000   

5.75%, 04/29/2020

     15,963  
     

 

 

 
        285,970  
     

 

 

 
  

South Africa - 0.1%

  
  ZAR          1,120,000   

South Africa Government Bond
7.00%, 02/28/2031

     68,582  
     

 

 

 
  

Supranational - 0.1%

  
  INR          3,920,000   

International Finance Corp.
7.80%, 06/03/2019

     60,174  
     

 

 

 
  

Thailand - 0.1%

  
  THB          1,615,000   

Thailand Government Bond
3.63%, 06/16/2023

     49,136  
     

 

 

 
  

Turkey - 0.1%

  
  TRY             170,000   

Turkey Government Bond
9.40%, 07/08/2020

     43,298  
     

 

 

 
  

Total Foreign Government Obligations
(cost $2,811,462)

             2,790,944  
     

 

 

 

Municipal Bonds - 1.9%

  
  

General - 1.3%

  
$             250,000   

Chicago, IL, Transit Auth
6.90%, 12/01/2040

     313,988  
  

Puerto Rico Commonwealth Government Employees Retirement System

 

555,000   

6.15%, 07/01/2038

     245,587  
530,000   

6.20%, 07/01/2039

     234,525  


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  $             530,000   

6.30%, 07/01/2043

   $ 234,525  
120,000   

6.55%, 07/01/2058

     53,100  
     

 

 

 
        1,081,725  
     

 

 

 
   General Obligation - 0.4%   
340,000   

City of Chicago, IL,GO
7.05%, 01/01/2029(11)

     346,093  
     

 

 

 
   Higher Education - 0.2%   
190,000   

University of California
4.60%, 05/15/2031

     210,881  
     

 

 

 
  

Total Municipal Bonds
(cost $1,743,158)

             1,638,699  
     

 

 

 

Senior Floating Rate Interests - 16.4%(12)

  
   Advertising - 0.1%   
127,086   

Acosta Holdco, Inc.
4.29%, 09/26/2021

     122,638  
     

 

 

 
   Aerospace/Defense - 0.5%   
211,172   

Fly Funding II S.a.r.l.
3.64%, 02/09/2022

     212,426  
196,668   

TransDigm, Inc.
3.85%, 05/14/2022

     196,006  
     

 

 

 
        408,432  
     

 

 

 
   Agriculture - 0.1%   
98,493   

Pinnacle Operating Corp.
4.75%, 11/15/2018

     86,263  
     

 

 

 
   Chemicals - 0.4%   
71,189   

Chemours Co.
3.78%, 05/12/2022

     70,922  
173,154   

Ineos U.S. Finance LLC
3.75%, 05/04/2018

     173,176  
114,425   

Nexeo Solutions LLC
5.26%, 06/09/2023

     115,283  
     

 

 

 
        359,381  
     

 

 

 
   Coal - 0.1%   
47,492   

Arch Coal, Inc.
10.00%, 10/05/2021

     47,872  
     

 

 

 
   Commercial Services - 0.5%   
130,000   

Conduent, Inc.
6.25%, 12/07/2023

     132,221  
115,000   

Quikrete Holdings, Inc.
4.02%, 11/15/2023

     116,358  
139,300   

Russell Investment Group
6.75%, 06/01/2023

     141,215  
     

 

 

 
        389,794  
     

 

 

 
   Distribution/Wholesale - 0.3%   
153,600   

FPC Holdings, Inc.
5.25%, 11/19/2019

     145,967  
90,453   

PowerTeam Services LLC
4.25%, 05/06/2020

     90,340  
     

 

 

 
        236,307  
     

 

 

 
   Diversified Financial Services - 0.2%   
135,000   

EVO Payments International LLC
6.00%, 12/22/2023

     136,688  
     

 

 

 
   Electric - 0.4%   
154,225   

Calpine Construction Finance Co., L.P.
3.75%, 05/31/2023

     155,018  
100,000   

Chief Exploration & Development LLC
7.75%, 05/16/2021

     98,750  
149,133   

Seadrill Partners Finco LLC
4.00%, 02/21/2021

     109,799  
     

 

 

 
        363,567  
     

 

 

 


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

   Electronics - 0.1%   
  $           119,690   

Ceridian LLC
4.54%, 09/15/2020

   $ 119,241  
     

 

 

 
   Energy-Alternate Sources - 0.2%   
79,923   

EMG Utica LLC
4.75%, 03/27/2020

     79,857  
105,000   

TEX Operations Co. LLC
5.00%, 08/04/2023

     105,460  
     

 

 

 
     185,317  
     

 

 

 
   Entertainment - 0.3%   
103,846   

Aristocrat Technologies, Inc.
3.78%, 10/20/2021

     104,859  
132,300   

Scientific Games International, Inc.
6.01%, 10/01/2021

     133,210  
     

 

 

 
     238,069  
     

 

 

 
   Food - 0.3%   
152,879   

Albertsons LLC
3.78%, 08/22/2021

     153,499  
120,000   

JBS USA LLC
0.00%, 10/30/2022(13)

     120,250  
     

 

 

 
     273,749  
     

 

 

 
   Healthcare-Products - 0.1%   
99,244   

Alere, Inc.
4.25%, 06/18/2022

     99,260  
     

 

 

 
   Healthcare-Services - 1.0%   
  

Community Health Systems, Inc.

 

49,796   

3.75%, 12/31/2019

     47,232  
91,623   

4.00%, 01/27/2021

     86,565  
104,213   

Envision Healthcare Corp.
4.00%, 12/01/2023

     105,222  
120,000   

inVentiv Health, Inc.
4.75%, 11/09/2023

     121,000  
115,994   

MPH Acquisition Holdings LLC
5.00%, 06/07/2023

     117,614  
101,767   

Ortho-Clinical Diagnostics, Inc.
4.75%, 06/30/2021

     100,961  
173,250   

U.S. Renal Care, Inc.
5.25%, 12/31/2022

     163,158  
87,985   

Vizient, Inc.
5.00%, 02/13/2023

     89,085  
     

 

 

 
     830,837  
     

 

 

 
   Household Products/Wares - 0.1%   
60,000   

Galleria Co.
3.81%, 09/29/2023

     60,300  
     

 

 

 
   Insurance - 1.3%   
  

Asurion LLC

 

23,476   

4.03%, 07/08/2020

     23,677  
349,497   

4.25%, 08/04/2022

     353,139  
205,000   

8.50%, 03/03/2021

     207,819  
106,150   

Evertec Group LLC
3.27%, 04/17/2020

     105,513  
  

Sedgwick Claims Management Services, Inc.

 

250,406   

3.75%, 03/01/2021

     251,240  
140,000   

6.75%, 02/28/2022

     140,234  
     

 

 

 
             1,081,622  
     

 

 

 
   Leisure Time - 0.4%   
  

Delta 2 (LUX) S.a.r.l.

 

200,000   

5.07%, 07/30/2021

     200,972  
130,000   

8.07%, 07/31/2022

     130,487  
     

 

 

 
     331,459  
     

 

 

 


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

   Lodging - 0.9%   
  $           119,700   

Boyd Gaming Corp.
3.76%, 09/15/2023

   $ 120,934  
459,293   

Caesars Entertainment Operating Co.
0.00%, 03/01/2017(5)(13)

     519,865  
97,500   

Caesars Growth Properties Holdings LLC
6.25%, 05/08/2021

     97,967  
     

 

 

 
        738,766  
     

 

 

 
   Machinery-Construction & Mining - 0.4%   
214,291   

American Rock Salt Holdings LLC
4.75%, 05/20/2021

     214,381  
146,702   

Headwaters, Inc.
4.00%, 03/24/2022

     147,032  
     

 

 

 
        361,413  
     

 

 

 
   Machinery-Diversified - 0.2%   
183,029   

Gates Global LLC
4.25%, 07/06/2021

     182,343  
     

 

 

 
   Media - 1.3%   
132,134   

Advantage Sales & Marketing, Inc.
4.25%, 07/23/2021

     131,350  
124,063   

Charter Communications Operating LLC
3.03%, 01/15/2024

     124,458  
124,800   

Getty Images, Inc.
4.75%, 10/18/2019

     107,751  
124,863   

ION Media Networks, Inc.
4.50%, 12/18/2020

     125,487  
195,087   

Numericable U.S. LLC
4.29%, 01/14/2025

     196,673  
  

Tribune Media Co.

 

158,859   

3.78%, 01/27/2024

     159,613  
38,141   

3.78%, 12/27/2020

     38,323  
140,000   

UPC Financing Partnership
3.77%, 08/31/2024

     140,000  
95,000   

Virgin Media Investment Holdings Ltd.
3.52%, 01/31/2025

     95,535  
     

 

 

 
                1,119,190  
     

 

 

 
   Metal Fabricate/Hardware - 0.2%   
160,638   

Rexnord LLC
3.77%, 08/21/2023

     161,542  
     

 

 

 
   Mining - 0.1%   
73,244   

Minerals Technologies, Inc.
3.78%, 05/09/2021

     73,884  
     

 

 

 
   Miscellaneous Manufacturing - 0.3%   
260,903   

Sram LLC
4.02%, 04/10/2020

     259,925  
     

 

 

 
   Oil & Gas - 0.5%   
115,000   

California Resources Corp.
11.38%, 12/31/2021

     129,305  
100,000   

Chesapeake Energy Corp.
8.50%, 08/23/2021

     109,333  
215,460   

Pinnacle Holding Co. S.a.r.l.
4.75%, 07/30/2019

     174,522  
     

 

 

 
        413,160  
     

 

 

 
   Packaging & Containers - 0.8%   
149,980   

Berry Plastics Group, Inc.
3.29%, 10/03/2022

     150,864  
445,200   

Reynolds Group Holdings, Inc.
4.25%, 02/05/2023

     446,268  
115,961   

Signode Industrial Group U.S., Inc.
4.00%, 05/01/2021

     116,830  
     

 

 

 
        713,962  
     

 

 

 


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

   Pharmaceuticals - 0.2%   
  $           158,400   

Endo Luxembourg Finance Co. I S.a r.l.
3.81%, 09/26/2022

   $ 157,873  
     

 

 

 
   Pipelines - 0.1%   
96,250   

Philadelphia Energy Solutions LLC
6.25%, 04/04/2018

     82,775  
     

 

 

 
   Real Estate - 0.3%   
283,032   

DTZ U.S. Borrower LLC
4.26%, 11/04/2021

     284,580  
     

 

 

 
   REITS - 0.1%   
104,213   

MGM Growth Properties Operating Partnership L.P.
3.53%, 04/25/2023

     105,050  
     

 

 

 
   Retail - 1.0%   
200,000   

Bass Pro Group LLC
5.97%, 12/16/2023

     193,656  
110,652   

Michaels Stores, Inc.
3.75%, 01/30/2023

     110,001  
150,350   

Neiman Marcus Group, Inc.
4.25%, 10/25/2020

     124,270  
173,183   

Party City Holdings, Inc.
4.21%, 08/19/2022

     171,957  
217,718   

US Foods, Inc.
3.78%, 06/27/2023

     219,147  
     

 

 

 
        819,031  
     

 

 

 
   Software - 1.8%   
194,177   

Epicor Software Corp.
4.75%, 06/01/2022

     194,905  
541,185   

First Data Corp.
3.78%, 03/24/2021

     544,313  
189,091   

Infor U.S., Inc.
3.75%, 06/03/2020

     189,061  
282,474   

Magic Newco LLC
5.00%, 12/12/2018

     283,121  
102,191   

SS&C Technologies, Inc.
4.03%, 07/08/2022

     103,121  
248,750   

WEX, Inc.
4.28%, 07/01/2023

     251,548  
     

 

 

 
        1,566,069  
     

 

 

 
   Telecommunications - 1.3%   
78,083   

Entravision Communications Corp.
3.50%, 05/31/2020

     78,133  
320,000   

Level 3 Financing, Inc.
4.00%, 08/01/2019

     323,760  
182,700   

Salem Communications Corp.
4.50%, 03/13/2020

     177,676  
200,000   

Sprint Communications, Inc.
0.00%, 01/13/2024(13)

     200,250  
293,220   

Univision Communications, Inc.
4.00%, 03/01/2020

     293,748  
  

Zayo Group LLC

 

20,000   

0.00%, 01/12/2024(13)

     20,158  
40,000   

0.00%, 01/19/2024(13)

     40,317  
     

 

 

 
                1,134,042  
     

 

 

 
   Trucking & Leasing - 0.5%   
130,000   

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
0.00%, 01/13/2022(13)

     131,672  
272,284   

Consolidated Container Co., LLC
5.00%, 07/03/2019

     271,603  
     

 

 

 
        403,275  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $13,913,720)

     13,947,676  
     

 

 

 


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

U.S. Government Agencies - 49.6%

     
  

FHLMC - 14.7%

     
$          10,156   

0.00%, 11/15/2036(14)

      $ 9,268  
135,103   

3.00%, 08/01/2029

        138,920  
64,687   

3.00%, 03/15/2033(6)

        8,066  
5,100,000   

3.00%, 02/01/2047(15)

        5,043,820  
313,467   

3.50%, 08/01/2034

        324,793  
3,100,000   

3.50%, 02/01/2047(15)

        3,166,180  
227,560   

4.00%, 07/15/2027(6)

        25,187  
263,759   

4.00%, 05/01/2042

        278,080  
81,492   

4.00%, 08/01/2042

        86,125  
121,845   

4.00%, 09/01/2042

        128,717  
47,331   

4.00%, 07/01/2044

        49,680  
43,557   

4.00%, 06/01/2045

        45,781  
168,459   

4.00%, 01/01/2046

        176,820  
91,790   

4.00%, 02/01/2046

        96,346  
600,000   

4.00%, 02/01/2047(15)

        629,414  
600,000   

4.00%, 03/01/2047(15)

        628,102  
71,208   

4.50%, 03/15/2041

        79,478  
310,000   

4.67%, 04/25/2029(4)

        320,319  
189,785   

4.75%, 07/15/2039

        204,608  
18,230   

5.50%, 08/15/2033

        19,895  
378,971   

5.50%, 12/01/2037

        420,133  
469,230   

5.50%, 01/01/2039

        520,544  
65,002   

6.50%, 07/15/2036

        72,886  
        

 

 

 
                   12,473,162  
        

 

 

 
  

FNMA - 28.4%

     
83,280   

0.00%, 06/25/2036(14)

        73,369  
305,822   

1.90%, 04/25/2055(4)(6)

        17,049  
5,000   

2.44%, 01/01/2023

        4,965  
61,354   

2.50%, 06/25/2028(6)

        5,447  
2,700,000   

2.50%, 02/01/2032(15)

        2,700,000  
2,600,000   

2.50%, 03/01/2032(15)

        2,596,039  
395,000   

2.65%, 06/01/2025

        388,106  
700,000   

2.69%, 04/01/2025

        689,923  
500,000   

2.70%, 07/01/2025

        491,301  
231,117   

2.78%, 02/01/2027

        228,238  
203,325   

2.82%, 07/01/2025

        202,515  
419,507   

3.00%, 01/25/2028(6)

        39,924  
180,147   

3.00%, 04/25/2028(6)

        16,869  
3,800,000   

3.00%, 02/01/2032(15)

        3,898,563  
1,400,000   

3.00%, 02/01/2047(15)

        1,385,781  
30,000   

3.16%, 12/01/2026

        30,460  
50,000   

3.21%, 05/01/2023

        51,667  
24,788   

3.24%, 12/01/2026

        25,335  
47,945   

3.26%, 05/01/2024

        49,164  
193,061   

3.30%, 12/01/2026

        198,266  
24,807   

3.34%, 04/01/2024

        25,730  
9,699   

3.45%, 01/01/2024

        10,117  
9,636   

3.47%, 01/01/2024

        10,063  
112,475   

3.50%, 05/25/2030(6)

        15,255  
289,105   

3.50%, 01/01/2046

        295,643  
3,600,000   

3.50%, 02/01/2047(15)

        3,678,750  
3,500,000   

3.50%, 03/01/2047(15)

        3,569,316  
23,990   

3.67%, 08/01/2023

        25,406  
5,000   

3.70%, 10/01/2023

        5,288  
10,000   

3.76%, 03/01/2024

        10,633  
15,000   

3.86%, 12/01/2025

        15,963  
5,000   

3.86%, 11/01/2023

        5,343  
23,819   

3.87%, 10/01/2025

        25,320  
34,074   

3.89%, 05/01/2030

        35,520  
34,894   

3.93%, 10/01/2023

        37,309  
9,635   

3.96%, 05/01/2034

        10,076  
9,912   

3.97%, 05/01/2029

        10,629  
255,485   

4.00%, 10/01/2040

        268,515  


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          118,443   

4.00%, 11/01/2040

      $ 124,684  
84,509   

4.00%, 12/01/2040

        88,989  
42,259   

4.00%, 02/01/2041

        44,532  
101,744   

4.00%, 03/01/2041

        107,187  
58,132   

4.00%, 03/25/2042(6)

        8,270  
54,953   

4.00%, 08/01/2042

        57,795  
92,816   

4.00%, 09/01/2042

        97,377  
49,969   

4.00%, 04/01/2045

        52,432  
67,280   

4.00%, 05/01/2045

        70,597  
46,753   

4.00%, 06/01/2045

        49,061  
700,000   

4.00%, 02/01/2047(15)

        734,344  
600,000   

4.00%, 03/01/2047(15)

        628,242  
18,637   

4.06%, 10/01/2028

        20,148  
57,313   

4.50%, 07/25/2027(6)

        6,144  
258,117   

4.50%, 10/01/2040

        277,966  
117,845   

4.50%, 10/01/2041

        126,945  
99,236   

4.50%, 09/01/2043

        106,810  
34,161   

5.46%, 05/25/2042(4)(6)

        3,958  
99,722   

5.50%, 04/25/2035

        110,083  
43,598   

5.50%, 04/25/2037

        48,474  
195,599   

5.50%, 06/25/2042(6)

        47,838  
176,362   

6.00%, 09/01/2039

        199,114  
        

 

 

 
                   24,158,847  
        

 

 

 
  

GNMA - 6.5%

     
250,000   

3.00%, 02/01/2047(15)

        252,148  
3,700,000   

3.50%, 02/01/2047(15)

        3,834,125  
51,120   

4.00%, 05/16/2042(6)

        8,453  
523,758   

4.50%, 09/20/2041

        566,910  
102,148   

5.00%, 06/15/2041

        112,463  
148,303   

5.00%, 10/16/2041(6)

        23,139  
201,752   

5.00%, 03/15/2044

        222,129  
2,272   

6.00%, 08/15/2032

        2,569  
152,279   

6.00%, 06/15/2036

        173,605  
56,590   

6.00%, 08/15/2036

        64,727  
41,670   

6.00%, 12/15/2038

        47,104  
116,727   

6.00%, 01/15/2039

        132,017  
113,841   

6.00%, 12/15/2040

        128,686  
        

 

 

 
           5,568,075  
        

 

 

 
  

Total U.S. Government Agencies
(cost $42,252,187)

        42,200,084  
        

 

 

 

U.S. Government Securities - 6.4%

     
  

U.S. Treasury Securities - 6.4%

     
  

U.S. Treasury Bonds - 3.4%

     
22,334   

2.13%, 02/15/2040(10)

        28,010  
33,065   

2.13%, 02/15/2041(10)

        41,686  
58,749   

0.75%, 02/15/2042(10)

        56,324  
101,474   

0.75%, 02/15/2045(10)

        96,775  
107,707   

1.38%, 02/15/2044(10)

        118,955  
217,679   

2.38%, 01/15/2025(10)

        252,309  
1,237,553   

2.38%, 01/15/2027(10)(16)

        1,470,023  
237,205   

2.50%, 01/15/2029(10)

        289,788  
453,000   

2.50%, 02/15/2046

        403,258  
6,799   

3.38%, 04/15/2032(10)

        9,531  
37,308   

3.63%, 04/15/2028(10)

        49,604  
80,752   

3.88%, 04/15/2029(10)

        111,720  
        

 

 

 
           2,927,983  
        

 

 

 
  

U.S. Treasury Notes - 3.0%

     
208,830   

0.13%, 04/15/2018(10)

        211,610  
159,661   

0.13%, 04/15/2019(10)

        162,654  
145,326   

0.13%, 04/15/2020(10)

        147,998  
53,321   

0.13%, 01/15/2022(10)

        53,981  
147,991   

0.13%, 07/15/2022(10)

        149,993  
337,755   

0.13%, 01/15/2023(10)(16)

        338,719  


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          206,352     

0.13%, 07/15/2024(10)

      $ 205,117  
124,459     

0.38%, 07/15/2023(10)

        126,946  
86,513     

0.38%, 07/15/2025(10)

        86,968  
93,099     

0.63%, 01/15/2024(10)

        95,735  
27,000     

1.00%, 05/31/2018

        27,001  
49,652     

1.13%, 01/15/2021(10)

        52,524  
235,738     

1.25%, 07/15/2020(10)

        250,813  
2     

1.38%, 07/15/2018(10)

        2  
94,874     

1.38%, 01/15/2020(10)

        100,415  
530,000     

3.25%, 03/31/2017(17)

        532,341  
          

 

 

 
        2,542,817  
          

 

 

 
        5,470,800  
          

 

 

 
    

Total U.S. Government Securities
(cost $5,487,045)

        5,470,800  
          

 

 

 
    

Total Long-Term Investments
(cost $110,680,111)

        110,113,178  

Short-Term Investments - 9.1%

     
    

Foreign Government Obligations - 0.7%

     
  RON         2,330,000     

Romania Treasury Bills
0.58%, 06/26/2017(18)

        558,315  
          

 

 

 
    

Other Investment Pools & Funds - 8.4%

     
7,135,914     

Fidelity Institutional Government Fund, Institutional Class

        7,135,914  
          

 

 

 
    

Total Short-Term Investments
(cost $7,714,528)

        7,694,229  
          

 

 

 
    

Total Investments Excluding Purchased Options
(cost $118,394,639)

     138.6%      $         117,807,407  
    

Total Purchased Options
(cost $9,259)

     0.0%      $ 8,688  
       

 

 

    

 

 

 
    

Total Investments
(cost $118,403,898)^

     138.6%      $ 117,816,095  
    

Other Assets and Liabilities

     (38.6)%        (32,797,875
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 85,018,220  
       

 

 

    

 

 

 

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized depreciation consisted of:

Unrealized Appreciation

   $           1,529,456  

Unrealized Depreciation

     (2,117,259
  

 

 

 

Net Unrealized Depreciation

   $ (587,803
  

 

 

 

 

Non-income producing.
(1) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2017, the aggregate fair value of these securities was $24,262, which represents 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(2) The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

    Period
Acquired
   Shares/ Par              Security    Cost    

 

 
  10/2016      100,000      TCEH Corp.    $ —    
  09/2016      2,426      Templar Energy LLC Class A      20,774    
          

 

 

 
           $       20,774    
          

 

 

 

At January 31, 2017, the aggregate value of these securities was $24,262, which represents 0.0% of total net assets.

 

(3) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $23,404,307, which represents 27.5% of total net assets.
(4) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(5) Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(6) Securities disclosed are interest-only strips.
(7) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(8) These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $4,903,754, which represents 5.8% of total net assets.
(9) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(10) The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(11) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $341,158 at January 31, 2017.
(12) Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2017.
(13) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(14) Securities disclosed are principal-only strips.
(15) Represents or includes a TBA transaction.
(16) This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.
(17) This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.
(18) The rate shown represents current yield to maturity.

 

OTC Option Contracts Outstanding at January 31, 2017  
Description   Counter-
party
    Exercise Price/FX Rate/  
Rate  
    Expiration
Date
           Number of  
Contracts  
    Market
Value †
    Premiums    
Paid     
(Received)  
by Fund    
    Unrealized 
Appreciation/ 
(Depreciation)
 

Purchased option contracts:

 

             

Puts

               

USD Put/CNH Call

    GSC       6.85 CNH per USD         02/17/17       USD       300,000     $ 1,733     $ 2,075       $ (342)  

USD Put/THB Call

    BOA       35.71 THB per USD         02/08/17       USD       163,000       2,368       1,142         1,226  

USD Put/TRY Call

    GSC       3.80 TRY per USD         02/20/17       USD       171,000       2,878       4,211         (1,333)  

USD Put/TRY Call

    GSC       3.82 TRY per USD         02/24/17       USD       85,000       1,709       1,832         (123)  
         

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

            719,000     $ 8,688     $ 9,260       $ (572)  
         

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

 

          719,000     $   8,688     $ 9,260       $       (572)  
         

 

 

   

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at January 31, 2017  
Description    Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value †
       Unrealized
  Appreciation/
  (Depreciation)
 

Long position contracts:

              

U.S. Treasury 10-Year Note Future

     6        03/22/2017      $             791,932      $             804,937      $                 13,005    


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

U.S. Treasury 5-Year Note Future

     62        03/31/2017        7,305,220      $ 7,307,766        2,546    
              

 

 

 

Total

               $ 15,551    
              

 

 

 

Short position contracts:

              

Euro-BOBL Future

     3        03/08/2017      $             428,571      $             430,526      $                 (1,955)   

Euro-Bund Future

     5                    03/08/2017        872,302        875,096        (2,794)   

U.S. Treasury 10-Year Note Future

     174        03/22/2017        21,676,707        21,657,563        19,144    

U.S. Treasury 2-Year Note Future

     108        03/31/2017        23,406,085        23,414,063        (7,978)   
              

 

 

 

Total

               $ 6,417    
              

 

 

 
              
              

 

 

 

Total futures contracts

               $ 21,968    
              

 

 

 

 

TBA Sale Commitments Outstanding at January 31, 2017  
Description    Principal
Amount
     Maturity Date          Market Value †          

    Unrealized    

    Appreciation/    

    (Depreciation)    

 

 

 

GNMA, 3.00%

   $                 2,250,000        02/01/2047      $ (2,269,336)      $ 4,658  

 

 
        

 

 

    

 

 

 

Total (proceeds $2,273,994)

         $ (2,269,336)      $ 4,658  
        

 

 

    

 

 

 

At January 31, 2017, the aggregate market value of TBA Sale Commitments represents (2.7)% of total net assets.

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2017  
        Reference Entity   Counter-
party
  Notional
Amount (a)
    (Pay)/Receive
Fixed
Rate/Implied
Credit Spread (b)
    Expiration    
Date    
    Upfront  
Premiums  
Paid  
    Upfront   
Premiums   
Received   
        Market    
    Value †    
     Unrealized  
 Appreciation/ 
 (Depreciation) 
 

 

 

Credit default swaps on indices:

 

             

Buy protection:

 

             

ABX.HE.AAA.06-1

  MSC     USD       26,827       (0.18 %)         07/25/45     $ 596     $     $ 465     $ (131)      

ABX.HE.AAA.06-1

  JPM     USD       32,044       (0.18 %)         07/25/45       706             555       (151)      

ABX.HE.AAA.06-1

  GSC     USD       9,688       (0.18 %)         07/25/45       872             167       (705)      

ABX.HE.AAA.07-1

  GSC     USD       99,860       (0.09 %)         08/25/37       22,848             22,210       (638)      

ABX.HE.AAA.07-1

  JPM     USD       35,664       (0.09 %)         08/25/37       8,618             7,932       (686)      

ABX.HE.AAA.07-1

  MSC     USD       495,735       (0.09 %)         08/25/37       120,092             110,257       (9,835)      

ABX.HE.AAA.07-1

  CSI     USD       253,217       (0.09 %)         08/25/37       66,616             56,318       (10,298)      

ABX.HE.PENAAA.06-2

  MSC     USD       125,003       (0.11 %)         05/25/46       14,403             11,445       (2,958)      

ABX.HE.PENAAA.06-2

  JPM     USD       165,589       (0.11 %)         05/25/46       19,033             15,160       (3,873)      

ABX.HE.PENAAA.06-2

  GSC     USD       99,029       (0.11 %)         05/25/46       24,757             9,066       (15,691)      

CMBX.NA.A.7

  JPM     USD       220,000       (2.00 %)         01/17/47       8,554             3,695       (4,859)      

CMBX.NA.A.9

  MSC     USD       165,000       (2.00 %)         09/17/58       5,829             6,216       387       

CMBX.NA.A.9

  DEUT     USD       80,000       (2.00 %)         09/17/58       4,073             2,977       (1,096)      

CMBX.NA.AA.7

  CSI     USD       90,000       (1.50 %)         01/17/47       2,821             847       (1,974)      

CMBX.NA.AA.7

  CSI     USD       255,000       (1.50 %)         01/17/47       7,993             2,400       (5,593)      

CMBX.NA.AA.7

  CSI     USD       255,000       (1.50 %)         01/17/47       7,993             2,400       (5,593)      

CMBX.NA.AA.7

  CSI     USD       295,000       (1.50 %)         01/17/47       9,246             2,775       (6,471)      

CMBX.NA.AA.8

  MSC     USD       120,000       (1.50 %)         10/17/57       4,851             1,894       (2,957)      

CMBX.NA.AJ.4

  DEUT     USD       197,187       (0.96 %)         02/17/51       36,081             38,631       2,550       

CMBX.NA.AJ.4

  CSI     USD       226,766       (0.96 %)         02/17/51       56,003             44,425       (11,578)      

CMBX.NA.AJ.4

  MSC     USD       366,769       (0.96 %)         02/17/51       90,594             71,853       (18,741)      

CMBX.NA.AJ.4

  JPM     USD       433,812       (0.96 %)         02/17/51       106,988             84,987       (22,001)      

CMBX.NA.AS.7

  GSC     USD       195,000       (1.00 %)         01/17/47       4,280             (265)       (4,545)      

CMBX.NA.AS.7

  CSI     USD       380,000       (1.00 %)         01/17/47       6,952             (518)       (7,470)      

CMBX.NA.AS.7

  GSC     USD       275,000       (1.00 %)         01/17/47       7,798             (367)       (8,165)      

CMBX.NA.AS.8

  DEUT     USD       95,000       (1.00 %)         10/17/57       6,984             121       (6,863)      

CMBX.NA.BBB.10

  MSC     USD       85,000       (3.00 %)         11/17/59       5,600             7,500       1,900       

CMBX.NA.BBB.10

  MSC     USD       130,000       (3.00 %)         11/17/59       10,232             11,514       1,282       

CMBX.NA.BBB.7

  GSC     USD       95,000       (3.00 %)         01/17/47       8,222             4,939       (3,283)      

CMBX.NA.BBB.7

  CSI     USD       140,000       (3.00 %)         01/17/47       13,642             7,284       (6,358)      

CMBX.NA.BBB.7

  CSI     USD       160,000       (3.00 %)         01/17/47       15,591             8,325       (7,266)      

CMBX.NA.BBB.7

  MSC     USD       175,000       (3.00 %)         01/17/47       18,056             9,106       (8,950)      

CMBX.NA.BBB.7

  DEUT     USD       75,000       (3.00 %)         01/17/47       5,496             3,903       (1,593)      

CMBX.NA.BBB.7

  GSC     USD       60,000       (3.00 %)         01/17/47       5,430             3,127       (2,303)      

CMBX.NA.BBB.7

  MSC     USD       105,000       (3.00 %)         01/17/47       8,732             5,464       (3,268)      


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

CMBX.NA.BBB.7

     DEUT        USD        80,000        (3.00 %)      01/17/47        7,649          —      $ 4,163       (3,486

CMBX.NA.BBB.7

     GSC        USD        110,000        (3.00 %)      01/17/47        10,293          —        5,723       (4,570

CMBX.NA.BBB.7

     DEUT        USD        80,000        (3.00 %)      01/17/47        9,978          —        4,162       (5,816

CMBX.NA.BBB.7

     GSC        USD        75,000        (3.00 %)      01/17/47        10,493          —        3,902       (6,591

CMBX.NA.BBB.7

     MSC        USD        695,000        (3.00 %)      01/17/47        67,731          —        36,164       (31,567

CMBX.NA.BBB.9

     MSC        USD        80,000        (3.00 %)      09/17/58        8,791          —        8,744       (47

CMBX.NA.BBB.9

     MSC        USD        75,000        (3.00 %)      09/17/58        8,781          —        7,918       (863

CMBX.NA.BBB.9

     MSC        USD        45,000        (3.00 %)      09/17/58        5,322          —        4,750       (572
                

 

 

    

 

 

   

 

 

   

 

 

 

Total

                 $ 865,620      $ —      $ 632,334     $ (233,286
                

 

 

    

 

 

   

 

 

   

 

 

 

Sell protection:

 

                 

CDX.EMS.26

     GSC        USD        1,257,000        1.00     12/20/21      $ —        $ (75,416   $ (73,141   $  2,275  

CMBX.NA.AAA.6

     MSC        USD        7,994,251        0.50     05/11/63        —          (187,782     (3,794     183,988  

CMBX.NA.AAA.6

     DEUT        USD        874,371        0.50     05/11/63        —          (21,312     (415     20,897  

CMBX.NA.AAA.6

     MSC        USD        1,852,668        0.50     05/11/63        —          (15,782     (879     14,903  

CMBX.NA.AAA.6

     GSC        USD        1,034,256        0.50     05/11/63        —          (11,935     (491     11,444  

CMBX.NA.AAA.6

     JPM        USD        974,299        0.50     05/11/63        —          (9,156     (463     8,693  

CMBX.NA.AAA.6

     MSC        USD        32,976        0.50     05/11/63        —          (226     (16     210  

CMBX.NA.BB.6

     MSC        USD        1,072,000        5.00     05/11/63        —          (198,031     (143,408     54,623  

CMBX.NA.BB.6

     CSI        USD        110,000        5.00     05/11/63        —          (20,319     (14,715     5,604  

CMBX.NA.BB.6

     CSI        USD        125,000        5.00     05/11/63        —          (22,188     (16,722     5,466  

CMBX.NA.BB.6

     CSI        USD        105,000        5.00     05/11/63        —          (19,396     (14,047     5,349  

CMBX.NA.BB.6

     CSI        USD        105,000        5.00     05/11/63        —          (19,396     (14,047     5,349  

CMBX.NA.BB.6

     CSI        USD        51,000        5.00     05/11/63        —          (9,421     (6,822     2,599  

CMBX.NA.BB.6

     GSC        USD        82,000        5.00     05/11/63        —          (9,557     (10,970     (1,413

CMBX.NA.BB.8

     MSC        USD        428,000        5.00     10/17/57        —          (120,408     (93,557     26,851  

CMBX.NA.BB.8

     GSC        USD        210,000        5.00     10/17/57        —          (64,229     (45,905     18,324  

CMBX.NA.BB.8

     CSI        USD        215,000        5.00     10/17/57        —          (60,481     (46,997     13,484  

CMBX.NA.BB.8

     CSI        USD        215,000        5.00     10/17/57        —          (60,481     (46,997     13,484  

CMBX.NA.BB.8

     CSI        USD        85,000        5.00     10/17/57        —          (23,911     (18,580     5,331  

CMBX.NA.BB.8

     MSC        USD        55,000        5.00     10/17/57        —          (15,908     (12,022     3,886  

CMBX.NA.BB.8

     MSC        USD        50,000        5.00     10/17/57        —          (14,441     (10,929     3,512  

CMBX.NA.BB.8

     GSC        USD        15,000        5.00     10/17/57        —          (4,458     (3,279     1,179  

CMBX.NA.BB.8

     GSC        USD        15,000        5.00     10/17/57        —          (4,201     (3,279     922  

CMBX.NA.BB.8

     GSC        USD        59,000        5.00     10/17/57        —          (9,369     (12,897     (3,528

CMBX.NA.BB.8

     MLI        USD        50,000        5.00     10/17/57        —          (5,984     (10,930     (4,946

CMBX.NA.BB.8

     GSC        USD        50,000        5.00     10/17/57        —          (5,833     (10,930     (5,097

CMBX.NA.BB.8

     MLI        USD        115,000        5.00     10/17/57        —          (14,575     (25,138     (10,563

CMBX.NA.BB.8

     UBS        USD        125,000        5.00     10/17/57        —          (14,257     (27,324     (13,067

CMBX.NA.BB.8

     MLI        USD        130,000        5.00     10/17/57        —          (11,805     (28,417     (16,612

CMBX.NA.BB.8

     BOA        USD        145,000        5.00     10/17/57        —          (10,046     (31,696     (21,650

CMBX.NA.BB.9

     GSC        USD        115,000        5.00     09/17/58        —          (31,779     (20,196     11,583  

CMBX.NA.BB.9

     JPM        USD        60,000        5.00     09/17/58        —          (16,300     (10,537     5,763  

CMBX.NA.BB.9

     MLI        USD        55,000        5.00     09/17/58        —          (15,355     (9,659     5,696  

CMBX.NA.BB.9

     GSC        USD        55,000        5.00     09/17/58        —          (15,198     (9,658     5,540  

CMBX.NA.BB.9

     GSC        USD        55,000        5.00     09/17/58        —          (15,067     (9,658     5,409  

CMBX.NA.BB.9

     MLI        USD        55,000        5.00     09/17/58        —          (14,942     (9,659     5,283  

PrimeX.ARM.2

     MSC        USD        225,783        4.58     12/25/37        8,288                3,117       (5,171

PrimeX.ARM.2

     JPM        USD        70,995        4.58     12/25/37        2,991                981       (2,010
                

 

 

    

 

 

   

 

 

   

 

 

 

Total

                 $ 11,279      $ (1,168,945   $ (794,076   $ 363,590  
                

 

 

    

 

 

   

 

 

   

 

 

 
                       
                

 

 

    

 

 

   

 

 

   

 

 

 

Total traded indices

                 $ 876,899      $ (1,168,945   $ (161,742   $ 130,304  
                

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Buy protection:

                       

United Mexican States

     GSC        USD        170,000        (1.00 %)/1.66%      12/20/21      $ 6,247      $ —      $ 4,900     $ (1,347
                

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Sell protection:

                       

Russian Government International Bond

     GSC        USD        431,000        1.00 %/1.82%      12/20/21      $ —        $ (15,178   $ (15,597   $ (419
                

 

 

    

 

 

   

 

 

   

 

 

 
                       

Total single-name issues

                 $ 6,247      $ (15,178   $ (10,697   $ (1,766
                

 

 

    

 

 

   

 

 

   

 

 

 
                       
                

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC contracts

                 $ 883,146      $ (1,184,123   $ (172,439   $ 128,538  
                

 

 

    

 

 

   

 

 

   

 

 

 

 


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
(b) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on January 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2017  
        Reference Entity   

Notional

Amount (a)

     (Pay)/Receive
Fixed Rate
     Expiration
Date
     Cost Basis     Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

                  

Buy protection:

                  

CDX.NA.HY.27

     USD        4,040,000        (5.00%)        12/20/21      $ (145,156   $ (267,422   $ (122,266

CDX.NA.HY.27

     USD        4,234,000        (5.00%)        12/20/21        240,000       280,263       40,263  

CDX.NA.IG.26

     USD        3,185,000        (1.00%)        06/20/21        (26,932     (56,714     (29,782
              

 

 

   

 

 

   

 

 

 

Total

               $       67,912     $ (43,873   $ (111,785
              

 

 

   

 

 

   

 

 

 

Sell protection:

                  

ITRAXX.XOV.26

     EUR        154,000        5.00%        12/20/21        11,126       15,090       3,964  
              

 

 

   

 

 

   

 

 

 
                  
              

 

 

   

 

 

   

 

 

 

Total

               $ 79,038     $ (28,783   $ (107,821
              

 

 

   

 

 

   

 

 

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

 

Cross Currency Swap Contracts Outstanding at January 31, 2017  
    Receive    Pay    Maturity
Date (1)
     Counter-
party
     Notional
Amount of
Currency
Received
     Notional
Amount of
Currency
Delivered
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

 

 
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered    Fixed Rate equal to 3.12% based on the notional amount of currency delivered      03/16/22        DEUT        USD 92,103        CNH 624,000      $ —                $     (1,459)        $           704        $         2,163  
Fixed Rate equal to 3.12% based on the notional amount of currency delivered    Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered      03/16/22        DEUT        CNH 624,000        USD 92,103        1,459          —          (9,388)          (10,847)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total

                  $ 1,459        $ (1,459)        $ (8,684)        $ (8,684)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

OTC Interest Rate Swap Contracts Outstanding at January 31, 2017

 

 
Counter-
party
   Payments made
by Fund
       Payments received
    by Fund
   Notional
Amount
     Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

BCLY

   1.89% Fixed    CPURNSA      USD        4,459,000        07/15/24      $         —        $           —        $       169,058        $     169,058    
                 

 

 

    

 

 

    

 

 

    

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2017  
Payments made
by Fund
   Payments received by
Fund
 

Notional Amount

     Expiration
Date
   Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 
12M Federal Funds Rate    1.00% Fixed     USD        2,118,000      09/29/26    $     58,874       $           —       $     176,005        $ 117,131    
12M Federal Funds Rate    1.62% Fixed     USD        1,810,000      11/14/26      —         —         49,752          49,752    
1M MXN TIIE    8.27% Fixed     MXN        2,215,000      12/30/26      —         —         (3,262)         (3,262)   
             

 

 

    

 

 

    

 

 

    

 

 

 

Total

              $ 58,874       $ —       $ 222,495        $ 163,621    
             

 

 

    

 

 

    

 

 

    

 

 

 

 

Foreign Currency Contracts Outstanding at January 31, 2017  
Currency    Buy / Sell      Delivery Date    Counterparty    Contract
Amount
     Market Value †      Unrealized
Appreciation/
(Depreciation)
 

BRL

     Buy        03/15/17    MSC                            $     635,239      $           646,037      $ 10,798  

BRL

     Sell        03/15/17    MSC      15,843        16,001        (158

BRL

     Sell        03/15/17    GSC      128,322        131,780        (3,458

BRL

     Sell        03/15/17    GSC      127,666        136,173        (8,507

BRL

     Sell        03/15/17    SSG      762,189        825,509        (63,320

CAD

     Buy        02/28/17    BMO      213,748        215,236        1,488  

CHF

     Sell        02/28/17    SCB      641,744        648,667        (6,923

CNY

     Buy        03/15/17    SCB      80,530        81,850        1,320  

COP

     Buy        03/15/17    CIB      218,495        219,663        1,168  

COP

     Sell        03/15/17    BCLY      214,464        213,718        746  

COP

     Sell        03/15/17    SSG      212,723        219,663        (6,940

EUR

     Buy        03/15/17    BNP      135,983        137,360        1,377  

EUR

     Buy        03/15/17    BCLY      139,984        140,605        621  

EUR

     Buy        03/15/17    CBK      127,650        124,382        (3,268

EUR

     Buy        03/15/17    UBS      85,997        81,119        (4,878

EUR

     Buy        03/15/17    BOA      114,591        108,158        (6,433

EUR

     Buy        03/15/17    UBS      728,177        668,416        (59,761

EUR

     Sell        02/28/17    BCLY      37,477        37,822        (345

EUR

     Sell        02/28/17    UBS      4,293,061        4,345,132        (52,071

EUR

     Sell        03/15/17    BOA      583,903        565,665                        18,238  

EUR

     Sell        03/15/17    BOA      106,639        102,750        3,889  

EUR

     Sell        03/15/17    BOA      311,771        313,658        (1,887

EUR

     Sell        03/15/17    MSC      269,282        272,558        (3,276

GBP

     Sell        02/28/17    MSC      1,043,175        1,044,645        (1,470

HUF

     Buy        03/14/17    CBK      31,527        32,426        899  

JPY

     Sell        02/28/17    BCLY      1,473,873        1,484,703        (10,830

MXN

     Buy        03/15/17    RBC      39,402        39,075        (327

MXN

     Sell        03/15/17    JPM      274,677        262,607        12,070  

PHP

     Buy        03/15/17    CBK      2,366        2,408        42  

RON

     Sell        06/26/17    CBK      581,707        561,315        20,392  

RON

     Sell        08/28/17    JPM      181,215        171,220        9,995  

RON

     Sell        08/28/17    BNP      109,624        103,696        5,928  

RUB

     Buy        03/15/17    CBK      329,355        326,849        (2,506

RUB

     Buy        06/21/17    CBK      28,530        31,894        3,364  

RUB

     Sell        03/15/17    BOA      7,761        7,699        62  

RUB

     Sell        03/15/17    BCLY      294,684        319,151        (24,467

THB

     Buy        03/15/17    BCLY      396,281        398,129        1,848  

THB

     Sell        03/15/17    JPM      393,569        397,873        (4,304

TRY

     Buy        03/15/17    GSC      129,593        120,959        (8,634

TRY

     Buy        03/15/17    BCLY      132,298        120,960        (11,338

TRY

     Sell        03/15/17    BCLY      57,613        49,221        8,392  


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

TRY

   Sell                     03/15/17            HSBC      56,460                        48,175        8,285   

TRY

   Sell                     03/15/17            BNP      56,173        47,913        8,260   

TRY

   Sell                     03/15/17            HSBC      55,163        47,651        7,512   

TRY

   Sell                     03/15/17            JPM      56,080        48,960        7,120   
                 

 

 

 

Total

                  $             (151,287)  
                 

 

 

 

 

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)

    

Counterparty Abbreviations:

    
BCLY    Barclays   
BMO    Bank of Montreal   
BNP    BNP Paribas Securities Services   
BOA    Banc of America Securities LLC   
CBK    Citibank NA   
CIB    Canadian Imperial Bank of Commerce   
CIB    Credit Agricole   
CSI    Credit Suisse International   
DEUT    Deutsche Bank Securities, Inc.   
GSC    Goldman Sachs & Co.   
HSBC    HSBC Bank USA   
JPM    JP Morgan Chase & Co.   
MLI    Merrill Lynch International   
MSC    Morgan Stanley   
RBC    RBC Dominion Securities, Inc.   
SCB    Standard Chartered Bank   
SSG    State Street Global Markets LLC   
UBS    UBS AG   

Currency Abbreviations:

    
BRL    Brazilian Real   
CAD    Canadian Dollar   
CHF    Swiss Franc   
CLP    Chilean Peso   
CNH    Chinese Renminbi   
CNY    Chinese Yuan   
COP    Colombian Peso   
EUR    Euro   
GBP    British Pound   
HUF    Hungarian Forint   
IDR    Indonesian Rupiah   
INR    Indian Rupee   
JPY    Japanese Yen   
MXN    Mexican Peso   
MYR    Malaysian Ringgit   
PEN    Peruvian Nuevo Sol   
PHP    Philippine Peso   
PLN    Polish Zloty   
RON    New Romanian Leu   
RUB    Russian Ruble   
THB    Thai Baht   
TRY    Turkish Lira   
USD    United States Dollar   
ZAR    South African Rand   

Index Abbreviations:

    
ABX.HE    Markit Asset Backed Security Home Equity   
ABX.HE.PEN    Markit Asset Backed Security Home Equity Penultimate   
CDX.EM    Credit Derivatives Emerging Markets   
CDX.NA.HY    Credit Derivatives North American High Yield   
CDX.NA.IG    Credit Derivatives North American Investment Grade   
CMBX.NA    Markit Commercial Mortgage Backed North American   
CPURNSA    Consumer Price All Urban Non-Seasonally Adjusted   
ITRAXX.XOV    Markit iTraxx Index - Europe Crossover   
PrimeX.ARM    Markit PrimeX Adjustable Rate Mortgage Backed Security


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Other Abbreviations:
CLO   

Collateralized Loan Obligation

CMO   

Collateralized Mortgage Obligation

EM   

Emerging Markets

FHLMC   

Federal Home Loan Mortgage Corp.

FNMA   

Federal National Mortgage Association

GNMA   

Government National Mortgage Association

LIBOR   

London Interbank Offered Rate

MSCI   

Morgan Stanley Capital International

OJSC   

Open Joint Stock Company

OTC   

Over-the-Counter

TBA   

To Be Announced

TIIE   

Interbank Equilibrium Interest Rate


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

    Total     Level 1(1)     Level 2(1)             Level 3(1)           

Assets

       

Common Stocks

       

Energy

  $ 24,262      $ —      $ —      $ 24,262   

Utilities

    27,022        27,022        —        —   

Asset & Commercial Mortgage Backed Securities

    29,889,400        —        29,889,400        —   

Corporate Bonds

    14,124,291        —        14,124,291        —   

Foreign Government Obligations

    2,790,944        —        2,790,944        —   

Municipal Bonds

    1,638,699        —        1,638,699        —   

Senior Floating Rate Interests

    13,947,676        —        13,947,676        —   

U.S. Government Agencies

    42,200,084        —        42,200,084        —   

U.S. Government Securities

    5,470,800        —        5,470,800        —   

Short-Term Investments

    7,694,229        7,135,914       558,315        —   

Purchased Options

    8,688        —        8,688        —   

Foreign Currency Contracts(2)

    133,814        —        133,814        —   

Futures Contracts(2)

    34,695        34,695       —        —   

Swaps - Credit Default(2)

    497,993        —        497,993        —   

Swaps - Cross Currency(2)

    2,163        —        2,163        —   

Swaps - Interest Rate(2)

    335,941        —        335,941        —   
 

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     118,820,701      $         7,197,631      $     111,598,808      $ 24,262   
 

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

       

Foreign Currency Contracts(2)

  $ (285,101)     $ —      $ (285,101)      $ —   

Futures Contracts(2)

    (12,727)       (12,727)       —        —   

Swaps - Credit Default(2)

    (477,276)       —        (477,276)       —   

Swaps - Cross Currency(2)

    (10,847)       —        (10,847)       —   

Swaps - Interest Rate(2)

    (3,262)       —        (3,262)       —   

TBA Sale Commitments

    (2,269,336)       —        (2,269,336)       —   
 

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ (3,058,549)     $ (12,727)     $ (3,045,822)     $ —   
 

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between any levels.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2017 is not presented.


 

  The Hartford World Bond Fund

 

  Schedule of Investments

  January 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 0.0%

  
  

United States - 0.0%

  
15,841   

Vistra Energy Corp.

   $                 256,783  
     

 

 

 
  

Total Common Stocks
(cost $711,734)

     256,783  
     

 

 

 

Asset & Commercial Mortgage Backed Securities - 13.5%

  
  

Bermuda - 0.0%

  
$         379,500   

Cal Funding II Ltd.
3.47%, 10/25/2027(1)

     367,401  
     

 

 

 
  

Canada - 0.2%

  
5,200,000   

CARDS II Trust
1.47%, 07/15/2021(1)(2)

     5,222,343  
     

 

 

 
  

Cayman Islands - 3.3%

  
5,000,000   

A Voce CLO Ltd.
2.48%, 07/15/2026(1)(2)

     5,016,880  
4,615,000   

American Money Management Corp.
2.49%, 07/27/2026(1)(2)

     4,619,361  
  

Apidos CLO

  
2,900,000   

2.12%, 04/15/2025(1)(2)

     2,893,429  
3,380,000   

2.45%, 07/22/2026(1)(2)

     3,380,399  
3,840,000   

2.48%, 01/19/2025(1)(2)

     3,839,777  
  

Ares CLO Ltd.

  
1,205,966   

1.88%, 04/20/2023(1)(2)

     1,200,712  
3,835,000   

2.22%, 04/17/2026(1)(2)(3)

     3,833,082  
3,845,000   

2.54%, 04/17/2026(1)(2)

     3,852,613  
2,675,000   

2.91%, 12/05/2025(1)(2)

     2,688,118  
2,725,000   

Babson CLO Ltd.
2.13%, 04/20/2025(1)(2)

     2,723,629  
  

Carlyle Global Market Strategies Ltd.

  
3,390,000   

2.14%, 07/15/2025(1)(2)

     3,386,861  
875,000   

2.17%, 04/18/2025(1)(2)

     873,737  
  

Cent CLO Ltd.

  
3,970,000   

2.52%, 01/25/2026(1)(2)

     3,968,003  
2,780,000   

2.53%, 07/27/2026(1)(2)

     2,779,405  
  

CIFC Funding Ltd.

  
2,150,000   

2.38%, 10/17/2026(1)(2)

     2,149,981  
3,750,000   

2.45%, 10/21/2028(1)(2)

     3,748,069  
4,555,000   

2.52%, 04/18/2025(1)(2)

     4,566,989  
3,990,000   

Dryden Senior Loan Fund
2.37%, 04/18/2026(1)(2)

     3,990,176  
2,455,000   

Eaton Vance CLO Ltd.
2.47%, 07/15/2026(1)(2)

     2,461,174  
250,000   

Galaxy CLO Ltd.
2.59%, 01/24/2027(1)(2)

     249,958  
2,315,000   

JFIN CLO Ltd.
2.72%, 04/24/2029(1)(2)(3)

     2,313,842  
  

LSTAR Securities Investment Trust

  
1,570,000   

2.77%, 01/01/2022(1)(2)

     1,561,864  
822,241   

2.77%, 09/01/2021(1)(2)

     812,960  
2,661,618   

2.77%, 10/01/2021(1)(2)

     2,632,508  
1,939,682   

2.77%, 11/01/2021(1)(2)

     1,914,262  
  

Madison Park Funding Ltd.

  
3,760,000   

2.28%, 07/20/2026(1)(2)

     3,758,105  
3,735,000   

2.32%, 10/23/2025(1)(2)

     3,733,898  
2,390,000   

2.48%, 01/19/2025(1)(2)

     2,394,601  
1,750,000   

2.93%, 04/20/2026(1)(2)

     1,749,113  
4,245,000   

Neuberger Berman CLO Ltd.
2.35%, 08/04/2025(1)(2)

     4,260,193  
650,000   

Oaktree EIF II Ltd.
2.46%, 02/15/2026(1)(2)

     649,874  
4,455,000   

OCP CLO Ltd.
2.55%, 04/17/2027(1)(2)

     4,458,827  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$         3,880,000   

OZLM Funding Ltd.
2.52%, 01/17/2026(1)(2)

   $               3,904,025  
500,000   

Race Point CLO Ltd.
2.53%, 04/15/2027(1)(2)

     500,982  
1,555,000   

Seneca Park CLO Ltd.
2.50%, 07/17/2026(1)(2)

     1,560,118  
1,215,000   

Shackleton CLO Ltd.
2.97%, 04/15/2027(1)(2)

     1,219,975  
2,435,000   

Sheridan Square CLO Ltd.
2.19%, 04/15/2025(1)(2)

     2,429,193  
2,850,000   

Sound Point CLO Ltd.
2.69%, 10/20/2028(1)(2)

     2,860,921  
2,620,000   

Vibrant CLO Ltd.
2.51%, 04/20/2026(1)(2)

     2,618,677  
1,725,000   

Voya CLO Ltd.
2.47%, 07/17/2026(1)(2)

     1,726,151  
3,975,000   

Zais CLO Ltd.
2.41%, 10/15/2028(1)(2)

     3,945,911  
     

 

 

 
        113,228,353  
     

 

 

 
  

United Kingdom - 0.0%

  
GBP         425,000   

Canary Wharf Finance II plc
5.95%, 10/22/2037(4)

     657,230  
     

 

 

 
  

United States - 10.0%

  
  

Adjustable Rate Mortgage Trust

  
$            618,150   

1.04%, 11/25/2035(2)

     574,079  
224,652   

1.27%, 01/25/2036(2)

     194,114  
975,000   

Ally Auto Receivables Trust
2.01%, 08/17/2020

     976,004  
  

Alternative Loan Trust

  
780,919   

1.04%, 01/25/2036(2)

     678,276  
399,944   

1.08%, 11/25/2035(2)

     335,098  
499,330   

1.17%, 10/25/2036(2)

     281,736  
448,286   

1.27%, 12/25/2035(2)

     295,182  
741,034   

5.50%, 12/25/2035

     617,572  
802,990   

5.75%, 05/25/2036

     616,384  
390,359   

6.00%, 05/25/2036

     292,981  
625,781   

American Credit Acceptance Receivables Trust
3.96%, 05/15/2019(1)

     628,193  
  

American Home Mortgage Assets Trust

  
112,294   

0.90%, 03/25/2047(2)

     92,194  
976,825   

0.96%, 09/25/2046(2)

     741,872  
633,046   

0.96%, 10/25/2046(2)

     501,991  
514,638   

1.54%, 10/25/2046(2)

     407,031  
1,777,311   

AmeriCredit Automobile Receivables Trust
2.35%, 12/10/2018

     1,779,972  
3,761,411   

Angel Oak Mortgage Trust I LLC
3.50%, 07/25/2046(1)(5)

     3,763,397  
  

Banc of America Commercial Mortgage Trust

  
2,475,000   

3.12%, 09/15/2048(1)(2)

     1,451,150  
1,457,937   

5.49%, 02/10/2051

     1,471,211  
  

Banc of America Funding Trust

  
1,601,342   

1.01%, 02/20/2047(2)

     1,493,812  
282,759   

5.77%, 05/25/2037(2)

     252,130  
335,312   

5.85%, 01/25/2037(5)

     283,899  
601,238   

6.05%, 10/25/2036(5)

     498,316  
  

Banc of America Mortgage Trust

  
864,954   

3.25%, 07/25/2033(2)

     866,343  
1,393,517   

3.25%, 09/25/2035(2)

     1,341,142  
1,329,166   

Bayview Opportunity Master Trust
2.53%, 10/27/2027(1)(2)

     1,327,890  
  

Bear Stearns Adjustable Rate Mortgage Trust

  
1,361,219   

2.82%, 08/25/2035(2)

     1,356,191  
1,140,756   

3.09%, 10/25/2035(2)

     1,130,502  
954,385   

3.24%, 07/25/2036(2)

     922,331  
1,022,335   

4.64%, 06/25/2047(2)

     936,723  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Bear Stearns Alt-A Trust

  
$         565,306   

1.09%, 08/25/2036(2)

   $               491,779  
1,730,655   

1.27%, 01/25/2036(2)

     1,536,367  
586,021   

3.30%, 09/25/2035(2)

     543,775  
  

Bear Stearns Mortgage Funding Trust

  
1,866,622   

0.95%, 10/25/2036(2)

     1,545,511  
534,571   

0.97%, 02/25/2037(2)

     447,299  
  

Cabela’s Master Credit Card Trust

  
1,805,000   

1.42%, 08/16/2021(1)(2)

     1,814,607  
1,790,000   

2.25%, 07/17/2023

     1,801,558  
555,000   

Capital Auto Receivables Asset Trust
2.43%, 09/21/2020

     557,534  
  

CarMax Auto Owner Trust

  
2,410,000   

1.88%, 11/15/2019

     2,415,497  
1,120,000   

1.93%, 11/15/2019

     1,125,258  
1,745,000   

2.08%, 01/15/2020

     1,746,652  
103,968   

CD Mortgage Trust
5.89%, 11/15/2044(2)

     105,376  
1,935,000   

CFCRE Commercial Mortgage Trust
3.83%, 12/15/2047

     2,034,971  
2,472,955   

Chase Mortgage Finance Trust
3.19%, 12/25/2035(2)

     2,360,374  
194,011   

ChaseFlex Trust 5.50%, 06/25/2035

     171,447  
  

CHL Mortgage Pass-Through Trust

  
1,172,241   

1.45%, 03/25/2035(2)

     919,829  
2,030,954   

2.96%, 06/20/2035(2)

     1,902,639  
1,854,248   

3.03%, 04/25/2037(2)

     1,746,531  
751,585   

3.12%, 09/25/2047(2)

     693,575  
500,148   

3.21%, 03/20/2036(2)

     409,675  
743,413   

Chrysler Capital Auto Receivables Trust
1.27%, 03/15/2019(1)

     743,155  
  

Citigroup Commercial Mortgage Trust

  
365,000   

3.62%, 07/10/2047

     379,196  
770,000   

4.40%, 03/10/2047(1)(2)

     555,346  
434,786   

Citigroup Mortgage Loan Trust
3.11%, 07/25/2036(2)

     272,488  
1,527,580   

COLT Mortgage Loan Trust
2.75%, 09/25/2046(1)(2)

     1,539,386  
3,323,934   

Commercial Mortgage Loan Trust
6.10%, 12/10/2049(2)

     3,377,506  
  

Commercial Mortgage Pass-Through Certificates

  
34,318,735   

0.84%, 02/10/2047(2)(6)

     1,135,202  
1,080,000   

4.24%, 02/10/2047(2)

     1,164,606  
1,795,000   

4.75%, 10/15/2045(1)(2)

     1,097,930  
  

Commercial Mortgage Trust

  
2,605,000   

2.85%, 10/15/2045

     2,628,938  
1,590,000   

3.10%, 03/10/2046

     1,617,124  
465,000   

3.61%, 06/10/2046(2)

     485,642  
3,810,000   

3.69%, 08/10/2047

     3,938,208  
2,230,000   

3.80%, 08/10/2047

     2,336,537  
2,140,000   

4.02%, 07/10/2045

     2,282,058  
1,280,000   

4.07%, 02/10/2047(2)

     1,366,604  
4,425,085   

4.23%, 07/10/2045(2)

     4,793,386  
1,885,000   

4.57%, 10/15/2045(1)(2)

     1,262,328  
308,266   

5.74%, 12/10/2049

     311,467  
  

Countrywide Alternative Loan Trust

  
656,774   

0.91%, 04/25/2047(2)

     561,715  
777,337   

1.57%, 12/25/2035(2)

     640,386  
1,174,608   

Countrywide Home Loans, Inc.
2.99%, 11/20/2035(2)

     989,849  
207,950   

CPS Auto Trust
1.94%, 03/16/2020(1)

     208,008  
  

Credit Suisse Commercial Mortgage Trust

  
706,363   

5.75%, 03/25/2036

     638,846  
70,000   

6.06%, 02/15/2041(2)

     71,173  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$               37,274   

Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037

   $                 36,292  
  

CSAIL Commercial Mortgage Trust

  
53,800,341   

0.88%, 06/15/2057(2)(6)

     2,678,536  
14,967,246   

0.96%, 04/15/2050(2)(6)

     822,615  
2,685,022   

3.45%, 08/15/2048

     2,739,820  
2,213,164   

CSMC Trust
3.50%, 08/25/2043(1)(2)

     2,222,847  
898,988   

DB Master Finance LLC
3.26%, 02/20/2045(1)

     901,651  
960,041   

DBUBS Mortgage Trust
0.75%, 11/10/2046(1)(2)(6)

     20,672  
1,805,000   

Discover Card Execution Note Trust
1.45%, 03/15/2021

     1,802,162  
2,500,000   

Drive Auto Receivables Trust
2.37%, 11/16/2020(1)

     2,478,248  
  

DSLA Mortgage Loan Trust

  
141,165   

1.13%, 01/19/2045(2)

     121,935  
2,124,310   

1.49%, 03/19/2046(2)

     1,834,674  
926,788   

DT Auto Owner Trust
1.88%, 05/15/2019(1)

     926,763  
  

Enterprise Fleet Financing LLC

  
964,611   

1.51%, 03/20/2019(1)

     964,621  
1,500,000   

2.09%, 02/22/2021(1)

     1,500,585  
535,000   

2.13%, 07/20/2022(1)

     535,097  
389,846   

Exeter Automobile Receivables Trust
1.54%, 11/15/2019(1)

     389,764  
245,000   

Fannie Mae Connecticut Avenue Securities
4.32%, 07/25/2029(1)(2)

     247,337  
  

First Investors Auto Owner Trust

  
476,498   

1.49%, 01/15/2020(1)

     476,415  
414,820   

1.53%, 11/16/2020(1)

     414,149  
500,000   

Ford Credit Floorplan Master Owner Trust
1.69%, 09/15/2019

     500,439  
  

FREMF Mortgage Trust

  
1,195,000   

3.39%, 07/25/2022(1)(2)

     1,176,832  
1,190,000   

3.72%, 10/25/2048(1)(2)

     1,165,365  
825,000   

GE Commercial Mortgage Corp.
5.61%, 12/10/2049(2)

     825,833  
2,280,262   

GLS Auto Receivables Trust
2.73%, 10/15/2020(1)

     2,278,771  
  

GMAC Mortgage Corp. Loan Trust

  
374,999   

3.43%, 09/19/2035(2)

     343,725  
719,289   

3.61%, 04/19/2036(2)

     647,829  
1,260,000   

GreatAmerica Leasing Receivables
1.86%, 08/15/2020(1)

     1,260,898  
975,000   

Green Tree Agency Advance Funding Trust
3.10%, 10/15/2048(1)

     968,117  
  

GreenPoint Mortgage Funding Trust

  
541,689   

0.93%, 02/25/2037(2)

     489,311  
514,221   

1.28%, 10/25/2045(2)

     449,032  
  

GS Mortgage Securities Trust

  
2,470,000   

3.38%, 05/10/2045

     2,567,356  
2,330,000   

3.58%, 06/10/2047(1)

     1,412,889  
615,000   

3.67%, 04/10/2047(1)

     314,616  
1,742,000   

3.72%, 01/10/2047(1)

     841,785  
4,725,242   

4.07%, 01/10/2047

     5,037,757  
1,875,000   

4.87%, 04/10/2047(1)(2)

     1,429,952  
  

GSAA Home Equity Trust

  
625,343   

0.82%, 12/25/2046(2)

     393,630  
3,016,020   

0.84%, 12/25/2046(2)

     1,638,965  
1,525,626   

0.85%, 02/25/2037(2)

     821,853  
2,479,134   

0.87%, 03/25/2037(2)

     1,315,953  
2,244,693   

0.89%, 05/25/2047(2)

     1,683,447  
1,190,551   

0.95%, 11/25/2036(2)

     582,144  
976,400   

0.99%, 05/25/2047(2)

     737,530  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$      1,684,240   

1.00%, 04/25/2047(2)

   $              1,122,277  
1,795,552   

1.09%, 04/25/2047(2)

     1,232,165  
677,865   

5.88%, 09/25/2036(5)

     349,182  
532,303   

5.99%, 06/25/2036(2)

     267,667  
  

GSR Mortgage Loan Trust

  
1,379,346   

3.24%, 10/25/2035(2)

     1,206,116  
717,653   

3.24%, 07/25/2035(2)

     669,866  
252,361   

3.30%, 05/25/2037(2)

     206,030  
3,458,070   

3.53%, 01/25/2036(2)

     3,219,677  
  

HarborView Mortgage Loan Trust

  
1,664,866   

0.96%, 01/19/2038(2)

     1,449,056  
2,572,111   

1.01%, 12/19/2036(2)

     2,087,585  
192,167   

1.10%, 09/19/2035(2)

     163,201  
1,660,220   

1.47%, 01/19/2035(2)

     1,093,973  
446,075   

1.77%, 10/25/2037(2)

     416,838  
1,640,252   

Honor Automobile Trust Securitization
2.94%, 11/15/2019(1)

     1,642,978  
1,065,000   

Huntington Auto Trust
1.95%, 06/15/2021

     1,065,594  
540,000   

Hyundai Automotive Receivables Trust
2.10%, 11/15/2019

     540,258  
594,132   

Impac CMB Trust
1.57%, 10/25/2034(2)

     569,644  
  

IndyMac INDA Mortgage Loan Trust

  
276,098   

3.38%, 09/25/2036(2)

     219,775  
1,093,700   

3.40%, 12/25/2036(2)

     993,660  
  

IndyMac Index Mortgage Loan Trust

  
1,409,380   

0.97%, 10/25/2036(2)

     1,195,733  
74,160   

1.01%, 07/25/2035(2)

     65,092  
714,097   

1.05%, 07/25/2035(2)

     575,677  
1,571,644   

1.17%, 07/25/2046(2)

     957,063  
442,368   

3.09%, 08/25/2035(2)

     356,202  
  

JP Morgan Chase Commercial Mortgage Securities Trust

  
5,493,506   

2.27%, 02/12/2051(2)

     5,276,594  
3,059,000   

2.73%, 10/15/2045(1)(2)

     1,698,938  
950,000   

2.83%, 10/15/2045

     959,835  
700,000   

4.00%, 08/15/2046(1)(2)

     563,156  
2,383,352   

4.17%, 08/15/2046

     2,546,792  
1,535,924   

4.41%, 12/15/2047(1)(2)

     1,177,964  
2,216,968   

5.73%, 02/12/2049(2)

     2,222,263  
  

JP Morgan Mortgage Trust

  
851,398   

2.98%, 11/25/2035(2)

     796,497  
1,301,801   

3.00%, 09/25/2044(1)(2)

     1,318,768  
1,657,286   

3.01%, 08/25/2036(2)

     1,515,246  
297,670   

3.07%, 10/25/2036(2)

     279,160  
2,523,754   

3.24%, 02/25/2035(2)

     2,562,642  
1,408,492   

3.33%, 05/25/2036(2)

     1,278,938  
199,746   

6.00%, 01/25/2037

     162,778  
  

JPMBB Commercial Mortgage Securities Trust

  
69,016,411   

0.84%, 09/15/2047(2)(6)

     2,458,972  
845,000   

3.78%, 08/15/2047

     884,786  
  

Lehman XS Trust

  
701,847   

0.96%, 11/25/2046(2)

     580,973  
966,534   

1.61%, 09/25/2047(2)

     797,806  
2,060,000   

Lendmark Funding Trust
3.26%, 04/21/2025(1)

     2,056,637  
1,597,294   

Long Beach Mortgage Loan Trust
1.39%, 08/25/2033(2)

     1,492,535  
  

LSTAR Securities Investment Trust

  
738,553   

2.77%, 03/01/2020(1)(2)

     732,255  
1,176,971   

2.77%, 04/01/2020(1)(2)

     1,175,865  
2,844,657   

2.77%, 05/01/2020(1)(2)

     2,825,513  
1,056,914   

2.77%, 08/01/2020(1)(2)

     1,056,842  
730,933   

Luminent Mortgage Trust
1.03%, 11/25/2035(2)

     661,302  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$      937,382   

MASTR Adjustable Rate Mortgages Trust
1.01%, 05/25/2037(2)

   $                 578,576  
  

Merrill Lynch Mortgage Investors Trust

  
126,792   

2.84%, 05/25/2033(2)

     124,513  
4,333,826   

2.90%, 12/25/2034(2)

     4,345,922  
915,713   

3.26%, 07/25/2035(2)

     708,408  
903,147   

Mill City Mortgage Loan Trust
2.50%, 04/25/2057(1)(2)

     898,869  
1,252,628   

Morgan Stanley Asset-Backed Securities Capital I, Inc. Trust
0.92%, 06/25/2036(2)

     1,076,417  
  

Morgan Stanley Bank of America Merrill Lynch Trust

  
13,217,445   

1.12%, 10/15/2048(2)(6)

     909,030  
1,480,000   

2.92%, 02/15/2046

     1,497,694  
2,090,000   

3.13%, 12/15/2048

     2,133,371  
2,930,000   

4.08%, 07/15/2046(2)

     3,156,314  
1,505,000   

4.50%, 08/15/2045(1)

     1,071,360  
  

Morgan Stanley Capital I Trust

  
2,990,449   

3.24%, 03/15/2045

     3,094,983  
1,555,000   

5.16%, 07/15/2049(1)(2)

     1,280,166  
100,000   

5.43%, 09/15/2047(1)(2)

     109,420  
1,246,980   

5.57%, 12/15/2044

     1,266,703  
470,206   

6.28%, 01/11/2043(2)

     485,389  
2,728,000   

6.28%, 01/11/2043(1)(2)

     2,706,268  
  

Morgan Stanley Mortgage Loan Trust

  
1,767,609   

0.94%, 11/25/2036(2)

     772,898  
541,220   

2.83%, 06/25/2037(2)

     366,881  
197,077   

3.16%, 05/25/2036(2)

     138,035  
444,917   

Morgan Stanley Re-Remic Trust
5.80%, 08/15/2045(1)(2)

     445,374  
  

Nationstar HECM Loan Trust

  
1,192,915   

2.01%, 08/25/2026(1)

     1,190,789  
373,646   

2.24%, 06/25/2026(1)

     375,631  
386,580   

2.88%, 11/25/2025(1)

     386,734  
  

New Residential Mortgage Loan Trust

  
686,980   

3.25%, 09/25/2056(1)(2)

     695,686  
929,831   

3.75%, 11/26/2035(1)(2)

     964,351  
843,989   

Nomura Asset Acceptance Corp. Alternative Loan Trust
3.91%, 06/25/2036(2)

     694,831  
4,690,000   

NRZ Advance Receivables Trust
2.58%, 10/15/2049(1)

     4,648,508  
3,905,000   

Ocwen Master Advance Receivables Trust
3.21%, 11/15/2047(1)

     3,903,270  
845,000   

OneMain Financial Issuance Trust
3.66%, 02/20/2029(1)

     858,092  
384,209   

Prime Mortgage Trust
5.50%, 06/25/2036

     361,764  
657,111   

RBSGC Mortgage Pass-Through Certificates
6.25%, 01/25/2037

     618,987  
2,826,255   

Renaissance Home Equity Loan Trust
1.29%, 03/25/2034(2)

     2,727,827  
  

Residential Accredit Loans, Inc.

  
874,278   

1.07%, 04/25/2036(2)

     628,835  
1,766,847   

1.92%, 11/25/2037(2)

     1,225,717  
442,521   

Residential Asset Securitization Trust
1.22%, 03/25/2035(2)

     347,349  
  

Residential Funding Mortgage Securities, Inc.

  
2,998,415   

3.28%, 08/25/2035(2)

     2,226,342  
616,731   

3.63%, 04/25/2037(2)

     529,768  
137,969   

5.75%, 01/25/2036

     109,174  
173,543   

6.00%, 04/25/2037

     153,275  
218,739   

6.00%, 07/25/2037

     201,673  
  

Sequoia Mortgage Trust

  
1,678,290   

1.44%, 06/20/2033(2)

     1,588,362  
677,315   

4.72%, 07/20/2037(2)

     595,486  
  

SFAVE Commercial Mortgage Securities Trust

  
1,935,000   

3.87%, 01/05/2043(1)(2)

     1,888,426  
3,015,000   

4.14%, 01/05/2043(1)(2)

     2,979,273  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$          905,456   

Skopos Auto Receivables Trust
3.55%, 02/15/2020(1)

   $                907,453  
1,341,414   

Social Professional Loan Program
2.72%, 10/27/2036(1)

     1,348,188  
  

SoFi Consumer Loan Program LLC

  
1,301,545   

3.05%, 12/26/2025(1)

     1,299,588  
945,000   

3.28%, 01/26/2026(1)

     946,658  
  

Springleaf Funding Trust

  
461,408   

2.41%, 12/15/2022(1)

     462,056  
3,510,000   

3.16%, 11/15/2024(1)

     3,542,320  
3,215,000   

3.48%, 05/15/2028(1)

     3,226,153  
  

Springleaf Mortgage Loan Trust

  
1,001,047   

1.78%, 12/25/2065(1)(2)

     997,521  
920,000   

3.52%, 12/25/2065(1)(2)

     922,367  
2,770,000   

3.79%, 09/25/2057(1)(2)

     2,769,698  
753,000   

SPS Servicer Advance Receivables Trust
3.59%, 11/15/2049(1)

     748,838  
  

Structured Adjustable Rate Mortgage Loan Trust

  
890,348   

1.07%, 09/25/2034(2)

     777,196  
1,743,498   

3.22%, 06/25/2035(2)

     1,526,456  
564,212   

Structured Asset Mortgage Investments II Trust
1.00%, 02/25/2036(2)

     478,245  
1,225,990   

Structured Asset Securities Corp.
5.75%, 06/25/2035

     1,143,907  
297,660   

Structured Asset Securities Corp. Mortgage Pass-Through Ctertificates
3.34%, 11/25/2033(2)

     294,507  
787,792   

TAL Advantage LLC
2.83%, 02/22/2038(1)

     749,287  
1,944,272   

Terwin Mortgage Trust
1.71%, 12/25/2034(2)

     1,858,051  
1,064,082   

Thornburg Mortgage Securities Trust
2.82%, 04/25/2045(2)

     1,069,739  
  

Towd Point Mortgage Trust

  
1,624,834   

2.25%, 08/25/2055(1)(2)

     1,611,466  
1,316,419   

2.25%, 07/25/2056(1)(2)

     1,302,628  
3,110,796   

2.75%, 04/25/2055(1)(2)

     3,113,974  
1,003,572   

2.75%, 05/25/2055(1)(2)

     1,005,274  
1,020,017   

2.75%, 08/25/2055(1)(2)

     1,021,194  
1,600,196   

3.00%, 03/25/2054(1)(2)

     1,613,437  
  

UBS-Barclays Commercial Mortgage Trust

  
5,950,000   

3.19%, 03/10/2046

     6,081,922  
1,550,000   

3.24%, 04/10/2046

     1,588,289  
1,095,000   

4.09%, 03/10/2046(1)(2)

     797,819  
915,122   

United Auto Credit Securitization Trust
1.67%, 09/10/2018(1)

     916,322  
  

WaMu Mortgage Pass-Through Certificates Trust

  
940,076   

1.19%, 06/25/2044(2)

     876,361  
2,126,224   

1.19%, 07/25/2044(2)

     2,030,402  
239,444   

1.39%, 12/25/2046(2)

     200,500  
842,059   

2.10%, 11/25/2046(2)

     759,824  
1,735,783   

2.39%, 01/25/2037(2)

     1,458,255  
1,865,911   

2.61%, 06/25/2037(2)

     1,677,879  
832,284   

2.85%, 08/25/2036(2)

     747,567  
2,117,365   

2.85%, 10/25/2036(2)

     1,855,705  
2,365,516   

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
0.86%, 02/25/2037(2)

     1,508,079  
  

Wells Fargo Commercial Mortgage Trust

  
2,845,000   

2.88%, 05/15/2048(1)(2)

     1,708,857  
3,900,000   

2.92%, 10/15/2045

     3,967,019  
1,890,000   

3.36%, 09/15/2058(1)

     1,106,221  
375,000   

4.10%, 05/15/2048(2)

     307,601  
  

Wells Fargo Mortgage Backed Securities Trust

  
1,745,000   

3.07%, 10/25/2035(2)

     1,671,564  
932,680   

3.15%, 12/28/2037(2)

     860,221  
299,498   

3.23%, 10/25/2036(2)

     277,727  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Westlake Automobile Receivables Trust

  
$            307,911   

1.57%, 06/17/2019(1)

   $                 308,073  
3,440,000   

2.45%, 01/15/2021(1)

     3,459,853  
4,070,000   

2.46%, 01/18/2022(1)

     4,047,890  
1,765,000   

3.29%, 09/15/2021(1)

     1,781,652  
1,830,000   

4.40%, 05/17/2021(1)

     1,848,570  
  

WF-RBS Commercial Mortgage Trust

  
15,395,121   

1.38%, 03/15/2047(2)(6)

     938,764  
1,430,000   

2.88%, 12/15/2045

     1,453,010  
915,000   

3.07%, 03/15/2045

     932,374  
875,000   

3.72%, 05/15/2047

     914,189  
2,430,000   

4.00%, 05/15/2047

     2,579,960  
1,370,000   

4.05%, 03/15/2047

     1,458,468  
395,160   

4.10%, 03/15/2047

     422,251  
830,000   

4.90%, 06/15/2044(1)(2)

     910,585  
515,000   

5.00%, 06/15/2044(1)(2)

     436,124  
810,000   

5.00%, 04/15/2045(1)(2)

     497,217  
935,000   

5.59%, 04/15/2045(1)(2)

     942,529  
590,000   

Wheels SPV LLC
1.59%, 05/20/2025(1)

     588,045  
535,000   

World Omni Auto Receivables Trust
2.15%, 08/15/2022

     535,202  
     

 

 

 
        339,877,464  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $463,334,465)

     459,352,791  
     

 

 

 

Corporate Bonds - 23.2%

  
  

Argentina - 0.1%

  
1,820,000   

Cablevision S.A.
6.50%, 06/15/2021(1)

     1,874,600  
     

 

 

 
  

Australia - 0.1%

  
4,000,000   

BHP Billiton Finance USA Ltd.
1.63%, 02/24/2017

     4,001,232  
     

 

 

 
  

Bermuda - 0.0%

  
  

Weatherford International Ltd.

  
285,000   

5.95%, 04/15/2042

     222,924  
765,000   

6.50%, 08/01/2036

     648,338  
280,000   

7.00%, 03/15/2038

     242,200  
     

 

 

 
        1,113,462  
     

 

 

 
  

British Virgin Islands - 0.1%

  
2,280,000   

Gerdau Trade, Inc.
4.75%, 04/15/2023(1)

     2,245,800  
     

 

 

 
  

Canada - 0.5%

  
2,435,000   

Bombardier, Inc.
6.13%, 01/15/2023(1)

     2,380,213  
  

MEG Energy Corp.

  
1,130,000   

6.38%, 01/30/2023(1)

     1,050,900  
2,390,000   

6.50%, 01/15/2025(1)

     2,413,900  
1,370,000   

7.00%, 03/31/2024(1)

     1,287,800  
  

Teck Resources Ltd.

  
490,000   

8.00%, 06/01/2021(1)

     540,225  
1,020,000   

8.50%, 06/01/2024(1)

     1,187,025  
2,900,000   

Telesat Canada / Telesat LLC
8.88%, 11/15/2024(1)

     3,110,250  
560,000   

Tervita Escrow Corp.
7.63%, 12/01/2021(1)

     581,000  
  

Valeant Pharmaceuticals International, Inc.

  
3,390,000   

5.88%, 05/15/2023(1)

     2,580,637  
3,570,000   

6.13%, 04/15/2025(1)

     2,673,037  
     

 

 

 
        17,804,987  
     

 

 

 
  

Cayman Islands - 0.2%

  
  

Noble Holding International Ltd.

  
1,650,000   

6.20%, 08/01/2040

     1,287,000  
1,385,000   

7.75%, 01/15/2024

     1,376,344  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$            2,950,000   

Park Aerospace Holdings Ltd.
5.25%, 08/15/2022(1)(3)

   $                 3,023,750  
     

 

 

 
        5,687,094  
     

 

 

 
  

Denmark - 0.3%

  
10,650,000   

Danske Bank A/S
1.53%, 09/06/2019(1)(2)

     10,653,419  
     

 

 

 
  

France - 0.6%

  
2,555,000   

BNP Paribas S.A.
7.63%, 03/30/2021(1)(2)(7)

     2,682,750  
4,220,000   

Credit Agricole S.A.
8.13%, 12/23/2025(1)(2)(7)

     4,486,282  
4,775,000   

Danone S.A.
2.95%, 11/02/2026(1)

     4,546,062  
10,550,000   

Orange S.A.
1.63%, 11/03/2019

     10,380,757  
     

 

 

 
        22,095,851  
     

 

 

 
  

Ireland - 0.2%

  
    EUR         1,750,000   

Allied Irish Banks plc
7.38%, 12/03/2020(2)(4)(7)

     1,924,168  
  

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

  
2,450,000   

6.75%, 05/15/2024(4)

     2,879,498  
$         1,636,000   

7.25%, 05/15/2024(1)

     1,752,565  
     

 

 

 
        6,556,231  
     

 

 

 
  

Italy - 0.0%

  
430,000   

Intesa Sanpaolo S.p.A.
7.70%, 09/17/2025(1)(2)(7)

     392,375  
     

 

 

 
  

Japan - 0.1%

  
    JPY     400,000,000   

Toshiba Corp.
1.68%, 12/15/2020

     3,213,274  
     

 

 

 
  

Luxembourg - 0.4%

  
  

Altice Financing S.A.

  
EUR         1,185,000   

6.50%, 01/15/2022(4)

     1,343,679  
$         3,845,000   

7.50%, 05/15/2026(1)

     4,056,475  
825,000   

ArcelorMittal
7.25%, 02/25/2022

     930,188  
EUR         2,790,000   

ARD Finance S.A.
6.63%, 09/15/2023(1)(8)

     3,042,224  
$         1,975,000   

Camelot Finance S.A.
7.88%, 10/15/2024(1)

     2,088,562  
EUR         1,005,000   

Cirsa Funding Luxembourg S.A.
5.75%, 05/15/2021(1)

     1,139,728  
1,666,000   

Codere Finance 2 Luxembourg S.A.
6.75%, 11/01/2021(1)

     1,761,830  
     

 

 

 
        14,362,686  
     

 

 

 
  

Mexico - 0.2%

  
  

Cemex S.A.B. de C.V.

  
$         1,740,000   

6.13%, 05/05/2025(1)

     1,796,550  
200,000   

7.75%, 04/16/2026(1)

     222,250  
3,181,000   

Petroleos Mexicanos
5.75%, 03/01/2018

     3,295,516  
     

 

 

 
        5,314,316  
     

 

 

 
  

Netherlands - 0.6%

  
  

Constellium N.V.

  
    EUR            850,000   

7.00%, 01/15/2023(4)

     948,424  
$         1,445,000   

7.88%, 04/01/2021(1)

     1,551,569  
905,000   

NXP B.V. / NXP Funding LLC
3.75%, 06/01/2018(1)

     920,837  
  

Petrobras Global Finance B.V.

  
2,265,000   

4.38%, 05/20/2023

     2,089,462  
1,555,000   

5.63%, 05/20/2043

     1,212,900  
1,410,000   

7.38%, 01/17/2027

     1,463,862  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$       13,425,000   

Teva Pharmaceutical Finance Netherlands III B.V.
1.40%, 07/20/2018

   $            13,329,481  
     

 

 

 
        21,516,535  
     

 

 

 
  

Spain - 0.2%

  
  

Banco Bilbao Vizcaya Argentaria S.A.

  
EUR         1,000,000   

7.00%, 02/19/2019(2)(4)(7)

     1,030,922  
1,200,000   

8.88%, 04/14/2021(2)(4)(7)

     1,399,032  
$         1,600,000   

9.00%, 05/09/2018(2)(4)(7)

     1,669,491  
EUR         1,900,000   

Banco Santander S.A.
6.25%, 03/12/2019(2)(4)(7)

     1,951,098  
     

 

 

 
        6,050,543  
     

 

 

 
  

Sweden - 0.2%

  
$         7,820,000   

Svenska Handelsbanken AB
1.44%, 09/06/2019(2)

     7,825,396  
     

 

 

 
  

Switzerland - 0.1%

  
2,795,000   

Credit Suisse Group AG
6.25%, 12/18/2024(2)(4)(7)

     2,756,569  
875,000   

UBS Group AG
6.88%, 03/22/2021(2)(4)(7)

     898,107  
     

 

 

 
        3,654,676  
     

 

 

 
  

Turkey - 0.1%

  
2,756,000   

Turkiye Is Bankasi
5.50%, 04/21/2022(1)

     2,638,870  
     

 

 

 
  

United Kingdom - 1.2%

  
  

Anglo American Capital plc

  
250,000   

3.63%, 05/14/2020(1)

     251,875  
285,000   

9.38%, 04/08/2019(1)

     323,831  
GBP            550,000   

Barclays Bank plc
14.00%, 06/15/2019(2)(4)(7)

     849,274  
$         1,825,000   

Barclays plc
7.88%, 03/15/2022(2)(4)(7)

     1,875,187  
  

BP Capital Markets plc

  
4,225,000   

1.38%, 11/06/2017

     4,224,117  
6,475,000   

1.63%, 09/26/2018(2)

     6,498,459  
1,640,000   

Ensco plc
5.75%, 10/01/2044

     1,316,100  
2,620,000   

HSBC Bank plc
1.50%, 03/31/2017(2)(7)

     1,998,798  
6,190,000   

Imperial Brands Finance plc
2.05%, 02/11/2018(4)

     6,196,933  
  

National Westminster Bank plc

  
1,270,000   

1.04%, 07/11/2017(2)(7)

     958,850  
EUR            725,000   

1.83%, 04/05/2017(2)(7)

     712,721  
GBP         1,050,000   

Nationwide Building Society
6.88%, 06/20/2019(2)(4)(7)

     1,332,457  
  

Royal Bank of Scotland Group plc

  
$         1,430,000   

7.50%, 08/10/2020(2)(7)

     1,387,100  
2,000,000   

7.64%, 09/30/2017(2)(7)

     1,860,000  
925,000   

8.63%, 08/15/2021(2)(7)

     955,062  
6,775,000   

Tesco plc
5.50%, 11/15/2017(1)

     6,937,864  
  

Tullow Oil plc

  
545,000   

6.00%, 11/01/2020(1)

     516,388  
1,745,000   

6.25%, 04/15/2022(1)

     1,614,125  
GBP         1,225,000   

Virgin Media Secured Finance plc
5.50%, 01/15/2021

     1,713,801  
     

 

 

 
        41,522,942  
     

 

 

 
  

United States - 18.0%

  
$            710,000   

ACCO Brands Corp.
5.25%, 12/15/2024(1)

     714,509  
  

AK Steel Corp.

  
3,455,000   

7.63%, 05/15/2020

     3,524,100  
4,096,000   

7.63%, 10/01/2021

     4,264,960  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$         3,509,000   

8.38%, 04/01/2022

   $              3,640,587  
2,815,000   

Alcatel-Lucent USA, Inc.
6.45%, 03/15/2029

     2,935,763  
  

Alere, Inc.

  
2,770,000   

6.38%, 07/01/2023(1)

     2,802,894  
1,970,000   

6.50%, 06/15/2020

     1,965,863  
1,050,000   

7.25%, 07/01/2018

     1,061,813  
6,125,000   

Ally Financial, Inc.
3.25%, 02/13/2018

     6,193,906  
  

American Builders & Contractors Supply Co., Inc.

  
220,000   

5.63%, 04/15/2021(1)

     226,325  
680,000   

5.75%, 12/15/2023(1)

     707,200  
9,225,000   

American Electric Power Co., Inc.
1.65%, 12/15/2017

     9,223,395  
  

Antero Resources Corp.

  
380,000   

5.38%, 11/01/2021

     389,975  
980,000   

5.63%, 06/01/2023

     999,600  
  

APX Group, Inc.

  
1,215,000   

7.88%, 12/01/2022

     1,318,275  
550,000   

7.88%, 12/01/2022(1)(3)

     596,750  
800,000   

Ashtead Capital, Inc.
6.50%, 07/15/2022(1)

     837,000  
1,520,000   

Avon International Operations, Inc.
7.88%, 08/15/2022(1)

     1,619,256  
  

Bank of America Corp.

  
8,500,000   

2.00%, 01/11/2018

     8,528,976  
4,700,000   

6.88%, 04/25/2018

     4,979,415  
4,861,000   

Beazer Homes USA, Inc.
8.75%, 03/15/2022(1)

     5,286,337  
2,045,000   

Blue Racer Midstream LLC / Blue Racer Finance Corp.
6.13%, 11/15/2022(1)

     2,096,125  
15,675,000   

BMW US Capital LLC
1.50%, 04/11/2019(1)

     15,554,616  
  

Boyd Gaming Corp.

  
930,000   

6.38%, 04/01/2026(1)

     997,425  
6,820,000   

6.88%, 05/15/2023

     7,323,316  
5,025,000   

California Resources Corp.
8.00%, 12/15/2022(1)

     4,472,250  
425,000   

Callon Petroleum Co.
6.13%, 10/01/2024(1)

     449,969  
1,060,000   

CBS Radio, Inc.
7.25%, 11/01/2024(1)

     1,104,382  
2,340,000   

CEC Entertainment, Inc.
8.00%, 02/15/2022

     2,445,300  
4,090,000   

Celgene Corp.
2.25%, 05/15/2019

     4,102,524  
3,875,000   

Cequel Communications Holdings I LLC / Cequel Capital Corp.
6.38%, 09/15/2020(1)

     3,981,562  
25,000   

Change Healthcare Holdings, Inc.
11.00%, 12/31/2019

     25,750  
  

Chemours Co.

  
3,430,000   

6.63%, 05/15/2023

     3,412,850  
330,000   

7.00%, 05/15/2025

     328,845  
  

CIT Group, Inc.

  
1,455,000   

4.25%, 08/15/2017

     1,469,550  
3,795,000   

5.25%, 03/15/2018

     3,922,132  
13,650,000   

Citigroup, Inc.
1.70%, 04/27/2018

     13,629,812  
10,280,000   

Citizens Bank NA
2.50%, 03/14/2019

     10,355,908  
1,850,000   

Clear Channel Worldwide Holdings, Inc.
7.63%, 03/15/2020

     1,854,625  
2,040,000   

Cloud Crane LLC
10.13%, 08/01/2024(1)

     2,244,000  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$         1,560,000   

Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.
12.00%, 11/01/2021

   $               1,657,500  
3,760,000   

CNH Industrial Capital LLC
4.38%, 11/06/2020

     3,896,300  
  

Community Health Systems, Inc.

  
3,735,000   

6.88%, 02/01/2022

     2,717,212  
1,930,000   

7.13%, 07/15/2020

     1,582,600  
1,865,000   

Concho Resources, Inc.
5.50%, 04/01/2023

     1,934,937  
3,425,000   

Conduent Finance, Inc. / Xerox Business Services LLC
10.50%, 12/15/2024(1)

     3,857,406  
  

Continental Resources, Inc.

  
1,585,000   

3.80%, 06/01/2024

     1,479,994  
200,000   

4.50%, 04/15/2023

     197,500  
2,070,000   

4.90%, 06/01/2044

     1,821,600  
480,000   

5.00%, 09/15/2022

     489,600  
  

CSC Holdings LLC

  
1,455,000   

7.88%, 02/15/2018

     1,535,025  
1,830,000   

10.13%, 01/15/2023(1)

     2,121,665  
1,695,000   

10.88%, 10/15/2025(1)

     2,017,050  
2,140,000   

Denbury Resources, Inc.
9.00%, 05/15/2021(1)

     2,337,950  
241,000   

Diamondback Energy, Inc.
4.75%, 11/01/2024(1)

     240,699  
8,615,000   

DISH DBS Corp.
4.25%, 04/01/2018

     8,787,300  
2,160,000   

Dominion Resources, Inc.
1.90%, 06/15/2018

     2,157,924  
  

Endo Finance LLC

  
4,045,000   

6.00%, 07/15/2023(1)

     3,448,362  
3,675,000   

6.00%, 02/01/2025(1)

     2,990,531  
1,560,000   

Energen Corp.
4.63%, 09/01/2021

     1,550,250  
575,000   

Envision Healthcare Corp.
5.63%, 07/15/2022

     592,250  
150,000   

Exelon Corp.
1.55%, 06/09/2017

     149,992  
1,960,000   

FBM Finance, Inc.
8.25%, 08/15/2021(1)

     2,092,300  
3,460,000   

FelCor Lodging L.P.
6.00%, 06/01/2025

     3,641,650  
975,000   

Ferrellgas L.P. / Ferrellgas Finance Corp.
6.50%, 05/01/2021

     982,313  
  

First Data Corp.

  
578,000   

6.75%, 11/01/2020(1)

     597,508  
1,340,000   

7.00%, 12/01/2023(1)

     1,421,070  
2,170,000   

Flex Acquisition Co., Inc.
6.88%, 01/15/2025(1)

     2,206,076  
4,625,000   

Ford Motor Credit Co. LLC
4.25%, 02/03/2017

     4,625,000  
3,650,000   

Foresight Energy LLC / Foresight Energy Finance Corp.
10.00%, 08/15/2021(1)(8)

     3,723,000  
435,000   

Fresenius Medical Care U.S. Finance II, Inc.
5.63%, 07/31/2019(1)

     463,819  
375,000   

Gardner Denver, Inc.
6.88%, 08/15/2021(1)

     374,063  
4,600,000   

GATX Corp.
1.25%, 03/04/2017

     4,599,899  
  

General Motors Financial Co., Inc.

  
7,100,000   

2.34%, 05/09/2019(2)

     7,172,257  
8,500,000   

2.40%, 04/10/2018

     8,532,546  
11,675,000   

4.75%, 08/15/2017

     11,876,966  
  

Genworth Holdings, Inc.

  
190,000   

4.80%, 02/15/2024

     153,900  
935,000   

4.90%, 08/15/2023

     766,700  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$            600,000   

7.20%, 02/15/2021

   $                 555,000  
340,000   

7.63%, 09/24/2021

     313,650  
255,000   

7.70%, 06/15/2020

     244,800  
  

Goldman Sachs Group, Inc.

  
6,750,000   

1.57%, 06/04/2017(2)

     6,759,835  
1,165,000   

2.00%, 04/25/2019

     1,161,648  
7,050,000   

5.95%, 01/18/2018

     7,337,358  
  

Gray Television, Inc.

  
875,000   

5.13%, 10/15/2024(1)

     859,688  
220,000   

5.88%, 07/15/2026(1)

     218,625  
475,000   

H&E Equipment Services, Inc.
7.00%, 09/01/2022

     500,536  
1,800,000   

HCA Holdings, Inc.
6.25%, 02/15/2021

     1,930,500  
2,530,000   

HCA, Inc.
7.50%, 11/15/2095

     2,422,475  
790,000   

Herc Rentals, Inc.
7.75%, 06/01/2024(1)

     855,175  
  

Hertz Corp.

  
1,550,000   

5.50%, 10/15/2024(1)

     1,302,000  
946,000   

7.38%, 01/15/2021(1)

     915,255  
  

Hexion 2 US Finance Corp.

  
2,375,000   

10.38%, 02/01/2022(1)(3)

     2,422,500  
835,000   

13.75%, 02/01/2022(1)(3)

     841,263  
6,200,000   

Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp.
5.63%, 10/15/2021

     6,392,666  
2,698,660   

Homer City Generation L.P.
8.73%, 10/01/2026(8)

     1,079,464  
EUR         2,755,000   

IMS Health, Inc.
4.13%, 04/01/2023(1)

     3,107,853  
$            585,000   

Infor Software Parent LLC
7.13%, 05/01/2021(1)(8)

     601,088  
1,730,000   

Infor US, Inc.
6.50%, 05/15/2022

     1,775,413  
  

International Lease Finance Corp.

  
1,450,000   

3.88%, 04/15/2018

     1,471,750  
14,195,000   

8.75%, 03/15/2017

     14,309,554  
1,175,000   

8.88%, 09/01/2017

     1,222,000  
2,055,000   

inVentiv Group Holdings Inc/inVentiv Health Inc/inVentiv Health Clinical, Inc.
7.50%, 10/01/2024(1)

     2,152,612  
1,490,000   

Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75%, 11/15/2021(1)

     1,523,525  
1,665,000   

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(1)(3)

     1,712,869  
10,400,000   

JPMorgan Chase Bank NA
1.44%, 09/21/2018(2)

     10,420,290  
1,500,000   

Kaiser Aluminum Corp.
5.88%, 05/15/2024

     1,571,250  
  

Kinder Morgan, Inc.

  
2,550,000   

2.00%, 12/01/2017

     2,555,908  
5,616,000   

7.00%, 06/15/2017

     5,725,826  
6,155,000   

Kraft Heinz Foods Co.
1.60%, 06/30/2017

     6,158,988  
1,275,000   

LafargeHolcim Finance US LLC
4.75%, 09/22/2046(1)

     1,256,181  
  

Laredo Petroleum, Inc.

  
1,065,000   

5.63%, 01/15/2022

     1,080,975  
2,520,000   

6.25%, 03/15/2023

     2,636,550  
430,000   

7.38%, 05/01/2022

     447,738  
350,000   

LifePoint Health, Inc.
5.88%, 12/01/2023

     348,250  
  

Marathon Oil Corp.

  
465,000   

5.90%, 03/15/2018

     484,151  
11,725,000   

6.00%, 10/01/2017

     12,038,046  
  

Matador Resources Co.

  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$            340,000   

6.88%, 04/15/2023(1)

   $                 358,700  
1,510,000   

6.88%, 04/15/2023

     1,593,050  
3,075,000   

MDC Holdings, Inc.
5.50%, 01/15/2024

     3,159,562  
1,025,000   

MGIC Investment Corp.
5.75%, 08/15/2023

     1,071,125  
615,000   

MGM Growth Properties Operating Partnership L.P. / MGP Escrow Co-Issuer, Inc.
5.63%, 05/01/2024(1)

     641,906  
1,100,000   

Michaels Stores, Inc.
5.88%, 12/15/2020(1)

     1,130,250  
3,750,000   

Molson Coors Brewing Co.
1.45%, 07/15/2019

     3,699,131  
5,850,000   

Morgan Stanley
6.25%, 08/28/2017

     6,007,739  
2,900,000   

National Rural Utilities Cooperative Finance Corp.
10.38%, 11/01/2018

     3,325,265  
  

Nationstar Mortgage LLC / Nationstar Capital Corp.

  
1,045,000   

6.50%, 08/01/2018

     1,060,675  
4,145,000   

6.50%, 07/01/2021

     4,222,719  
456,000   

7.88%, 10/01/2020

     474,240  
  

Navient Corp.

  
165,000   

5.50%, 01/25/2023

     155,719  
55,000   

5.88%, 10/25/2024

     50,738  
760,000   

6.13%, 03/25/2024

     719,150  
3,750,000   

Netflix, Inc.
5.88%, 02/15/2025

     4,068,750  
  

NextEra Energy Capital Holdings, Inc.

  
2,190,000   

1.65%, 09/01/2018

     2,184,818  
5,190,000   

2.30%, 04/01/2019

     5,239,378  
  

Nissan Motor Acceptance Corp.

  
15,300,000   

1.48%, 09/13/2019(1)(2)

     15,298,975  
9,430,000   

1.81%, 04/06/2018(1)(2)

     9,478,574  
15,775,000   

2.00%, 03/08/2019(1)

     15,745,737  
4,375,000   

Noble Energy, Inc.
8.25%, 03/01/2019

     4,899,847  
  

Novelis Corp.

  
615,000   

5.88%, 09/30/2026(1)

     624,225  
1,700,000   

6.25%, 08/15/2024(1)

     1,789,250  
1,790,000   

Omnicom Group, Inc.
4.45%, 08/15/2020

     1,904,888  
320,000   

OneMain Financial Holdings LLC
6.75%, 12/15/2019(1)

     332,000  
1,430,000   

Party City Holdings, Inc.
6.13%, 08/15/2023(1)

     1,458,600  
445,000   

PDC Energy, Inc.
6.13%, 09/15/2024(1)

     465,025  
1,535,000   

Penn National Gaming, Inc.
5.63%, 01/15/2027(1)

     1,536,949  
1,950,000   

Pinnacle Entertainment, Inc.
5.63%, 05/01/2024(1)

     1,978,138  
3,240,000   

Platform Specialty Products Corp.
6.50%, 02/01/2022(1)

     3,304,800  
1,701,000   

PRA Holdings, Inc.
9.50%, 10/01/2023(1)

     1,888,110  
2,965,000   

QEP Resources, Inc.
5.25%, 05/01/2023

     2,950,175  
975,000   

Quad/Graphics, Inc.
7.00%, 05/01/2022

     953,063  
1,965,000   

Radian Group, Inc.
7.00%, 03/15/2021

     2,176,237  
2,110,000   

Revlon Consumer Products Corp.
6.25%, 08/01/2024

     2,183,850  
12,040,000   

Reynolds American, Inc.
8.13%, 06/23/2019

     13,673,828  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu

  
$         1,660,000   

5.13%, 07/15/2023(1)

   $ 1,697,682  
645,000   

7.00%, 07/15/2024(1)

     687,248  
1,850,000   

Rice Energy, Inc.
6.25%, 05/01/2022

     1,919,375  
670,000   

Rivers Pittsburgh Borrower L.P. / Rivers Pittsburgh Finance Corp.
6.13%, 08/15/2021(1)

     688,425  
835,000   

RP Crown Parent LLC
7.38%, 10/15/2024(1)

     876,750  
125,000   

RSP Permian, Inc.
6.63%, 10/01/2022

     132,031  
1,915,000   

SBA Tower Trust
2.88%, 07/15/2021(1)

     1,895,773  
1,330,000   

Scientific Games International, Inc.
6.63%, 05/15/2021

     1,223,600  
415,000   

Signode Industrial Group U.S., Inc.
6.38%, 05/01/2022(1)

     421,225  
1,055,000   

Sinclair Television Group, Inc.
5.13%, 02/15/2027(1)

     993,678  
  

SM Energy Co.

  
1,950,000   

5.00%, 01/15/2024

     1,857,375  
20,000   

5.63%, 06/01/2025

     19,500  
265,000   

6.13%, 11/15/2022

     273,613  
125,000   

6.50%, 11/15/2021

     128,906  
245,000   

6.75%, 09/15/2026

     254,800  
5,235,000   

Southern Co.
2.45%, 09/01/2018

     5,281,215  
10,060,000   

Southern Power Co.
1.85%, 12/01/2017

     10,088,591  
  

Springleaf Finance Corp.

  
380,000   

5.25%, 12/15/2019

     381,900  
630,000   

7.75%, 10/01/2021

     656,775  
1,795,000   

8.25%, 12/15/2020

     1,927,381  
7,475,000   

Sprint Communications, Inc.
8.38%, 08/15/2017

     7,708,594  
4,815,000   

Sprint Corp.
7.13%, 06/15/2024

     5,031,675  
460,000   

Station Casinos LLC
7.50%, 03/01/2021

     478,400  
2,850,000   

Sterigenics-Nordion Holdings LLC
6.50%, 05/15/2023(1)

     2,892,750  
105,000   

Sterigenics-Nordion Topco LLC (cash)
8.13%, 11/01/2021(1)(8)

     105,656  
5,440,000   

TEGNA, Inc.
6.38%, 10/15/2023

     5,752,800  
  

Tenet Healthcare Corp.

  
1,975,000   

5.00%, 03/01/2019

     1,942,906  
3,445,000   

6.75%, 06/15/2023

     3,255,525  
925,000   

Texas Competitive Electric Holdings Co. LLC
11.50%, 10/01/2020*(1)(9)(10)

      
  

Time Warner Cable, Inc.

  
10,186,000   

5.85%, 05/01/2017

     10,297,282  
4,700,000   

6.75%, 07/01/2018

     5,003,263  
4,680,000   

8.25%, 04/01/2019

     5,243,388  
4,685,000   

8.75%, 02/14/2019

     5,229,046  
6,275,000   

TMX Finance LLC
8.50%, 09/15/2018(1)

     5,757,312  
2,030,000   

TreeHouse Foods, Inc.
6.00%, 02/15/2024(1)

     2,128,962  
975,000   

Tribune Media Co.
5.88%, 07/15/2022

     984,750  
  

United States Steel Corp.

  
224,000   

6.88%, 04/01/2021

     228,200  
1,020,000   

7.50%, 03/15/2022

     1,053,160  
1,940,000   

8.38%, 07/01/2021(1)

     2,153,400  
5,025,000   

Ventas Realty L.P. / Ventas Capital Corp.
2.00%, 02/15/2018

          5,037,311  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

        $         3,895,000   

Verizon Communications, Inc.
2.71%, 09/14/2018(2)

   $ 3,982,949  
2,675,000   

Viacom, Inc.
6.13%, 10/05/2017

     2,751,486  
475,000   

Vizient, Inc.
10.38%, 03/01/2024(1)

     540,313  
5,475,000   

Walgreens Boots Alliance, Inc.
1.75%, 05/30/2018

     5,484,954  
14,475,000   

Wells Fargo Bank NA
1.65%, 01/22/2018

     14,496,003  
2,540,000   

WMG Acquisition Corp.
4.88%, 11/01/2024(1)

     2,522,728  
  

WPX Energy, Inc.

  
2,085,000   

5.25%, 09/15/2024

     2,053,079  
2,305,000   

6.00%, 01/15/2022

     2,397,200  
900,000   

8.25%, 08/01/2023

     1,023,750  
  

Zayo Group LLC / Zayo Capital, Inc.

  
1,600,000   

6.00%, 04/01/2023

     1,672,000  
1,280,000   

6.38%, 05/15/2025

     1,354,406  
     

 

 

 
                612,868,086  
     

 

 

 
  

Total Corporate Bonds
(cost $783,087,870)

     791,392,375  
     

 

 

 
Foreign Government Obligations - 50.4%   
  

Argentina - 0.1%

  
  

Argentine Republic Government International Bond

  
960,000   

6.88%, 04/22/2021(1)

     1,020,960  
2,495,000   

7.50%, 04/22/2026(1)

     2,604,780  
     

 

 

 
        3,625,740  
     

 

 

 
  

Australia - 10.9%

  
  

Australia Government Bond

  
AUD       53,755,000   

1.75%, 11/21/2020(4)

     40,383,364  
139,570,000   

2.75%, 10/21/2019(4)

     108,360,786  
119,820,000   

3.25%, 10/21/2018(4)

     93,172,746  
17,265,000   

4.50%, 04/15/2020(4)

     14,140,235  
53,245,000   

5.25%, 03/15/2019(4)

     43,276,339  
41,565,000   

5.75%, 05/15/2021(4)

     36,273,912  
39,280,000   

5.75%, 07/15/2022(4)

     35,167,228  
     

 

 

 
        370,774,610  
     

 

 

 
  

Brazil - 0.1%

  
EUR         3,550,000   

Banco Nacional de Desenvolvimento Economico e Social
4.13%, 09/15/2017(4)

     3,905,036  
     

 

 

 
  

Canada - 9.8%

  
  

Canadian Government Bond

  
CAD     109,465,000   

0.75%, 03/01/2021

     83,015,900  
60,720,000   

0.75%, 09/01/2021

     45,892,888  
90,925,000   

1.25%, 02/01/2018

     70,313,936  
71,070,000   

1.25%, 09/01/2018

     55,077,133  
102,170,000   

1.75%, 09/01/2019

     80,351,749  
     

 

 

 
        334,651,606  
     

 

 

 
  

Denmark - 7.3%

  
  

Denmark Government Bond

  
DKK     595,240,000   

0.25%, 11/15/2018

     87,740,232  
231,840,000   

4.00%, 11/15/2017

     34,905,257  
768,010,000   

4.00%, 11/15/2019

     125,295,188  
     

 

 

 
        247,940,677  
     

 

 

 
  

Mexico - 2.9%

  
  

Mexican Bonos

  
MXN   1,470,228,500   

5.75%, 03/05/2026

     62,738,539  
630,960,700   

10.00%, 12/05/2024

     34,999,552  
     

 

 

 
        97,738,091  
     

 

 

 


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

New Zealand - 3.0%

  
  

New Zealand Government Bond

 

  NZD          36,015,000   

2.75%, 04/15/2025(4)

   $ 25,405,497  
93,590,000   

5.50%, 04/15/2023(4)

     78,265,316  
     

 

 

 
        103,670,813  
     

 

 

 
  

Norway - 6.2%

  
  

Norway Government Bond

 

  NOK       383,330,000   

3.75%, 05/25/2021(1)(4)

     51,691,421  
319,855,000   

4.25%, 05/19/2017(1)(4)

     39,186,654  
911,105,000   

4.50%, 05/22/2019(1)(4)

     120,033,600  
     

 

 

 
        210,911,675  
     

 

 

 
  

South Korea - 5.3%

  
  

Korea Treasury Bond

 

  KRW 128,232,300,000   

2.00%, 03/10/2020

     111,190,348  
76,271,950,000   

3.13%, 03/10/2019

     67,614,122  
     

 

 

 
        178,804,470  
     

 

 

 
  

Sweden - 4.8%

  
  SEK    1,400,220,000   

Sweden Government Bond
3.75%, 08/12/2017

     163,947,287  
     

 

 

 
  

Total Foreign Government Obligations
(cost $1,748,353,367)

           1,715,970,005  
     

 

 

 

Senior Floating Rate Interests - 1.6%(11)

  
  

Ireland - 0.0%

  
  $           1,185,819   

Ardagh Holdings USA, Inc.
4.01%, 12/17/2021

     1,198,271  
     

 

 

 
  

United Kingdom - 0.2%

  
4,797,975   

Camelot Finance L.P.
4.75%, 10/03/2023

     4,837,942  
     

 

 

 
  

United States - 1.4%

  
936,338   

American Builders & Contractors Supply Co., Inc.
3.53%, 10/31/2023

     943,866  
1,727,292   

Arch Coal, Inc.
0.00%, 10/05/2021(12)

     1,741,111  
  

Asurion LLC

 

2,093,356   

4.03%, 07/08/2020

     2,111,233  
852,863   

4.75%, 11/03/2023

     861,212  
1,240,000   

8.50%, 03/03/2021

     1,257,050  
1,917,369   

B.C. Unlimited LLC
3.75%, 12/10/2021

     1,934,625  
1,226,881   

Berlin Packaging LLC
4.50%, 10/01/2021

     1,235,065  
56,228   

Chrysler Group LLC
3.53%, 05/24/2017

     56,246  
  

Community Health Systems, Inc.

 

189,224   

3.75%, 12/31/2019

     179,482  
348,169   

4.00%, 01/27/2021

     328,947  
  

First Data Corp.

 

2,355,957   

3.78%, 03/24/2021

     2,369,575  
2,504,980   

3.78%, 07/10/2022

     2,521,688  
  EUR           1,301,288   

Gardner Denver, Inc.
4.75%, 07/30/2020

     1,401,452  
  $           1,009,580   

Global Payments, Inc.
3.28%, 04/22/2023

     1,018,414  
3,328,275   

Harbor Freight Tools USA, Inc.
3.78%, 08/19/2023

     3,341,954  
3,512,435   

Hostess Brands LLC
4.00%, 08/03/2022

     3,544,047  
817,560   

Hyland Software, Inc.
4.50%, 07/01/2022

     820,012  
2,796,898   

Lands’ End, Inc.
4.25%, 04/04/2021

     2,108,162  
4,075,000   

Level 3 Financing, Inc.
3.51%, 05/31/2022

     4,111,512  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

$        2,883,085   

LTS Buyer LLC
4.25%, 04/13/2020

   $ 2,897,501  
502,950   

Magic Newco LLC
5.00%, 12/12/2018

     504,102  
5,280,000   

Quikrete Holdings, Inc.
4.02%, 11/15/2023

     5,342,357  
2,273,638   

Rexnord LLC
3.77%, 08/21/2023

     2,286,439  
2,876,362   

ServiceMaster Co.
3.28%, 11/08/2023

     2,889,536  
  

Tribune Media Co.

 

1,047,373   

3.78%, 01/27/2024

     1,052,348  
251,471   

3.78%, 12/27/2020

     252,665  
1,826,875   

Univar, Inc.
3.52%, 07/01/2022

     1,823,166  
     

 

 

 
           48,933,767  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $55,612,827)

     54,969,980  
     

 

 

 
U.S. Government Agencies - 0.7%   
  

United States - 0.7%

  
  

FHLMC - 0.1%

  
3,690,853   

1.73%, 09/25/2041(2)(6)

     344,291  
11,435,000   

2.02%, 02/25/2041(2)(6)

     870,271  
6,087,872   

2.21%, 01/25/2042(2)(6)

     768,151  
     

 

 

 
     1,982,713  
     

 

 

 
  

SLM Student Loan Trust - 0.6%

  
3,840,327   

2.74%, 07/25/2023(2)

     3,915,875  
4,045,959   

2.54%, 04/25/2023(2)

     4,114,447  
1,451,724   

1.79%, 04/25/2023(2)

     1,431,448  
3,043,286   

1.69%, 01/25/2022(2)

     2,993,773  
475,000   

1.42%, 05/26/2026(2)

     463,435  
1,250,000   

1.18%, 10/25/2028(2)

     1,225,650  
1,006,355   

2.58%, 11/25/2024(2)

     1,028,517  
2,615,488   

2.52%, 04/25/2024(2)

     2,640,041  
2,482,704   

1.13%, 01/26/2026(2)

     2,460,250  
553,973   

1.79%, 01/25/2019(2)

     554,601  
     

 

 

 
     20,828,037  
     

 

 

 
     22,810,750  
     

 

 

 
  

Total U.S. Government Agencies
(cost $22,561,145)

     22,810,750  
     

 

 

 
U.S. Government Securities - 8.9%   
  

United States - 8.9%

  
  

U.S. Treasury Notes - 8.9%

  
84,400,000   

0.63%, 04/30/2018(13)

     84,027,458  
39,970,000   

1.00%, 09/30/2019(13)

     39,560,947  
45,680,000   

1.25%, 01/31/2019

     45,706,769  
32,355,000   

1.38%, 04/30/2021

     31,781,216  
33,980,000   

1.38%, 04/30/2020(14)

     33,783,562  
34,735,000   

1.38%, 01/31/2021(13)

     34,232,975  
35,595,000   

1.50%, 08/15/2026

     32,725,153  
     

 

 

 
     301,818,080  
     

 

 

 
     301,818,080  
     

 

 

 
  

Total U.S. Government Securities
(cost $304,824,419)

     301,818,080  
     

 

 

 
Convertible Bonds - 0.5%   
  

Commercial Services - 0.0%

  
650,000   

Cardtronics, Inc.
1.00%, 12/01/2020

     767,000  
     

 

 

 
  

Insurance - 0.1%

  
1,610,000   

MGIC Investment Corp.
2.00%, 04/01/2020

     2,471,350  
     

 

 

 

 


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

  

Internet - 0.1%

     
$           136,000   

Zillow Group, Inc.
2.00%, 12/01/2021(1)

      $ 136,765  
1,750,000   

Priceline Group, Inc.
0.90%, 09/15/2021

        1,887,813  
        

 

 

 
           2,024,578  
        

 

 

 
  

Media - 0.1%

     
1,545,000   

DISH Network Corp.
3.38%, 08/15/2026(1)

        1,804,753  
377,000   

Liberty Media Corp-Liberty Formula One
1.00%, 01/30/2023(1)

        382,891  
        

 

 

 
           2,187,644  
        

 

 

 
  

Oil & Gas - 0.0%

     
1,155,000   

Cobalt International Energy, Inc.
2.63%, 12/01/2019

        427,350  
1,131,000   

PDC Energy, Inc.
1.13%, 09/15/2021

        1,273,789  
        

 

 

 
                     1,701,139  
        

 

 

 
  

Semiconductors - 0.1%

     
2,932,000   

Microchip Technology, Inc.
1.63%, 02/15/2025

        3,971,027  
        

 

 

 
  

Software - 0.1%

     
  

Workday, Inc.

 

1,074,000   

0.75%, 07/15/2018

        1,234,429  
1,087,000   

1.50%, 07/15/2020

        1,337,689  
        

 

 

 
           2,572,118  
        

 

 

 
  

Total Convertible Bonds
(cost $15,516,415)

        15,694,856  
        

 

 

 
Convertible Preferred Stocks - 0.0%      
  

United States - 0.0%

     
9,500   

Mandatory Exchangeable Trust 5.75%(1)

        1,173,867  
        

 

 

 
  

Total Convertible Preferred Stocks
(cost $1,187,509)

        1,173,867  
        

 

 

 
  

Total Long-Term Investments
(cost $3,395,189,751)

        3,363,439,487  
Short-Term Investments - 2.0%      
  

Other Investment Pools & Funds - 2.0%

     
68,187,915   

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

        68,187,915  
        

 

 

 
  

Total Short-Term Investments
(cost $68,187,915)

        68,187,915  
        

 

 

 
  

Total Investments Excluding Purchased Options
(cost $3,463,377,666)

     100.8%      $ 3,431,627,402  
  

Total Purchased Options
(cost $5,721,759)

     0.1%      $ 3,700,424  
     

 

 

    

 

 

 
  

Total Investments
(cost $3,469,099,425)^

     100.9%      $ 3,435,327,826  
  

Other Assets and Liabilities

     (0.9)%        (29,588,280)  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 3,405,739,546  
     

 

 

    

 

 

 

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group indices and/or as defined by Fund management. Industry classifications may not be identical across all security types.

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

For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized depreciation consisted of:

Unrealized Appreciation

   $            41,768,023  

Unrealized Depreciation

           (75,539,622)  
  

 

 

 

Net Unrealized Depreciation

   $ (33,771,599
  

 

 

 

 

* Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $705,830,984, which represents 20.7% of total net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2017.
(3) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $14,586,756 at January 31, 2017.
(4) These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At January 31, 2017, the aggregate value of these securities was $716,974,203, which represents 21.1% of total net assets.
(5) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(6) Securities disclosed are interest-only strips.
(7) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(8) Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.
(9) This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2017, the aggregate fair value of this security was $0, which represents 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
(10) The following security is considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

Period

Acquired

   Shares/ Par      Security    Cost Basis      

10/2016

   $                         925,000      Texas Competitive Electric Holdings Co. LLC    $                             —      

At January 31, 2017, the aggregate value of these securities was $0, which represents 0.0% of total net assets.

 

(11) Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of January 31, 2017.
(12) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(13) This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.
(14) This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

OTC Option Contracts Outstanding at January 31, 2017

 

Description    Counter-        
party
  

Exercise Price/FX Rate/

Rate

       Expiration  
Date
            Number of   
Contracts   
     Market
Value †
     Premiums 
Paid 
(Received)
by Fund 
     Unrealized 
Appreciation/ 
(Depreciation)
 

Purchased option contracts:

 

                

Calls

                      

USD Call/CAD Put

   MSC      1.42 CAD per USD        02/10/17        USD       1,046,000      $ 271      $ 104,077      $ (103,806)  

USD Call/CNH Put

   SCB      7.50 CNH per USD        06/09/17        USD       326,000        18,786        54,116        (35,330)  

USD Call/CNH Put

   JPM      8.00 CNH per USD        12/07/17        USD       575,000        37,668        64,975        (27,307)  

USD Call/CNH Put

   JPM      8.00 CNH per USD        12/07/17        USD       575,000        37,668        64,688        (27,020)  

USD Call/CNH Put

   SCB      8.00 CNH per USD        12/11/17        USD       774,000        51,444        103,716        (52,272)  

USD Call/CNY Put

   JPM      7.00 CNY per USD        02/13/17        USD       6,892,000        2,977        84,496        (81,519)  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

USD Call/JPY Put

   DEUT      117.00 JPY per USD       02/24/17        USD       2,897,000      $ 5,203        76,539        (71,336)  

USD Call/JPY Put

   GSC      115.00 JPY per USD       03/11/21        USD       4,151,000        194,553        198,376        (3,823)  

USD Call/JPY Put

   GSC      115.00 JPY per USD       03/12/21        USD       4,151,000        194,582        198,002        (3,420)  

USD Call/JPY Put

   BOA      115.00 JPY per USD       03/12/21        USD       5,530,000        259,224        243,320        15,904  

USD Call/JPY Put

   GSC      115.00 JPY per USD       03/12/21        USD       5,531,000        259,271        216,981        42,290  

USD Call/KRW Put

   DEUT      1,490.00 KRW per USD       02/17/17        USD       567,000        2        122,472        (122,470)  

USD Call/KRW Put

   JPM      1,250.00 KRW per USD       09/11/17        USD       4,910,000        61,189        101,048        (39,859)  

USD Call/SGD Put

   JPM      1.52 SGD per USD       06/09/17        USD       379,000        18,128        51,544        (33,416)  

USD Call/SGD Put

   JPM      1.50 SGD per USD       02/13/17        USD       576,000        372        46,368        (45,996)  

USD Call/SGD Put

   JPM      1.50 SGD per USD       12/11/17        USD       3,788,000        31,846        52,653        (20,807)  
            

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

               42,668,000      $ 1,173,184      $ 1,783,371      $ (610,187)  
            

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                     

AUD Put/USD Call

   BCLY      0.69 USD per AUD       02/24/17        AUD       34,260,000      $ 701      $ 137,112      $ (136,411)  

AUD Put/USD Call

   BCLY      0.69 USD per AUD       02/24/17        AUD       34,260,000        702        127,690        (126,988)  

EUR Put/SEK Call

   CBK      9.30 SEK per EUR       02/02/17        EUR       15,960,000               111,117        (111,117)  

EUR Put/SEK Call

   GSC      9.30 SEK per EUR       02/02/17        EUR       15,985,000               159,135        (159,135)  

EUR Put/SEK Call

   CBK      9.35 SEK per EUR       03/16/17        EUR       4,790,000        19,396        48,248        (28,852)  

EUR Put/SEK Call

   GSC      9.50 SEK per EUR       03/16/17        EUR       44,460,000        557,169        863,342        (306,173)  

EUR Put/USD Call

   MSC      1.02 USD per EUR       03/29/17        EUR       71,080,000        121,311        1,069,586        (948,275)  

Eurodollars 1 Year Mid

Curve Options

   GSC      98.38 EUR per USD       02/10/17        USD       1,293        153,544        186,494        (32,950)  

GBP Put/USD Call

   GSC      1.15 USD per GBP       12/05/17        GBP       327,000        55,194        58,012        (2,818)  

GBP Put/USD Call

   GSC      1.15 USD per GBP       12/05/17        GBP       328,000        55,363        59,062        (3,699)  
            

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

               221,451,293      $ 963,380      $ 2,819,798      $ (1,856,418)  
            

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

 

         264,119,293      $ 2,136,564      $ 4,603,169      $ (2,466,605)  
            

 

 

    

 

 

    

 

 

    

 

 

 

Written option contracts:

                  

Calls

                     

EUR Call/SEK Put

   GSC      9.86 SEK per EUR       02/02/17        EUR       (15,985,000)      $ 1      $ (159,134)      $ 159,135  

EUR Call/SEK Put

   CBK      9.82 SEK per EUR       02/02/17        EUR       (15,960,000)               (111,117)        111,117  

EUR Call/SEK Put

   GSC      9.75 SEK per EUR       03/16/17        EUR       (44,460,000)        (47,947)        (455,417)        407,470  

USD Call/CNY Put

   JPM      7.20 CNY per USD       02/13/17        USD       (6,892,000)        (337)        (31,427)        31,090  

USD Call/JPY Put

   GSC      140.00 JPY per USD       03/11/21        USD       (4,151,000)        (75,370)        (82,771)        7,401  

USD Call/JPY Put

   GSC      140.00 JPY per USD       03/12/21        USD       (5,531,000)        (100,504)        (90,598)        (9,906)  

USD Call/JPY Put

   BOA      140.00 JPY per USD       03/12/21        USD       (5,530,000)        (100,486)        (106,287)        5,801  

USD Call/JPY Put

   GSC      140.00 JPY per USD       03/12/21        USD       (4,151,000)        (75,428)        (83,850)        8,422  
            

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

               (102,660,000)      $ (400,071)      $ (1,120,601)      $ 720,530  
            

 

 

    

 

 

    

 

 

    

 

 

 

Written option contracts:

                  

Puts

                     

EUR Put/SEK Call

   GSC      9.35 SEK per EUR       03/16/17        EUR       (44,460,000)      $ (180,028)      $ (492,910)      $ 312,882  

Eurodollars 1 Year Mid

Curve Options

   GSC      98.13 EUR per USD       02/10/17        USD       (1,293)        (8,081)        (48,487)        40,406  
            

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

               (44,461,293)      $ (188,109)      $ (541,397)      $ 353,288  
            

 

 

    

 

 

    

 

 

    

 

 

 

Total written option contracts

            (147,121,293)      $ (588,180)      $ (1,661,998)      $ 1,073,818  
            

 

 

    

 

 

    

 

 

    

 

 

 
        OTC Swaption Contracts Outstanding at January 31, 2017           
Description    Counter-
party
  

Exercise Price/FX   

Rate/ Rate  

    Expiration
Date
            Number of
Contracts
     Market
Value †
     Premiums 
Paid  
(Received)
by Fund 
     Unrealized 
Appreciation/
(Depreciation) 
 

Purchased swaption contracts:

 

               

 

 

Puts

                     

Interest Rate Swaption EUR

   GSC      80.00     03/15/17        EUR       73,315,000      $ 109,303      $ 123,060      $ (13,757)  

Interest Rate Swaption EUR

   GSC      80.00     03/15/17        EUR       74,065,000        110,422        108,803        1,619  

Interest Rate Swaption EUR

   GSC      80.00     03/15/17        EUR       74,065,000        110,422        123,576        (13,154)  

Interest Rate Swaption USD

   GSC      105.00     02/15/17        USD       33,215,000        41,014        136,182        (95,168)  

Interest Rate Swaption USD

   GSC      105.00     03/15/17        USD       15,155,000        71,715        123,513        (51,798)  

Interest Rate Swaption USD

   JPM      1.85     09/11/17        USD       13,350,000        809,711        255,652        554,059  

Interest Rate Swaption USD

   JPM      0.93     11/21/18        JPY       1,100,450,000        311,273        247,804        63,469  
            

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

               1,383,615,000      $ 1,563,860      $ 1,118,590      $ 445,270  
            

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased swaption contracts

 

         1,383,615,000      $ 1,563,860      $ 1,118,590      $ 445,270  
            

 

 

    

 

 

    

 

 

    

 

 

 


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Futures Contracts Outstanding at January 31, 2017  

Description

   Number of               
Contracts            
   

Expiration    

Date

 

       Notional
       Amount

 

   Market
   Value †

  Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

          

Australian 3-Year Bond Future

     4,195               03/15/2017        $      355,287,887       $      355,715,918      $ 428,031   

Canadian Government 10-Year Bond Future

     265               03/22/2017   28,039,066   27,989,702        (49,364)  

Euro-Bund Future

     104               03/08/2017   18,204,383   18,202,007        (2,376)  

U.S. Ultra Bond Future

     270               03/22/2017   43,355,170   43,385,625        30,455   
          

 

 

 

Total

           $           406,746   
          

 

 

 

Short position contracts:

          

30 Day Federal Fund Future

     382               04/28/2017   $      158,032,395       $      158,049,226      $ (16,831)  

Australian 10-Year Bond Future

     1,295               03/15/2017   125,349,634   126,003,456        (653,822)  

Euro BUXL 30-Year Bond Future

     206               03/08/2017   37,512,581   37,181,426        331,155  

Euro-BOBL Future

     426               03/08/2017   61,130,127   61,134,706        (4,579)  

Euro-BTP Future

     588               03/08/2017   84,727,590   83,094,580        1,633,010   

Euro-OAT Future

     256               03/08/2017   41,566,299   40,864,161        702,138   

Long Gilt Future

     523               03/29/2017   81,222,948   81,498,240        (275,292)  

U.S. 10-Year Ultra Future

     313               03/22/2017   41,852,071   41,990,906        (138,835)  

U.S. Treasury 10-Year Note Future

     399               03/22/2017   49,409,242   49,663,031        (253,789)  

U.S. Treasury 2-Year Note Future

     7               03/31/2017   1,517,240   1,517,578        (338)  

U.S. Treasury 5-Year Note Future

     2,627               03/31/2017   309,300,233   309,637,103        (336,870)  

U.S. Treasury Long Bond Future

     40               03/22/2017   6,091,562   6,033,750        57,812   
          

 

 

 

Total

           $ 1,043,759   
          

 

 

 
          
          

 

 

 

Total futures contracts

           $ 1,450,505   
          

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2017  
                 
Reference Entity   Counter-
party
   

Notional

Amount (a)

   

(Pay)/
Receive

Fixed

Rate/
Implied

Credit

Spread (b)

    Expiration
Date
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

Buy protection:

 

           

CMBX.NA.A.7

    JPM       USD       1,645,000       (2.00%)       01/17/47     $ 63,962     $     $ 27,629     $ (36,333)  

CMBX.NA.AS.7

    CSI       USD       9,350,000       (1.00%)       01/17/47       171,062             (12,737)       (183,799)  

CMBX.NA.BBB.7

    CSI       USD       4,430,000       (3.00%)       01/17/47       431,683             230,510       (201,173)  

CMBX.NA.BBB.7

    CSI       USD       5,165,000       (3.00%)       01/17/47       503,306             268,756       (234,550)  

CMBX.NA.BBB.7

    MSC       USD       4,800,000       (3.00%)       01/17/47       467,780             249,762       (218,018)  

ITRAXX.SEN.FIN.26

    MSC       EUR       25,500,000       (1.00%)       12/20/21             (17,638)       (158,282)       (140,644)  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $ 1,637,793     $ (17,638)     $ 605,638     $ (1,014,517)  
           

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

 

           

CMBX.NA.BB.6

    MSC       USD       3,210,000       5.00%       05/11/63     $     $ (592,985)     $ (429,422)     $ 163,563  

CMBX.NA.BB.6

    JPM       USD       3,220,000       5.00%       05/11/63             (555,252)       (430,759)       124,493  

CMBX.NA.BB.8

    MSC       USD       3,710,000       5.00%       10/17/57             (1,074,051)       (810,977)       263,074  

CMBX.NA.BB.8

    CSI       USD       3,810,000       5.00%       10/17/57             (1,033,564)       (832,837)       200,727  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $     $ (3,255,852)     $ (2,503,995)     $ 751,857  
           

 

 

   

 

 

   

 

 

   

 

 

 
                 
           

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

 

      $ 1,637,793     $ (3,273,490)     $ (1,898,357)     $ (262,660)  
           

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Buy protection:

 

           

Accor S.A.

    BNP       EUR       2,265,000       (1.00%)/0.85%       12/20/21     $     $ (19,688)     $ (20,644)     $ (956)  

Alcoa, Inc.

    GSC       USD       3,760,000       (1.00%)/1.98%       12/20/21       251,353             161,223       (90,130)  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2017 (Unaudited)

 

 

Arconic, Inc.

   GSC      USD       6,335,000       (1.00%)/1.98%        12/20/21        498,490          —      $ 271,638         (226,852)  

Avis Budget Group, Inc.

   BOA      USD       2,500,000       (5.00%)/0.99%        06/20/18        —          (119,121)       (152,479)        (33,358)  

Aviva plc

   GSC      EUR       5,930,000       (1.00%)/0.87%        12/20/21        —          (40,666)       (46,273)        (5,607)  

Best Buy Co., Inc.

   JPM      USD       1,840,000       (5.00%)/1.83%        12/20/21        —          (289,440)       (276,415)        13,025   

Best Buy Co., Inc.

   BCLY      USD       1,745,000       (5.00%)/1.83%        12/20/21        —          (266,665)       (261,174)        5,491   

BHP Billiton plc

   BCLY      USD       2,050,000       (1.00%)/0.90%        12/20/21        18,763          —        (12,248)        (31,011)  

Boparan Finance plc

   CBK      EUR       4,380,000       (5.00%)/4.89%        12/20/21        14,983                (49,912)        (64,895)  

CalAtlantic Group, Inc.

   BCLY      USD       4,740,000       (5.00%)/1.96%        12/20/21        —          (577,023)       (679,663)        (102,640)  

CenturyLink, Inc.

   GSC      USD       1,980,000       (1.00%)/2.71%        12/20/21        208,921          —        148,056         (60,865)  

Citigroup, Inc.

   GSC      USD       13,805,000       (1.00%)/0.72%        12/20/21        —          (173,093)       (197,225)        (24,132)  

Cox Communications, Inc.

   BNP      USD       4,290,000       (1.00%)/1.15%        12/20/21        15,741          —        24,322         8,581   

Dell Inc.

   JPM      USD       7,130,000       (1.00%)/2.65%        12/20/21        747,045          —        514,315         (232,730)  

Gap, Inc.

   MSC      USD       1,825,000       (1.00%)/3.21%        12/20/21        171,041          —        175,364         4,323   

Gap, Inc.

   GSC      USD       2,120,000       (1.00%)/3.21%        12/20/21        235,387          —        203,710         (31,677)  

Glencore International AG

   CSI      EUR       4,300,000       (5.00%)/1.69%        12/20/21        —          (636,714)       (754,425)        (117,711)  

Istar, Inc.

   GSC      USD       2,900,000       (5.00%)/2.76%        12/20/21        —          (34,340)       (301,489)        (267,149)  

Jaguar Land Rover

Automotive PLC

   CBK      EUR       2,810,000       (5.00%)/1.86%        12/20/21        —          (429,487)       (464,456)        (34,969)  

Jaguar Land Rover

Automotive PLC

   BCLY      EUR       2,810,000       (5.00%)/1.86%        12/20/21        —          (428,707)       (464,490)        (35,783)  

Jaguar Land Rover

Automotive PLC

   CBK      EUR       6,330,000       (5.00%)/1.86%        12/20/21        —          (993,021)       (1,046,345)        (53,324)  

Kohl’s Corp.

   MSC      USD       1,850,000       (1.00%)/2.46%        12/20/21        55,531          —        118,659         63,128   

Kohl’s Corp.

   CBK      USD       2,030,000       (1.00%)/2.46%        12/20/21        99,883          —        130,204         30,321   

Macy’s, Inc.

   CBK      USD       5,200,000       (1.00%)/2.29%        12/20/21        273,209          —        296,656         23,447   

MDC Holdings, Inc.

   JPM      USD       3,075,000       (1.00%)/1.00%        03/20/20        68,188          —        (3,864)        (72,052)  

Next plc

   GSC      EUR       10,375,000       (1.00%)/1.23%        12/20/21        114,270          —        111,984         (2,286)  

Nordstrom, Inc.

   GSC      USD       1,750,000       (1.00%)/1.69%        12/20/21        38,907          —        52,825         13,918   

Nordstrom, Inc.

   CSI      USD       2,030,000       (1.00%)/1.69%        12/20/21        52,036          —        61,277         9,241   

Societe Generale S.A.

   BCLY      EUR       6,535,000       (1.00%)/0.77%        12/20/20        —          (81,874)       (71,219)        10,655   

Societe Generale S.A.

   BCLY      EUR       2,915,000       (1.00%)/0.77%        12/20/20        —          (38,907)       (31,768)        7,139   

Target Corp.

   CSI      USD       1,860,000       (1.00%)/0.62%        12/20/21        —          (45,585)       (35,430)        10,155   

Teck Resources Ltd.

   GSC      USD       1,405,000       (5.00%)/2.04%        12/20/21        —          (135,283)       (196,749)        (61,466)  

Teck Resources Ltd.

   GSC      USD       1,410,000       (5.00%)/2.04%        12/20/21        —          (135,667)       (197,450)        (61,783)  

Tenet Healthcare Corp.

   MSC      USD       3,275,000       (5.00%)/1.01%        12/20/17        —          (87,887)       (134,625)        (46,738)  

Vale S.A.

   BNP      USD       2,290,000       (1.00%)/2.95%        12/20/21        305,622          —        194,096         (111,526)  

Windstream Corp.

   BCLY      USD       3,760,000       (5.00%)/5.20%        12/20/21        118,543          —        9,208         (109,335)  
               

 

 

    

 

 

   

 

 

    

 

 

 

Total

                $ 3,287,913        $ (4,533,168)     $   (2,924,806)      $   (1,679,551)  
               

 

 

    

 

 

   

 

 

    

 

 

 

Credit default swaps on single-name issues:

 

Sell protection:

 

               

Avis Budget Group, Inc.

   GSC      USD       1,250,000       5.00%/3.88%        12/20/21      $ 83,098        $ —      $ 67,222       $ (15,876)  

BNP Paribas S.A.

   BCLY      EUR       2,970,000       1.00%/0.77%        12/20/20        42,153          —        31,955         (10,198)  

BNP Paribas S.A.

   BCLY      EUR       6,530,000       1.00%/0.77%        12/20/20        81,811          —        70,258         (11,553)  

CalAtlantic Group, Inc.

   JPM      USD       4,230,000       5.00%/1.96%        12/20/21        521,683        —        606,534         84,851   

Genworth Holding, Inc.

   GSC      USD       700,000       5.00%/7.33%        12/20/21        —          (38,392     (56,623)        (18,231)  

Genworth Holding, Inc.

   GSC      USD       670,000       5.00%/7.33%        12/20/21        —          (33,406     (54,196)        (20,790)  

Genworth Holding, Inc.

   GSC      USD       670,000       5.00%/7.33%        12/20/21        —          (33,369     (54,196)        (20,827)  

Liberty Interactive LLC

   GSC      USD       1,425,000       5.00%/1.41%        03/20/20        103,644          —        163,386         59,742   

Liberty Interactive LLC

   BCLY      USD       850,000       5.00%/1.41%        03/20/20        53,258          —        97,459         44,201   

Telecom Italia S.p.A.

   CSI      EUR       5,400,000       1.00%/2.30%        12/20/21        —          (358,419     (344,290)        14,129   

Telecom Italia S.p.A.

   CSI      EUR       3,770,000       1.00%/2.30%        12/20/21        —          (250,230     (240,366)        9,864   
               

 

 

    

 

 

   

 

 

    

 

 

 

Total

                $ 885,647        $ (713,816)     $ 287,143      $ 115,312   
               

 

 

    

 

 

   

 

 

    

 

 

 
                       
               

 

 

    

 

 

   

 

 

    

 

 

 

Total single-name issues

 

          $ 4,173,560        $ (5,246,984)     $ (2,637,663)      $ (1,564,239)  
               

 

 

    

 

 

   

 

 

    

 

 

 
                       
               

 

 

    

 

 

   

 

 

    

 

 

 

Total OTC contracts

 

        $ 5,811,353        $ (8,520,474)     $ (4,536,020)      $ (1,826,899)  
               

 

 

    

 

 

   

 

 

    

 

 

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

(b) Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues, U.S. municipal issues or sovereign government issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the reference entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. The percentage shown is the implied credit spread on January 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2017

 

        Reference Entity  

Notional
Amount (a)

    (Pay)/Receive
Fixed Rate
    Expiration  
Date  
    Cost Basis    

Market

Value †

    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

             

Buy protection:

             

CDX.NA.HY.27

    USD           43,745,000       (5.00%)       12/20/21     $ (2,503,357   $ (2,895,628   $ (392,271

ITRAXX.XOV.26

    EUR           6,625,000       (5.00%)       02/14/17       (632,150     (649,204     (17,054
         

 

 

   

 

 

   

 

 

 

Total

          $ (3,135,507   $ (3,544,832   $ (409,325
         

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

             

Sell protection:

             

ITRAXX.EUR.26

    EUR           24,626,250       1.00%       12/20/21     $ 227,942     $ 367,730     $ 139,788  
         

 

 

   

 

 

   

 

 

 
             
         

 

 

   

 

 

   

 

 

 

Total

          $ (2,907,565   $ (3,177,102)     $ (269,537
         

 

 

   

 

 

   

 

 

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

OTC Interest Rate Swap Contracts Outstanding at January 31, 2017

 

Counter-

party

      Payments made
    by Fund
 

        Payments received

        by Fund

 

Notional

Amount

    Expiration      
Date      
    Upfront    
Premiums    
Paid    
    Upfront
Premiums
Received
    Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 
BOA   0.95% Fixed   3M CAD CDOR     CAD        15,290,000       03/15/22     $ —         $     $ 314,889      $ 314,889   
BOA   3M CAD CDOR   1.50% Fixed     CAD        92,793,000       12/19/20       8,590                 (134,739)       (143,329)  
  3M NZD Bank                 
CBK   Bill   2.52% Fixed     NZD        96,565,000       03/21/19       2,798                 (203,461)       (206,259)  
  3M NZD Bank                 
CBK   Bill   3.01% Fixed     NZD        40,165,000       12/19/20       —           (7,789)       (192,910)       (185,121)  
  3M NZD Bank                 
CBK   Bill   3.01% Fixed     NZD        57,325,000       12/19/20       —           (11,082)       (275,422)       (264,340)  
  3M SEK                 
CBK   STIBOR   0.09% Fixed     SEK        202,320,000       03/15/22       —                 (438,771)       (438,771)  
  3M SEK                 
CBK   STIBOR   0.38% Fixed     SEK        149,845,000       03/20/22       —                 (286,471)       (286,471)  
  3M SEK                 
CBK   STIBOR   0.78% Fixed     SEK        45,745,000       03/15/27       —                 (261,886)       (261,886)  
  6M NOK                 
CBK   NIBOR   1.19% Fixed     NOK        445,750,000       12/20/18       —                 (72,016)       (72,016)  
  3M NZD Bank                 
DEUT   Bill   2.52% Fixed     NZD        96,565,000       03/21/19       —                 (203,461)       (203,461)  
  3M NZD Bank                 
DEUT   Bill   3.01% Fixed     NZD        67,200,000       12/19/20       —           (8,320)       (322,758)       (314,438)  
  3M NZD Bank                 
DEUT   Bill   2.35% Fixed     NZD        53,603,000       03/15/22       —                 (1,409,101)       (1,409,101)  
  3M NZD Bank                 
DEUT   Bill   2.31% Fixed     NZD        26,605,000       03/20/22       —                 (659,879)       (659,879)  
  3M NZD Bank                 
DEUT   Bill   2.73% Fixed     NZD        8,588,000       03/15/27       —                 (467,712)       (467,712)  
DEUT   1.01% Fixed   6M NOK NIBOR     NOK        101,015,000       03/15/22       —                 379,924        379,924   
GSC   2.24% Fixed   3M HKD HIBOR     HKD        33,115,000       06/16/26       11,135                 125,454        114,319   
GSC   2.24% Fixed   3M HKD HIBOR     HKD        33,115,000       06/16/26       24,049                 125,454        101,405   


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

GSC   2.35% Fixed   3M HKD HIBOR     HKD        46,335,000       06/16/26       —               $ 146,422        146,422   
GSC   2.36% Fixed   3M HKD HIBOR     HKD        46,340,000       06/16/26       —                 145,172        145,172   
  3M NZD Bank                 
GSC   Bill   3.01% Fixed     NZD        33,600,000       12/19/20       —           (2,105)       (161,379)       (159,274)  
JPM   1M MXN TIIE   7.13% Fixed     MXN        313,520,000       03/03/27       —                 (789,978)       (789,978)  
JPM   2.24% Fixed   3M HKD HIBOR     HKD        26,400,000       06/16/26       8,345                 100,014        91,669   
JPM   2.37% Fixed   3M HKD HIBOR     HKD        46,335,000       06/16/26       —                 140,726        140,726   
JPM   2.20% Fixed   3M NZD Bank Bill     NZD        35,360,000       03/15/22       —                 1,110,611        1,110,611   
  3M NZD Bank                 
JPM   Bill   3.01% Fixed     NZD        97,300,000       12/19/20       —           (18,751)       (467,327)       (448,576)  
  3M NZD Bank                 
JPM   Bill   2.85% Fixed     NZD        18,645,000       03/15/22       —                 (169,865)       (169,865)  
JPM   3.31% Fixed   6M AUD BBR     AUD        18,450,000       03/16/27       —                 (733,571)       (733,571)  
  6M NOK                 
JPM   NIBOR   1.19% Fixed     NOK        471,657,000       12/20/18       3,516                 (76,201)       (79,717)  
MSC   1M MXN TIIE   7.41% Fixed     MXN        313,525,000       03/03/27       —                 (497,933)       (497,933)  
MSC   2.36% Fixed   3M HKD HIBOR     HKD        46,340,000       06/16/26       —                 143,906        143,906   
MSC   1.36% Fixed   6M NOK NIBOR     NOK        46,735,000       03/15/27       —                 369,561        369,561   
UBS   6M AUD BBR   1.96% Fixed     AUD        16,185,000       03/15/22       —                 (342,794)       (342,794)  
            

 

 

   

 

 

   

 

 

   

 

 

 

Total

           $ 58,433     $ (48,047)     $ (5,065,502)     $ (5,075,888)  
            

 

 

   

 

 

   

 

 

   

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2017

 

    Payments made

    by Fund

  

Payments received by

Fund

   Notional Amount      Expiration    
Date    
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

3M CAD CDOR

   1.73% Fixed      CAD        23,802,000        03/20/22      $      $ —        $         (23,808)      $ (23,808)  

3M CAD CDOR

   1.93% Fixed      CAD        7,690,000        03/15/27               —          (42,490)        (42,490)  

3M NZD Bank Bill

   3.01% Fixed      NZD        211,206,000        12/19/20               (460,836)        (1,014,754)        (553,918)  

4.02% Fixed

   3M NZD Bank Bill      NZD        21,025,000        03/16/27               —          110,309         110,309   

3M SEK STIBOR

   0.14% Fixed      SEK        1,194,989,000        03/21/19        52,965        —          158,679         105,714   

3M SEK STIBOR

   2.08% Fixed      SEK        244,187,000        03/16/27        12,717        —          (167,705)        (180,422)  

2.64% Fixed

   3M USD LIBOR      USD        13,600,000        03/16/27               —          81,309         81,309   

3M USD LIBOR

   1.91% Fixed      USD        787,996,000        03/21/19        379,645        —          868,316         488,671   

3M USD LIBOR

   1.91% Fixed      USD        12,725,000        03/15/22               —          (58,404)        (58,404)  

3M USD LIBOR

   1.17% Fixed      USD        12,075,000        03/15/22               —          (485,587)        (485,587)  

3M USD LIBOR

   1.29% Fixed      USD        17,910,000        03/20/22               —          (530,150)        (530,150)  

3M USD LIBOR

   1.88% Fixed      USD        36,868,503        06/16/26        19,925        —          (1,377,236)        (1,397,161)  

7.46% Fixed

   3M ZAR JIBAR      ZAR        1,657,255,000        03/21/19               —          (342,318)        (342,318)  

7.50% Fixed

   3M ZAR JIBAR      ZAR        1,657,255,000        03/21/19               —          37,651         37,651   

6M AUD BBR

   2.65% Fixed      AUD        17,764,000        03/15/22               —          63,440         63,440   

6M AUD BBR

   3.03% Fixed      AUD        8,085,000        03/15/27               —          23,632         23,632   

0.09% Fixed

   6M EUR EURIBOR      EUR        16,365,000        03/20/22               —          186,280         186,280   

0.23% Fixed

   6M EUR EURIBOR      EUR        11,325,000        03/15/22               —          867,488         867,488   

6M EUR EURIBOR

   0.08% Fixed      EUR        59,350,000        10/08/21               (205,257)        (228,476)        (23,219)  

6M EUR EURIBOR

   0.38% Fixed      EUR        4,810,000        03/15/27               —          (238,589)        (238,589)  

0.88% Fixed

   6M GBP LIBOR      GBP        4,155,000        03/15/27               —          287,318         287,318   

1.04% Fixed

   6M GBP LIBOR      GBP        9,775,000        03/15/22               —          391,686         391,686   

1.28% Fixed

   6M GBP LIBOR      GBP        14,450,000        03/20/22               —          51         51   

1.84% Fixed

   6M GBP LIBOR      GBP        10,050,000        03/16/27               —          20,547         20,547   

6M GBP LIBOR

   0.95% Fixed      GBP        108,209,000        03/20/20               (106,283)        (184,508)        (78,225)  

6M GBP LIBOR

   1.19% Fixed      GBP        51,645,000        03/20/21        633        —          4,054         3,421   

0.50% Fixed

   6M JPY LIBOR      JPY        3,048,045,000        06/21/37        652,489        —          1,117,972         465,483   

6M JPY LIBOR

   0.00% Fixed      JPY        1,823,130,000        03/20/22               —          142,033         142,033   

6M JPY LIBOR

   0.00% Fixed      JPY        550,320,000        03/15/27               —          138,917         138,917   

1.77% Fixed

   6M NOK NIBOR      NOK        154,738,000        03/20/22               —          62,995         62,995   

2.53% Fixed

   6M PLN WIBOR      PLN        590,854,000        03/15/22        234,294        —          444,169         209,875   
              

 

 

    

 

 

    

 

 

    

 

 

 

Total

               $ 1,352,668      $ (772,376)      $ 312,821       $ (267,471)  
              

 

 

    

 

 

    

 

 

    

 

 

 

Foreign Currency Contracts Outstanding at January 31, 2017

 

Currency    Buy / Sell      Delivery Date          Counterparty    Contract   
Amount   
     Market Value †     

Unrealized 

Appreciation/ 

(Depreciation) 

 

 

 

AUD

     Buy      02/03/17    NAB    $ 94,884,374      $ 95,198,778      $ 314,404  

AUD

     Buy      02/03/17    BCLY      94,894,930        95,201,811        306,881  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

AUD

     Buy      02/03/17    MSC      94,970,253        $          95,201,811        $231,558  

AUD

     Buy      02/03/17    BNP      94,987,201        95,201,811        214,610  

AUD

     Buy      02/03/17    BCLY      14,895,137        15,003,846        108,709  

AUD

     Buy      02/03/17    GSC      2,080,693        2,176,449        95,756  

AUD

     Buy      02/03/17    CBK      2,044,146        2,134,740        90,594  

AUD

     Buy      02/03/17    CBK      13,229,112        13,300,605        71,493  

AUD

     Buy      02/03/17    BCLY      3,922,977        3,947,183        24,206  

AUD

     Buy      02/03/17    JPM      2,641,012        2,661,789        20,777  

AUD

     Buy      02/03/17    BCLY      1,580,960        1,588,731        7,771  

AUD

     Sell      02/03/17    MSC      2,026,758        2,024,780        1,978  

AUD

     Sell      02/03/17    NAB      1,807,244        1,808,651        (1,407)  

AUD

     Sell      02/03/17    BMO      2,033,592        2,036,155        (2,563)  

AUD

     Sell      02/03/17    BCLY      1,792,360        1,797,277        (4,917)  

AUD

     Sell      02/03/17    TDB      1,562,782        1,569,773        (6,991)  

AUD

     Sell      02/03/17    NAB      1,396,932        1,414,313        (17,381)  

AUD

     Sell      02/03/17    BNP      3,222,739        3,241,923        (19,184)  

AUD

     Sell      02/03/17    SSG      2,015,658        2,051,322        (35,664)  

AUD

     Sell      02/03/17    BCLY      2,688,241        2,828,625        (140,384)  

AUD

     Sell      02/03/17    CBK      12,212,375        12,765,213        (552,838)  

AUD

     Sell      02/03/17    BOA      123,197,280        128,726,705        (5,529,425)  

AUD

     Sell      02/03/17    CBK      123,151,062        128,725,947        (5,574,885)  

AUD

     Sell      02/03/17    WEST                  126,932,714        132,626,872        (5,694,158)  

AUD

     Sell      03/06/17    CSFB      1,134,755        1,140,453        (5,698)  

AUD

     Sell      03/06/17    SCB      3,841,540        3,853,292        (11,752)  

AUD

     Sell      03/06/17    BNP      94,919,410        95,130,461        (211,051)  

AUD

     Sell      03/06/17    MSC      94,899,952        95,130,462        (230,510)  

AUD

     Sell      03/06/17    BCLY      94,823,624        95,130,462        (306,838)  

AUD

     Sell      03/06/17    NAB      94,814,702        95,127,430        (312,728)  

BRL

     Buy      02/02/17    MSC      5,323,980        5,584,725        260,745  

BRL

     Buy      02/02/17    SSG      5,243,531        5,463,249        219,718  

BRL

     Buy      02/02/17    GSC      5,429,165        5,384,591        (44,574)  

BRL

     Buy      02/02/17    BCLY      5,509,434        5,464,201        (45,233)  

BRL

     Buy      03/02/17    MSC      197,833        197,768        (65)  

BRL

     Sell      02/02/17    MSC      5,430,125        5,385,543        44,582  

BRL

     Sell      02/02/17    MSC      199,299        199,183        116  

BRL

     Sell      02/02/17    GSC      5,375,871        5,384,591        (8,720)  

BRL

     Sell      02/02/17    BCLY      5,322,212        5,464,201        (141,989)  

BRL

     Sell      03/02/17    SSG      198,201        197,767        434  

CAD

     Buy      02/03/17    BMO      343,394,172        344,127,819        733,647  

CAD

     Buy      02/03/17    MSC      18,572,063        18,975,270        403,207  

CAD

     Buy      02/03/17    CBK      15,936,071        16,167,136        231,065  

CAD

     Buy      02/03/17    SSG      4,041,433        4,176,849        135,416  

CAD

     Buy      02/03/17    UBS      9,221,086        9,282,058        60,972  

CAD

     Buy      02/03/17    CBK      5,670,198        5,729,239        59,041  

CAD

     Buy      02/03/17    SCB      3,407,581        3,458,293        50,712  

CAD

     Buy      02/03/17    SSG      3,437,400        3,477,506        40,106  

CAD

     Buy      02/03/17    TDB      1,330,366        1,356,420        26,054  

CAD

     Buy      02/03/17    GSC      3,590,479        3,615,837        25,358  

CAD

     Buy      02/03/17    CBK      2,568,487        2,586,035        17,548  

CAD

     Buy      02/03/17    BCLY      2,726,359        2,732,052        5,693  

CAD

     Buy      03/06/17    BCLY      7,043,150        7,101,751        58,601  

CAD

     Buy      03/06/17    BMO      14,982,299        15,014,537        32,238  

CAD

     Sell      02/03/17    SSG      1,482,319        1,490,908        (8,589)  

CAD

     Sell      02/03/17    TDB      3,692,916        3,715,743        (22,827)  

CAD

     Sell      02/03/17    BMO      14,977,761        15,009,760        (31,999)  

CAD

     Sell      02/03/17    JPM      4,950,325        4,987,627        (37,302)  

CAD

     Sell      02/03/17    MSC      2,030,980        2,074,976        (43,996)  

CAD

     Sell      02/03/17    CBK      2,045,905        2,094,189        (48,284)  

CAD

     Sell      02/03/17    GSC      3,656,135        3,738,799        (82,664)  

CAD

     Sell      02/03/17    JPM      7,361,620        7,477,598        (115,978)  

CAD

     Sell      02/03/17    BCLY      5,323,266        5,517,898        (194,632)  

CAD

     Sell      02/03/17    GSC      15,931,762        16,167,135        (235,373)  

CAD

     Sell      02/03/17    MSC      345,900,246        353,409,877        (7,509,631)  

CAD

     Sell      02/28/17    BMO      1,371,039        1,380,582        (9,543)  

CAD

     Sell      03/06/17    SSG      1,930,535        1,929,573        962  

CAD

     Sell      03/06/17    BMO      343,498,222        344,237,342        (739,120)  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

CHF

     Buy      02/03/17    BCLY      15,604,415        $          16,161,100        $556,685  

CHF

     Buy      02/03/17    HSBC      10,565,630        10,865,030        299,400  

CHF

     Buy      02/03/17    SSG      6,617,751        6,794,939        177,188  

CHF

     Buy      02/03/17    JPM      6,620,638        6,793,928        173,290  

CHF

     Buy      03/06/17    GSC      27,084,617        27,152,840        68,223  

CHF

     Sell      02/03/17    GSC      27,043,106        27,106,986        (63,880)  

CHF

     Sell      02/03/17    HSBC      13,354,156        13,508,011        (153,855)  

DKK

     Buy      02/03/17    MSC      133,371,153        134,653,708        1,282,555  

DKK

     Buy      02/03/17    BOA      12,425,338        12,552,113        126,775  

DKK

     Sell      02/03/17    GSC                  142,294,435        147,205,821        (4,911,386)  

DKK

     Sell      03/06/17    MSC      133,549,757        134,835,967        (1,286,210)  

EUR

     Buy      02/03/17    CBK      25,669,599        26,547,533        877,934  

EUR

     Buy      02/03/17    JPM      20,530,199        21,229,390        699,191  

EUR

     Buy      02/03/17    JPM      25,928,980        26,554,011        625,031  

EUR

     Buy      02/03/17    JPM      26,090,699        26,554,011        463,312  

EUR

     Buy      02/03/17    DEUT      114,487,084        114,934,949        447,865  

EUR

     Buy      02/03/17    JPM      15,586,494        15,928,520        342,026  

EUR

     Buy      02/03/17    JPM      15,626,920        15,928,520        301,600  

EUR

     Buy      02/03/17    BOA      67,252,488        67,521,854        269,366  

EUR

     Buy      02/03/17    JPM      10,725,039        10,918,065        193,026  

EUR

     Buy      02/03/17    JPM      10,735,152        10,918,065        182,913  

EUR

     Buy      02/03/17    RBC      39,355,750        39,524,408        168,658  

EUR

     Buy      02/03/17    MSC      5,347,440        5,495,199        147,759  

EUR

     Buy      02/03/17    JPM      7,865,514        7,961,021        95,507  

EUR

     Buy      02/03/17    CBK      4,358,595        4,453,379        94,784  

EUR

     Buy      02/03/17    JPM      5,229,100        5,307,347        78,247  

EUR

     Buy      02/03/17    SSG      5,381,455        5,458,493        77,038  

EUR

     Buy      02/03/17    JPM      5,232,649        5,307,347        74,698  

EUR

     Buy      02/03/17    BCLY      13,318,853        13,383,886        65,033  

EUR

     Buy      02/03/17    JPM      10,707,338        10,767,999        60,661  

EUR

     Buy      02/03/17    GSC      2,042,781        2,094,437        51,656  

EUR

     Buy      02/03/17    TDB      3,425,438        3,470,936        45,498  

EUR

     Buy      02/03/17    CBK      8,424,267        8,469,516        45,249  

EUR

     Buy      02/03/17    BMO      3,557,079        3,595,091        38,012  

EUR

     Buy      02/03/17    CBK      2,077,680        2,094,438        16,758  

EUR

     Buy      02/03/17    BOA      2,241,174        2,250,980        9,806  

EUR

     Buy      02/28/17    SSG      1,146,436        1,150,849        4,413  

EUR

     Buy      02/28/17    CSFB      628,930        628,915        (15)  

EUR

     Buy      03/06/17    BCLY      7,964,121        8,085,860        121,739  

EUR

     Buy      03/06/17    CSFB      2,426,014        2,459,268        33,254  

EUR

     Buy      03/06/17    CSFB      2,561,841        2,583,583        21,742  

EUR

     Sell      02/03/17    MSC      1,547,424        1,565,430        (18,006)  

EUR

     Sell      02/03/17    CBK      4,553,836        4,572,135        (18,299)  

EUR

     Sell      02/03/17    SCB      1,852,474        1,894,710        (42,236)  

EUR

     Sell      02/03/17    CBK      5,125,568        5,171,317        (45,749)  

EUR

     Sell      02/03/17    CBK      5,409,094        5,459,572        (50,478)  

EUR

     Sell      02/03/17    CBK      3,636,920        3,692,255        (55,335)  

EUR

     Sell      02/03/17    BCLY      12,807,242        12,922,895        (115,653)  

EUR

     Sell      02/03/17    CBK      16,226,211        16,377,636        (151,425)  

EUR

     Sell      02/03/17    GSC      10,722,806        10,922,383        (199,577)  

EUR

     Sell      02/03/17    JPM      10,326,521        10,619,013        (292,492)  

EUR

     Sell      02/03/17    GSC      10,630,467        10,923,463        (292,996)  

EUR

     Sell      02/03/17    JPM      10,399,684        10,823,059        (423,375)  

EUR

     Sell      02/03/17    JPM      26,043,589        26,547,534        (503,945)  

EUR

     Sell      02/03/17    JPM      20,632,053        21,238,027        (605,974)  

EUR

     Sell      02/03/17    CBK      121,304,793        125,575,555        (4,270,762)  

EUR

     Sell      02/03/17    CBK      182,247,861        188,364,412        (6,116,551)  

EUR

     Sell      02/28/17    UBS      35,089,299        35,514,901        (425,602)  

EUR

     Sell      03/06/17    RBC      39,399,682        39,575,308        (175,626)  

EUR

     Sell      03/06/17    BOA      67,328,040        67,608,808        (280,768)  

EUR

     Sell      03/06/17    DEUT      114,614,836        115,082,962        (468,126)  

GBP

     Buy      02/03/17    JPM      38,511,614        39,622,443        1,110,829  

GBP

     Buy      02/03/17    JPM      25,491,920        26,404,059        912,139  

GBP

     Buy      02/03/17    JPM      26,483,408        27,098,505        615,097  

GBP

     Buy      02/03/17    JPM      26,220,912        26,723,604        502,692  

GBP

     Buy      02/03/17    CBK      60,122,949        60,567,800        444,851  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

GBP

     Buy      02/03/17    HSBC      13,425,123        $          13,788,283        $363,160  

GBP

     Buy      02/03/17    HSBC      12,861,162        13,219,643        358,481  

GBP

     Buy      02/03/17    JPM      12,875,928        13,202,029        326,101  

GBP

     Buy      02/03/17    CBK      16,239,384        16,557,262        317,878  

GBP

     Buy      02/03/17    JPM      13,252,677        13,544,220        291,543  

GBP

     Buy      02/03/17    JPM      12,941,673        13,202,029        260,356  

GBP

     Buy      02/03/17    JPM      13,296,064        13,544,220        248,156  

GBP

     Buy      02/03/17    JPM      13,313,828        13,544,221        230,393  

GBP

     Buy      02/03/17    CBK      10,535,450        10,737,499        202,049  

GBP

     Buy      02/03/17    CBK      5,413,128        5,519,087        105,959  

GBP

     Buy      02/03/17    GSC      6,794,534        6,897,916        103,382  

GBP

     Buy      02/03/17    BNP      4,019,113        4,113,840        94,727  

GBP

     Buy      02/03/17    MSC      2,021,369        2,063,211        41,842  

GBP

     Buy      02/28/17    MSC      405,959        406,531        572  

GBP

     Buy      03/06/17    CBK      3,216,080        3,241,552        25,472  

GBP

     Buy      03/06/17    GSC      2,117,350        2,127,465        10,115  

GBP

     Sell      02/03/17    JPM      10,880,111        10,821,790        58,321  

GBP

     Sell      02/03/17    JPM      10,872,522        10,814,241        58,281  

GBP

     Sell      02/03/17    JPM      5,420,444        5,407,120        13,324  

GBP

     Sell      02/03/17    MSC      6,394,097        6,416,081        (21,984)  

GBP

     Sell      02/03/17    JPM      2,010,445        2,056,920        (46,475)  

GBP

     Sell      02/03/17    BCLY      4,438,713        4,497,547        (58,834)  

GBP

     Sell      02/03/17    BCLY      5,196,850        5,282,573        (85,723)  

GBP

     Sell      02/03/17    JPM      5,196,464        5,282,573        (86,109)  

GBP

     Sell      02/03/17    SSG      5,192,441        5,282,573        (90,132)  

GBP

     Sell      02/03/17    JPM      5,187,193        5,282,573        (95,380)  

GBP

     Sell      02/03/17    SSG      5,182,099        5,282,573        (100,474)  

GBP

     Sell      02/03/17    HSBC      5,280,233        5,478,830        (198,597)  

GBP

     Sell      02/03/17    JPM      7,852,139        8,052,810        (200,671)  

GBP

     Sell      02/03/17    JPM      6,550,142        6,774,627        (224,485)  

GBP

     Sell      02/03/17    SSG      6,543,723        6,774,626        (230,903)  

GBP

     Sell      02/03/17    JPM      10,803,005        11,038,175        (235,170)  

GBP

     Sell      02/03/17    JPM      10,792,195        11,038,174        (245,979)  

GBP

     Sell      02/03/17    JPM      15,767,184        16,104,363        (337,179)  

GBP

     Sell      02/03/17    CBK      10,482,621        10,926,207        (443,586)  

GBP

     Sell      02/03/17    MSC      86,721,381        88,867,748        (2,146,367)  

GBP

     Sell      02/03/17    GSC      86,624,464        88,867,748        (2,243,284)  

GBP

     Sell      02/28/17    MSC      7,228,073        7,238,262        (10,189)  

GBP

     Sell      03/06/17    BMO      1,297,388        1,302,915        (5,527)  

GBP

     Sell      03/06/17    CBK                      60,154,965        60,606,320        (451,355)  

HKD

     Sell      04/28/17    SCB      3,373,788        3,374,454        (666)  

HKD

     Sell      04/28/17    SCB      5,060,617        5,061,616        (999)  

HKD

     Sell      04/28/17    SCB      1,685,634        1,687,163        (1,529)  

HKD

     Sell      04/28/17    SCB      5,057,159        5,061,745        (4,586)  

HKD

     Sell      04/28/17    SCB      5,057,028        5,061,744        (4,716)  

HKD

     Sell      04/28/17    SCB      5,057,028        5,061,744        (4,716)  

HKD

     Sell      04/28/17    HSBC      10,101,444        10,112,396        (10,952)  

HKD

     Sell      04/28/17    HSBC      10,958,062        10,970,360        (12,298)  

HKD

     Sell      04/28/17    SCB      9,787,048        9,805,897        (18,849)  

HKD

     Sell      04/28/17    CBK      19,752,991        19,775,363        (22,372)  

INR

     Buy      02/03/17    GSC      17,385,426        17,505,083        119,657  

INR

     Buy      03/06/17    MSC      17,385,935        17,432,489        46,554  

INR

     Sell      02/03/17    MSC      17,450,540        17,505,083        (54,543)  

JPY

     Buy      02/03/17    BOA      48,579,681        50,417,192        1,837,511  

JPY

     Buy      02/03/17    JPM      33,966,798        34,876,420        909,622  

JPY

     Buy      02/03/17    JPM      15,582,475        16,096,809        514,334  

JPY

     Buy      02/03/17    SCB      19,377,623        19,535,095        157,472  

JPY

     Buy      02/03/17    MSC      19,971,832        20,127,057        155,225  

JPY

     Buy      02/03/17    BNP      19,386,139        19,535,095        148,956  

JPY

     Buy      02/03/17    MSC      6,404,304        6,525,099        120,795  

JPY

     Buy      02/03/17    CBK      10,674,020        10,772,126        98,106  

JPY

     Buy      02/03/17    GSC      2,640,212        2,680,188        39,976  

JPY

     Buy      02/03/17    RBS      6,688,615        6,710,215        21,600  

JPY

     Buy      02/03/17    UBS      1,869,774        1,877,727        7,953  

JPY

     Buy      02/03/17    JPM      5,943,004        5,947,610        4,606  

JPY

     Buy      02/03/17    BCLY      916,181        920,264        4,083  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

JPY

     Buy      03/06/17    BNP      5,196,541        $          5,225,725        $29,184  

JPY

     Buy      03/06/17    BNP      959,045        971,734        12,689  

JPY

     Buy      03/06/17    RBS      1,416,046        1,408,836        (7,210)  

JPY

     Buy      03/06/17    BNP      6,520,483        6,482,062        (38,421)  

JPY

     Sell      02/03/17    GSC      6,682,922        6,685,414        (2,492)  

JPY

     Sell      02/03/17    BNP      2,635,665        2,647,417        (11,752)  

JPY

     Sell      02/03/17    RBS      4,503,406        4,515,400        (11,994)  

JPY

     Sell      02/03/17    RBS      1,433,113        1,449,924        (16,811)  

JPY

     Sell      02/03/17    UBS      3,222,484        3,249,043        (26,559)  

JPY

     Sell      02/03/17    BNP      3,221,694        3,249,042        (27,348)  

JPY

     Sell      02/03/17    DEUT      6,179,852        6,210,668        (30,816)  

JPY

     Sell      02/03/17    SCB      2,647,926        2,703,217        (55,291)  

JPY

     Sell      02/03/17    BCLY      2,473,004        2,530,502        (57,498)  

JPY

     Sell      02/03/17    CBK      10,448,299        10,580,811        (132,512)  

JPY

     Sell      02/03/17    HSBC      5,271,017        5,421,492        (150,475)  

JPY

     Sell      02/03/17    SCB      10,592,816        10,814,003        (221,187)  

JPY

     Sell      02/03/17    JPM      12,950,924        13,313,691        (362,767)  

JPY

     Sell      02/03/17    JPM      12,931,148        13,313,691        (382,543)  

JPY

     Sell      02/03/17    HSBC      12,939,409        13,330,998        (391,589)  

JPY

     Sell      02/03/17    JPM      15,689,435        16,096,809        (407,374)  

JPY

     Sell      02/03/17    JPM      26,064,246        26,640,694        (576,448)  

JPY

     Sell      02/03/17    JPM      25,934,539        26,627,382        (692,843)  

JPY

     Sell      02/03/17    JPM      25,913,012        26,640,695        (727,683)  

JPY

     Sell      02/28/17    BCLY      3,244,670        3,268,512        (23,842)  

JPY

     Sell      03/06/17    BNP      19,402,818        19,554,895        (152,077)  

JPY

     Sell      03/06/17    MSC      19,989,224        20,147,457        (158,233)  

JPY

     Sell      03/06/17    SCB      19,393,810        19,554,895        (161,085)  

KRW

     Buy      02/03/17    JPM      60,073,707        60,769,321        695,614  

KRW

     Buy      02/03/17    GSC      60,091,599        60,769,321        677,722  

KRW

     Buy      02/03/17    NOM PLC      62,026,037        62,610,816        584,779  

KRW

     Buy      02/03/17    SSG      2,654,605        2,754,448        99,843  

KRW

     Sell      02/03/17    JPM      96,464        99,601        (3,137)  

KRW

     Sell      02/03/17    BCLY      2,795,925        2,844,420        (48,495)  

KRW

     Sell      02/03/17    BCLY                  177,005,494        183,959,887        (6,954,393)  

KRW

     Sell      03/06/17    NOM      62,035,557        62,629,372        (593,815)  

KRW

     Sell      03/06/17    GSC      60,099,271        60,787,332        (688,061)  

KRW

     Sell      03/06/17    JPM      60,077,285        60,787,332        (710,047)  

MXN

     Buy      02/03/17    GSC      6,313,050        6,512,250        199,200  

MXN

     Buy      02/03/17    GSC      5,120,263        5,226,481        106,218  

MXN

     Buy      02/03/17    CIB      17,622,559        17,685,556        62,997  

MXN

     Buy      02/03/17    SSG      5,229,745        5,226,481        (3,264)  

MXN

     Buy      02/03/17    RBC      81,150,341        80,755,830        (394,511)  

MXN

     Buy      03/06/17    JPM      5,556,193        5,543,875        (12,318)  

MXN

     Buy      03/06/17    RBC      19,001,252        18,906,629        (94,623)  

MXN

     Sell      02/03/17    RBC      19,084,814        18,992,033        92,781  

MXN

     Sell      02/03/17    JPM      5,103,645        5,226,912        (123,267)  

MXN

     Sell      02/03/17    GSC      88,398,364        91,187,652        (2,789,288)  

MXN

     Sell      03/06/17    RBC      80,795,028        80,392,681        402,347  

NOK

     Buy      02/03/17    CBK      214,058,178        216,179,553        2,121,375  

NOK

     Buy      02/03/17    BOA      10,343,304        10,470,229        126,925  

NOK

     Buy      02/03/17    BCLY      2,702,990        2,774,052        71,062  

NOK

     Buy      02/03/17    BNP      2,649,166        2,715,855        66,689  

NOK

     Buy      02/03/17    BCLY      6,371,537        6,435,608        64,071  

NOK

     Buy      02/03/17    BCLY      1,867,853        1,887,762        19,909  

NOK

     Buy      02/03/17    BCLY      1,425,791        1,437,948        12,157  

NOK

     Buy      03/06/17    CBK      3,982,758        4,022,642        39,884  

NOK

     Sell      02/03/17    BMO      1,398,593        1,434,311        (35,718)  

NOK

     Sell      02/03/17    CBK      3,982,184        4,021,649        (39,465)  

NOK

     Sell      02/03/17    JPM      4,443,377        4,486,011        (42,634)  

NOK

     Sell      02/03/17    MSC      2,651,800        2,720,705        (68,905)  

NOK

     Sell      02/03/17    CBK      218,792,245        229,238,333        (10,446,088)  

NOK

     Sell      03/06/17    CBK      214,089,021        216,232,969        (2,143,948)  

NZD

     Buy      02/03/17    BCLY      81,455,106        82,190,668        735,562  

NZD

     Buy      02/03/17    CBA      53,788,023        54,245,020        456,997  

NZD

     Buy      02/03/17    GSC      9,892,802        10,133,710        240,908  

NZD

     Buy      02/03/17    NAB      27,727,615        27,944,181        216,566  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

NZD

     Buy      02/03/17    CBA      3,336,454        $          3,439,284        102,830  

NZD

     Buy      02/03/17    CBA      3,153,480        3,227,997        74,517  

NZD

     Buy      02/03/17    UBS      4,308,472        4,361,464        52,992  

NZD

     Buy      02/03/17    BCLY      918,103        964,731        46,628  

NZD

     Buy      02/03/17    BNP      3,664,030        3,693,856        29,826  

NZD

     Buy      02/03/17    MSC      2,021,439        2,046,844        25,405  

NZD

     Buy      02/03/17    BCLY      931,583        950,058        18,475  

NZD

     Buy      03/06/17    SCB      3,848,038        3,869,859        21,821  

NZD

     Buy      03/06/17    BOA      979,236        978,459        (777)  

NZD

     Sell      02/03/17    BNP      1,537,214        1,551,640        (14,426)  

NZD

     Sell      02/03/17    BNP      922,992        968,400        (45,408)  

NZD

     Sell      02/03/17    UBS      2,482,694        2,534,711        (52,017)  

NZD

     Sell      02/03/17    JPM      2,633,287        2,707,115        (73,828)  

NZD

     Sell      02/03/17    SSG      1,790,644        1,903,785        (113,141)  

NZD

     Sell      02/03/17    CBA      4,955,196        5,069,423        (114,227)  

NZD

     Sell      02/03/17    CBK      13,406,127        13,579,596        (173,469)  

NZD

     Sell      02/03/17    GSC      2,981,768        3,158,302        (176,534)  

NZD

     Sell      02/03/17    GSC      13,270,523        13,562,722        (292,199)  

NZD

     Sell      02/03/17    CBK      46,081,019        48,893,148        (2,812,129)  

NZD

     Sell      02/03/17    CBA      46,073,621        48,893,147        (2,819,526)  

NZD

     Sell      02/03/17    UBS      47,470,179        50,375,825        (2,905,646)  

NZD

     Sell      03/06/17    CBA      2,428,469        2,455,309        (26,840)  

NZD

     Sell      03/06/17    NAB      27,700,381        27,917,221        (216,840)  

NZD

     Sell      03/06/17    CBA      53,733,899        54,192,684        (458,785)  

NZD

     Sell      03/06/17    BCLY      81,374,779        82,111,370        (736,591)  

PLN

     Buy      02/03/17    BCLY      18,115,453        19,102,597        987,144  

PLN

     Buy      02/03/17    GSC      10,612,430        11,037,084        424,654  

PLN

     Buy      02/03/17    GSC      10,714,338        11,036,834        322,496  

PLN

     Buy      03/06/17    CBK      40,722,540        41,155,621        433,081  

PLN

     Sell      02/03/17    CBK      40,743,669        41,176,515        (432,846)  

PLN

     Sell      03/06/17    DEUT      3,678,198        3,723,497        (45,299)  

RUB

     Buy      02/03/17    UBS      5,280,513        5,261,999        (18,514)  

RUB

     Sell      02/03/17    BCLY      5,268,219        5,262,000        6,219  

RUB

     Sell      03/06/17    UBS      5,241,285        5,222,792        18,493  

RUB

     Sell      03/06/17    JPM      5,222,189        5,222,792        (603)  

SEK

     Buy      02/03/17    BCLY      80,105,724        83,574,323        3,468,599  

SEK

     Buy      02/03/17    BOA                  173,338,156        175,329,578        1,991,422  

SEK

     Buy      02/03/17    JPM      10,469,441        10,982,138        512,697  

SEK

     Buy      03/06/17    CBK      29,258,213        29,552,458        294,245  

SEK

     Buy      03/06/17    RBC      1,751,455        1,753,085        1,630  

SEK

     Sell      02/03/17    CBK      893,601        903,268        (9,667)  

SEK

     Sell      02/03/17    BCLY      3,953,308        3,991,530        (38,222)  

SEK

     Sell      02/03/17    BCLY      13,398,720        13,484,762        (86,042)  

SEK

     Sell      02/03/17    JPM      5,382,922        5,486,038        (103,116)  

SEK

     Sell      02/03/17    JPM      5,380,085        5,486,038        (105,953)  

SEK

     Sell      02/03/17    SSG      5,404,186        5,522,512        (118,326)  

SEK

     Sell      02/03/17    JPM      8,073,135        8,229,114        (155,979)  

SEK

     Sell      02/03/17    CBK      29,210,528        29,509,045        (298,517)  

SEK

     Sell      02/03/17    JPM      21,034,381        21,944,153        (909,772)  

SEK

     Sell      02/03/17    BCLY      168,052,845        175,329,578        (7,276,733)  

SEK

     Sell      03/06/17    BCLY      8,061,716        8,185,457        (123,741)  

SEK

     Sell      08/14/17    BOA      166,614,502        168,512,464        (1,897,962)  

SGD

     Buy      02/03/17    HSBC      2,651,286        2,724,760        73,474  

SGD

     Sell      02/03/17    JPM      52,042        53,218        (1,176)  

SGD

     Sell      02/03/17    SCB      2,604,176        2,671,542        (67,366)  

TRY

     Buy      02/03/17    BNP      39,516,728        40,036,582        519,854  

TRY

     Buy      02/03/17    MSC      5,077,017        5,242,139        165,122  

TRY

     Buy      02/03/17    MSC      1,759,843        1,752,234        (7,609)  

TRY

     Buy      02/03/17    MSC      3,279,057        3,260,051        (19,006)  

TRY

     Buy      02/03/17    MSC      5,084,072        5,012,285        (71,787)  

TRY

     Buy      02/03/17    MSC      5,158,687        4,926,222        (232,465)  

TRY

     Buy      02/03/17    MSC      5,165,097        4,926,223        (238,874)  

TRY

     Buy      03/06/17    MSC      5,138,646        5,217,592        78,946  

TRY

     Buy      03/06/17    GSC      5,147,364        5,217,593        70,229  

TRY

     Buy      03/06/17    MSC      5,163,947        5,217,592        53,645  

TRY

     Sell      02/03/17    JPM      19,789,213        18,844,529        944,684  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

TRY

     Sell      02/03/17    HSBC      5,177,358      $ 4,924,104        $253,254  

TRY

     Sell      02/03/17    MSC      5,152,968        4,924,104        228,864  

TRY

     Sell      02/03/17    MSC      5,146,693        4,924,105        222,588  

TRY

     Sell      02/03/17    MSC      5,199,273        5,011,755        187,518  

TRY

     Sell      02/03/17    MSC      5,356,777        5,368,981        (12,204

TRY

     Sell      02/03/17    MSC      5,332,439        5,368,981        (36,542

TRY

     Sell      02/03/17    MSC      5,219,138        5,263,058        (43,920

TRY

     Sell      02/03/17    MSC      5,168,782        5,263,058        (94,276

TRY

     Sell      02/03/17    MSC      5,157,515        5,263,058        (105,543

TRY

     Sell      03/06/17    MSC      5,186,925        5,217,593        (30,668

TRY

     Sell      03/06/17    BNP                  39,177,280            39,690,720        (513,440

ZAR

     Buy      02/03/17    MSC      2,681,755        2,716,998        35,243  

ZAR

     Buy      02/03/17    BNP      5,498,888        5,502,235        3,347  

ZAR

     Buy      02/03/17    JPM      118,950        120,903        1,953  

ZAR

     Buy      03/06/17    GSC      5,272,472        5,311,531        39,059  

ZAR

     Sell      02/03/17    BCLY      5,329,914        5,387,637        (57,723

ZAR

     Sell      02/03/17    JPM      2,872,970        2,952,500        (79,530

ZAR

     Sell      03/06/17    BNP      5,468,445        5,471,593        (3,148
                 

 

 

 

Total

                  $         (68,969,175
                 

 

 

 

† 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)

    

Counterparty Abbreviations:

    
BCLY   

Barclays

  
BMO   

Bank of Montreal

  
BNP   

BNP Paribas Securities Services

  
BOA   

Banc of America Securities LLC

  
CBA   

Commonwealth Bank of Australia

  
CBK   

Citibank NA

  
CIB   

Canadian Imperial Bank of Commerce

  
CIB   

Credit Agricole

  
CSFB   

Credit Suisse First Boston Corp.

  
CSI   

Credit Suisse International

  
DEUT   

Deutsche Bank Securities, Inc.

  
GSC   

Goldman Sachs & Co.

  
HSBC   

HSBC Bank USA

  
JPM   

JP Morgan Chase & Co.

  
MSC   

Morgan Stanley

  
NAB   

National Australia Bank Limited

  
NOM   

Nomura International

  
RBC   

RBC Dominion Securities, Inc.

  
RBS   

RBS Greenwich Capital

  
SCB   

Standard Chartered Bank

  
SSG   

State Street Global Markets LLC

  
TDB   

Toronto-Dominion Bank

  
UBS   

UBS AG

  
WEST   

Westpac International

  

Currency Abbreviations:

    
AUD   

Australian Dollar

  
BRL   

Brazilian Real

  
CAD   

Canadian Dollar

  
CHF   

Swiss Franc

  
CNH   

Chinese Renminbi

  
DKK   

Danish Krone

  
EUR   

Euro

  
GBP   

British Pound

  
HKD   

Hong Kong Dollar

  
INR   

Indian Rupee

  
JPY   

Japanese Yen

  
KRW   

South Korean Won

  
MXN   

Mexican Peso

  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

NOK   

Norwegian Krone

  
NZD   

New Zealand Dollar

  
PLN   

Polish Zloty

  
RUB   

Russian Ruble

  
SEK   

Swedish Krona

  
SGD   

Singapore Dollar

  
TRY   

Turkish Lira

  
USD   

United States Dollar

  
ZAR   

South African Rand

  

Index Abbreviations:

    
CDX.NA.HY   

Credit Derivatives North American High Yield

  
CMBX.NA   

Markit Commercial Mortgage Backed North American

  
ITRAXX.EUR   

Markit iTraxx - Europe

  
ITRAXX.XOV   

Markit iTraxx Index - Europe Crossover

  

Other Abbreviations:

    
CLO   

Collateralized Loan Obligation

  
CMO   

Collateralized Mortgage Obligation

  
EURIBOR   

Euro Interbank Offered Rate

  
FHLMC   

Federal Home Loan Mortgage Corp.

  
HIBOR   

Hong Kong Interbank Offered Rate

  
JIBAR   

Johannesburg Interbank Agreed Rate

  
LIBOR   

London Interbank Offered Rate

  
NIBOR   

Norwegian Interbank Offered Rate

  
OTC   

Over-the-Counter

  
PAC   

Planned Amortization Class

  
STIBOR   

Stockholm Interbank Offered Rate

  
TIIE   

Interbank Equilibrium Interest Rate

  
WIBOR   

Warsaw Interbank Offered Rate

  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2017 in valuing the Fund’s investments.

 

                                                                                                   
     Total     Level 1(1)      Level 2(1)      Level 3(1)  

Assets

 

Common Stocks

          

Utilities

   $ 256,783      $ 256,783       $ —       $                 —   

Asset & Commercial Mortgage Backed Securities

     459,352,791        —         459,352,791         —   

Corporate Bonds

     791,392,375        —         791,392,375         —   

Foreign Government Obligations

     1,715,970,005        —         1,715,970,005         —   

Senior Floating Rate Interests

     54,969,980        —         54,969,980         —   

U.S. Government Agencies

     22,810,750        —         22,810,750         —   

U.S. Government Securities

     301,818,080        —         301,818,080         —   

Convertible Bonds

     15,694,856        —         15,694,856         —   

Convertible Preferred Stocks

     1,173,867        1,173,867         —         —   

Short-Term Investments

     68,187,915        68,187,915         —         —   

Purchased Options

     3,700,424        153,544         3,546,880         —   

Foreign Currency Contracts(2)

     41,960,447        —         41,960,447         —   

Futures Contracts(2)

     3,182,601        3,182,601         —         —   

Swaps - Credit Default(2)

     1,303,856        —         1,303,856         —   

Swaps - Interest Rate(2)

     6,745,424        —         6,745,424         —   

Written Options

           —                —   
  

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     3,488,520,155      $         72,954,710       $ 3,415,565,445       $                     —   
  

 

 

   

 

 

    

 

 

    

 

 

 

Liabilities

          

Foreign Currency Contracts(2)

   $ (110,929,622)     $ —       $     (110,929,622)      $ —   

Futures Contracts(2)

     (1,732,096)       (1,732,096)        —         —   

Swaps - Credit Default(2)

     (3,400,292)       —         (3,400,292)        —   

Swaps - Interest Rate(2)

     (12,088,783)       —         (12,088,783)        —   

Written Options

     (588,181)       (8,081)        (580,100)        —   
  

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $ (128,738,974   $ (1,740,177)      $ (126,998,797)      $                     —   
  

 

 

   

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2017, there were no transfers between Level 1 and Level 2 and investments valued at $2,717,408 were transferred from Level 3 to Level 2 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable inputs.

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/depreciation on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2017 is not presented.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.


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

Notes to the Schedule of Investments

Investment Valuation and Fair Value Measurements:

For purposes of calculating the net asset value (“NAV”) 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 last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. 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”). 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 close of the New York Stock Exchange (“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. In addition, 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 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. 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.

Fixed income investments (other than short-term obligations and senior floating rate interest), non-exchange traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. 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 options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of OTC options and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using 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 New York Stock Exchange (“NYSE”) 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 are valued at the respective NAV of each open-end mutual fund on each day that the NYSE is open (the “Valuation Date”). Such open-end mutual funds 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 procedures established by the Board of Directors.

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 generally reviews and approves the “Procedures for Valuation of Portfolio Investments” at least once a year. These procedures define how investments are to be valued, including the formation and activities of a Valuation Committee. The Valuation Committee, which is chaired by the Company’s Treasurer, is responsible for determining in good faith the fair value of investments when the value cannot be obtained from primary pricing services or alternative sources or if the valuation of an investment as provided by the primary pricing service or alternative source is believed not to reflect the investment’s fair value as of the Valuation Date. 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, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors. The Audit Committee receives quarterly written reports which include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Board of Directors then must consider for ratification all of the fair value determinations made during the previous quarter.

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.


Item 2. Controls and Procedures.

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

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

Item 3. Exhibits.

 

  (a) Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) are attached herewith.


SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

    THE HARTFORD MUTUAL FUNDS, INC.
Date:  March 31, 2017     By:   /s/ James E. Davey
      James E. Davey
      President and Chief Executive Officer

 

 

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

 

 

 

Date:  March 31, 2017     By:   /s/ James E. Davey
      James E. Davey
      President and Chief Executive Officer
Date:  March 31, 2017     By:   /s/ Michael Flook
      Michael Flook
      Vice President, Treasurer and Controller